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Derivative Summary : Nifty Option

Instrument :   Symbol :   Expiry Date :  

OPTIDX NIFTY 24-Apr-2014 15:33, 17-Apr-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 24-04-14 CE 6,800.00 37.50 719,227 24,379.64
OPTIDX NIFTY 24-04-14 PE 6,700.00 10.75 631,044 21,390.50
OPTIDX NIFTY 24-04-14 CE 6,700.00 108.50 384,121 13,020.55
OPTIDX NIFTY 24-04-14 PE 6,800.00 36.00 370,287 12,551.62
OPTIDX NIFTY 24-04-14 PE 6,600.00 3.30 323,680 10,971.78
OPTIDX NIFTY 24-04-14 CE 6,900.00 7.70 309,559 10,493.12
OPTIDX NIFTY 24-04-14 CE 6,850.00 17.85 152,721 5,176.78
OPTIDX NIFTY 24-04-14 PE 6,650.00 5.50 140,572 4,764.97
OPTIDX NIFTY 24-04-14 PE 6,750.00 19.50 121,485 4,117.98
OPTIDX NIFTY 24-04-14 PE 6,500.00 1.75 116,939 3,963.88
OPTIDX NIFTY 24-04-14 CE 6,750.00 67.00 114,369 3,876.77
OPTIDX NIFTY 24-04-14 CE 7,000.00 2.10 106,487 3,609.59
OPTIDX NIFTY 24-04-14 PE 6,400.00 1.00 62,878 2,131.38
OPTIDX NIFTY 24-04-14 PE 6,900.00 104.00 36,224 1,227.88
OPTIDX NIFTY 24-04-14 CE 6,600.00 201.00 33,617 1,139.52

Long Build Up

Symbol OI Chg (%) Chg in Price (%) Chg in Volume (%)
IGL 1,352.4 0.4 1,433.3
BAJAJ-AUTO 897.8 0.5 2,195.4
BAJAJ-AUTO 600.0 0.6 1,730.0
CENTURYTEX 498.0 0.6 558.1
BHARATFORG 489.0 0.8 818.4
 

Long Unwinding

Symbol OI Chg (%) Chg in Price (%) Chg in Volume (%)
HDFCBANK [13.3] [1.2] 104.0
JUBLFOOD [9.3] [2.1] 45.2
DIVISLAB [3.1] [0.1] 7.3

Short Covering

Symbol OI Chg (%) Chg in Price (%) Chg in Volume (%)
BAJAJ-AUTO [37.5] 1.0 64.4
GSKCONS [30.7] 2.2 456.3
IFCI [21.5] 1.8 52.3
COALINDIA [20.6] 0.0 21.9
TCS [20.2] 0.9 87.8

Short Build Up

Symbol OI Chg (%) Chg in Price (%) Chg in Volume (%)
POWERGRID 230.3 [0.5] 373.1
MCDOWELL-N 211.3 [0.4] 208.8
JUBLFOOD 188.7 [2.1] 159.8
PETRONET 157.1 [1.7] 550.0
ZEEL 147.1 [1.6] 215.6

FIIs trend in derivatives

Last Traded on:16-Apr-2014
Instruments Buy
[Rs.Cr]
Sell
[Rs.Cr]
Net Positions [Rs.Cr] Contracts
['000s]
Value
[Rs.Cr]
Index Futures 64,920 59,361 196.58 383.768 12,778
Index Options 410,577 405,733 137.95 1,535.859 51,139
Stock Futures 127,442 136,657 [396.55] 1,095.036 37,831
Stock Options 82,519 80,725 51.21 67.278 2,310

News

Voter turnouts higher than 2009
India Infoline News Service/10:49,Apr 18,2014
Nearly 65% of the eligible electors cast ballot across the 12 states.
Wonderla Holidays allots 2.175 mn Equity Shares to 3 Anchor Investors
India Infoline News Service/10:21,Apr 18,2014
The Anchor Investors’ list includes HDFC Trustee Company Limited (HDFC Mutual Fund), Aditya Birla Private Equity Trust & TVS Shriram Growth Fund (TVS Capital).
Thursday turnaround! Nifty nears 6800 again
Hadrien Mendonca/18:15,Apr 17,2014
Finally, BSE Sensex closed at 22,628 up 351 points , while NSE Nifty closed at 6,779 up 104 points over the previous close.
Wipro Q4 PAT at Rs 2227 crore
India Infoline News Service/18:14,Apr 17,2014
Total Income has increased from Rs. 99208 mn for the quarter ended March 31, 2013 to Rs. 120995 mn for the quarter ended March 31, 2014.
Lok Sabha elections: Over 55% voter turnout in Jharkhand till 3pm
India Infoline News Service/18:13,Apr 17,2014
Around 51% of the electorate in Odisha cast their votes till 3:00pm today in the second and final phase of polling for 11 Lok Sabha and 77 assembly seats

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)