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Wednesday 26 August 2020

FNO ROLLOVER CUES

 F&O Cues


Nifty August futures closed at 11,476; premium of 4 points versus premium of 12 points

Nifty August futures Open Interest down 21.5%, sheds 18 lakh shares in Open Interest

Nifty Bank August futures closed at 23,091; premium of 1 point versus discount of 19 points

Nifty Bank August futures Open Interest down 19%, sheds 2.4 lakh shares in Open Interest


Nifty Put Call Ratio at 1.25


Nifty Monthly Expiry: Aug 27

Max Open Interest on call side at 11,500 strike (41 lakh shares)

Max Open Interest on put side at 11,000 strike (33.7 lakh shares)

Active options: 11,000 Put (4.4 lakh shares), 11,800 Call (8.4 lakh shares) 

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