Derivative Eod 17 Sep 2009

September 17, 2009 Market at a Glance





Nifty closed up at 4965.55 whilst Nifty September Future closed at 4961.50 discount of 4.05 points. Most Active Nifty September Call Option: 5000 and 4900. Most Active Nifty September Put Options: 5000 and 4900. Most Active Contracts (Futures): RELIANCE, SBIN, JPASSOCIAT and TATASTEEL.

Trade Statistics Product

Open interest Dashboard Put Call Ratio

No. of Contract

Turnover (Rs cr.)

INDEX FUTURES

668696

16013.11

-

INDEX FUTURES

18170.61

19507.65

1337.04

STOCK FUTURES

834922

27737.41

-

INDEX OPTIONS

54061.53

56436.03

2374.5

INDEX OPTIONS

1499322

37088.55

1.54

STOCK FUTURES

31329.41

34036.18

2706.77

85457

2923.59

0.34

STOCK OPTIONS

6635.14

6848.12

212.98

3088397

83762.65

1.42

F&O TOTAL

110196.7

116828

6631.3

STOCK OPTIONS F&O TOTAL

Product

Today’s Top Gainers (Future) Symbol

Today Change (%)

Vol. Contr. wise

Open Interest

53.15

5.85

12.37%

13999

14989750

457.15

31.1

7.30%

3049

1205100

JINDALSAW

738.7

46.35

6.69%

5783

1065000

FSL

35.65

2.15

6.42%

5404

32186000

BHARATFO

259.3

15.3

6.27%

1844

2358000

PATNI

September 24, 2009

Symbol

Change in OI Value (Rs cr.)

Today Change (Rs)

Today Change (%)

Vol. Cont. wise

380.5

-20.7

-5.16%

2111

2385500

BPCL

538.55

-27.7

-4.89%

2246

2115850

RELIANCE

2084.8

-98.3

-4.50%

81316

7132800

RPL

129.5

-5.85

-4.32%

2778

12693150

EKC

211

-8.6

-3.92%

533

924000

HINDPETRO

LTP

Open Interest

September 24, 2009

Put call Ratio (Volume) Symbol

Current OI Value (Rs cr.)

Today’s Top Losers (Future)

Today Change (Rs)

KFA

LTP

Last OI Value (Rs cr.)

Put

Call

Put call Ratio (Open Interest) Ratio

Symbol

Put

Call

Ratio

40503700

26129200

1.55

SBIN

1188396

374220

3.18

INFOSYSTCH

138000

99000

1.39

NIFTY

47487100

20237700

2.35

SBIN

239844

194832

1.23

ONGC

1644750

779400

2.11

CIPLA

36250

30000

1.21

ICICIBANK

3302600

1951600

1.69

HINDPETRO

43550

40300

1.08

HINDALCO

9530262

6508300

1.46

NIFTY

Option Statistics (September 24, 2009) Most Active Nifty (Index) Call Options Strike Price

