The nifty future is likely to trade in the range of 5850-6030 level in short term as the OI is added. The trading strategy would be to create long positions if the nifty takes support around 5930 levels for the target of 5970 and 6000. On the other hand, one can also create short positions if the nifty resists around 6030 levels.
Derivative 22 October 2013 By Mansukh Investment and Trading Solution
DERIVATIVE REPORT FOR 21 DEC - MANSUKH INVESTMENT AND TRADING SOLUTIONS
1. DERIVATIVE REPORT make more, for sure.
21 ST,DECEMBER 2010
F & O HIGHLIGHTS
Nifty Sentiment Indicators Nifty Dec future added 19.08 lakh shares in OI, up 8.09%. NIFTY Future is
Put Call Ratio-Index Options 0.94 trading at a premium of 6 points, down 0.23%at 5953. Annual volatility was at
Put Call Ratio-Stock Options 0.33 23.81.
Nifty Jan future added 2.61 lakh shares in OI, up 10.73%. NIFTY Future is
Volume trading at a premium of 33 point, down 0.21% at 5980.
Product 16.12.10 20.12.10 % Chg BANKNIFTY Dec future added 0.61 lakh shares in OI, up 4.72%. BANKNIFT
Index Futures 666154 526118 -21.02% future is trading at a discount of 7 points, down 1.87% at 12260. Annual
volatility is at 38.57.
Stock Futures 682569 584183 -14.41%
Tata steel, hero honda, tata motors, sbi, and reliance were the most active
Index Options 2904043 2199625 -24.26% stocks on yesterday's trade.
Stock Options 155999 127699 -18.14% Tata steel Dec fut traded at par, witnessing 1.46% up in OI. The stock was
Total F&O 4408765 3437625 -22.03% surged 0.45% at 663.50. Annual volatility is 43.83 and total deliverable
percentage was 30.31%.
Reliance Dec fut traded at a premium of 1 point recording 0.22% increase in OI.
Index Spot Future Basis The stock was down 0.19% at 1058.75. Annual volatility is 35.07 and total
deliverable quantity was 50.73%.
NIFTY 5947 5953 6 Sbi Dec fut traded at a premium of 14points, 9.33% up in OI. The stock was
BANK NIFTY 11267 11260 (7) down 2.21% at 2710.80. Annual volatility is 48.56 and total deliverable quantity
was 32.74%.
CNXIT 7332.05 7339.95 8
Open Interest gainer Open Intrest Loser
Symbol Last price Chg (%) Open Increase Open Increase
Symbol Last price Chg (%)
Interest (%) Interest (%)
PFC 328.45 3.24% 671,000 52.85%
RUCHISOYA 102.90 -1.58% 17,600,000 -9.88%
HEROHONDA 1,973.10 17.03% 2,640,250 17.39%
INDIACEM 107.55 1.08% 7,750,000 -5.46%
AXISBANK 1,276.00 -3.16% 2,874,250 16.92%
IGL 337.95 -0.63% 142,000 -5.33%
ACC 1,088.25 1.65% 2,150,750 15.18%
RECLTD 313.7 0.02% 4,172,000 14.36%
HINDPETRO 416 -1.26% 11,118,000 -5.32%
COLPAL 879.8 2.61% 142,250 -4.85%
Nifty Option Open Interest Distribution
Nifty Dec 6000 call added 4.99 lakh shares in OI, up 6.87% and 6100 call 10,000,000
9,000,000
added 0.67 lakh shares in OI, up 1.26%. On the put side nifty Dec 5800 8,000,000
open interest
put added 7.24 lakh shares in OI, up 8.64% and 5900 put added 10.54 7,000,000 call
6,000,000
lakh in OI, up 23.43%. The put-call ratio of stock option decreased from 5,000,000 put
0.40 to 0.33 while put-call ratio of index option increased from 0.93 to
CMP 4,000,000
3,000,000
0.94. On the whole the put call ratio was at 0.94. 2,000,000
1,000,000
0
Analyst
0
0
0
0
0
0
0
0
0
0
.0
.0
.0
.0
.0
.0
.0
.0
.0
.0
Pashupati Nath Jha
00
00
00
00
00
00
00
00
00
00
48
50
52
54
56
58
60
62
64
66
Pashupatinathjha@moneysukh.com strike price
NIFTY OUTLOOK:
The nifty future is likely to trade in the range of 5850-6030 level in short term as the OI is added. The trading strategy would be to create long positions if
the nifty takes support around 5930 levels for the target of 5970 and 6000. On the other hand, one can also create short positions if the nifty resists
around 6030 levels.
