1/12/2024 0 Comments Download Gone ViralOn the Options front in the December monthly expiry, the 20,000 Strike Put option has the highest open interest with 34,47,400 contracts followed by the 19,500 strike Put option with 27,32,400 contracts. The Put-Call ratio, a sentiment indicator, too, spiked from 0.63 on October 26 to 1.15 on the last day of the November series expiry, indicating Put writers’ dominance throughout the November series. The foreign portfolio investors (FPIs) long-short ratio rose from 10.88 percent on October 26 to 35.75 percent on November 30, as the FPIs covered their exiting short positions in Index Futures and marginally increased their exposure to longs. India VIX, known as the fear indicator, rose 8.18 percent in the November series and closed at 12.69. ![]() It saw significantly lower rollover with a higher cost of carry (+0.67 percent) and a fall in open interest, compared to its previous month, indicating covering of short positions in November series. The Nifty will start the December series with an open interest (OI) of 1.07 crore shares compared to an OI of 1.16 crore shares at the beginning of the November series. Nifty futures rollover stood at 73.06 percent, which is significantly lower compared to the last month's expiry rollover of 83.39 percent and its three months average of 77.41 percent. The Nifty50 rose 6.77 percent during the November month F&O expiry.
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