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24.11.2010
FII Net SELL in Index fut 82 Cr and
stock fut net Sell 105 Cr as on
Tuesday
FIIs have formed short positions in
the Index futures and covered some
of their short positions in the stock
futures. They were net sellers of
`1,493cr in the cash market segment.
The Nifty Nov future closed against a
premium of 0.75 points in last trading
session. On the other hand Dec fut.
closed at discount of 38.25 points.
The PCR-OI increased from 1.01 to
1.00 points.
The Implied volatility of At-the-money
options for November series
increased from 19.15% to 24.00%,
while for December series, it was
20.50%.
Yesterday, significant build up was
observed in the 5900 and 6000 call
options and unwinding was observed
in put options. In Dec series 6000 call
option has highest open interest. On
the other hand, 5600 to 5800 puts
have almost same open interest.
Stock which are very good move with
good open interest (OI) are like:
1) ITC OI 13.70 % Increase in
price 0.29 %
2) VOLTAS OI 41.57 % Increase
in price 0.83 %
3) BHARTIAIRTL OI 6.65%
Increase in price 0.71 %
4) TATASTEEL OI 3.65 %
Increase in price 0.42%
5) M&M OI 8.69% Increase in
price 2.97%
6) RECLTD OI 10.64% Increase
in price 0.72%
Other stocks with good OI with
increase in price
are:TVSMOTORS,CROMPGREAVE
S,ASHOKLEY
Decrease in price and increase in OI are
like.
1) AMBUJACEM OI 16.05 %
With Decrease In Price 0.91 %
2) HINDUNILVR OI 15.50 % With
Decrease In Price 0.40%
3) ICICIBANK OI 9.71% With
Decrease In Price 2.89 %
4) IDEA OI 9.53% With Decrease
In Price 2.32 %
5) HDFCBANK OI 33.30% With
Decrease In Price 2.29%
6) MARUTI OI 12.07% With
Decrease In Price 1.98%
7) ACC OI 23.90% With Decrease
In Price 0.89%
Other stocks with good OI with
decrease in price are:
CENTRALBANK,UNIONBANK,PFC,
WIPRO,AXISBANK,IOB,HINDZINC,L
ICHSGFIN

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DERIVATIVES

  • 1. 24.11.2010 FII Net SELL in Index fut 82 Cr and stock fut net Sell 105 Cr as on Tuesday FIIs have formed short positions in the Index futures and covered some of their short positions in the stock futures. They were net sellers of `1,493cr in the cash market segment. The Nifty Nov future closed against a premium of 0.75 points in last trading session. On the other hand Dec fut. closed at discount of 38.25 points.
  • 2. The PCR-OI increased from 1.01 to 1.00 points. The Implied volatility of At-the-money options for November series increased from 19.15% to 24.00%, while for December series, it was 20.50%. Yesterday, significant build up was observed in the 5900 and 6000 call options and unwinding was observed in put options. In Dec series 6000 call option has highest open interest. On the other hand, 5600 to 5800 puts have almost same open interest. Stock which are very good move with good open interest (OI) are like:
  • 3. 1) ITC OI 13.70 % Increase in price 0.29 % 2) VOLTAS OI 41.57 % Increase in price 0.83 % 3) BHARTIAIRTL OI 6.65% Increase in price 0.71 % 4) TATASTEEL OI 3.65 % Increase in price 0.42% 5) M&M OI 8.69% Increase in price 2.97% 6) RECLTD OI 10.64% Increase in price 0.72% Other stocks with good OI with increase in price are:TVSMOTORS,CROMPGREAVE S,ASHOKLEY
  • 4. Decrease in price and increase in OI are like. 1) AMBUJACEM OI 16.05 % With Decrease In Price 0.91 % 2) HINDUNILVR OI 15.50 % With Decrease In Price 0.40% 3) ICICIBANK OI 9.71% With Decrease In Price 2.89 % 4) IDEA OI 9.53% With Decrease In Price 2.32 % 5) HDFCBANK OI 33.30% With Decrease In Price 2.29% 6) MARUTI OI 12.07% With Decrease In Price 1.98% 7) ACC OI 23.90% With Decrease In Price 0.89%
  • 5. Other stocks with good OI with decrease in price are: CENTRALBANK,UNIONBANK,PFC, WIPRO,AXISBANK,IOB,HINDZINC,L ICHSGFIN