Online Share Trading Solution

Nifty May 2011 futures closed at 5,580.85, at a premium of 36.10 points over spot closing of 5,544.75, while Nifty June 2011 futures were at 5,594.00 at a premium of 49.25 points over spot closing. The near month May 2011 derivatives contract expires on Thursday, May 26, 2011. Nifty May futures saw addition of 2.34% or 0.62 million (mn) units, taking the total outstanding open interest (OI) to 27.26 mn units.

From the most active underlying, SBI's May 2011 futures closed at a discount of 16.05 points at 2640.95 compared with spot closing of 2657.00. The number of contracts traded was 26,144.

ICICI Bank May 2011 futures were at a premium of 5.10 point at 1081.25 compared with spot closing of 1076.15. The number of contracts traded was 28,536.

Tata Motors Tata Steel May 2011 futures were at a discount of 1.35 points at 1213.50 compared with spot closing of 1214.85. The number of contracts traded was 22,518.

Tata Steel May 2011 futures were at a premium of 2.50 points at 597.40 compared with spot closing of 594.90. The number of contracts traded was 16,976.

RIL May 2011 futures were at a premium of 4.80 points at 955.35 compared with spot closing of 950.55. The number of contracts traded was 20,284.

Nifty May 5600 call shed 11.31 lakh shares in OI; down 15.62% and 5700 call shed 4.59 lakh shares in OI, down 6.51%. On the put side nifty May 5500 put added 8.29 lakh shares in OI, up 14.20% and 5400 put added 4.93 lakh in OI, up 6.71%. The put-call ratio of stock option increased from 0.33 to 0.36 while put-call ratio of index option increased from 0.88 to 0.89. On the whole the put call ratio was at 0.87.

Read more about Derivative Report on Future and Option

Future & Option (F&O) total turnover stood at Rs 101034.98 crore on April 29, and the total numbers of contracts traded on the day were 3555026.

Of the total turnover, Index Futures contributed Rs 13211.83 crore, Stock Futures Rs 13710.62 crore, and Index Options Rs 71458.45 crore while the contribution of the Stock Options was of Rs 2654.08 crore.

For the day the total F&O PutCall ratio stood at 0.94 while Index Options PutCall ratio was 0.97 and that of Stock Options was 0.38

The top five scrips with highest PCR on OI were Siemens 2.89, Mpasis 1.33, Reliance Infrastructure 1.24, HCL Tech1.11 and Bank of India 1.

Among most active underlyings ICICI Bank witnessed an addition of 4.06% in the May month futures contract, followed by Reliance which saw an addition of 3.58% of OI in the near month contract. SBI witnessed an addition of 5.81% in the next-month futures; followed by Infosys witnessed an addition of 8.05% in the May month futures contract and L&T witnessed an addition of 13.64% in the May month futures contract.

Nifty Option Open Interest Distribution

Nifty May 5800 call added 18.07 lakh shares in OI, up 89.79% and 5900 call added 8.91 lakh shares in OI, up 37.02%. On the put side nifty May 5700 put added 10.76 lakh shares in OI, up 30.33% and 5600 put added 9.61 lakh in OI, up 24.99%. The put-call ratio of stock option decreased from 0.42 to 0.38 while put-call ratio of index option increased from 0.79 to 0.97. On the whole the put call ratio was at 0.94.

Read more about Derivative Strategy Report

Related post about Derivative Strategy On Futures And Options Report by Mansukh

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.

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.

Nifty March 2011 futures closed at 5,508.40 at a premium of 14.00 over spot closing of 5,494.40, while Nifty April 2011 futures were at 5,528.40 at a premium of 34.00 points over spot closing. The near month March 2011 derivatives contract expire on Thursday, March 31, 2011. Nifty March futures saw an addition of 8.21% or 1.79 million (mn) units, taking the total outstanding open interest (OI) to 23.72 mn units.

From the most active underlying, Tata Steel March 2011 futures closed at a premium of 3.20 points at 599.75 compared with spot closing of 596.55. The number of contracts traded was 23,512.
SBI's March 2011 futures were at a premium of 13.95 points at 2602.85 compared with spot closing of 2588.90. The number of contracts traded was 20,436.

Tata Motors March 2011 futures were at a discount of 10.30 points at 1156.00 compared with spot closing of 1166.30. The number of contracts traded was 16,978. Reliance Capital March 2011 futures were at a premium of 3.90 points at 529.90 compared with spot closing of 526.00. The number of contracts traded was 17,920. Hindalco March 2011 futures were at a discount of 0.10 points at 209.50 compared with spot closing of 209.60. The number of contracts traded was 10,044.