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Derivative Summary : Nifty Option

Instrument :   Symbol :   Expiry Date :  

OPTIDX NIFTY 29-May-2014 15:32, 23-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 29-05-14 CE 7,000.00 207.65 36,813 1,259.15
OPTIDX NIFTY 29-05-14 PE 6,500.00 105.20 34,319 1,173.85
OPTIDX NIFTY 29-05-14 PE 6,800.00 207.65 31,630 1,081.87
OPTIDX NIFTY 29-05-14 PE 6,200.00 47.05 30,405 1,039.97
OPTIDX NIFTY 29-05-14 CE 6,900.00 256.20 28,632 979.33
OPTIDX NIFTY 29-05-14 CE 7,500.00 48.70 27,995 957.54
OPTIDX NIFTY 29-05-14 PE 6,600.00 132.95 26,995 923.34
OPTIDX NIFTY 29-05-14 PE 6,700.00 167.60 24,746 846.41
OPTIDX NIFTY 29-05-14 PE 6,300.00 62.60 23,184 792.99
OPTIDX NIFTY 29-05-14 CE 6,800.00 306.60 22,659 775.03
OPTIDX NIFTY 29-05-14 PE 6,000.00 28.10 21,631 739.87
OPTIDX NIFTY 29-05-14 PE 6,400.00 81.60 20,736 709.25
OPTIDX NIFTY 29-05-14 PE 6,900.00 251.45 19,163 655.45
OPTIDX NIFTY 29-05-14 CE 7,200.00 124.05 16,678 570.45
OPTIDX NIFTY 24-12-14 CE 8,000.00 136.90 16,140 552.05

Long Build Up

Symbol OI Chg (%) Chg in Price (%) Chg in Volume (%)
AMBUJACEM 2,400.0 3.0 1,100.0
APOLLOTYRE 466.7 1.4 750.0
KOTAKBANK 320.0 2.7 900.0
INDUSINDBK 280.0 0.4 450.0
HINDUNILVR 250.0 0.2 150.0
 

Long Unwinding

Symbol OI Chg (%) Chg in Price (%) Chg in Volume (%)
UPL [78.3] [2.1] 2.7
IDBI [72.2] [0.4] 72.0
VOLTAS [71.5] [2.2] 10.8
UCOBANK [71.1] [0.3] 8.2
JPPOWER [71.1] [2.8] 113.2

Short Covering

Symbol OI Chg (%) Chg in Price (%) Chg in Volume (%)
AUROPHARMA [73.5] 0.8 28.4
DIVISLAB [71.1] 0.5 21.8
JISLJALEQS [69.2] 2.7 64.0
ORIENTBANK [69.2] 0.8 33.7
TATACOMM [68.8] 0.7 59.9

Short Build Up

Symbol OI Chg (%) Chg in Price (%) Chg in Volume (%)
ABIRLANUVO 400.0 [0.5] 700.0
BIOCON 350.0 [4.5] 166.7
ASIANPAINT 275.0 [1.2] 180.0
CIPLA 200.0 [0.4] 500.0
TITAN 175.0 [3.9] 350.0

FIIs trend in derivatives

Last Traded on:22-Apr-2014
Instruments Buy
[Rs.Cr]
Sell
[Rs.Cr]
Net Positions [Rs.Cr] Contracts
['000s]
Value
[Rs.Cr]
Index Futures 149,605 122,740 923.08 478.559 16,289
Index Options 408,054 392,869 490.12 1,538.005 52,300
Stock Futures 414,470 425,905 [418.24] 1,211.396 43,156
Stock Options 59,420 58,629 32.48 66.348 2,387

News

Wonderla Holidays IPO subscribed nearly 38 times
India Infoline News Service/18:52,Apr 23,2014
The IPO sized approximately around Rs. 180 crore (at the upper end of the Price Band) received bids for 1,20,23,600 shares
Lok Sabha Elections: Sixth phase for 117 seats begins on April 24
India Infoline News Service/18:15,Apr 23,2014
Polling will take place in Assam, Bihar, Jharkhand, J&K, Maharashtra, Rajasthan, Tamil Nadu, UP, West Bengal and Puducherry
Fantastic F&O expiry! Indices end at life-time high
India Infoline News Service/18:14,Apr 23,2014
Finally, the Sensex closed up 118 points at 22,876, while NSE Nifty closed at 6,841 up 25 points as compared to previous close.
Cairn India Q4 net profit at Rs 3035 crore
India Infoline News Service/18:13,Apr 23,2014
Total Income has increased from Rs. 45825.20 million for the quarter ended March 31, 2013 to Rs. 52128.20 mn for the quarter ended March 31, 2014.
RIL raises US$550mn
India Infoline News Service/18:12,Apr 23,2014
This is RIL’s eighth ECA facility for the largest capital expenditure program it has undertaken.

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)