FnO Data Sheet - 25-08-11

My notes:

1. The two day rally is over. Today is the day when 4900PE writers are made to run.

2. Today has been a very important day for the September series. Huge rollover happened in September series, both at FII level and Nifty Future in total. FII have rolled over 1.2L contracts have been rolled over today. Nifty August Future OI has decreased by 26L contracts, but most important number is 68L contracts have been rolled over to September today. OI increase along with price fall generally indicates shorts entering the system. But we will try to follow them as very high volumes operating at 4900 level.

3. 4900PE and 4900CE both of them have OI to the tune of 40L contracts each, not high compared to average OI. However, 4800PE and 5000CE are having higher OI. Further it is interesting to note that, 4800PE has added OI of around 35L contracts in the last 2 days itself. And, I did not find FII writing too many options in the last 2 days. Who has written those puts is anybody's guess.

So, I am completing one full series of data compilation and notes today. Hope it has been useful to you. I request your feedback and comments on improving data presentation and/or notes writing.

You can find the entire datasheet here.