Saturday, November 29, 2008

Nifty Rollover Analysis

Marketwide rollover at 60% versus 51% seen on D-1 of last series
Nifty rollover at 54% versus 52% seen on D-1 of last series
Nifty Futures rolled 2.3 crore shares vs 2.3 crore shares last expiry (in-line)
Stock Futures rolled 53 crore shares versus 47 crore shares last expiry
Nifty Nov at 5-point premium, Dec at 16-point premium
Nifty Open Int PCR at 0.89 versus 0.84
Nifty Puts add 23 lakh shares, Calls shed 2 lakh shares in Open Int
Nifty 2600 Put adds 10 lakh shares in Open Int
Nifty 2500 Put adds 3.6 lakh shares in Open Int
Nifty 2700 Call adds 3 lakh shares in Open Int
Nifty 2800 Call adds 2 lakh shares in Open Int
Stock futures add 1.6 cr shares in Open Int

(source : cnbc)

Rupesh Yatesh Dalal
MARKETCALLS