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Monday, 9 April 2012

Derivatives Daily Update: April 9 2012


Weakness Persists: April 9, 2012

Nifty April Futures opened weaker and closed further lower at 5253 down by 91.55 points. Bank Nifty too closed lower at 10158.25 down by 206 points. Volumes were higher than previous session at Rs 782 bn. Open Interest in Nifty across all the series came down by 3.09 lakh shares and stood at 1.95 Cr shares indicating some Bull unwinding happening in the market. Put Call Ratio drastically came down to 0.88 from 1.13 levels indicating weakness to persist as traders are comfortable writing calls against puts as they don’t expect Nifty to rise any time soon. Volatility as measured by India VIX also shot up to 22.33 up by 8% which indicates some choppiness prevalent in the market place. Dollar Rupee duo too was trading higher at 51.53 which again indicates some pressure on equity which is not a good sign for the market. All in all it was a weak day.

In my opinion all the statistics are not in favor of Bull trader at least in short term. Nifty has broken some short term averages and has closed below that. Its long term average is 5150. In my opinion it should hold that though today’s data and price movement suggest we might visit the same level in couple of days.  My advice for medium to long term traders is to consider this as an opportunity to buy with strict stop below 5150 on closing basis. For extremely short term traders they can ride on their short position with price objective of 5150 and stop above 5300.

Top five individual stocks which gained today were MCDOWELL 7%, RANBAXY 4%, MAX 4%, MRF 3% and DRREDDY 2%.

Top five individual stocks which lost ground were IGL -7%, GUJFLUORO -7%, DISHTV -6%, JSWENERGY -6% and HINDALCO -5%.

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

Top five individual options which attracted higher activity today were SBIN 2200 CE, SBIN 2300 CE, RELIANCE 760 CE, RELIANCE 740 CE and SBIN 2100 PE.
Nifty option series where POSITIVE change in open interest was seen were 5200 CE (4. 27 LK) 5300 CE (7.10 LK) 5400 CE (8.65 LK) 5500 CE (5.53 LK) 5600 CE (2.90 LK) 4600 PE (2.25 LK) 4700 PE (1.68 LK) 4800 PE (3.53 LK)

Nifty option series where NEGATIVE change in open interest was seen were 5700 CE (5.81 LK) 5900 CE (1.49 LK) 4900 PE (2.20 LK) 5200 PE (4.33 LK) 5300 PE (3.21 LK0 5400 PE (1.75 LK)

Outstanding open interest in Out of the Money Call Options stood at 2.46 Cr shares and that of Put Options stood at 2.83 Cr shares. Outstanding open interest in In the Money Call Options stood at 53.63 LK shares and that of Put Options stood at 83.47 Cr shares. Put Call Ratio of current series alone stands at 1.12.

Happy Trading

Atul Doshi

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