27 December 2010

Derivatives watch: IIFL: Dec 27, 2010

Please Share:: Bookmark and Share India Equity Research Reports, IPO and Stock News
Visit http://indiaer.blogspot.com/ for complete details �� ��


Nifty volatility Index fell to 17.65 from
19.03, decreased by 7.25%.
 Total Nifty futures shed 0.09mn shares in
open interest.
 Call open interest for Dec series shed 2.39mn
shares in Open Interest.
 Put open interest for Dec series added
1.30mn shares in Open Interest.
 Nifty put call ratio of open interest now
stands at 1.41 vs 1.35.
 Nifty put call ratio of volume now stands at
1.03 vs 1.09.
 Maximum open interest in calls for Dec series
is at 6,100 strike price.
 Maximum open interest in Puts for Dec series
is at 5,800 strike prices.
 Nifty Dec 6,000 Call shed 0.94mn shares in
open interest.
 Nifty Dec 6,000 Put added 1.84mn shares in
open interest.
Strategies
 Long Patel Engineering Dec Future in
range of Rs322-323 for the target price of
Rs329 with a stop loss placed at Rs318.50.
Lot size: 500
Remarks: Net maximum profit of Rs3,500 and
net maximum loss of Rs1,750.
 Long Tata Communications Dec Future in
range of Rs250-251 for the target price of
Rs262 and stop loss placed at Rs244.
Lot size: 1000
Remarks: Net maximum profit of Rs12,000
and net maximum loss of Rs6,000.

No comments:

Post a Comment