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Derivative Summary : Nifty Option

Instrument :   Symbol :   Expiry Date :  

OPTIDX NIFTY 31-Jul-2014 15:33, 24-Jul-2014
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 31-07-14 CE 7,800.00 62.50 688,245 26,946.86
OPTIDX NIFTY 31-07-14 PE 7,700.00 10.50 595,556 23,317.80
OPTIDX NIFTY 31-07-14 CE 7,900.00 19.75 518,252 20,291.12
OPTIDX NIFTY 31-07-14 PE 7,800.00 30.00 487,137 19,072.87
OPTIDX NIFTY 31-07-14 PE 7,600.00 4.60 314,605 12,317.73
OPTIDX NIFTY 31-07-14 CE 7,700.00 139.60 207,591 8,127.81
OPTIDX NIFTY 31-07-14 PE 7,500.00 3.05 171,470 6,713.56
OPTIDX NIFTY 31-07-14 CE 8,000.00 4.60 153,579 6,013.08
OPTIDX NIFTY 31-07-14 CE 7,850.00 36.35 119,090 4,662.73
OPTIDX NIFTY 31-07-14 PE 7,750.00 18.15 102,310 4,005.74
OPTIDX NIFTY 31-07-14 CE 7,950.00 8.10 77,311 3,026.96
OPTIDX NIFTY 31-07-14 PE 7,900.00 83.45 68,802 2,693.80
OPTIDX NIFTY 31-07-14 PE 7,650.00 6.35 65,689 2,571.92
OPTIDX NIFTY 31-07-14 PE 7,400.00 2.35 55,683 2,180.16
OPTIDX NIFTY 31-07-14 CE 7,600.00 233.75 38,983 1,526.30

Long Build Up

Symbol OI Chg (%) Chg in Price (%) Chg in Volume (%)
HINDZINC 148.1 1.1 202.2
TECHM 90.1 1.3 128.7
PNB 82.7 0.7 140.1
ASHOKLEY 81.4 1.8 129.9
SIEMENS 76.2 1.5 42.9
 

Long Unwinding

Symbol OI Chg (%) Chg in Price (%) Chg in Volume (%)
GLENMARK [22.8] [0.1] 23.5
TATACHEM [8.8] [0.1] 18.1
CROMPGREAV [8.7] [2.4] 17.1
SSLT [8.3] [0.5] 300.0
ADANIPOWER [8.0] [2.1] 122.9

Short Covering

Symbol OI Chg (%) Chg in Price (%) Chg in Volume (%)
JSWSTEEL [40.0] 3.8 15.0
MCLEODRUSS [11.3] 1.2 14.1
HCLTECH [8.0] 2.4 24.3
JSWSTEEL [7.7] 3.8 21.9
PETRONET [7.6] 0.1 122.4

Short Build Up

Symbol OI Chg (%) Chg in Price (%) Chg in Volume (%)
IOC 229.0 [1.3] 2,700.0
CAIRN 189.7 [6.4] 678.1
COLPAL 180.0 [0.4] 161.8
UBL 156.9 [0.7] 591.3
JSWENERGY 142.7 [1.0] 101.3

FIIs trend in derivatives

Last Traded on:23-Jul-2014
Instruments Buy
[Rs.Cr]
Sell
[Rs.Cr]
Net Positions [Rs.Cr] Contracts
['000s]
Value
[Rs.Cr]
Index Futures 58,046 56,716 52.38 388.070 15,106
Index Options 439,078 437,718 93.67 1,835.286 71,491
Stock Futures 101,761 82,446 625.01 1,538.182 56,310
Stock Options 74,844 77,324 [93.86] 118.469 4,461

News

Govt concerned with ongoing conflict and deteriorating security scenario in Iraq
India Infoline News Service/17:51,Jul 24,2014
The speed with which the ISIS began their attacks on 8 June and captured several cities in Northern and Central Iraq took everyone by surprise.
President condoles death of students in a bus accident
India Infoline News Service/17:32,Jul 24,2014
President of India condoles the loss of lives of school children in a bus accident in Telangana.
Govt Approves 19 FDI Proposals worth Rs. 2326.72 Crore
India Infoline News Service/17:30,Jul 24,2014
The government has approved Nineteen (19) proposals of Foreign Direct Investment (FDI).
Rupee closes at 60.1 against US dollar
India Infoline News Service/17:23,Jul 24,2014
The rupee hovered in the range of 59.92 and 60.13 in the afternoon trade
No proposal to curtail Budget session: Govt
India Infoline News Service/17:21,Jul 24,2014
Parliamentary Affairs Minister Venkaiah Naidu said government has enough business to transact.

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)