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Monday, 6 August 2012

Derivatives DAILY Update: August 6 2012


Bulls Day: August 6, 2012

Nifty August Futures closed at 5296.85 up by 55.8 points. Bank Nifty closed at 10498.5 up by 114.10 points. Open Interest in Nifty across all the series was up by 1.70 lakh shares at 2.41 Cr shares. Turnover was lower at Rs 883 bn. Put Call Ratio came down to 0.97 from 1.04 level of previous day. Volatility as measured by India VIX was marginally up at 16.22 and Dollar Rupee pair was trading lower at 55.67. In all it was a better day with upward bias.

As said in several earlier posts, as long as we remain above 5100 every dip is an opportunity to buy with first price target at 5350 and beyond that 5500. I once again reiterate the same view albeit with stop loss below 5100.

Top five individual stocks which gained today were BALRAMCHIN 6%, RECLTD 6%, BOMDYEING 6%, RELIANCE 6% and GSPL 4%.

Top five individual stocks which lost ground were BPCL -3%, INDIACEM -3%, HINDPETRO -2%, IOC -2% and DABUR -2%.

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

Top five individual options which attracted higher activity today were RELIANCE 780CE, RELIANCE 760CE, RELIANCE 780CE, SBIN 2100CE and SBIN 1950PE.
Nifty option series where POSITIVE change in open interest was seen were 5300CE (5.54 LK) 5400CE (11.11 LK) 5500CE (3.54 LK) 5600CE (8.87 LK) 5000PE (1.23 LK) 5100CE (3.57 LK) 5200CE (3.79 LK) 5300CE (14.44 LK) 5400CE (3.67 LK)

Nifty option series where NEGATIVE change in open interest was seen were 4900CE (2.60 LK) 5000CE (2.82 LK) 5100CE (2.01 LK) 5200CE (5.63 LK) 4700PE (13.11 LK) 4800PE (3.57 LK)

Outstanding open interest in Out of the Money Call Options stood at 2.70 Cr shares and that of Put Options stood at 4.04 Cr shares. Outstanding open interest in In the Money Call Options stood at 94.24 LK shares and that of Put Options stood at 74.59 LK shares. Put Call Ratio of current series alone stands at 1.31.

Happy Trading

Atul Doshi

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