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The Nifty futures open interest increased by 1.44% while
Nifty Vs OI
BankNifty futures open interest is increased by 5.23% as market closed at 6083.15 levels.
The Nifty May future closed at premium of 0.30 point
against a premium of 1.85 points. The June series closed at a premium of 19.60 points.
The Implied Volatility of at the money options has
over are HEROMOTOCO, INDIACEM, PUNJLLOYD, NHPC and HDIL. View OI Gainers
SCRIP OI OI CHANGE (%) 31.20 19.04 13.64 12.98 12.79 PRICE PRICE CHANGE (%) -1.87 -2.23 -1.35 -1.51 3.24 After a pause FIIs again seen being net buyers in
cash market segment; they were net buyers worth of Rs.406/- cr. On derivatives front some long buildup was seen by them in index futures, while in index options long unwinding was observed by them in yesterdays trading session.
On options front 5900-6000 call option has seen
OI Losers
SCRIP OI OI CHANGE (%) PRICE PRICE CHANGE (%)
decent amount of unwinding followed by some buildup observed in 6100 strike which has highest buildup in open interest in call option. While in put option 6000-6100 strike has seen significant amount of buildup in open interest in yesterdays trade.
Rollover in NIFTY and BANKNIFTY future is at 20%
unwinding. However stock in last two trading sessions has seen good amount of long buildup and is also seen taking support at around Rs.148-150 levels. Hence we recommend to go long on this stock with the target price of Rs.162 and stop loss at Rs.147. Historical Volatility
Put-Call Ratio
SCRIP NIFTY BANKNIFTY SBIN HINDUNILVR INFY PCR-OI 1.18 1.40 0.45 1.21 0.63 PCR-VOL 1.03 0.99 0.52 0.56 0.53
www.angelbroking.com
Derivative Report
May 28, 2013
Turnover on 27-May-2013
Turnover (` in cr.)
Instrument
No. of Contracts
Change (%)
Lot Size = 50
Bull-Call Spreads
Action Buy Sell Buy Sell Buy Sell Strike 6100 6200 6100 6300 6200 6300 Price 30.30 5.70 30.30 1.30 5.70 1.30 4.40 95.60 6204.40 29.00 171.00 6129.00 Risk Reward BEP
Bear-Put Spreads
Action Buy Sell Buy Sell Buy Sell Strike 6100 6000 6100 5900 6000 5900 Price 46.65 14.00 46.65 4.55 14.00 4.55 9.45 90.55 5990.55 42.10 157.90 6057.90 Risk Reward BEP
24.60
75.40
6124.60
32.65
67.35
6067.35
Note: Above mentioned Bullish or Bearish Spreads in Nifty (May. Series) are given as an information and not as a recommendation.
www.angelbroking.com
Derivative Report
May 28, 2013
Strategy Bull Call Spread Bull Call Spread Ratio Put Spread
Ratio Call Spread Long Call
E-mail: research@angelbroking.com
Website: www.angelbroking.com
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