DERIVATIVE HIGHLIGHTS FOR 30-12-2016:
DERIVATIVE HIGHLIGHTS FOR 29-12-2016:
DERIVATIVE HIGHLIGHTS FOR 28-12-2016:
DERIVATIVE HIGHLIGHTS FOR 27-12-2016:
DERIVATIVE HIGHLIGHTS FOR 26-12-2016:
DERIVATIVE HIGHLIGHTS FOR 22-12-2016:
DERIVATIVE HIGHLIGHTS FOR 21-12-2016:
DERIVATIVE HIGHLIGHTS FOR 20-12-2016:
DERIVATIVE HIGHLIGHTS FOR 19-12-2016:
DERIVATIVE HIGHLIGHTS FOR 16-12-2016:
DERIVATIVE HIGHLIGHTS FOR 15-12-2016:
DERIVATIVE HIGHLIGHTS FOR 14-12-2016:
DERIVATIVE HIGHLIGHTS FOR 09-12-2016:
DERIVATIVE HIGHLIGHTS FOR 08-12-2016:
DERIVATIVE HIGHLIGHTS FOR 07-12-2016:
DERIVATIVE HIGHLIGHTS FOR 06-12-2016:
DERIVATIVE HIGHLIGHTS FOR 02-12-2016:
- Nifty futures
seen addition of 12 lacs in OI and Bank Nifty futures seen addition of 1.1 lacs
in OI.
- Nifty OI PCR
ratio increased from 1 to 1.05.
- Stocks seen
long build-up includes Adanient, JP Associate, IGL, Wockpharma, Arvind, Ceat,
Canbank, Tata Chem, Godrejind, HDFC, GAIL, PGC, Infy and PNB. Stocks seen short
build-up includes Page Ind, Voltas, Divislab, Adanipower, TVS Motor, Apollo Tyre
and Amaraja.
- Option
statistics: Nifty highest Call option OI for January series stands at 8200
strike price. In today’s trading session, Nifty 8100 and 8200 call option seen
addition in OI with IV decreasing indicates writing of option. Nifty highest Put
Option OI for the January series stands at 8000 strike price. In today’s trading
session, Nifty 8000, 8100 and 8200
put option seen addition in OI with IV increasing indicates buying of
option.
- As mentioned in
the yesterday report, Nifty move towards the level of 8200 once 8120 was taken
out. Looking into the option data, Nifty likely to move towards the level of
8260 level On the downside immediate support lies around the 8100 level and
below that 8040 level.
- Stocks in ban
for trade on 2-Jan-2017: NIL
DERIVATIVE HIGHLIGHTS FOR 29-12-2016:
- The market wide
position in the derivative segment at the beginning of the January series
vis-à-vis December series stands at:
Particulars
|
January
Series
|
December
Series
|
%
Change
|
OVERALL OI IN NO. OF SHARES
(Cr.)
|
335.85
|
320.03
|
4.94%
|
NIFTY FUT OI IN NO. OF SHARES
(Cr.)
|
1.68
|
1.59
|
5.66%
|
STOCK FUT OI IN NO. OF SHARES
(Cr.)
|
287.48
|
276.50
|
3.97%
|
BANK NIFTY FUT OI (No. in
Mn)
|
1.97
|
2.12
|
-7.08%
|
CALL OPTION OI IN NO. OF SHARES
(Cr.)
|
5.19
|
5.27
|
-1.52%
|
PUT OPTION OI IN NO. OF SHARES
(Cr.)
|
5.19
|
5.10
|
1.76%
|
OI (Rs. in
crores)
|
182011.00
|
177029.00
|
2.81%
|
NIFTY
CLOSING
|
8103.60
|
7965.50
|
1.73%
|
- Overall
rollover for the new series stands at 85% vs. 83% in the last series and also
higher than 3M Average of 83%. Nifty rollover too is on the higher side at 69%
vs. 63% in the previous series and also higher than 3M Average of 66%. Bank
Nifty rollover too is on the higher side at 68% vs. 61% in the last series and
also higher than the 3M Average of 64%.
