** ** **
*Emkay Alternate Intelligence* *Upward shift in Nifty options accumulation pattern* * * The Nifty declined over 1% yesterday largely on account of weak global cues. The selling was on back of decreased volumes. Cash volumes declined to Rs103 billion as against Rs170 billion in the penultimate session. F&O volumes was down close to 33% at Rs1013 billion as against Rs1502 billion. Lower volumes suggest limited downsides from current levels.**** No significant change in open interest was observed yesterday. Open interest in Nifty September futures declined to 23.78 million shares from 23.96 million shares. Maximum accumulation among Nifty September put options remained concentrated at 4700 strike with an open interest of 8.68 million shares (Rs40.93 billion). Interestingly, open interest in strikes such as 4800 (8.43 million shares) and 5000 (8.01 million shares) is tad below the open interest in 4700 strike, suggesting higher probability of an upward shift in the accumulation pattern. **** Among Nifty September call options, maximum concentration witnessed an upward shift from 5200 strike to 5300 strike. Open interest increased by 0.57 million shares to 6.67 million shares (Rs35.41 billion). With positive shift continued to be observed among Nifty options, we believe the downsides from the current levels are limited. **** ** ** Click here to read report: *Emkay Alternate Intelligence<http://emkayglobal.com/downloads/researchreports/Master_daily_200911.xls> *** *Content: * Nifty Futures Open Interest Change**** Top 10 Long Dated Options by Volumes**** Ratio – Stock Volatility Vs Nifty Volatility**** Sectoral Futures Open Interest Change**** Select Global Volatility**** Shareholdings Pledged/Revoked**** Stock-wise Futures Open Interest Change**** Nifty Volatility (Comparison of IV, HV, VIX)**** Insider Trades**** Nifty Options Accumulation Pattern**** Nifty Intraday Volatility**** Nifty Put-Call Ratio of Open Interest**** Nifty Options Open Interest Change**** Nifty Volatility Over Period**** Dividend Watch**** Top 15 Nifty Options by Volumes**** Institutional Flows in Equity Segment**** Rollover**** Top 50 Stock Options by Volumes**** FIIs Flows in Derivatives Segment**** ** ** * * * * Regards,**** **Neeraj Agarwal****** Derivatives Analyst | *Emkay Global Financial Services Ltd.* | www.emkayglobal.com | Email : [email protected] **** Board No. : *+91-22-66121212* | Extn. : *344* | DID : *66121344* | Mob : * +919004089401* | **** **** ** ** -- You received this message because you are subscribed to the Google Groups ""GLOBAL SPECULATORS"" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/globalspeculators?hl=en.
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