Futures & Options Trends in India for April

source : CNBC-TV18

Please note that this is just the running notes on CNBC-TV18 and not validated.

1. Fresh Contracts for APRIL starts today with expiry date on 24th
2. Initial Open Interest compared to March are considerably low

Total F&O : 42245 cr(APRIL) compared to 58289 cr(MARCH)
Stock Futures : 20219 cr(APRIL) compared to 30556 cr(MARCH)

Nifty Futures : 14307 cr(APRIL) compared to 20232 cr(MARCH)
Nifty Options : 7370 cr(APRIL) compared tp 7133 cr(MARCH)

3. The rollovers are weak compared to March

Market rollover : 79% (APRIL) vs 84%(MARCH)
Nifty rollover : 63% (APRIL) vs 75%(MARCH)

4. Nifty futures add 58 lakh shares in net Open int
5. Nifty Open Interest PCR(Put Call ratio) at 1.31 (APRIL) Vs 1.55 (MARCH) at the beginning of the series
6.Nifty 4500 put adds 11.6 lakh shares in OI(Open Interest) and Nifty 4800 put adds 8.4 lakh shares in OI where as Nifty 4800 call adds 7 lakh shares in OI
7. Rollover percentages in Individual Stocks

RPL : 82%
NTPC : 73%
IFCI : 83%
SAIL : 61%
POWER GRID:77%
UNITEC : 56%