Derivatives/infokit [For July 22, 2013]

[Rajesh Desai]

 

Derivatives Research [For July 22, 2013] Sharekhan www.sharekhan.com

Summary of Contents   DARING DERIVATIVES Derivatives Summary The Nifty (July) futures premium decreased marginally from 14.35 points to 13.35 points.

• The total open interest in the market was Rs155,450 crore and Rs1,639 crore was added in open interest.
• The Nifty call options added 10.91 lakh shares in open interest, whereas the Nifty put options underwent reduction by 1.12 lakh shares in open interest.

Market commentary

Following global footprints, the Indian equities commenced the session on a flattish-to-positive note.

Daily view

• Around 1.44 lakh shares were added in open interest with a marginal increase in the cost of carry, indicating in spite of the Nifty closing in the negative, marginal long positions were build up in the market.
• On the options front, the implied volatility further cooled off marginally by 1-3%, indicating mark of 6000 on closing basis might act as a good support and we may see buying emerging in the market at lower levels.

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Click here to read report: Daring Derivatives

 

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	Open interest-break Up
		BANKNIFTY	CNXIT	NIFTY	STOCK	TOTAL
Future	2321.58	21.91	12855.97	31894.05	47093.52
Call	2684.46	0.15	38096.37	8635.9	49416.89
Put	1816.76	0	49965.76	7156.66	58939.18
Total	6822.8	22.06	100918.1	47686.62	155449.6
Near Month	6030.38	15.35	58244.85	41686.36	105976.9
Far Months	792.43	6.72	42673.26	6000.25	49472.65

 

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Click here to read report: Derivatives Info Kit

 

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Regards, The Sharekhan Research Team myac...@sharekhan.com Visit www.sharekhan.com to manage your newsletter subscriptions

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CA. Rajesh Desai