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The Nifty futures open interest increased by 1.68% while
Nifty Vs OI
Minifty futures open interest increased by 3.08% as market closed at 5368.15 levels.
The Nifty Feb. future closed at a Premium of 20.55 point
against a Premium of 20.02 points. The March series closed at a Premium of 47.80 points.
The Implied Volatility of at the money options is
points.
The total OI of the market is `1,32,987.1/-cr. and the
OI Gainers
SCRIP BHARTIARTL VIPIND BFUTILITIE CHAMBLFERT BEL OI 15442000 3081250 569000 3284000 43250 OI CHANGE (%) 41.37 40.94 33.41 29.80 29.10 PRICE 354.00 117.95 433.35 91.75 1535.05 PRICE CHANGE (%) -6.53 6.21 6.93 6.19 3.56
View
FIIs were net buyers in cash market segment; they
were net buyers worth of `384/-cr. in yesterdays trading session. On derivatives front they were net buyers in index futures, while in index options they were net sellers.
On Options front 5500 call option have seen
maximum buildup of open interest, while in put option 5300 and 5400 strike price have seen some buildup of open interest and 4900 put option have seen some unwinding in yesterdays trading session.
We have observed good amount of long buildup in
OI Losers
SCRIP JETAIRWAYS COLPAL SOUTHBANK CENTRALBK GESHIP OI 1746000 113000 6180000 1886000 340000 OI CHANGE (%) -29.11 -13.58 -12.59 -11.12 -10.99 PRICE 330.75 1025.10 25.90 98.35 252.20 PRICE CHANGE (%) -2.98 0.31 2.98 -0.96 2.29
the counter of TATAMTRDVR at lower levels, however in the past few trading session we have seen some long unwinding taking place into this stock and further we can anticipate some more unwinding to follow into this counter by other participants. Hence we recommend to go short with the target price of `113 and stop loss at `132.
Put-Call Ratio
SCRIP NIFTY BANKNIFTY SBIN RELIANCE ICICIBANK PCR-OI 1.41 1.69 0.83 1.00 0.87 PCR-VOL 1.11 1.35 0.66 0.75 0.65
Historical Volatility
SCRIP
COREEDUTEC JSWENERGY IFCI BAJAJHLDNG RELCAPITAL
HV
33.61 84.22 76.79 45.75 66.47 For Private Circulation Only 1
Turnover on 09-Feb-2012
No. of Contracts Turnover (Rs. in cr.) Change (%)
Instrument
2096.00
1911.67
21636.99 22158.10
Lot Size = 50
Bull-Call Spreads
Action Buy Sell Buy Sell Buy Sell Strike 5400 5500 5400 5600 5500 5600 Price 85.80 43.45 85.80 18.95 43.45 18.95 24.50 75.50 5524.50 66.85 133.15 5466.85 Risk 42.35 Reward 57.65 BEP 5442.35
Bear-Put Spreads
Action Buy Sell Buy Sell Buy Sell Strike 5300 5200 5300 5100 5200 5100 Price 60.55 35.70 60.55 20.30 35.70 20.30 15.40 84.60 5184.60 40.25 159.75 5259.75 Risk 24.85 Reward 75.15 BEP 5275.15
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Feb. Series) are given as an information and not as a recommendation.
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