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Saturday, 2 June 2012

Derivatives Daily Update: June 1 2012


Downtrend Continues: June 1 2012

Nifty June Futures closed lower at 4824.55 down by 91.70 points. Bank Nifty closed down at 9212.10 down by 226.55 points. Turnover was at Rs 800 bn. Put Call Ratio was 1.01 on consolidated basis and for June series it was 1.46. Volatility as measured by India VIX was at 26.77 up by 6% and Dollar Rupee duo was trading at 56.10 lower from yesterday’s level. Open Interest in Nifty of June Futures was up by 9 lakh shares at 1.63 Cr shares. In all it was a weak day and downtrend which started during last fortnight continued.

My opinion that we are in medium to long term trapped in bear trend has once again being vindicated today. I held my view that we are heading for lower closing in coming days and probably break below 4800 will take us to 4550 4600 levels where chances of making decent bottom will once again arise but till than ride the bear trend and see for some meaningful bottom formation for covering your shorts and entering in to long positions.

Top five individual stocks which gained today were IGL 32%, GSPL 10%, PETRONET 8%, MCDOWELL 3% and ULTRACEMCO 3%.

Top five individual stocks which lost ground were PANTALOON -8%, ADANIENT -8%, ARVIND -7%, IVRCLIFRA -6% and APOLLOTYRE -6%.

Top five individual stocks which attracted higher volumes were IGL, SBIN, TATAMOTORS, ICICIBANK and RELIANCE.

Top five individual options which attracted higher activity today were SBIN 2100CE, TATAMOTORS 240CE, SBIN 2000CE, TATAMOTORS 260CE and TATAMOTORS 220PE.
Nifty option series where POSITIVE change in open interest was seen were 4700CE (1.44 LK) 4800CE (6.82 LK) 4900CE (6.92 LK) 5000CE (9.63 LK) 5100CE (8.38 LK) 5200CE (6.57 LK) 5300CE (2.52 LK) 4100PE (2.56 LK) 4200PE (18.44 LK) 4300PE (4.87 LK) 4400PE (5.92 LK) 4500PE (8.81 LK) 4600PE (6.63 LK) 4700PE (8.79 LK) 4800PE (3.70 LK)

Nifty option series where NEGATIVE change in open interest was seen were 4900PE (1.16 LK) 5000PE (1.53 LK)

Outstanding open interest in Out of the Money Call Options stood at 2.55 Cr shares and that of Put Options stood at 3.34 Cr shares. Outstanding open interest in In the Money Call Options stood at 49.06 LK shares and that of Put Options stood at 1.10 Cr shares. Put Call Ratio of current series alone stands at 1.46

Happy Trading

Atul Doshi

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