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The Nifty futures open interest increased by 8.07% while
Nifty Vs OI
Minifty futures open interest increased by 9.91% as market closed at 4967.30 levels.
The Nifty Jan. future closed at a Premium of 9.70 point
against a Premium of 17.20 points. The February Series closed at a Premium of 31.35 points.
The Implied Volatility of at the money options is
points.
The total OI of the market is `1,28,707/-cr. and the
cost of carry is positive are MTNL, WELCORP, RUCHISOYA, JPPOWER and VOLTAS.
OI Gainers
SCRIP CHAMBLFERT HINDZINC DABUR CUMMINSIND INDHOTEL OI 4708000 1832000 3984000 304500 4920000 OI CHANGE (%) 36.46 33.92 33.16 30.69 22.63 PRICE 78.45 128.85 97.00 390.05 60.35 PRICE CHANGE (%) -4.15 3.12 1.15 0.52 -2.82
View
Good amount of buying was visible by FIIs in
yesterdays trading session. They were net buyers in cash market segment worth of `1026/- cr. On Derivatives front they were net buyers in index futures indicating some long buildup by them and also they were net buyers in index options.
On Options front 4700-4900 call option have seen
OI Losers
SCRIP ARVIND PETRONET VIPIND LUPIN MPHASIS OI 2624000 3674000 3826250 977000 371000 OI CHANGE (%) -13.68 -13.35 -11.61 -11.02 -9.29 PRICE 89.05 157.55 93.90 433.25 362.20 PRICE CHANGE (%) 0.39 0.77 3.02 2.84 5.00
some unwinding and 5100 call option have seen good amount of buildup in open interest, while in put option 4900-5000 strike price have seen maximum buildup of open interest in yesterdays trading session.
DABUR has the strong support at around `94-95 odd
levels. In this expiry we have seen huge buildup in the range of `97-100. Any fall towards the support zone can be utilize to go long on this counter with the target price of `103 and stop loss at `94.
Put-Call Ratio
SCRIP NIFTY INFY BANKNIFTY SBIN RELIANCE PCR-OI 1.39 0.38 1.88 1.33 0.68 PCR-VOL 1.15 0.43 1.36 0.82 0.41
Historical Volatility
SCRIP
MARUTI JETAIRWAYS VIDEOIND HCLTECH ESSAROIL
HV
55.93 76.16 29.59 40.15 82.00 For Private Circulation Only 1
Turnover on 17-Jan-2012
No. of Contracts Turnover (Rs. in cr.) Change (%)
Instrument
2686.20
1639.45
21298.79 19837.28
Lot Size = 50
Bull-Call Spreads
Action Buy Sell Buy Sell Buy Sell Strike 5000 5100 5000 5200 5100 5200 Price 49.25 15.85 49.25 4.00 15.85 4.00 11.85 88.15 5111.85 45.25 154.75 5045.25 Risk 33.40 Reward 66.60 BEP 5033.40
Bear-Put Spreads
Action Buy Sell Buy Sell Buy Sell Strike 4900 4800 4900 4700 4800 4700 Price 34.75 15.40 34.75 7.10 15.40 7.10 8.30 91.70 4791.70 27.65 172.35 4872.35 Risk 19.35 Reward 80.65 BEP 4880.65
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Jan. Series) are given as an information and not as a recommendation.
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