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| Meanwhile, most stocks in all sectors added substantial amount of open interest in the futures segment, indicating that positive sentiment may continue.
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| Nifty futures traded at a premium to the underlying spot index on Friday. November futures rose 38.05 points to close at 1,563.50 while the NSE S&P CNX Nifty settled at 1,555.90. While December Nifty surged 37 points to close at 1,563.00.
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| Nifty futures saw a turnover of Rs 2,072.80 crore through 66,991 contracts. The Nifty added ten lakh shares to the November series in the futures segment.
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| The implied volatility for call options was around 22 per cent while that for put options was about 25-27 per cent. Activity was good at 1,590 call options.
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| Meanwhile, the total turnover on the NSE's derivative segment stood at Rs 9,661.16 crore through 246,641 contracts.
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| In stock futures, Tata Motors, Tisco, Satyam, Maruti and State Bank of India were the most active counters. In the technology sector, Satyam added 18 lakh shares; Wipro and i-flex added 50 thousand shares each while Infy added 30 thousand shares in futures. Volatility for tech stocks has fallen.
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| Among the auto stocks, Telco added 12 lakh shares and Maruti added six lakh shares in the November series.
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| In banking, Andhra Bank (ten lakh shares), Canara Bank (ten lakh), Bank of India (five lakh), SBI (four lakh) and Bank of Baroda (three lakh).
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| The implied volatility remained between 60-70 per cent for the banking stocks. The oil sector too added open positions to the new series with RIL (nine lakh shares) and IOC (three lakh).
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| Other than this, ACC added five lakh shares, Tisco added seven lakh shares and BSES added two lakh shares to the futures segment of this month. |
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