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Friday, 20 April 2012

Derivatives Daily Update: April 20 2012


Weak Day: April 20, 2012

Nifty April Futures closed lower by 54.20 points at 5302. Bank Nifty too closed lower by 145.80 points at 10466.45. Turnover was higher at Rs 1.45 trillion. Open Interest in Nifty across all series came down by 3.24 lakh shares at 2.30 Cr shares. Put Call Ratio was up at 1.06. Volatility as measured by India VIX was up by 45 at 20.09 and Dollar Rupee duo was trading higher at 52.18. All in all it was weak consolidating day with large swing in market.

In my opinion, as long as Nifty holds 5150 upward target of 5550-5600 still holds. It is advisable to buy in all dips till it breaks this level.

Top five individual stocks which gained today were M&M 3%, ONMOBILE 2%, UNIONBANK 2%, ABIRLANUVO 2% and ASHOKLEY 2%.

Top five individual stocks which lost ground were DHANBANK -6%, MERCATOR -6%, MRPL -5%, CENTURYTEX -5% and NATIONALUM -5%.

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

Top five individual options which attracted higher activity today were SBIN 2300 CE, RELIANCE 720 PE, RELIANCE 740 PE, SBIN 2400 CE and RELIANCE 740 CE.
Nifty option series where POSITIVE change in open interest was seen were 5400 CE (2.67 LK) 5100 PE (7.11 LK)

Nifty option series where NEGATIVE change in open interest was seen were 5500 CE (2.56 LK) 5600 CE (2.55 LK) 4500 PE (2.33 LK) 5000 PE (1.95 LK) 5200 PE (4.77 LK) 5300 PE (10.84 LK) 5400 PE (6.06 LK) 5500 PE (1.30 LK)

Outstanding open interest in Out of the Money Call Options stood at 2.49 Cr shares and that of Put Options stood at 3.69 Cr shares. Outstanding open interest in In the Money Call Options stood at 89.20 LK shares and that of Put Options stood at 45.84 LK shares. Put Call Ratio of current series alone stands at 1.35.

Happy Trading

Atul Doshi

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