- Nifty OI PCR
ratio stands at 1.
- Option
statistics: Nifty highest Call option OI for January series stands at 8200
strike price. In today’s trading session, Nifty 8000, 8100 and 8200 call option
seen addition in OI with IV decreasing indicates writing of option. Nifty
highest Put Option OI for the January series stands at 8000 strike price. In
today’s trading session, Nifty 8000,
8100 and 8200 put option seen addition in OI with IV increasing indicates buying
of option.
- Looking into
the option data, immediate resistance lies around 8120 level and a sustain above
8120 will open the upside level of 8250 level. On the downside immediate support
lies around the 8000 level and below that 7890 level.
- Stocks in ban
for trade on 30-Dec-2016: NIL
DERIVATIVE HIGHLIGHTS FOR 28-12-2016:
- Nifty futures
seen unwinding of 14 lacs in OI and Bank Nifty seen unwinding of 0.6 lacs in OI.
- Nifty OI PCR
ratio increased from 0.95 to 0.96.
- Stocks seen
long build-up includes M&MFin, TV18, Jindal Steel, Federalbank, Mindtree,
Engineersind, Ajanta Pharma, Adani Power, Tata Elxsi and Lupin. Stocks seen
short build-up includes Southbank, Canbk, Orientbank, CONCOR, IGL, Bharatforge,
Apollo Tyre, Hindzinc and STAR.
- Option
statistics: Nifty highest Call option OI for December series stands at 8200
strike price. In today’s trading session, Nifty 7950and 8050 call option seen
unwinding in OI with IV decreasing indicates profit booking of option. Nifty
highest Put Option OI for the December series stands at 8000 strike price. In
today’s trading session, Nifty 8000
and 8050 put option seen addition in OI with IV increasing indicates buying of
option.
- As mentioned in
the yesterday report, Nifty does move towards the level of 8120, making a high
8100, vindicating our view. Looking into the option data, Nifty likely to
trade in the range of 8100-7980 level on the expiry day.
- Stocks in ban
for trade on 29-Dec-2016: CEATLTD, IBREALEST, ORIENTBANK and
WOCKPHARMA.
- Overall
rollover before E-1 days stands at 66% vs. 57% in the last series. Nifty
rollover before E-1 day stands at 56% vs. 44% in the last
series.
DERIVATIVE HIGHLIGHTS FOR 27-12-2016:
- Nifty futures seen addition of 8 lacs in OI and
Bank Nifty seen unwinding of 1.2 lacs in OI.
- Nifty OI
PCR ratio increased from 0.83 to 0.95.
- Stocks
seen long build-up includes Ceat, Indusindbank, IBReal Estate,
Engineersind, Bank Baroda, Adanient, Amubaja Cement, Wirpo, IDFC,
Southbank, PNB, OIL, CONCOR, JPAssociate, Dabur, BPCL, Adnipower NCC and
GMRInfra. Stocks seen short build-up includes COLPAL, Hexaware, Grasim,
Amaraja and Justdial.
- Option
statistics: Nifty highest Call option OI for December series stands at 8300
strike price. In today’s trading session, Nifty 7900, 8000 and 8100 call
option seen unwinding in OI with IV decreasing indicates profit booking of
option. Nifty highest Put Option OI for the December series stands at 7900
strike price. In today’s trading session, Nifty 7900 and 8000 put
option seen addition in OI with IV increasing indicates buying of option.
- Looking into the option data, Nifty immediate resistance lies
around the 8050 level and a sustain trade above 8050 will open the upside
level of 8120. On the downside, the immediate support lies around the 7920-7890
level. A sustain
trade below 7890 will open the downside level of 7800 level.
- Stocks in
ban for trade on 28-Dec-2016: BHARATFIN, CEATLTD, IBREALEST and WOCKPHARMA.
- Overall
rollover before E-2 days stands at 47% vs. 37% in the last series. Nifty
rollover before E-2 days stands at 48% vs. 33% in the last series.
