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Derivative Summary : Nifty Option

Instrument :   Symbol :   Expiry Date :  

OPTIDX NIFTY 30-May-2013 15:30, 22-May-2013
Price Volume OI
Inst Type Underlying Expiry Date Option Type Strike Price [Rs.] Last Price [Rs.] No.of Contracts Traded Turnover [Rs in Cr]
OPTIDX NIFTY 30-05-13 CE 6,200.00 24.30 558,904 17,031.20
OPTIDX NIFTY 30-05-13 PE 6,100.00 53.45 558,460 17,017.67
OPTIDX NIFTY 30-05-13 CE 6,100.00 64.30 438,524 13,362.92
OPTIDX NIFTY 30-05-13 PE 6,000.00 22.60 401,319 12,229.19
OPTIDX NIFTY 30-05-13 CE 6,300.00 7.30 279,007 8,502.04
OPTIDX NIFTY 30-05-13 PE 6,200.00 110.05 196,049 5,974.10
OPTIDX NIFTY 30-05-13 PE 5,900.00 8.60 169,244 5,157.29
OPTIDX NIFTY 30-05-13 CE 6,400.00 2.15 148,084 4,512.49
OPTIDX NIFTY 30-05-13 PE 5,800.00 4.00 93,646 2,853.63
OPTIDX NIFTY 30-05-13 CE 6,000.00 134.15 65,321 1,990.49
OPTIDX NIFTY 30-05-13 PE 5,700.00 2.10 34,097 1,039.02
OPTIDX NIFTY 30-05-13 CE 6,500.00 0.65 27,447 836.38
OPTIDX NIFTY 27-06-13 PE 6,100.00 112.50 27,435 836.01
OPTIDX NIFTY 27-06-13 CE 6,200.00 85.95 23,737 723.33
OPTIDX NIFTY 30-05-13 PE 6,300.00 193.00 23,158 705.68

Long Build Up

Symbol OI Chg (%) Chg in Price (%) Chg in Volume (%)
BATAINDIA 184.7 0.3 1,435.7
OFSS 101.1 1.6 619.4
TECHM 66.9 3.9 174.4
OFSS 61.1 1.8 677.7
DRREDDY 45.2 1.9 60.6
 

Long Unwinding

Symbol OI Chg (%) Chg in Price (%) Chg in Volume (%)
FRL [7.8] [5.3] 107.4
HDFC [6.4] [0.6] 100.0
CANBK [4.4] [0.6] 30.8
IVRCLINFRA [3.3] [4.6] 7.2
IOC [2.8] [3.7] 196.6

Short Covering

Symbol OI Chg (%) Chg in Price (%) Chg in Volume (%)
HCLTECH [9.4] 1.2 53.4
NTPC [6.8] 1.9 8.3
JISLJALEQS [4.5] 1.7 93.2
ACC [4.3] 0.0 2.2
JINDALSTEL [3.2] 0.0 25.8

Short Build Up

Symbol OI Chg (%) Chg in Price (%) Chg in Volume (%)
GRASIM 311.7 [0.3] 1,735.7
HEROMOTOCO 219.1 [2.1] 945.6
LT 123.5 [5.8] 798.2
INDIACEM 113.1 [10.5] 434.5
IFCI 111.1 [4.8] 416.7

FIIs trend in derivatives

Last Traded on:21-May-2013
Instruments Buy
[Rs.Cr] 		Sell
[Rs.Cr] 		Net Positions [Rs.Cr] Contracts
['000s] 		Value
[Rs.Cr]
Index Futures 66,591 54,082 384.71 592.825 18,198
Index Options 659,579 646,120 357.57 2,043.867 62,630
Stock Futures 65,047 72,068 [209.38] 1,013.006 29,462
Stock Options 63,785 64,015 [2.52] 151.036 4,411

News

Expect SBI Q4 FY13 PAT at Rs37.84bn: IIFL
India Infoline News Service/18:15,May 22,2013
Net interest income is forecasted to decline 0.7% in Q4 FY13 against Q3 FY13
Investors cautious ahead of Fed statement
India Infoline News Service/18:14,May 22,2013
The Sensex closed down 49 points at 20,062 while the Nifty ended at 6,094, down 20 points.
Reliance Jio plans to invest Rs 30bn in WB for 4G services
India Infoline News Service/18:13,May 22,2013
Reports said that 4G network telecom services include high-speed upload and download of video and data.
US Senate okays changes in Immigration Bill
India Infoline News Service/18:11,May 22,2013
The move made it easier for technology companies to hire highly skilled from overseas, which were otherwise required to recruit Americans over foreigners
See Re at 56/$ by mid-June: IIFL’s Disha Bhatt
India Infoline News Service/18:10,May 22,2013
The dollar may fall back to 55.10 levels and then resume its rally to 56 levels. The euro may move to 1.30 per dollar on signs of a recovery in the German economy

Nifty OI Chart

Nifty Snapshot

Particulars
Current Previous %Chg
Near Month Price
 :

5,448

5,555

(1.9)
Near Month Prem / Disc
 :

(2.0)

23.8

(108.6)
Mid Month Price
 :

5,471

5,578

(1.9)
Mid Month Prem / Disc
 :

21.1

46.1

(54.3)
OI* ('000)
 :

29,639

28,269

4.8
Volume* ('000) :

42,259

22,606

86.9
PCR (OI) :

0.8

1.0

(13.8)
PCR (Vol) :

1.4

1.0

34.0
Roll Over (%)
 :

21.9

22.1

(1.1)