Derivative Report 29 September 2011 By Mansukh Investment and Trading Solution

Nifty Sep5000 call added 6.53 lakh shares in OI, up 9.71% and 5100 call added 4.91 lakh shares in OI, up 9.99%. On the put side nifty Sep 4900 put added 6.78 lakh shares in OI, up 10.15% and 4800 put added 10.96 lakh in OI, up 10.49%. The put-call ratio of stock option increased from 0.48 to 0.56 while put-call ratio of index option increased from 0.99 to 1.03. On the whole the put call ratio was at 1.01.Read less