DERIVATIVE HIGHLIGHTS FOR 26-12-2016:
- Nifty futures
seen addition of 35 lacs in OI and Bank Nifty seen unwinding of 2.3 lacs in OI.
- Nifty OI PCR
ratio declined from 0.92 to 0.83.
- Stocks seen
long build-up includes Jublfood, ITC, TCS and Hindunilever. Stocks seen short
build-up includes Divislab, HDIL, Bank Baroda, RPower, Asian Paint, Marico,
Lupin, Petronet, Relinfra, BEL, SAIL, Southbank, Sintex and
Relcapital.
- Option
statistics: Nifty highest Call option OI for December series stands at 8000
strike price. In today’s trading session, Nifty 7900, 8000 and 8100 call option
seen addition in OI with IV increasing indicates buying of option. Nifty highest
Put Option OI for the December series stands at 7900 strike price. In today’s
trading session, Nifty 8000 and 8100
put option seen unwinding in OI with IV increasing indicates short covering by
writers of option.
- Looking into
the option data, Nifty immediate resistance lies around the 8080 level and above
that 8170 level. On the downside, the immediate support lies around the
7920-7890 level. A sustain trade below 7890 will open the downside level of
7800 level.
- Stocks in ban
for trade on 27-Dec-2016: BHARATFIN, WOCKPHARMA and
JINDALSTEL.
- Overall
rollover before E-3 days stands at 33% vs. 23% in the last series. Nifty
rollover before E-3 days stands at 41% vs. 25% in the last
series.
DERIVATIVE HIGHLIGHTS FOR 23-12-2016:
- Nifty futures
seen addition of 29 lacs in OI and Bank Nifty seen unwinding of 1.4 lacs in OI.
- Nifty OI PCR
ratio remains flat at 0.92.
- Stocks seen
long build-up includes Cipla, Engineerind, Hindunilvr, Bajajauto, IOC,
Bhartiartl, Titan, LT and Bajfinance. Stocks seen short build-up includes
Divislab, Tata Power, Bharat Finance, HCLTech, Canbank, Wipro, Axisbank, ITC,
Idea, ICICIbank, PTC and Apollo Hospital.
- Option
statistics: Nifty highest Call option OI for December series stands at 8300
strike price. In today’s trading session, Nifty 8000 and 8100 call option seen
unwinding in OI with IV decreasing indicates profit booking of option. Nifty
highest Put Option OI for the December series stands at 8000 strike price. In
today’s trading session, Nifty 8000
and 8100 put option seen unwinding in OI with IV decreasing indicates profit
booking of option.
- Looking into
the option data, Nifty immediate resistance lies around the 8080 level and above
that 8170 level. On the downside, the immediate support lies around the
7920-7890 level.
- Stocks in ban
for trade on 26-Dec-2016: BHARATFIN, CEATLTD, IBREALEST, WOCKPHARMA and
JINDALSTEL.
DERIVATIVE HIGHLIGHTS FOR 22-12-2016:
- Nifty futures
seen addition of 4 lacs in OI and Bank Nifty seen addition of 1.1 lacs in OI.
- Nifty OI PCR
ratio declined from 0.98 to 0.92.
- Stocks seen
long build-up includes BEML, Voltas, Tata Motor, Infratel and L&TFH. Stocks
seen short build-up includes NHPC, JPAssocaite, Hindunilvr, Ceat, Relinfra, UBL,
LT, Bharatfinance, Bharat Forge, PFC, Bajfinance and
CANBK.
- Option
statistics: Nifty highest Call option OI for December series stands at 8300
strike price. In today’s trading session, Nifty 7900, 8000 and 8000 call option
seen addition in OI with IV decreasing indicates writing of option. Nifty
highest Put Option OI for the December series stands at 8000 strike price. In
today’s trading session, Nifty 8000
and 8100 put option seen unwinding in OI with IV decreasing indicates profit
booking of option.
