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The Nifty futures open interest increased by 0.51% while
Nifty Vs OI
March 5, 2012
Minifty futures open interest in increased by 15.22% as market closed at 5359.4 levels.
The Nifty March future closed at a premium of 37.10
point against a premium of 51.00 points. The April series closed at a premium of 73.95 points.
The Implied Volatility of at the money options is
points.
The total OI of the market is `1,19,142/-cr. and the
TTML,
SKUMARSYNF,
OI Gainers
SCRIP LUPIN INDHOTEL AUROPHARMA DCB UNIPHOS OI 1109000 6208000 4094000 8992000 6636000 OI CHANGE (%) 67.02 33.68 17.98 16.60 15.77 PRICE 493.75 69.60 121.85 46.75 138.10 PRICE CHANGE (%) 2.32 2.43 9.18 -5.08 -2.75
View
FIIs were net buyers in cash market segment; they
were net buyers worth of `579/-cr. on Fridays trading session. On derivatives front they were net buyers in both index futures and in index options.
On options front not much of buildup was visible in
both call and put option. However out-of-the money put option of 5000 strike price have seen descent unwinding in Fridays trading session.
The counter of IOC has seen good amount of
OI Losers
SCRIP IRB BOMDYEING JUBLFOOD BANKBARODA ONGC OI 1304000 390000 592500 2469500 10529000 OI CHANGE (%) -23.83 -15.22 -14.04 -10.57 -9.99 PRICE 185.35 457.25 964.00 820.55 281.15 PRICE CHANGE (%) 3.87 -1.72 -4.24 -0.27 -2.45
buildup in open interest in last few trading sessions with positive cost-of-carry. We feel the stock has the potential to rally further from the current level as majority of the buildup is on the longer side. Hence we recommend to go long with the target price of `310 and stop loss at `275.
Put-Call Ratio
SCRIP NIFTY SBIN BANKNIFTY RELIANCE ICICIBANK PCR-OI 1.23 0.64 0.89 0.54 0.99 PCR-VOL 0.80 0.44 0.98 0.22 0.31
Historical Volatility
SCRIP
MPHASIS COREEDUTEC SUNPHARMA AUROPHARMA ONGC
HV
58.94 24.58 24.71 78.59 33.79 For Private Circulation Only 1
Turnover on 2-March-2012
No. of Contracts Turnover (Rs. in cr.) Change (%)
Instrument
1411.88
1399.63
15173.98 15147.61
Lot Size = 50
Bull-Call Spreads
Action Buy Sell Buy Sell Buy Sell Strike 5400 5500 5400 5600 5500 5600 Price 152.90 105.05 152.90 69.00 105.05 69.00 36.05 63.95 5536.05 83.90 116.10 5483.90 Risk 47.85 Reward 52.15 BEP 5447.85
Bear-Put Spreads
Action Buy Sell Buy Sell Buy Sell Strike 5300 5200 5300 5100 5200 5100 Price 116.70 84.45 116.70 59.90 84.45 59.90 24.55 75.45 5175.45 56.80 143.20 5243.20 Risk 32.25 Reward 67.75 BEP 5267.75
Note: Above mentioned Bullish or Bearish Spreads in Nifty (March Series) are given as an information and not as a recommendation.
Scrip NIFTY
Status Open
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