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Comments
The Nifty futures open interest increased by 1.00% while
Nifty Vs OI
BankNifty futures open interest is increased by 0.01% as market closed at 6064.40 levels.
The Nifty Jan. future closed at premium of 10.45 point
against a premium of 15.25 points. The Feb. series closed at a premium of 57.50 points.
The Implied Volatility of at the money options is
View OI Gainers
SCRIP IOC HINDZINC PETRONET ONGC UNIONBANK OI 3021000 4344000 5270000 12028000 3762000 OI CHANGE (%) 34.45 24.90 21.99 18.22 16.76 PRICE 349.30 129.85 159.95 337.70 267.60 PRICE CHANGE (%) 10.94 -1.58 -0.12 7.55 1.07 The trend continues of FIIs buying and DIIs selling in
our market; In Fridays trade also FIIs were net buyers in cash market segment worth of `1,166/- cr. and DIIs net sellers worth of `968/- cr. On derivatives front long buildup was seen by FIIs in index futures, while in index options some short buildup was observed by them.
On options front 6000 put option and 6300 call
option has seen maximum buildup in open interest followed by some unwinding in 5700 put option in Fridays trading session.
The counter of RPOWER is very much heavy in terms
OI Losers
SCRIP OI OI CHANGE (%) PRICE PRICE CHANGE (%)
of open interest indicating good amount of short positions standing in this stock. Around `91-92 levels the stock has decent support and has also seen some signs of short covering around that level. We feel the counter could see more short covering bounce from current level which could take the stock to around `102. Go long with the stop loss of `90.
Put-Call Ratio
SCRIP NIFTY BANKNIFTY INFY SBIN RELIANCE PCR-OI 1.12 1.14 2.16 0.87 0.52 PCR-VOL 1.05 0.80 1.41 0.70 0.37
Historical Volatility
SCRIP EXIDEIND IOC NTPC IGL BPCL HV 57.23 61.37 27.69 35.28 56.38
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Derivative Report
Jan 18, 2013
Turnover on 17-January-2013
No. of Contracts Turnover (` in cr.) Change (%)
Instrument
995.56
779.60
17039.33 17012.23
Lot Size = 50
Bull-Call Spreads
Action Buy Sell Buy Sell Buy Sell Strike 6100 6200 6100 6300 6200 6300 Price 41.05 12.75 41.05 3.05 12.75 3.05 9.70 90.30 6209.70 38.00 162.00 6138.00 Risk 28.30 Reward 71.70 BEP 6128.30
Bear-Put Spreads
Action Buy Sell Buy Sell Buy Sell Strike 6000 5900 6000 5800 5900 5800 Price 28.20 10.50 28.20 4.40 10.50 4.40 6.10 93.90 5893.90 23.80 176.20 5976.20 Risk 17.70 Reward 82.30 BEP 5982.30
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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Derivative Report
Jan 18, 2013
E-mail: research@angelbroking.com
Website: www.angelbroking.com
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