- As mentioned
and anticipated, Nifty does slide below the 8000 level, making a low of 7965,
vindicating our view. Looking into the option data, Nifty immediate resistance
lies around the 8085 level and above that 8170 level. On the downside, the
immediate support lies around the 7890-7920 level.
- Stocks in ban
for trade on 23-Dec-2016: CEATLTD, IBREALEST, WOCKPHARMA and
JINDALSTEL.
DERIVATIVE HIGHLIGHTS FOR 21-12-2016:
- Nifty futures
seen addition of 3 lacs in OI and Bank Nifty seen unwinding of 1.1 lacs in OI.
- Nifty OI PCR
ratio declined from 0.97 to 0.98.
- Stocks seen
long build-up includes Cummins, IOC, PcJeweller, RECLtd, NHPC, ABirla Nuvo, RCom
and Indusindbank. Stocks seen short build-up includes Petronet, Unionbank, Tata
Motor, Ceatltd, Idea, Sunpharma, Wock Pharma, JUBLFOOD, Infratel, MRF, ITC, PFC,
Auropharma and Bank India.
- Option
statistics: Nifty highest Call option OI for December series stands at 8300
strike price. In today’s trading session, Nifty 8000, 8100 and 8200 call option
seen addition in OI with IV increasing indicates buying of option. Nifty highest
Put Option OI for the December series stands at 8000 strike price. In today’s
trading session, Nifty 8000 and 8200
put option seen unwinding in OI with IV decreasing indicates profit booking of
option.
- As mentioned
and anticipated Nifty does slide towards the level of 8050, making a low of
8053, vindicating our view. Looking into the option data, Nifty immediate
resistance lies around the 8125 level and above that 8190 level. On the
downside, a move below 8050 will open downside level of 8000-7900 level.
- Stocks in ban
for trade on 21-Dec-2016: IBREALEST, ORIENTBANK, WOCKPHARMA and
JINDALSTEL.
DERIVATIVE HIGHLIGHTS FOR 20-12-2016:
- Nifty futures
seen addition of 2 lacs in OI and Bank Nifty seen addition of 3.4 lacs in OI.
- Nifty OI PCR
ratio declined from 1.01 to 0.97.
- Stocks seen
long build-up includes Indiacement, Infy, Amujacement, PFC and Tata Motors.
Stocks seen short build-up includes Bharatfin, Auropharma, Bajfinance, Albk,
M&MFinance, Idea, Canbk, Justdial, Asian Paint, Ashok Leyland, Indusindbank,
JP Associate, Hindunilvr, HDIL, L&TFH, SBIN, Yesbank and
Ceat.
- Option
statistics: Nifty highest Call option OI for December series stands at 8300
strike price. In today’s trading session, Nifty 8000, 8100 and 8200 call option
seen addition in OI with IV decreasing indicates writing of option. Nifty
highest Put Option OI for the December series stands at 8000 strike price. In
today’s trading session, Nifty 8000
and 8200 put option seen unwinding in OI with IV decreasing indicates profit
booking of option.
- Looking into
the option data, Nifty immediate resistance lies around the 8230. On and on the
downside, Nifty does break the support of 8120 and the next support level lies
around 8050-8000 level.
- Stocks in ban
for trade on 21-Dec-2016: IBREALEST, ORIENTBANK and
JINDALSTEL.
DERIVATIVE HIGHLIGHTS FOR 19-12-2016:
- Nifty futures
seen unwinding of 1 lakh in OI and Bank Nifty seen addition of 1 lakh in OI.
- Nifty OI PCR
ratio declined from 1.04 to 1.01.
- Stocks seen
long build-up includes Pageind, OIL, Ashok Leyland, Engineersind, Apollo Tyre,
KSCL, PFC and IFCI. Stocks seen short build-up includes Unionbank, BharatFin,
Asian Paint, ACC, ALBK, TV18BRDCST, HDIL, Infratel, TVSMotor and
Pidilite.
