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Saturday, 28 April 2012

Derivatives Daily Update: April 27 2012


Steady Opening May Series: April 27, 2012

Nifty May Futures closed marginally lower than yesterday at 5210.80 and Bank Nifty closed at 10143.90. Turnover is obviously not comparable to yesterday as today is first day of May series which any way stood at Rs 852 bn. Open Interest in Nifty across all series stood at 1.92 Cr shares. Put Call Ratio in Option market was just below 1 at 0.98. Volatility as measured by India VIX was lower by 5% at 17.89. Dollar Rupee duo was trading bit higher at 52.86. In nutshell, it was a steady day with lower activity and lower volatility.

My opinion is still bullish as long as we don’t break 5150 (cash levels) on closing basis. Every dip in the market can be used to accumulate with price target of 5550 5600 and with strict stop below 5150.


Top five individual stocks which gained today were ESSAROIL 6%, BIOCON 5%, GMRINFRA 4%, PRAJIND 4% and RUCHISOYA 4%.

Top five individual stocks which lost ground were HCC -6%, STRTECH -6%, LITL -5% NAGAROIL -5% and PATELENG -5%.

Top five individual stocks which attracted higher volumes were ICICIBANK, SBIN, AXISBANK, DLF and TATAMOTORS.

Top five individual options which attracted higher activity today were ICICIBANK 900 CE, ICICIBANK 860 CE, ICICIBANK 880 CE, ICICIBANK 840 PE and AXISBANK 1100 CE.
Nifty option series where POSITIVE change in open interest was seen were 5200 CE (3.51 LK) 5300 CE (5.30 LK) 5400 CE (5.95 LK) 5600 CE (5.22 LK) 4500 PE (1.75 LK) 4600 PE (1.27 LK) 4700 PE (20.35 LK) 4800 PE (2.34 LK) 4900 PE (7.25 LK) 5000 PE (6.57 LK) 5100 PE (4.83 LK) 5300 PE (1.70 LK)

Nifty option series where NEGATIVE change in open interest was seen were 5500 CE (1.26 LK) 5600 PE (1.25 LK)

Outstanding open interest in Out of the Money Call Options stood at 1.76 Cr shares and that of Put Options stood at 2.22 Cr shares. Outstanding open interest in In the Money Call Options stood at 54.58 LK shares and that of Put Options stood at 52.41 LK shares. Put Call Ratio of current series alone stands at 1.19.

Happy Trading

Atul Doshi


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