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DERIVATIVE REPORT make more, for sure.

12TH,OCTOBER 2010
Put Call Ratio-Index Options 1.21 F & O HIGHLIGHTS
Put Call Ratio-Stock Options 0.26 Nifty Oct future shed 4.00 lakh shares in OI, down 1.51%. NIFTY Future is trading
at a premium of 19 points, up 0.35%at 6154.80. Annual volatility was at 16.59.
Volume
Nifty Nov future added 2.15 lakh shares in OI, up 11.26%. NIFTY Future is trading
Product 08.10.10 11.10.10 % Chg at a premium of 35 point, up 0.37% at 6171.
Index Futures 531430 327576 -38.36% BANKNIFTY Oct future added 0.30 lakh shares in OI, up 1.85%. BANKNIFT
Stock Futures 710038 550971 -22.40% future is trading at a premium of 32 points, up 0.123% at 12545. Annual volatility is
Index Options 1909606 1380137 -27.73% at 19.43.
Stock Options 155878 122939 -21.13% Tata steel, tata motors, ifci, cairn, and reliance were the most active stocks on
Total F&O 3306952 2381623 -27.98% yesterday's trade.
Tata steel Oct fut traded at a premium of 5 point witnessing 0.64% down in OI. The
stock was up 1.91% at 644. Annual volatility is 39.08 and total deliverable
percentage was 40.81%.
Index Spot Future Basis Reliance Oct fut traded at a premium of 2 points recording 4.07% decrease in OI.
NIFTY 6136 6155 19 The stock was surged 1.34% at 1070.85. Annual volatility is 27.59 and total
deliverable quantity was 63.49%.
BANK NIFTY 12513 12545 32
Tata motors Oct fut traded at a discount of 3 point, 1.68% surged in OI. The stock
CNXIT 6716.25 6743 27 was up 4.46% at 1153.50. Annual volatility is 35.89 and total deliverable
NIFTY 5452.1 5456 4 quantity was 36.43%.

Increase In OpenInterest Decrease In OpenInterest


Symbol Prev OI Curr OI %Chg OI Curr Price %Chg Price Symbol Prev OI Curr OI %Chg OI Curr Price %Chg Price
EXIDEIND 834 1207 44.72% 180.3 5.84% NAGARFERT 4575 4205 -8.09% 34.3 8.37%
CHAMBLFERT 3207 4232 31.96% 81.85 10.16% DIVISLAB 2168 2057 -5.12% 730 -0.23%
BANKBARODA 2765 3547 28.28% 953.2 1.96% GODREJIND 3879 3747 -3.40% 234.25 4.81%
PFC 1503 1835 22.09% 380.2 3.57% IFCI 24999 24229 -3.08% 74.4 0.74%
HINDZINC 1302 1585 21.74% 1214 2.69% CUMMINSIND 876 850 -2.97% 744 1.11%

Nifty Option Open Interest Distribution


Nifty Oct 6200 call added 5.25 lakh shares in OI, up 9.38% and 6300 10,000,000
call added 2.60 lakh shares in OI, up 5.04%. On the put side nifty Oct
open interest

8,000,000
6100 put added 6.63 lakh shares in OI, up 16.36% and 6000 put shed
6,000,000 call
3.94 lakh in OI, down 4.70%. The put-call ratio of stock option
decreased from 0.27 to 0.0.26 while put-call ratio of index option 4,000,000 put
increased from 0.94 to 1.21. On the whole theCMP
put call ratio was at 1.08. 2,000,000
0
 5 .00 

20  
 5 .00 

 5 .00 

80  
 6 .00 

 6 .00 

40  
 6 .00 

 6 .00 

 
 5 .00

 5 .00

 6 .00

00
0.
0

0
80

00

40

60

00

20

60

80

Analyst
 4

Pashupati Nath Jha strike price


Pashupatinathjha@moneysukh.com
NIFTY OUTLOOK:
The nifty future is likely to trade in the range of 5900-6300 level in short term as the OI is added. The trading strategy would be to create short positions
if the nifty resists around 6230 levels for the target of 6150 and 6120. On the other hand, one can also create long positions if the nifty gets support
around 6100 levels.

For any information or suggestion, please send your query at research@moneysukh.com


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DERIVATIVE REPORT make more, for sure.
MOST ACTIVE CALLS MOST ACTIVE PUTS
Symbol Expiry Date Strike Price Contracts Traded Open Interest Symbol Expiry Date Strike Price Contracts Traded Open Interest
NIFTY 28-Oct-10 6200 201708 6392000 NIFTY 28-Oct-10 6100 200202 4712900
NIFTY 28-Oct-10 6300 126267 5463350 NIFTY 28-Oct-10 6000 137676 8721050
NIFTY 28-Oct-10 6100 78012 3079350 NIFTY 28-Oct-10 6200 99041 2537700
NIFTY 28-Oct-10 6400 77836 4549400 NIFTY 28-Oct-10 5900 74058 4443550
NIFTY 28-Oct-10 6500 46504 3215200 NIFTY 28-Oct-10 5800 68723 4978250
NIFTY 28-Oct-10 6000 14255 2885750 NIFTY 28-Oct-10 5700 47676 4204700
NIFTY 28-Oct-10 6600 13701 1445700 NIFTY 28-Oct-10 5600 20573 3998350
NIFTY 25-Nov-10 6200 7573 937550 NIFTY 28-Oct-10 5500 13173 3749900
NIFTY 28-Oct-10 5900 5950 2213400 NIFTY 28-Oct-10 6300 10256 806850
NIFTY 25-Nov-10 6300 5718 1170850 NIFTY 25-Nov-10 6100 9486 831600

IN TR A D AY STR ATEG Y INTRA DAY STRATEGY

BUY : IC IC I BAN K O C T F UT AT 1130 BUY : SINTEX OCT FUT AT 433

VIEW : BULLISH VIEW : BULLISH

STR ATEG Y : BUY F UTUR E STRATEGY : BUY FUTURE

TAR G ET : 1150 TARGET : 450

SL : 1120 SL : 426

M AR KET LO T : 250 MARKET LOT : 1000

STRATEGY TRACKER
DATE OF NET PROFIT/ LOSS AS
STRATEGY UNDERLYING ASSET STRATEGY ON 11/10/10 REMARK

NIFTY BUY NIFTY OCT 6100 PA@170


1/10/2010 21 POINTS BOOK FULL PROFIT
SELL NIFTY OCT TWO 5900PA@87.5

7/10/2010 NIFTY SELL NIFTY OCT 6500CA@21 19 POINTS BOOK FULL PROFIT
SELL NIFTY OCT 5800 PA @ 18.35

BUY NIFTY OCT 6200 CA@84.50


8/10/2010 NIFTY SELL NIFTY OCT TWO 0 POINTS HOLD
6300CA@46.45

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make more, for sure.

NAME DESIGNATION E-MAIL


Varun Gupta Head - Research varungupta@moneysukh.com
Pashupati Nath Jha Research Analyst pashupatinathjha@moneysukh.com
Vikram Singh Research Analyst vikram_research@moneysukh.com

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