- Option
statistics: Nifty highest Call option OI for December series stands at 8300
strike price. In today’s trading session, Nifty 8100, 8200 and 8300 call option
seen addition in OI with IV increasing indicates buying of option. Nifty highest
Put Option OI for the December series stands at 8000 strike price. In today’s
trading session, Nifty 8000 and 8200
put option seen unwinding in OI with IV decreasing indicates profit booking of
option.
- Looking into
the option data, Nifty immediate resistance lies around the 8230. On and on the
downside, Nifty does break the support of 8120 and the next support level lies
around 8050-8000 level.
- Stocks in ban
for trade on 20-Dec-2016: IBREALEST, ORIENTBANK and
JINDALSTEL.
DERIVATIVE HIGHLIGHTS FOR 16-12-2016:
- Nifty futures
seen unwinding of 4 lacs in OI and Bank Nifty seen addition of 0.4 lacs in OI.
- Nifty OI PCR
ratio declined from 1.05 to 1.04.
- Stocks seen
long build-up includes Biocon, Pcjeweller, Power Grid, UPL, Tata Mtrdvr, IFCI,
Tatacomm and GodrejCP. Stocks seen short build-up includes Ceat, Havells,
Unionbank, Albk, Canbk, Syndicate Bank, BHEL, Bharatfinance, HDIL, Andhrabank,
Castrol and MRF.
- Option
statistics: Nifty highest Call option OI for December series stands at 8300
strike price. In today’s trading session, Nifty 8100 and 8200 call option seen
addition in OI with IV decreasing indicates writing of option. Nifty highest Put
Option OI for the December series stands at 8000 strike price. In today’s
trading session, Nifty 8000 and 8200
put option seen unwinding in OI with IV decreasing indicates profit booking of
option.
- Looking into
the option data, Nifty immediate resistance lies around the 8260-8270 level and
on the downside, immediate support lies around the 8120 level and below that
8050-8000 level.
- Stocks in ban
for trade on 19-Dec-2016: IBREALEST, ORIENTBANK and
JINDALSTEL.
DERIVATIVE HIGHLIGHTS FOR 15-12-2016:
- Nifty futures
seen unwinding of 9 lacs in OI and Bank Nifty seen unwinding of 0.3 lacs in OI.
- Nifty OI PCR
ratio declined from 1.08 to 1.05.
- Stocks seen
long build-up includes IGL, Godrejind, BEML, JSWEnergy, Bharat Finance,
HindZinc, Granules, M&MFin, Ceatltd, Apollo Tyre and DHFL. Stocks seen short
build-up includes UBL, Jublfood, Unionbank, UPL, Sunpharma, PNB, Ambuja Cement,
Yesbank, Dishtv, Ajantapharma and Apollo Hospital.
- Option
statistics: Nifty highest Call option OI for December series stands at 8300
strike price. In today’s trading session, Nifty 8100, 8200 and 8300 call option
seen addition in OI with IV decreasing indicates buying of option. Nifty highest
Put Option OI for the December series stands at 8000 strike price. In today’s
trading session, Nifty 8000 and 8100
put option seen unwinding in OI with IV decreasing indicates profit booking of
option.
- Looking into
the option data, Nifty immediate resistance lies around the 8260-8270 level and
on the downside, immediate support lies around the 8120 level and below that
8050-8000 level.
- Stocks in ban
for trade on 16-Dec-2016: IBREALEST, ORIENTBANK and
JINDALSTEL.
DERIVATIVE HIGHLIGHTS FOR 14-12-2016:
- Nifty futures
seen unwinding of 3 lacs in OI and Bank Nifty seen addition of 0.5 lacs in OI.
- Nifty OI PCR
ratio declined from 1.09 to 1.08.
- Stocks seen
long build-up includes Godrejind, Voltas, JSWEnergy, Suntv, Titan and MRF.
Stocks seen short build-up includes ONGC, IBullhsgfin, KSCL, Orientbank, UPL,
Arvind, Southbank, Auropharma, Coalindia, Unionbank and
PNB.
