F&O cues: Nifty Dec futures trade at 13-pt discount

Excerpts from Bazaar on CNBC-TV18 Watch the full show » Nifty BSE | NSE 10/02/12 Are Mutual Funds betting on Nifty?

F&O cues:

Nifty down 2%

Nifty Dec futures trade at 13-pt discount versus 12-pt premium

Nifty IVs at 23-27%

Nifty Dec Open Interest PCR at 1.26 vs 1.28 at the start of Nov Series

Nifty Puts add 30.3 lakh, Calls add 60.6 lakh shares in Open Int (Nov Data Excluded)

Nifty Dec 5100 Call adds 21.5 lakh shares in Open Int

Nifty Dec 5200 Call adds 11.5 lakh shares in Open Int

Nifty Dec 5000 Call adds 8.7 lakh shares in Open Int

Nifty Dec 5200 Put adds 6 lakh shares in Open Int

FIIs in  F&Oon November 26

Net sell Rs 948 cr in Nifty Futures

Net buy Rs 1,203 cr in Nifty Options

Net sell Rs 61 cr in Stock Futures

Net buy Rs 17 cr in Stock Futures

FII F&O turnover at 23.3% of total F&O turnover

Cumulative FII positions at 34.3% of total gross mkt positions in F&O