Professional Documents
Culture Documents
Outlining You Approach To Derivative Trade For 12 Oct by Mansukh
Outlining You Approach To Derivative Trade For 12 Oct by Mansukh
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%.
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
Mansukh Securities and Finance Ltd SEBI Regn No. BSE: INB010985834 / NSE: INB230781431
Mansukh
Office: Securities
306, Pratap and Finance
Bhavan, 5, Bahadur Ltd New Delhi-110002
Shah Zafar Marg, SEBI Regn No. BSE: INB010985834
PMS Regn No. INB230781431
/ NSE: INP000002387
Phone:
Office:011-30123450/1/3/5
306, Pratap Bhavan, Fax: 011-30117710
5, Bahadur Email:
Shah Zafar research@moneysukh.com
Marg, New Delhi-110002 PMS Regn No. INP000002387
Website: www.moneysukh.com
Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com
Website: www.moneysukh.com
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
SL : 1120 SL : 426
STRATEGY TRACKER
DATE OF NET PROFIT/ LOSS AS
STRATEGY UNDERLYING ASSET STRATEGY ON 11/10/10 REMARK
7/10/2010 NIFTY SELL NIFTY OCT 6500CA@21 19 POINTS BOOK FULL PROFIT
SELL NIFTY OCT 5800 PA @ 18.35
Mansukh Securities and Finance Ltd SEBI Regn No. BSE: INB010985834 / NSE: INB230781431
Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002 PMS Regn No. INP000002387
Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com
Website: www.moneysukh.com
make more, for sure.
This report is for the personal information of the authorized recipient and does not construe to be any investment, legal or taxation advice to you.
Mansukh Securities and Finance Ltd (hereinafter referred as MSFL) is not soliciting any action based on it. This report is not for public distribution
and has been furnished to you solely for your information and should not be reproduced or redistributed to any person in any form.
The report is based upon information that we consider reliable, but we do not represent that it is accurate or complete. MSFL or any of its affiliates
or employees shall not be in any way responsible for any loss or damage that may arise to any person from any inadvertent error in the information
contained in this report. MSFL or any of its affiliates or employees do not provide, at any time, any express or implied warranty of any kind,
regarding any matter pertaining to this report, including without limitation the implied warranties of merchantability, fitness for a particular
purpose, and non-infringement. The recipients of this report should rely on their own investigations.
MSFL and/or its affiliates and/or employees may have interests/positions, financial or otherwise in the securities mentioned in this report. This
information is subject to change without any prior notice. MSFL reserves the right to make modifications and alterations to this statement as may
be required from time to time. Nevertheless, MSFL is committed to providing independent and transparent recommendations to its clients, and
would be happy to provide information in response to specific client queries.
Mansukh Securities and Finance Ltd SEBI Regn No. BSE: INB010985834 / NSE: INB230781431
Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002 PMS Regn No. INP000002387
Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com
Website: www.moneysukh.com