Derivatives Research Report

The Nifty futures open interest increased by 0.97% while BankNifty futures open interest is decreased by 5.87% as market closed at 6156.90 levels. The Nifty May future closed at premium of 7.95 point against a premium of 8.80 points. The June series closed at a premium of 16.75 points. The Implied Volatility of at the money options has increased from 15.34% to 15.41%. Nifty PCR-OI has decreased from 1.26 to 1.22 levels. The total OI of the market is Rs. 1,67,427/- cr. and the stock fut...
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