Nifty Apr Fut closed at a premium of 25.55 points ! Derivative Report By Mansukh 29th-april-2011

Derivative Research Report
F & O HIGHLIGHTS
Nifty April 2011 futures closed at 5,785.20, at a discount of 0.25 points over spot closing of 5,785.45, while Nifty May 2011 futures were at 5,811.00 at a premium of 25.55 points over spot closing. The near month April 2011 derivatives contract expires today. Nifty April futures saw contradiction of 3.93% or 0.52 million (mn) units, taking the total outstanding open interest (OI) to 12.83 mn units.
From the most active underlying, ICICI Bank April 2011 futures closed at a premium of 5.25 points at 1117.40 compared with spot closing of 1112.15. The number of contracts traded was 41,387.
ICICI Bank May 2011 futures were at a premium of 8.45 point at 1120.60 compared with spot closing of 1112.15. The number of contracts traded was 39,310.
SBI's April 2011 futures were at a premium of 7.00 points at 2855.35 compared with spot closing of 2848.35. The number of contracts traded was 20,979.
Infosys April 2011 futures were at a premium of 6.50 points at 2928.75 compared with spot closing of 2922.25. The number of contracts traded was 19,210.
SBI's May 2011 futures were at a premium of 24.00 points at 2872.35 compared with spot closing of 2848.35. The number of contracts traded was 18,164.
Open Interest Gainer & Looser

Nifty Option Open Inetrest
Nifty Option Open Interest Distribution
Nifty May 5800 call added 7.09 lakh shares in OI, up 51.11% and 5900 call added 6.62 lakh shares in OI, up 37.49%. On the put side nifty May 5700 put added 5.15 lakh shares in OI, up 7.18% and 5600 put added 6.85 lakh in OI, up 21.54%. The put-call ratio of stock option increased from 0.37 to 0.42 while put-call ratio of index option decreased from 0.83 to 0.79. On the whole the put call ratio was at 0.78.

Related post about Derivative Strategy

To more about Future Level Report
Margin Report By Mansukkh

0 comments:

Post a Comment