Options/futures data for 30th Nov (EOD)

 

Summary:

1. OI table continues to show positive signs with Nifty still in the range 5800-6000. Yesterday's observation that - option writers willing to write lower level puts - is still valid. Only new thing is speculative call addition @6100/6200 levels - suggesting someone playing for a big bounce?

2. Support @5800 strengthening. And even puts are getting added at levele below 5800.

3. 6000 is still a decent resistance with 65L calls vs 28L puts 

4. 5900 is a 50-50 level although some amount of puts were written there too.

5. PCR had slight dip from 1.23 to 1.21 - due to 6100/6200CE addition

Nifty Futures:

2.5Cr OI up 2.3% (6L shares added to OI) - Increase in OI in last 2 days

Banknifty Futures:

13.6L OI down 4.4% (0.6L shares cut from OI) - Not confirming with Nifty's OI pattern