F&O cues: Total Futures Open Int up by Rs 2403 cr

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:

Total F&O turnover at Rs 91,235 crore versus 1.06 lakh crore on D-1 of last expiry

Nifty down 0.3% , Futures Open Int up 8%

Total Futures Open Int up by Rs 2403 crore

Total Options Open Int up by Rs 165 crore

Nifty IVs at at 22-26% levels

Nifty Open Int PCR up from 1.66 to 1.71

Nifty Dec PO PCR at 1.62

Nifty Dec Fut trading at 12-pt prem versus 7-pt prem

Nifty Calls shed 9.8 lakh shares in Open Int

Nifty Puts adds 8.5 lakh shares in Open Int

Nifty Dec 5100 Put adds 5.3 lakh shares in Open Int

Nifty Dec 5000 Put adds 5.2 lakh shares in Open Int

Nifty Dec 4900 Put adds 2.9 lakh shares in Open Int

Nifty Nov 5200 Put adds 2.7 lakh shares in Open Int

Nifty Nov 5100 Call sheds 10.3 lakh shares in Open Int

Stock Futures add 2.1 cr shares in Open Int

FIIs in F&O on November 25

FIIs net buy Rs 412 crore in Nifty futures

FIIs net buy Rs 247 crore in Nifty Options

FIIs net sell Rs 254 crore in Stock futures

FIIs net buy Rs 115 crore in Stock Options

FII F&O turnover as a % of Total F&O Turnover at 28%