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Monday, 7 May 2012

Derivatives Daily Update: May 4 2012


Day of Sell Off: May 4, 2012

Nifty May Futures closed lower by 101.85 points at 5097.95. Bank Nifty closed at 9793.90 down by 321.65 points. Open Interest in Nifty across all series was up by 4.62 lakh shares at 2.03 Cr shares indicating fresh shorts being created in the market. Turnover was higher at Rs .12 trillion. Put Call Ratio was marginally up at 0.96. Volatility was drastically up by 10% at 21.12 and Dollar Rupee pair was trading at 53.78/ In all it was a day of sell off.

In my opinion as we have broken important support level of 5150 and also 200 DMA of 5120 further sell off can be witnessed in market which might help Nifty to drift to 5000 levels. Whether Nifty falls further will have to be seen in coming days. If Nifty manages to close below its 200 DMA for consecutive couple of days, bullish scenario shall be said to have been vitiated. Let us see what happens in coming days.


Top five individual stocks which gained today were RUCHISOYA 4%, SOBHA 4%, CIPLA 3%, ESSAROIL 3% and COREEDUTEC 2%. 

Top five individual stocks which lost ground were IRB -15%, PANTALOON -14%, MRF -8%, FINANTECH -7%, HINDOILEXP -7% and BFUTILITIE -6%.

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

Top five individual options which attracted higher activity today were SBIN 2200 CE, SBIN 2000 PE, SBIN 2100 CE, SBIN 2300 CE, SBIN 2150 CE.

Happy Trading

Atul Doshi

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