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The Nifty futures open interest decreased by 28.45%
Nifty Vs OI
while Minifty futures open interest in decreased by 37.27% as market closed at 5429.30 levels.
The Nifty March. future closed at a Premium of 58.15
point against a Premium of 55.70 points. The March series closed at a Premium of 90.45 points.
The Implied Volatility of at the money options is
points.
The total OI of the market is `1,02,590/-cr. and the
OI Gainers
SCRIP OFSS BOSCHLTD DHANBANK STRTECH OI 269875 12000 5504000 6016000 OI CHANGE (%) 31.97 14.29 3.85 1.90 PRICE 2583.90 7855.20 69.80 45.40 PRICE CHANGE (%) 16.70 2.71 7.63 4.01 -
View
FIIs were net buyers in cash market segment in
Fridays trading session. On derivatives front they were net buyers in both index futures and in index options.
On options front 5700 call option have seen some
buildup in open interest; while in put option 5200 and 5300 strike price have seen maximum buildup of open interest in Fridays trading session.
We have seen good amount of accumulation in the
OI Losers
SCRIP CUMMINSIND BAJAJHLDNG BRFL UNITECH JUBLFOOD OI 142500 34500 285000 36112000 531500 OI CHANGE (%) -49.20 -46.51 -45.92 -44.98 -42.28 PRICE 462.95 803.15 260.80 32.45 1004.20 PRICE CHANGE (%) -0.17 0.26 -0.29 0.93 -0.22
counter of ORCHIDCHEM in past few trading sessions and we feel the buildup is both on long and short side. However in last 3-4 trading session the stock has seen good amount of build nearby its support zone of `172-175 levels and we feel majority of the buildup is on the longer side. We expect a mix of both long formation and short covering rally to follow in this counter which could take the stock to around `193. Hence we recommend to go long with the stop loss of `172.
Put-Call Ratio
SCRIP NIFTY SBIN BANKNIFTY RELIANCE ICICIBANK PCR-OI 1.33 0.59 0.89 0.42 0.68 PCR-VOL 1.08 0.54 0.80 0.60 0.65
Historical Volatility
SCRIP
OFSS COLPAL BOSCHLTD HDFC ABB
HV
89.31 28.44 31.18 28.25 47.83 For Private Circulation Only 1
Turnover on 24-Feb-2012
No. of Contracts Turnover (Rs. in cr.) Change (%)
Instrument
2561.35
2223.34
Lot Size = 50
Bull-Call Spreads
Action Buy Sell Buy Sell Buy Sell Strike 5400 5500 5400 5600 5500 5600 Price 203.35 147.20 203.35 101.25 147.20 101.25 45.95 54.05 5545.95 102.10 97.90 5502.10 Risk 56.15 Reward 43.85 BEP 5456.15
Bear-Put Spreads
Action Buy Sell Buy Sell Buy Sell Strike 5400 5300 5400 5200 5300 5200 Price 118.30 86.20 118.30 60.85 86.20 60.85 25.35 74.65 5274.65 57.45 142.55 5342.55 Risk 32.10 Reward 67.90 BEP 5367.90
Note: Above mentioned Bullish or Bearish Spreads in Nifty (March. Series) are given as an information and not as a recommendation.
Strategy Date
Scrip
Strategy
Status
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