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Wednesday, 30 May 2012

Derivatives Daily Update: May 30 2012


Weakness Continues: May 30, 2012

Nifty May Futures closed down by 48.60 points at 4933.05. Bank Nifty closed down by 182.75 points at 9470.75. Open Interest in Nifty across all the series saw an improvement by 5.65 lakh shares at 2.69 Cr shares indicating fresh shorts being created in the market. Turnover more or less was the same at Rs 1.48 trillion. Put Call Ratio drastically came down to below 1 at 0.97 from 1.14 levels due to large scale unwinding of Puts indicating shaken confidence amongst the traders in the market. Volatility has again increased by 5% at 25.30 indicating choppiness and weakness in the markets. Dollar Rupee pair too was trading higher at 56.53 again indicating pressure on Rupee and hence subdued interest of traders.

In my opinion correction of bear trend which started couple of days back has ended and downward trend has again resumed. I reiterate my stand that in medium to long term we are in bear trend and every rise in the market warrants a Sell with price objective of 4800 and below that 4550-4600. I remind you that stop loss is must while trading. Sell with stop loss of 4965 and 5060.

Top five individual stocks which gained today were SKUMARSYNF 8%, AMBUJACEM 5%, TECHM 4%, CROMPGREAV 3% and ACC 3%.

Top five individual stocks which lost ground were TATAMOTORS -12%, TATAMTRDVR -10%, NAGAROIL -8%, HAVELLS -7% and ROLTA -7%

Top five individual stocks which attracted higher volumes were TATAMOTORS, SBIN, ICICIBANK, SBIN and TATASTEEL

Top five individual options which attracted higher activity today were SBIN 2100 CE, SBIN 2100 PE, TATAMOTORS 260 CE, SBIN 2150 CE and SBIN 2050 PE
Nifty option series where POSITIVE change in open interest was seen were 4900 CE (2.67 LK) 5000 CE (6.48 LK) 4800 PE (1.45 LK)

Nifty option series where NEGATIVE change in open interest was seen were 5100 CE (9.77 LK) 5200 CE (3.28 LK) 5300 CE (1.73 LK) 5400 CE (2.04 LK) 4600 PE (1.09 LK) 4700 PE (1.61 LK) 4900 PE (3.43 LK0 5000 PE (9.23 LK) 5100 PE (3.61 LK) 5400 PE (1.06 LK) 5500 PE (1.15 LK) 5600 PE (1.37 LK)

Outstanding open interest in Out of the Money Call Options stood at 3.53 Cr shares and that of Put Options stood at 3.01 Cr shares. Outstanding open interest in In the Money Call Options stood at 44.28 LK shares and that of Put Options stood at 71.53 LK shares. Put Call Ratio of current series alone stands at 0.94

Happy Trading

Atul Doshi 

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