Fwd: Emkay Alternate Intelligence: Nifty rollover dipped below average
Deepak Vaishnav
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Emkay Alternate Intelligence |
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Nifty rollover dipped below average |
View: With no significant accumulation observed in Nifty futures along with a decline in rollover figures, data indicates uncertainty prevailing. Strong support for the index is placed at around the 4880 levels while resistance is placed at 5060 levels.
Nifty rollover stands at 48.95% as against 3-month average of 53.38% on E-1 day basis. Interestingly, barring yesterday, rollover in the Nifty stood higher than 3-month average in all previous sessions. The underperformance in rollover indicates uncertainty prevailing with respect to the direction in the index.
Despite Nifty October futures trading at discount of 3 points from a premium of 20 points in the penultimate session, no significant accumulation in futures was observed. Open interest in Nifty October futures stands at 14.02 million shares as against 3-month average of 15.06 million shares on E-1 day basis.
Market-wide rollover (excluding index) stands at 61.29% as against 3-month average of 66.12% on E-1 day basis. Higher rollover is seen in sectors such as Auto (67.98%), Metals (67%) and Oil and Gas (66.51%). Lower rollover is witnessed in Technology (52.93%), Telecom (55.89%) and Cement (56.49%).
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Content:
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Nifty Futures Open Interest Change |
Top 10 Long Dated Options by Volumes |
Ratio – Stock Volatility Vs Nifty Volatility |
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Sectoral Futures Open Interest Change |
Select Global Volatility |
Shareholdings Pledged/Revoked |
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Stock-wise Futures Open Interest Change |
Nifty Volatility (Comparison of IV, HV, VIX) |
Insider Trades |
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Nifty Options Accumulation Pattern |
Nifty Intraday Volatility |
Nifty Put-Call Ratio of Open Interest |
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Nifty Options Open Interest Change |
Nifty Volatility Over Period |
Dividend Watch |
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Top 15 Nifty Options by Volumes |
Institutional Flows in Equity Segment |
Rollover |
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Top 50 Stock Options by Volumes |
FIIs Flows in Derivatives Segment |
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Regards,
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Neeraj Agarwal |
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Derivatives Analyst | Emkay Global Financial Services Ltd. | www.emkayglobal.com | Email : neeraj....@emkayglobal.com |
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Board No. : +91-22-66121212 | Extn. : 344 | DID : 66121344 | Mob : +919004089401 | |
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