DERIVATIVE MARKET UPDATES

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DERIVATIVE MARKET UPDATES

  1. 1. 23.11.2010 FII Net SELL in Indexfut 76 Cr and stock fut net Sell 83 Cr as on Monday FIIs have formed some long positions in the Index futures. A blend of short covering and some long formations was observed in the stock futures. They were net buyers of`336cr in the cash market segment.. Nifty Rollover 46% The Nifty Nov future closed against a premium of 0.75 points in last trading session. On the other hand Dec fut. closed at discount of 38.25 points. The PCR-OI increased from 1.00 to 1.05 points. The Implied volatility of At-the-money options for November series increased from 18.50% to 19.80%, while for December series, it was 17.80%. Yesterday, mostly unwinding was observed in call options, while significant build up was observed in the 6000 put option. Stock which are very good move with good open interest (OI) are like: 1) CROMPGREAVE OI 48.56 % Increase in price 1.07 % 2) CHAMBALFERT OI 4.62 % Increase in price 3.15 % 3) LT OI 12.21% Increase in price 0.02 % 4) DRREDDY OI 18.45 % Increase in price 0.20% 5) JISLJALEQS OI 4.65% Increase in price 6.56% 6) ABB OI 5.49% Increase in price 0.28% Other stocks with good OI with increase in price are:HEXAWARE,NAGARFERT,INDUSINDBANK,ULTRACEMCO,ABB.ORCHIDCHEM, TATACHEM Decrease in price and increase in OI are like. 1) ICICIBANK OI 13.23 % With Decrease In Price 2.33 % 2) HDFCBANK OI 19.70 % With Decrease In Price 0.83% 3) ALBK OI 13.61% With Decrease In Price 0.51 % 4) WIPRO OI 28.89% With Decrease In Price 0.14 % 5) SESAGOA OI 11.40% With Decrease In Price 2.32% 6) M&M OI 11.51% With Decrease In Price 1.03% 7) STER OI 13.47% With Decrease In Price 2.30%
  2. 2. Other stocks with good OI with decrease in price are: TATAPOWER,ACC,VOLTAS,LUPIN,GRASIM,RECLTD,BHARTIARTL,INFOSYSTECH

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