Angel Broking's derivative report

Angel Broking has come out with its derivatives report.

The Nifty futures' open interest has increased by 1.94%, while, Minifty futures open interest up by 4.22%, as market closed at 5005.55 levels.

The Nifty December Future is trading at a discount of 12.90 points, as against a premium of 12.45 points in the last trading session, while the January future closed at a discount of 7.20 points. • The PCR-OI has decreased from 1.71 to 1.46 points.

The Implied volatility of at the money options has increased from 22% to 25%.

Rollover for the Nifty Futures is 71.36% and for Minifty Futures' it is 57.95%. However, market wide rollover is 82.80%.

Total open interest of the market is Rs1,24,582cr, of which Stock futures' open interest is Rs 33,195 crore.

Disclaimer: The views and investment tips expressed by investment experts on moneycontrol.com are their own, and not that of the website or its management. Moneycontrol.com advises users to check with certified experts before taking any investment decisions.

To read the full report click on the attachment