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Thursday, 2 August 2012

Derivatives Daily Update: August 2 2012


Lackluster Day: August 2, 2012

Nifty August Futures closed at 5246.7 down by 9.60points. Bank Nifty closed at 10428.7 down by 36.85 points. Open Interest in Nifty across all series saw an improvement by 2.59 lakh shares at 2.41 Cr shares. Turnover was abysmally low at Rs 556 bn. Put Call Ratio across all the series for both Index and Stock Option was below 1 at 0.98. Volatility as measured by India VIX was up by 2% at 16.77 and Dollar Rupee pair was trading at 56.03 up from yesterday’s level. In all it was a lackluster day and tiredness amongst the traders was witnessed in the market.

It seems that we are in consolidation zone and as long as we are above 5100, every dip should be utilized to Buy with a price objective of 5350 and stop loss below 5100.

Top five individual stocks which gained today were CUMMINS 7%, MCDOWELL 6%, BEL 5%, ASHOKLEY 4% and NTPC 4%.

Top five individual stocks which lost ground were CAIRN -2% HINDPETRO -2%, NMDC -2%, TATAMOTORS -2% and UNITECH -2%.

Top five individual stocks which attracted higher volumes were SBIN, MCDOWELL, ICICIBANK, AXISBANK and TATASTEEL.

Top five individual options which attracted higher activity today were SBIN 2100CE, SBIN 2000PE, SBIN 2050CE, SBIN 2000CE and SBIN 2150CE.
Nifty option series where POSITIVE change in open interest was seen were 5200CE (3.18 LK) 5300CE (5.14 LK) 5400CE (3.23 LK) 5500CE (6.81 LK) 5600CE (3.04 LK) 5700CE (1.27 LK) 4400PE (3.20 LK) 4800PE (3.74 LK) 5000PE (9.77 LK) 5100PE (1.52 LK) 5200PE (2.90 LK)

Nifty option series where NEGATIVE change in open interest was seen were 5100CE (1.41 LK) 4900PE (1.62 LK)

Outstanding open interest in Out of the Money Call Options stood at 2.27 Cr shares and that of Put Options stood at 4.10 Cr shares. Outstanding open interest in In the Money Call Options stood at 1.09 Cr shares and that of Put Options stood at 52.7 LK shares. Put Call Ratio of current series alone stands at 1.38.

Happy Trading

Atul Doshi

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