For any information or suggestion, please send your query at research@moneysukh.com
For Private circulation Only For Our Clients Only
Mansukh Securities and Finance Ltd SEBI Regn No. BSE: INB010985834 / NSE: INB230781431
Office:Mansukh Securities and Finance New Delhi-110002
306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, Ltd SEBI Regn No. BSE: INB010985834PMS Regn No. INP000002387
/ NSE: INB230781431
Phone:Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002
011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com PMS Regn No. INP000002387
Website: www.moneysukh.com Fax: 011-30117710 Email: research@moneysukh.com
Phone: 011-30123450/1/3/5
Website: www.moneysukh.com
2. DERIVATIVE REPORT make more, for sure.
MOST ACTIVE CALLS MOST ACTIVE PUTS
Symbol Expiry Date Strike Price Contracts Traded Open Interest Symbol Expiry Date Strike PriceContracts TradedOpen Interest
NIFTY 30-Dec-10 6000 407894 7761500 NIFTY 30-Dec-10 5900 340864 5557300
NIFTY 30-Dec-10 5900 269277 4260000 NIFTY 30-Dec-10 5800 223062 9102450
NIFTY 30-Dec-10 6100 189653 6155300 NIFTY 30-Dec-10 6000 153130 4577600
NIFTY 30-Dec-10 6200 90317 5658700 NIFTY 30-Dec-10 5700 111399 8125000
NIFTY 30-Dec-10 6300 32966 4338450 NIFTY 30-Dec-10 5600 51551 6505100
NIFTY 30-Dec-10 5800 29369 2601000 NIFTY 27-Jan-11 5800 25868 2659900
NIFTY 27-Jan-11 6000 20601 1485050 NIFTY 30-Dec-10 5500 27338 4751150
NIFTY 27-Jan-11 6100 14527 1053550 NIFTY 27-Jan-11 5900 23539 1317050
NIFTY 27-Jan-11 6200 12737 1230550 NIFTY 27-Jan-11 5700 18893 1769600
NIFTY 30-Dec-10 6400 10264 2662150 NIFTY 30-Dec-10 6100 12681 942000
STRATEGY TRACKER
DATE OF NET PROFIT/ LOSS AS
STRATEGY UNDERLYING ASSET STRATEGY ON 20/12/10 REMARK
BUY NIFTY DEC5800CA@183.50
SELL TWO NIFTY DEC5900CA@111
20/12/2010 NIFTY BUY NIFTY DEC6000CA@56 6 POINTS HOLD
BUY REL IND NOV 940 PA@9.30
BOOK FULL PROFIT AS
30/11/2010 REL IND BUY TWO REL IND NOV 18 POINTS
ON 15/12/2010
1050CA@13.40
BUY NIFTY DEC 6200 CA@34.30 BOOK PARTIAL PROFIT
6/12/2010 NIFTY 56 POINTS
BUY NIFTY DEC 5800 PA@37.50 AS ON 10/12/2010
BUY NIFTY DEC 6000 CA@51 BOOK PARTIAL PROFIT
13/12/2010 NIFTY 14 POINTS
BUY NIFTY DEC 5700 PA@47.20 AS ON 14/12/2010
For any information or suggestion, please send your query at research@moneysukh.com
For Private circulation Only For Our Clients Only
Mansukh Securities and Finance Ltd SEBI Regn No. BSE: INB010985834 / NSE: INB230781431
Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002 PMS Regn No. INP000002387
Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com
Website: www.moneysukh.com
3. make more, for sure.
NAME DESIGNATION E-MAIL
Varun Gupta Head - Research varungupta@moneysukh.com
Pashupati Nath Jha Research Analyst pashupatinathjha@moneysukh.com
Vikram Singh Research Analyst vikram_research@moneysukh.com
This report is for the personal information of the authorized recipient and does not construe to be any investment, legal or taxation advice to you.
Mansukh Securities and Finance Ltd (hereinafter referred as MSFL) is not soliciting any action based on it. This report is not for public distribution
and has been furnished to you solely for your information and should not be reproduced or redistributed to any person in any form.
The report is based upon information that we consider reliable, but we do not represent that it is accurate or complete. MSFL or any of its affiliates
or employees shall not be in any way responsible for any loss or damage that may arise to any person from any inadvertent error in the information
contained in this report. MSFL or any of its affiliates or employees do not provide, at any time, any express or implied warranty of any kind,
regarding any matter pertaining to this report, including without limitation the implied warranties of merchantability, fitness for a particular
purpose, and non-infringement. The recipients of this report should rely on their own investigations.
MSFL and/or its affiliates and/or employees may have interests/positions, financial or otherwise in the securities mentioned in this report. This
information is subject to change without any prior notice. MSFL reserves the right to make modifications and alterations to this statement as may
be required from time to time. Nevertheless, MSFL is committed to providing independent and transparent recommendations to its clients, and
would be happy to provide information in response to specific client queries.
Mansukh Securities and Finance Ltd SEBI Regn No. BSE: INB010985834 / NSE: INB230781431
Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002 PMS Regn No. INP000002387
Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com
Website: www.moneysukh.com