Derivative Margin Report 11 November 2011
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Nifty Oct 5200 call shed 0.78 lakh shares in OI, down 1.22% and 5300 call added 1.56 lakh shares in OI, up 2.86%. On the put side nifty Oct 5100 put added 15.07 lakh shares in OI, up 53.94% and 5000 put added 9.81 lakh in OI, up 17.57%. The put-call ratio of stock option increased from 0.54 to 0.60 while put-call ratio of index option decreased from 1.28 to 1.17. On the whole the put call ratio was at 1.14.
