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Tuesday, 14 August 2012

Derivatives Daily Update: August 14 2012


Resilient Day: August 14, 2012

Nifty August Futures closed at 5406.85 up by 34.95 points. Bank Nifty closed at 10576.35 up by 116.50 points. Open Interest in Nifty across all the series even today saw increase by 8.27 lakh shares at 2.82 Cr shares. Turnover was Rs 1.09 trillion better from yesterday’s level. Put Call Ratio was 1.14 almost unchanged from yesterday’s level. Volatility as measured by India VIX was at its 52 wk low at 15.64 and Dollar Rupee pair was trading higher at 55.80.  In all it was a resilient day. Option writers wrote Put Options of 5200 5300 & 5400 series and squared off Call options for the same series. Some profit booking is expected as VIX was trading at its lowest and there is a chance that it might shoot up a bit which in turn will put pressure on price.

Once again my belief that we are in intermediate uptrend is vindicated today. Market participants are confident about the up move as it is also supported by reduced volatility. As long as we remain above 5275 which is short term moving average we are comfortably heading towards first target of 5500 and above that 5630. My advice is to hold on to your long positions with stop loss below 5275.

Happy Trading

Atul Doshi

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