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The Nifty futures open interest increased by 1.30% while
Nifty Vs OI
BankNifty futures open interest is increased by 2.10% as market closed at 5930.90 levels.
The Nifty Dec. future closed at premium of 39.75 point
against a premium of 39.95 points. The Jan. series closed at a premium of 72.15 points.
The Implied Volatility of at the money options is
VOLTAS, ADANIPORTS,
View OI Gainers
SCRIP SYNDIBANK NMDC COALINDIA FEDERALBNK ADANIENT OI 2750000 2962000 5434000 1219500 6543000 OI CHANGE (%) 24.89 22.80 20.14 19.09 15.50 PRICE 132.80 163.70 362.40 478.40 261.85 PRICE CHANGE (%) 4.24 -0.18 0.22 -0.38 5.12 FIIs continues to buy in cash market segment they
were net buyers worth of `838/- cr. in yesterdays trading session. On derivatives front long unwinding was observed by them in index futures, while in index options and stock futures they formed some short buildup in yesterdays trade.
On options front not much of buildup was observed,
6300 call option and 6000 put option saw maximum buildup in open interest. Decent amount of unwinding was seen in 5700 put option in yesterdays trading session.
The counter
OI Losers
SCRIP OI OI CHANGE (%) PRICE PRICE CHANGE (%)
of CROMPGREAV has seen good amount of long positions getting buildup in last few trading session with increase in cash market volume. The stock has seen good amount of short positions getting buildup at around `124-125 levels in first week of November series which is now acting as the resistance in this counter. We feel with long formation in this stock, the counter could breach this resistance and head towards higher levels. Go long at around `119-121 levels with the stop loss of `115 and target of `135.
Put-Call Ratio
SCRIP NIFTY BANKNIFTY SBIN DLF RELIANCE PCR-OI 1.07 0.98 0.67 0.30 0.66 PCR-VOL 0.74 0.88 0.68 0.29 0.40
Historical Volatility
SCRIP ADANIPOWER YESBANK BHUSANSTL RPOWER SYNDIBANK HV 53.51 31.19 26.39 40.08 41.02
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Derivative Report
Dec 07, 2012
Turnover on 06-December-2012
No. of Contracts Turnover (` in cr.) Change (%)
Instrument
1017.94
1124.72
22613.27 23386.52
Lot Size = 50
Bull-Call Spreads
Action Buy Sell Buy Sell Buy Sell Strike 6000 6100 6000 6200 6100 6200 Price 67.40 33.35 67.40 15.05 33.35 15.05 18.30 81.70 6118.30 52.35 147.65 6052.35 Risk 34.05 Reward 65.95 BEP 6034.05
Bear-Put Spreads
Action Buy Sell Buy Sell Buy Sell Strike 5900 5800 5900 5700 5800 5700 Price 50.15 25.20 50.15 12.55 25.20 12.55 12.65 87.35 5787.35 37.60 162.40 5862.40 Risk 24.95 Reward 75.05 BEP 5875.05
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Dec. Series) are given as an information and not as a recommendation.
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Derivative Report
Dec 07, 2012
Symbol TATASTEEL
Status Open
E-mail: research@angelbroking.com
Website: www.angelbroking.com
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