08.12.10

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08.12.10

  1. 1. DERIVATIVES<br />FII Net Sell in Indexfut 791 Cr and stock fut net Sell 77 Cr as on Tuesday.<br />FIIs did some profit booking in the Index futures and the Stock futures. They were net sellers of `523cr in the cash market segment.<br />The Nifty Dec future closed at a premium of 22 points as against 44 as on today. On the other hand Jan fut. closed at a premium of 45 points.<br />The PCR-OI decreased from 1.22 to 1.21 points.<br /> The Implied volatility of At-the-money options was at the same level of 16.20%.<br />Yesterday, no considerable changes were observed in Index options however, 3000 call of SBIN and 1200 call of ICICIBANK added significant open interest.<br />Stock which are very good move with good open interest (OI) are like: <br />HEXAWARE OI 43.25 % Increase in price 3.07%<br />STERLINGBIO OI 6.07 % Increase in price 0.20%<br />BPCL OI 0.98 % Increase in price 2.11%<br />BATAINDIA OI 7.39 % Increase in price 0.67 %<br />Decrease in price and increase in OI are like. <br />AXISBANK OI 22.11 % With Decrease In Price 5.52 %<br />IRB OI 23.25 % With Decrease In Price 10.55 %<br />ALBK OI 12.94 % With Decrease In Price 6.44 %<br />SINTEX OI 12.54 % With Decrease In Price 3.78 %<br />UNIONBANK OI 9.17 % With Decrease In Price 5.95 %<br />Other stocks with good OI with decrease in price are: UNITECH,UNIPHOS,JETAIRWAYS,CANBK,IOB,TCS,TVSMOTORS,HDFC<br />

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