NSE F&O Cues – 4th November 09

NSE F&O Cues: Total Fut OI down by Rs 743 Cr, total Options OI up by Rs 3693 Cr; Nifty Nov Fut trdg at 5-pts disc; Suzlon Energy down 13%; OI down 64 lakh shares

Total Futures OI was down by Rs 743 crore while total Options OI was up by Rs 3693 crore. Nifty was down 3.1% while Futures OI was up 8%. Nifty November Futures were trading at 5-points discount. Nifty Put-Call Ratio stood down from 1.13 to 1.03. Nifty IVs were at 29-30% Vs 25-27%. Nifty Calls added 53.8 lakh shares in OI while Nifty Puts added 18.4 lakh shares in OI. Nifty 4700 Call added 20.8 lakh shares in OI; Nifty 4600 Call added 16.1 lakh shares in OI; Nifty 4500 Put added 6.4 lakh shares in OI; Nifty 4500 Call added 6.2 lakh shares in OI; Nifty 4800 Put sheds 4.4 lakh shares in OI. Stock Futures shed 2.9 crore shares in OI.

On November 3, FIIs net sell in Nifty Futures were Rs 1,164 crore, Nifty Futures OI was up by 43273 contracts. FIIs net buy in Nifty Options were Rs 365 crore and Nifty Options OI was up by 54617 contracts. FIIs net buy in Stock Futures were Rs 262 crore and Stock Futures OI was up by 3977 contracts. FIIs net sell in Stock Options were Rs 31 crore.

Suzlon Energy was down 13%; OI was down 64 lakh shares, delivery volume was up from 1.1 crore to 1.4 crore, delivery percentage was down from 28% to 23%. Unitech was down 9%; OI was down 27 lakh shares, delivery volume was down from 1.7 crore to 92 lakh, delivery percentage was down from 27% to 17%. RNRL was up 4.8%; OI was up 3.4 lakh (1%), delivery volume was down from 54 lakh to 49 lakh, delivery percentage was down from 25% to 10%. Kotak Mahindra Bank was down 5%; OI was up 5.5 lakh shares (45%), delivery volume was up from 4 lakh to 6 lakh, delivery percentage was up from 35% to 53%.

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