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Derivative Summary : Nifty Option

Instrument :   Symbol :   Expiry Date :  

OPTIDX NIFTY 31-May-2012 15:30, 25-May-2012
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 31-05-12 CE 4,900.00 65.60 567,551 13,962.89
OPTIDX NIFTY 31-05-12 PE 4,900.00 39.00 555,103 13,656.64
OPTIDX NIFTY 31-05-12 CE 5,000.00 21.50 526,168 12,944.79
OPTIDX NIFTY 31-05-12 PE 4,800.00 14.20 496,790 12,222.03
OPTIDX NIFTY 31-05-12 PE 4,700.00 4.95 273,984 6,740.55
OPTIDX NIFTY 31-05-12 CE 5,100.00 4.85 230,785 5,677.77
OPTIDX NIFTY 31-05-12 PE 4,600.00 1.85 191,785 4,718.29
OPTIDX NIFTY 31-05-12 CE 4,800.00 138.15 122,589 3,015.93
OPTIDX NIFTY 31-05-12 PE 5,000.00 93.35 106,638 2,623.51
OPTIDX NIFTY 31-05-12 CE 5,200.00 1.35 94,275 2,319.35
OPTIDX NIFTY 31-05-12 PE 4,500.00 1.05 66,945 1,646.98
OPTIDX NIFTY 31-05-12 CE 5,300.00 0.65 44,873 1,103.97
OPTIDX NIFTY 28-06-12 PE 4,600.00 46.50 38,032 935.66
OPTIDX NIFTY 28-06-12 PE 4,800.00 88.00 37,503 922.65
OPTIDX NIFTY 28-06-12 PE 4,500.00 33.95 32,423 797.67

Long Build Up

Symbol OI Chg (%) Chg in Price (%) Chg in Volume (%)
PIRHEALTH 1,970.6 0.2 2,292.9
FORTIS 367.4 1.7 868.4
BALRAMCHIN 317.8 3.1 937.5
VIDEOIND 285.1 0.7 2,012.9
RAYMOND 223.6 1.5 214.9
 

Long Unwinding

Symbol OI Chg (%) Chg in Price (%) Chg in Volume (%)
COREEDUTEC [28.6] [0.9] 500.0
ALOKTEXT [24.4] [1.6] 296.0
OPTOCIRCUI [19.1] [1.2] 137.3
PIRHEALTH [15.3] [1.2] 1,369.6
MARUTI [13.9] [2.2] 71.6

Short Covering

Symbol OI Chg (%) Chg in Price (%) Chg in Volume (%)
ABAN [29.1] 1.1 37.3
JSWENERGY [25.0] 3.4 13.6
JSWSTEEL [21.4] 1.5 3.0
TATAMOTORS [18.8] 0.8 20.5
DLF [17.7] 1.9 33.6

Short Build Up

Symbol OI Chg (%) Chg in Price (%) Chg in Volume (%)
ITC 2,916.7 [0.8] 5,342.9
OPTOCIRCUI 328.0 [2.0] 545.7
MARUTI 268.8 [2.3] 556.1
ZEEL 234.8 [0.5] 125.7
HDFC 201.6 [0.7] 345.3

FIIs trend in derivatives

Last Traded on:23-May-2012
Instruments Buy
[Rs.Cr] 		Sell
[Rs.Cr] 		Net Positions [Rs.Cr] Contracts
['000s] 		Value
[Rs.Cr]
Index Futures 80,568 114,159 [812.25] 520.901 11,935
Index Options 970,295 934,474 805.93 1,886.937 45,589
Stock Futures 82,931 75,197 177.19 948.828 21,958
Stock Options 36,341 36,639 [6.75] 57.844 1,401

News

Steve Ballmer highlights Opportunities for Microsoft
India Infoline News Service/10:40,May 27,2012
Ballmer highlighted the opportunities for Microsoft and its partners via the Windows ecosystem and the upcoming launch of Windows 8.
DB Realty revenue at Rs5909mn
India Infoline News Service/10:34,May 27,2012
The revenue stood at Rs 5,909 mn, while EBITDA was at Rs 1,251 mn
Sahara to build Nuton Dhaka, inks MoU with Bangladesh
India Infoline News Service/10:18,May 26,2012
The newly formed company will also conceptualize, design and plan various integrated satellite townships under the Ministry of Housing & Public Works (MOPW) of the Government of Bangladesh
NHPC aims to invest Rs 40bn in FY13
India Infoline News Service/10:13,May 26,2012
Reports stated that the company will set up nearly 1200 megawatts of hydro-power in the year.
RCOM launches most competitive 3G data plans in the country
India Infoline News Service/10:06,May 26,2012
The new Netconnect 3G data plans now available across all 13 Reliance 3G circles, including Metros (Mumbai, Delhi, Kolkata) offer 1 GB 3G data for Rs. 250 per month and 2 GB of 3G data for Rs. 450 per month.

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)