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Thursday, 5 July 2012

Derivatives Daily Update: July 5 2012



Nifty July Futures closed higher by 21.85 points at 5344.50. Bank Nifty closed higher by 102 points at 10638.25. Open Interest in Nifty across all series was up by 6 lakh shares at 2.54 Cr shares. Turnover was Rs 730 bn, more or less at same level. Put Call Ratio was marginally up at 1.05. Volatility as measured by India VIX was slightly up at 18.35 and Dollar Rupee pair was trading at 55.21. In all it was a stable day with upward bias.

My stance on market remains bullish. We are headed for 5500. Buying opportunity emerges at every dip till we break 5270. Buy in every dip with potential target of 5500.

Top five individual stocks which gained today were NAGAROIL 11%, APIL 6%, SOUTHBANK 5%, RENUKA 5% and TVSMOTORS 5%.

Top five individual stocks which lost ground were BAJAJHLDG -4%, SOBHA -3%, ASIANPAINT -2%, IFCI -2% and ONGC -2%.

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

Top five individual options which attracted higher activity today were SBIN 2250CE, SBIN 2200CE, SBIN 2200PE, SBIN 2300CE and TATAMOTORS 240CE.
Nifty option series where POSITIVE change in open interest was seen were 5400CE (3.72 LK) 5500CE (5.84 LK) 5600CE (4.80 LK) 4900PE (3.75 LK) 5000PE (3.85 LK) 5100PE (3.12 LK) 5200PE (5.60 LK) 5300PE (9.52 LK) 5400PE (2.33 LK)

Nifty option series where NEGATIVE change in open interest was seen were 4700CE (1.12 LK) 4700PE (1.04 LK) 4800PE (4.41 LK)

Outstanding open interest in Out of the Money Call Options stood at 1.93 Cr shares and that of Put Options stood at 4.62 Cr shares. Outstanding open interest in In the Money Call Options stood at 1.42 CR shares and that of Put Options stood at 40.48 LK shares. Put Call Ratio of current series alone stands at 1.50

Happy Trading

Atul Doshi       

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