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Thursday, 19 April 2012

Derivatives Daily Update: April 19 2012


Resilient Day: April 19, 2012

Nifty April Futures closed at 5356.20 up by 33.50 points. Bank Nifty closed at 10612.25 up by 66 points. Volumes were slightly better than yesterday and turnover stood at Rs 1.05 trillion. Open Interest in Nifty across all the series saw an upsurge and stood at 2.33 Cr up by 11.63 lakh shares. Put Call Ratio was fairly stable at 1 and Volatility as measured by India VIX was down by 3% at 19.35 perhaps low of recent six months. Dollar Rupee Duo was trading higher at 52.06. All in all it was a better day on all fronts with exception of weak rupee.

Statistics of today vindicates my bullish stance. There is a long built up in the market since couple of days with reduced volatility, improved Put Call Ratio and fairly stable volumes. As long as Nifty remains above 5150, it is advisable to buy in all dips with price objective of 5550-5600 with stop loss below 5150.

Top five individual stocks which gained today were GESHIP 7%, BFUTILITIE 7%, ESCORTS 6%, TATAMTRDVR 6% and APIL 4%.

Top five individual stocks which lost ground were IVRCLINFRA -6%, ONMOBILE 4%, BHEL -4%, ACC -4% and BALRAMCHIN -4%.

Top five individual stocks which attracted higher volumes were SBIN, TATAMOTORS, ICICIBANK, INFY and IGL.

Top five individual options which attracted higher activity today were SBIN 2300 CE, INFY 2400 CE, INFY 2500 CE, SBIN 2400 CE and SBIN 2200 PE.
Nifty option series where POSITIVE change in open interest was seen were 5500 CE (3.56 LK) 5100 PE (2.62 LK) 5200 PE (2.67 LK) 5300 PE (7.88 LK) 5400 PE (3.23 LK)

Nifty option series where NEGATIVE change in open interest was seen were 5400 CE (3.18 LK) 5600 CE (1.07 LK)  

Outstanding open interest in Out of the Money Call Options stood at 2.57 Cr shares and that of Put Options stood at 3.89 Cr shares. Outstanding open interest in In the Money Call Options stood at 92.60 LK shares and that of Put Options stood at 54.59 LK shares. Put Call Ratio of current series alone stands at 1.37.

Happy Trading

Atul Doshi

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