F&O Update: Nifty Aug, Sep futures almost on par with spot

The Nifty August futures is trading at a single point premium at 4,368. The Nifty August futures has seen trades of over 2.90 lakh contracts and the open interest has declined by 5.40 lakh shares to 3.15 crore shares.

The Nifty September futures are trading at a marginal discount of two points at 4,365, and the counter has seen trades of around 99,800 contracts with net addition of 50.89 lakh shares in open interest to 94.40 lakh shares.

The NSE spot Nifty is up 40 points at 4,367.

CALL ACTION

The Nifty 4,400 call is the most active counter with trades of over one lakh contracts so far. The 4,400 call open interest is marginally down by 4,300 shares to 31.84 lakh shares.

It is followed by 4,500 and 4,300 calls with trades of around 33,850 and 33,580 contracts, respectively. The 4,500 call open interest has gone down by 2.54 lakh shares to 37.44 lakh shares, and the 4,500 call open interest is down by 2.84 lakh shares to 18.25 lakh shares.

The 4,400 call has seen trades of 10,600 contracts and the open interest has declined by 1.14 lakh shares to 35.58 lakh shares.

(All calls are from the August month series)

PUT ACTION

The 4,300 and 4,400 puts are the most actively traded counters with trades of around 63,280 and 59,680 contracts, respectively so far. The 4,300 put open interest has increased by 4.66 lakh shares to almost 35 lakh shares, and the 4,400 put has seen net addition of 4.32 lakh shares in open interest to 31.31 lakh shares.

The 4,200 put has seen trades of around 20,450 contracts and the open interest has decreased by 1.04 lakh shares to 24.58 lakh shares.

The Nifty September 4,400 and 4,300 puts are also in action. While the 4,400 put has seen trades of around 15,450 contracts and the open interest has increased by 5.67 lakh shares to nearly 9.41 lakh shares, the 4,300 put has seen trades of around 14,000 contracts and the open interest have risen by 3.82 lakh shares to 12.82 lakh shares.