Nifty Dec 5100 Call adds 21.5 lakh shares in Open Int

The Nifty December Open Interest PCR (put-call ratio) was at 1.26. Nifty December 5100 Call added 21.5 lakh shares in Open Interest.

By Anuj Singhal, Head-Markets Research at CNBC-TV18

Nifty rollover has completed at 71% versus average of 76% and marketwide rollover at 79% versus average of 75%.

The Nifty December futures ended with 13 points discount versus 12 points premium. Nifty December Open Interest PCR (put-call ratio) was at 1.26. Nifty December 5100 Call added 21.5 lakh shares in Open Interest.

Fresh short positions were seen in Indiabulls Real Estate and Tata Steel; their cost of carry was also down. Indiabulls Real Estate fell 4% and its futures Open Interest was up 18%. Tata Steel was down 3.5% and its futures Open Interest was up 12%.

Rollovers                       
Stock               Nov Expiry  Oct Expiry
Hero honda            84%         89%
Axis Bank              81%         69%
India Cements        91%         95%
HUL                       90%         85%
Tata steel              78%         84%

Initial open interest:
                        Dec       Nov
Nifty futures:     2.5 cr     2.73 cr
Stock Futures   125 cr    133 cr
Nifty Options :    8 cr       7.65 cr