NSE F&O Cues: Total Fut OI up by Rs 510 Cr

Cash volumes were at Rs 17,566.5 crore Vs 5 DMA of Rs 13,892 crore. F&O volumes were at Rs 78,270 crore Vs 5 DMA of Rs 52,890 crore. Total Futures OI was up by Rs 510 crore while total Options OI was up by Rs 1,030 crore. Nifty was unchanged while OI was up by 5%. Nifty OI Put Call Ratio stood at 1.81 Vs 1.78. Nifty April Futures were trading at 1-point premium Vs 6-points discount. Nifty IVs were at 35-40% levels. India VIX was at 36.8% Vs 37.6%. Nifty Calls added 4.9 shares in OI while Nifty Puts added 24 lakh shares in OI.

Nifty April 2900 Put added 9 lakh shares in OI; Nifty April 2700 Put added 4.85 lakh shares in OI; Nifty April 2800 Put added 4.8 lakh shares in OI; Nifty May 2900 Put added 9 lakh shares in OI; Nifty March 3000 Put added 6.91 lakh shares in OI; Nifty March 3050 Call added 6.1 lakh shares in OI; Nifty March 2900 Call sheds 10 lakh shares in OI. Stock Futures added 1.75 crore shares in OI.

On March 24, FIIs net buy in Index Futures were Rs 371 crore & OI was up 83,845 contracts, net sell in Index Options were Rs 77.5 crore & OI was up 33,521 contracts and net sell in Stock Futures were Rs 98 crore & OI was down 7,739 contracts.

Rollover Analysis:

Market wide rollover was at 49% Vs 41% seen on D-2 of previous expiries. Nifty rollover was at 56% Vs 44% seen on D-2 of previous expiries.  Nifty contracts were 21% higher than D-2 last expiry, 26% higher in value terms. Strong rollover was seen in Telecom Stocks (64% Rolls), Power (55%). Sugar and Textiles see a spurt in rolls.

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