Derivative Report - July 26, 2011 ::Angel Broking,

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


Comments
 The Nifty futures’ open interest increased by 3.98% while
Minifty futures’ open interest increased by 11.07% as
market closed at 5680.30 levels.
 The Nifty July future closed at a premium of 10.35
points, against a premium of 11.60 points in the last
trading session, while the Aug futures closed at a
premium of 25.90 points.
 The Implied Volatility of at the money options increased
from 15.50% to 19.00%.
 The PCR-OI increased from 1. 24 to 1.34 points.
 The total OI of the market is `153,037cr and the stock
futures OI is `38,350cr.
 The Nifty futures’ rollover is 23.46% and rollover of
Minifty futures is 38.95%, while the market wide rollover
is 34.32%.
View
 FIIs’ net positions were not very significant in the
Index futures but they formed some short positions in
the stock futures. They were net buyers of `316cr in
the cash market segment.
 In the last trading session, unwinding was observed
in the 5500 and 5600 Call options and build up was
observed in the 5600 and 5700 Put options.
 Yesterday, most of the IT stocks added significant
open interest. FINANTECH also added around 16%
open interest. We may see a positive move in the
stock up to `870-875 levels. Traders can trade with
positive bias with a stop loss of `825.
 Traders can trade with positive bias in IBREALEST. We
may see a positive move up to `119-120. Keep a
stop loss of `114.