Derivative report 28.12.11
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Nifty Dec 4800 call added 5.86 lakh shares in OI, up 8.95 % and 4900 call added 4.31 lakh shares in OI, up 5.75%. On the put side nifty Dec 4700 put shed 1.00 lakh shares in OI, down 1.51% and 4600 put added 5.30 lakh in OI, up 7.89%. The put-call ratio of stock option decreased from 0.58 to 0.55 while put-call ratio of index option decreased from 0.96 to 0.95. On the whole the put call ratio was at 0.93.