Spot Price

No. of Contracts Traded

Contract Value in Lakhs

Most Active Nifty (Index) Put Options Open Interest

Strike Price

Spot Price

No. of Contracts Traded

Contract Value in Lakhs

Open Interest

5000

4965.55

236,288

586649.9

4547450

5000

4965.55

241,706

600101.6

3204950

4900

4965.55

132,629

329288

3485950

4900

4965.55

223,893

555875.9

4389500

5100

4965.55

86,977

215944.3

2666200

4800

4965.55

133,742

332051.3

5385950

4800

4965.55

22,323

55422.99

2178300

4700

4965.55

77,178

191615.6

5366650

5200

4965.55

21,113

52418.83

1617500

4600

4965.55

53,544

132937.7

7811350

Most Active Stock Call Option Symbol

Strike Price

Spot Price

No. of Cont. Traded

Most Active Stock Put Option

Contract Value in Lakhs

Open Interest

Symbol

Strike Price

Spot Price

No. of Cont. Traded

Contract Value in Lakhs

Open Interest

RELIANCE

2190

2086.15

4,577

14322.46

580050

RELIANCE

2100

2086.15

2,703

8458.3

177450

RELIANCE

2100

2086.15

4,311

13490.09

979800

RELIANCE

2070

2086.15

1,000

3129.23

97350

RELIANCE

2130

2086.15

2,875

8996.52

181050

TATASTEEL

520

520.95

758

3016.88

291848

RELIANCE

2160

2086.15

2,852

8924.55

300000

HINDALCO

130

136.4

608

2917.52

1459970

60

58.05

1,229

5621.86

11489040

RELIANCE

2040

2086.15

834

2609.77

112650

IFCI

Future Statistics (September 24, 2009) Open Interest (Contract) Gainers Symbol

Open Interest (Contract) Losers

Prev. OI

Curr. OI

% Change OI

10

22

120.00%

1378

0.05%

RELIANCE

33101

47552

43.66%

2084.8

-4.50%

BANKINDIA

1860

2537

36.40%

403.55

11094

14904

34.34%

3517

4566

29.83%

ASIANPAINT

JPASSOCIAT GRASIM

Prev. OI

Curr. OI

% Change OI

GTL

5778

2453

-57.55%

311

0.50%

INDHOTEL

1431

1053

-26.42%

77.55

4.23%

5.16%

ORCHIDCHEM

1808

1350

-25.33%

160

1.75%

247.5

3.25%

ABAN

5797

4406

-24.00%

1600.5

-1.69%

2765

2.49%

GTOFFSHORE

1052

836

-20.53%

566.5

-0.36%

LTP

% Change Price

Symbol

LTP

% Change Price

Bearish Trend

Bullish Trend Increase in Open Interest (contract) Increase in Price

Increase in Open Interest (contract) Decrease in Price Curr. OI

Prev OI

% Chg. OI

47552

33101

43.66%

2084.8

-4.50%

LUPIN

2338

1963

19.10%

1074.8

-2.22%

2.49%

BPCL

3847

3378

13.88%

538.55

-4.89%

457.15

7.30%

UNITECH

9690

8569

13.08%

110.15

-3.16%

832.25

4.19%

BANKBARODA

2110

1890

11.64%

483.35

-1.16%

Curr. OI

Prev OI

% Change OI

BANKINDIA

2537

1860

36.40%

403.55

5.16%

RELIANCE

14904

11094

34.34%

247.5

3.25%

4566

3517

29.83%

2765

927

741

25.10%

9289

7579

22.56%

JPASSOCIAT GRASIM PATNI ACC

LTP

% Chg. Price

Symbol

Symbol

Short Covering

LTP

% Chg. Price

Long Positions Squared-Off

Decrease in Open Interest (contract) Increase in Price

Decrease in Open Interest (contract) Decrease in Price

Symbol

Symbol

Curr. OI

Prev. OI

% Change OI

LTP

% Change Price

Curr. OI

Prev OI

% Change OI

LTP

INDHOTEL

1053

1431

-26.42%

77.55

4.23%

ABAN

ORCHIDCHEM

1350

1808

-25.33%

160

1.75%

INDIACEM

8040

8888

-9.54%

130

PUNJLLOYD

4261

4570

-6.76%

BALRAMCHIN

8055

8575

-6.06%

4406

5797

-24.00%

1600.5

-1.69%

HOTELEELA

479

558

-14.16%

38.4

-1.79%

1.13%

ORIENTBAN

1377

1602

-14.04%

234.05

-1.54%

271

2.44%

PFC

586

677

-13.44%

231

-1.70%

127.2

1.52%

RANBAXY

4361

4845

-9.99%

349.5

-2.18%

Arbitrage Opportunity (September 24, 2009)

Arbitrage Opportunity (September 24, 2009)

Positive Trend Symbol

Near Month LTP

Spot Price

Negative Trend Change

Symbol

Change (%)

CONCOR

1167

1095.7

71.3

6.51

SCI

BHARATFORG

259.3

254.55

4.75

1.87

ORCHIDCHEM

248

244.05

3.95

1.62

OPTOCIRCUI

ASIANPAINT

1378

1364.45

13.55

0.99

ABB

BOSCHLTD

4051

4017.9

33.1

0.82

RECLTD

SINTEX

% Change Price

Near Month LTP

Spot Price

Change

Change (%)

143.1

150.05

-6.95

-4.63

160

163.25

-3.25

-1.99

201.55

205.1

-3.55

-1.73

785

797

-12

-1.51

201.5

204.3

-2.8

-1.37

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