Derivative Report 26 September 2011 By Mansukh Investment and Trading Solution

Nifty Sep 4900 call added 3.38 lakh shares in OI, up 6.91% and 5000 call added 11.83 lakh shares in OI, up 22.90%. On the put side nifty Sep 4800 put shed 1.75 lakh shares in OI, down 1.99% and 4700 put shed 8.70 lakh in OI, down 9.93%. The put-call ratio of stock option increased from 0.66 to 0.69 while put-call ratio of index option decreased from 1.25 to 1.13. On the whole the put call ratio was at 1.11.Read less