- Option
statistics: Nifty highest Call option OI for December series stands at 8300
strike price. In today’s trading session, Nifty 8200 and 8300 call option seen
addition in OI with IV increasing indicates buying of option. Nifty highest Put
Option OI for the December series stands at 8000 strike price. In today’s
trading session, Nifty 8000 and 8100
put option seen addition in OI with IV increasing indicates buying of
option.
- Looking into
the option data, Nifty immediate resistance lies around the 8260-8270 level and
on the downside, immediate support lies around the 8150 level and below that
8000 level.
- Stocks in ban
for trade on 15-Dec-2016: IBREALEST and JINDALSTEL.
DERIVATIVE HIGHLIGHTS FOR 09-12-2016:
- Nifty futures
seen addition of 3 lacs in OI and Bank Nifty seen addition of 2 lacs in OI.
- Nifty OI PCR
ratio increased from 1.09 to 1.10.
- Stocks seen
long build-up includes NIITECH, Biocon, MRF, PFC, Orientbank, Voltas and IFCI.
Stocks seen short build-up includes Infratel, Coal India, Bharat Forge, Jet
Airways, SRTRansfin, IBullhsgfin and Siemens.
- Option
statistics: Nifty highest Call option OI for December series stands at 8300
strike price. In today’s trading session, Nifty 8300 call option seen addition
in OI with IV increasing indicates buying of option. Nifty highest Put Option OI
for the December series stands at 8000 strike price. In today’s trading session,
Nifty 8100 and 8200 put option seen addition in OI with IV decreasing indicates
writing of option.
- Looking into
the option data, Nifty likely to move towards the level of 8315 – 8370 level. On
the downside, immediate support lies around the 8150 level and below that 8000
level.
DERIVATIVE HIGHLIGHTS FOR 08-12-2016:
- Nifty
futures seen addition of 12 lacs in OI and Bank Nifty seen addition of 3 lacs
in OI.
- Nifty OI PCR ratio increased
from 1.05 to 1.09.
- Stocks seen long build-up
includes OIL, Tata Steel, Bharat Forge, VEDL, Jindal Steel, Bank India,
Maruti, SRF, Motherson, PFC, Godrejind, Biocon, Heromotor, IBReal Estate,
Voltas and Apollo Tyre. Stocks seen short build-up includes Crompton,
KTKBank, CONCOR and Auro Pharma.
- Option statistics: Nifty
highest Call option OI for December series stands at 8300 strike price. In
today’s trading session, Nifty 8100 and 8300 call option seen unwinding in
OI with IV decreasing indicates profit booking of option. Nifty highest
Put Option OI for the December series stands at 8000 strike price. In
today’s trading session, Nifty 8000, 8100 and 8200 put option seen addition
in OI with IV increasing indicates buying of option.
- As mentioned in the yesterday
report, Nifty does move towards the level of 8250 once 8190 level was
taken out. Looking into the option data, Nifty likely to move towards the
level of 8315 – 8370 level. On the downside, immediate support lies around
the 8150 level and below that 8000 level.
DERIVATIVE HIGHLIGHTS FOR 07-12-2016:
- Nifty futures
seen addition of 5 lacs in OI and Bank Nifty seen addition of 2.1 lacs in OI.
- Nifty OI PCR
ratio increased from 1.03 to 1.05.
- Stocks seen
long build-up includes Engineers India, Eicher Motor, Hero Motor, SAIL, VEDL,
ICIL and Voltas. Stocks seen short build-up includes Tata Power, Bank India,
Infratel, Sunpharma, Page Ind, ITC, TCS, GodrejCP, Techm and Bajaj
Finance.
- Option
statistics: Nifty highest Call option OI for December series stands at 8300
strike price. In today’s trading session, Nifty 8100 and 8200 call option seen
addition in OI with IV decreasing indicates writing of option. Nifty highest Put
Option OI for the December series stands at 8000 strike price. In today’s
trading session, Nifty 7900 and 8000
put option seen addition in OI with IV decreasing indicates writing of
option.
- Looking into
the option data, Nifty has immediate resistance around the 8180-8190 level and
above that 8250 level. On the downside, immediate support lies around the 8000
level being the highest put option OI for December series and below that
7900-7890 level.
