CALCULUS DERIVATIVES CORNER
• Nifty August Futures ended Monday's session at a premium of +36 vs premium of +43.
• The 01st August expiry Put-Call Open Interest Ratio was at 1.26 for Nifty whereas it was 1.20 for Bank Nifty.
• The 01st August expiry Put-Call Volume Ratio was at 0.76 for the Nifty and 1.16 for Bank Nifty.
• For Nifty, Maximum Call Open Interest (OI) stands at 11300 Strike Price, followed by 11400 Strike Price for 01st August Series. Short Buildup was seen at strikes price 11100-11500.
• Maximum Put Open Interest (OI) was seen at strike price 11200 followed by 11100 strike price for 01st August series. Short Covering was seen at strike prices 11200-11400.
• For Bank Nifty, Maximum Call Open Interest (OI) stands at 29500 Strike Price and Maximum Put Open Interest stands at 29000 Strike Price.
• As per Monday’s Provisional Data available on the NSE, FII’s sold shares worth Rs. 704.42 crores in the Indian Equity Market. DIIs on the other hand, bought shares worth Rs. 1351.64 crores in the Indian Equity market.
• Long Buildup: ICICIBANK, TCS.
• Short Buildup: TATAMOTORS, BANKBARODA, IBHSGFIN, PFC, HINDALCO.
• Short Covering: M&MFIN, HCLTECH.
• Long Unwinding: ZEEL, SUNPHARMA, ADANIPORTS, BAJAJFINSV.
• Stocks banned in F&O segment: NIL.