Nifty open interest PCR at 1.66

Nifty implied volatility stood at 22-26%. The Nifty OI PCR (put-call ratio) was at 1.66 versus 1.65. FIIs net sold Rs 250 crore in Nifty Futures.

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

Marketwide rollover was at 50% and Nifty rollover at 54%. Stock Futures added 1.5 crore shares in OI (open interest). The Nifty December futures ended with 7 points premium.

Nifty implied volatility stood at 22-26%. The Nifty OI PCR (put-call ratio) was at 1.66 versus 1.65. FIIs net sold Rs 250 crore in Nifty Futures.

Long rollover and long positions were seen in Dena Bank. The stock gained 3.5% and its rollover completed at 47%. Its futures Open Interest was up 27%.

Fresh long build-up was seen in Hindalco, which gained 1%. Its futures Open Interest was up 20%.

Fresh short positions were seen in Power Grid and Unitech. Power Grid lost 2.2% and its futures Open Interest was up 10%.
Unitech fell 1% and its futures Open Interest was up 9%.

Short covering was seen in Dish TV, which rose 2.7% and its futures Open Interest was down 9%.