- Stocks in ban
for trade on 8-Dec-2016: NIL.
DERIVATIVE HIGHLIGHTS FOR 06-12-2016:
- Nifty futures
OI remain flat at 1.69 crores and Bank Nifty seen unwinding of 0.1 lacs in OI.
- Nifty OI PCR
ratio remains flat at 1.03.
- Stocks seen
long build-up includes Torntpower, Ceat, NTPC, KSCL, GAIL, Tata Steel, Siemens
and Canbank. Stocks seen short build-up includes Crompton, PNB, Infratel,
CONCOR, Power Grid, HCLTech and Axisbank
- Option
statistics: Nifty highest Call option OI for December series stands at 8300
strike price. In today’s trading session, Nifty 8000 and 8100 call option seen
unwinding in OI with IV decreasing indicates profit booking of option. Nifty
highest Put Option OI for the December series stands at 8000 strike price. In
today’s trading session, Nifty 8100
put option seen addition in OI with IV increasing indicates buying of
option.
- Looking into
the option data, Nifty has immediate resistance around the 8180 level and above
that 8250 level. On the downside, immediate support lies around the 8000 level
being the highest put option OI for December series and below that 7900-7890
level.
- Stocks in ban
for trade on 7-Dec-2016: NIL.
DERIVATIVE HIGHLIGHTS FOR 05-12-2016:
- Nifty futures
OI decline by 1 lakh and Bank Nifty seen addition of 0.2 lacs in OI.
- Nifty OI PCR
ratio remains flat at 1.03.
- Stocks seen
long build-up includes Suntv, Ceat, GodrejCp, MRF, Adanipower, DLF, Heromotor,
Tatasteel, Engineersindia and Hindalco. Stocks seen short build-up includes
Crompton, HDFC, M&MFin, NHPC, LT, Torntpower, Concor and
PFC.
- Option
statistics: Nifty highest Call option OI for December series stands at 8300
strike price. In today’s trading session, Nifty 8100 call option seen addition
in OI with IV increasing indicates buying of option. Nifty highest Put Option OI
for the December series stands at 8000 strike price. In today’s trading session,
Nifty 7900, 8000 and 8100 put option
seen addition in OI with IV decreasing indicates writing of
option.
- Looking into
the option data, Nifty has immediate resistance around the 8180 level and above
that 8250 level. On the downside, immediate support lies around the 8000 level
being the highest put option OI for December series and below that 7900-7890
level.
- Stocks in ban
for trade on 6-Dec-2016: NIL.
DERIVATIVE HIGHLIGHTS FOR 02-12-2016:
- Nifty futures
OI decline by 3 lacs and Bank Nifty seen addition of 0.8 lacs in OI.
- Nifty OI PCR
ratio declined from 1.06 to 1.03.
- Stocks seen
long build-up includes PcJeweller, Ultracement and Bajaj Auto. Stocks seen short
build-up includes Unionbank, Voltas Kotakbank, Asian Paint, Arvind,
Indusindbank, IGL, Orientbank, L&TFH, India Cement, LT and
Canbank.
- Option
statistics: Nifty highest Call option OI for December series stands at 8300
strike price. In today’s trading session, Nifty 8100 call option seen addition
in OI with IV increasing indicates buying of option. Nifty highest Put Option OI
for the December series stands at 8000 strike price. In today’s trading session,
Nifty 8000 and 8100 put option seen
declined in OI with IV decreasing indicates profit
booking.
- Looking into
the option data, Nifty has immediate resistance around the 8180 level and above
that 8250 level. On the downside, immediate support lies around the 8000 level
being the highest put option OI for December series and below that 7900-7890
level.
- Stocks in ban
for trade on 5-Dec-2016: NIL.
Disclaimer: Due care has been taken in preparing the above document. However, this document is not, and should not be construed, as an offer to sell or solicitation to buy any securities. Any act of buying, selling or otherwise dealing in any securities referred to in this document shall be at investors sole risk and responsibility.