New daily derivative report 26.08.11
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Nifty Sep 4900 call added 6.70 lakh shares in OI, up 32.08% and 5000 call added 11.33 lakh shares in OI, up 39.92%. On the put side nifty Sep 4800 put added 6.75 lakh shares in OI, up 15.52% and 4700 put added 13.72 lakh in OI, up 43.62%. The put-call ratio of stock option increases from 0.45 to 0.55 while put-call ratio of index option increases from 0.98 to 105. On the whole the put call ratio was at 1.03.
