Total Pageviews

Saturday, 31 March 2012

Derivatives Daily Update: March 30 2012



Nifty April Futures started the innings on strong footing and closed at 5333.25 up by 156.25 points Bank Nifty too supported the Nifty by closing at 10269.85 up by 331.4 points. Open Interest in Nifty on consolidated basis across all series stood at 2.31 Cr shares. Volumes were moderate at Rs 886 bn. Put Call Ratio inclusive of stock futures and stock options stood at 1.06. Volatility as measured by India VIX receded to 22.38 down by 8%. Dollar Rupee duo too was bit weaker at 51.23 from 51.63 levels. All in all we started with good momentum, that too with upward bias.

As expressed in several earlier posts, I stick to my opinion that we are in Bull Market and fall from higher level should be considered as healthy correction and an opportunity to buy. In last few days Nifty tried to breach 5150, its long term moving average but was not able to do so on sustainable basis and some kind of buying interest emerges at those strong support levels. As long as we remain above this level there are very fair chances that we will revisit resistance zone of 5550-5600 levels. Advice is to Buy with stop below 5150 with price target of 5550-5600.

Top five individual stocks which gained today were DHANBANK 17%, MRPL 13%, TVSMOTORS 10%, JISLJAL 9% and CENTRALBK 9%.

Top five individual stocks which lost ground were NAGAROIL -4%, SUZLON -3%, ABB -2%, ZEEL -1% and CAIRN -1%.

Top five individual stocks which attracted higher volumes were SBIN, ICICIBANK, RELIANCE, TATASTEEL and AXISBANK.

Top five individual options which attracted higher activity today were RELIANCE 740 CE, SBIN 2100 CE, SBIN 2200 CE, RELIANCE 760 CE and SBIN 2400 CE.
Nifty option series where POSITIVE change in open interest was seen were 4800 CE (1.60 LK) 5000 CE (1.24 LK) 5300 CE (1.02 LK) 5400 CE (3.66 LK) 5500 CE (4.20 LK) 5600 CE (4.71 LK) 5700 CE (4.36 LK) 5800 CE (1.48 LK) 6000 CE (1.68 LK) 4400 PE (1.05 LK) 4500 PE (2.12 LK) 4600 PE (13.32 LK) 4700 PE (2.98 LK) 4900 PE (2.09 LK) 5100 PE (7.77 LK) 5200 PE (6.86 LK) 5300 PE ( 6.67 LK) 5400 PE (2.29 LK)

Nifty option series where NEGATIVE change in open interest was seen were 5000 PE (2.93 LK)

Outstanding open interest in Out of the Money Call Options stood at 1.78 Cr shares and that of Put Options stood at 2.76 Cr shares. Outstanding open interest in In the Money Call Options stood at 88 LK shares and that of Put Options stood at 45.35 LK shares. Put Call Ratio of current series alone stands at 1.37.

Happy Trading

Atul Doshi

No comments:

Post a Comment