Derivatives/Infokit [For October 22, 2013]

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Oct 21, 2013, 10:07:43 PM10/21/13

to LONGTERMINVESTORS, library-of-eq...@googlegroups.com, DAILY REPORTS, globalspeculators

Derivatives Research

[For October 22, 2013]

Sharekhan
www.sharekhan.com

Summary of Contents

DARING DERIVATIVES

Derivatives Summary

The Nifty (October) futures' premium increased marginally from 21.10 points to 21.20 points.
The total open interest in the market was Rs154,364 crore and Rs2,557 crore was added in open interest.
The Nifty call options added 0.97 lakh shares in open interest, whereas the Nifty put options added 10.02 lakh shares in open interest.

Market commentary

Considering the global scenario, the Indian equity markets further extended profits of the previous session with a gap of more than 15 points..

Daily view

Around 1.07 lakh shares were added in open interest with a marginal increase in the cost of carry, indicating formation of long positions during the last hour of trade not only led the index to conclude the session near the day's high but also supported to pare the intra-day losses.
On the options front implied, the volatility increased marginally by 5-8%, indicating uncertainty and volatility may continue to persist in the market.

Click here to read report: Daring Derivatives

DERIVATIVES INFO KIT