20 Jul 2018 | 4:26 PM
Research Report

Equity Research Report: Rollover Report Nov'15

Nifty Futures has rolled 74 % vs 61% , with respect to last month, even the open interest for the new Nov contract is less by around 11 lakhs. Bank Nifty Futures rolled 73% vs 67% to last time, possibly due to the short rollover to hedge prevailing positions. Short rollovers in Bank Nifty futures and some short rollover in Nifty futures, might keep the market volatility up for next 2-4 trading sessions. The weighted average price for Nifty and Bank Nifty futures is at 8240 and 17630 respectively. These might act as the resistance for indices for the month of November. Call writing is seen at 8300 and some put writing seen at 8000 strike respectively, with a total premium of around 162.
30 Oct 2015 | 11:40 AM