Nifty Open Interest PCR rises to 1.33 vs 1.26

Nifty implied volatility stood at 26-30% and India volatility Index was up 6% at 30. Nifty Open Interest PCR (put-call ratio) was up from 1.26 to 1.33. Nifty 4800 Put added 10 lakh shares in OI (open interest).

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

The F&O segment saw record turnover for day one of new series. FIIs net sold Rs 770 crore in Nifty futures, which closed with 5 points premium versus 13 points discount.

Nifty implied volatility stood at 26-30% and India volatility Index was up 6% at 30. Nifty Open Interest PCR (put-call ratio) was up from 1.26 to 1.33. Nifty 4800 Put added 10 lakh shares in OI (open interest).

Fresh long positions were seen in Suzlon Energy. The stock was up 6.3% and its futures Open Interest was up 9%.

Unitech rallied 10% from day's low on Friday. It ended 2.7% higher. Its CoC (cost of carry) was up while futures Open Interest was down 10%.

Fresh short positions were seen in IDFC and IVRCL Infrastructure; their CoC was also down. IDFC fell 4% and its futures Open Interest was up 16%. IVRCL lost 5% and its futures Open Interest was up 12%.

Bank of Baroda fell 5% and its futures Open Interest was up 54%. It rallied 5% from day’s low.