Derivative Report - July 18, 2011 -Angel Broking,

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 The Nifty futures’ open interest increased by 0.67% while
Minifty futures’ open interest increased by 3.48% as
market closed at 5581.10 levels.
 The Nifty July future closed at a premium of 5.85 points,
against a premium of 0.45 points in the last trading
session, while the Aug futures closed at a premium of
22.60 points.
 The Implied Volatility of at the money options decreased
from 18.00% to 17.30%.
 The PCR-OI decreased from 1.23 to 1.18 points.
 The total OI of the market is `135,158cr and the stock
futures OI is `34,675cr.
 Few liquid stocks where CoC is positive are INDIAINFO,
MLL, DCHL, GTOFFSHORE and RUCHISOYA.
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 FIIs formed some short positions in the Index futures
and the stock futures. They were net buyers of just
`73cr in the cash market segment.
 In the last trading session, significant build up was
observed in the 5600 and 5700 Call options and
some unwinding was observed in the 5700 and
5800 Put options.
 INDIAINFO is showing some buying and cost of carry
has jumped up significantly. We may see a positive
move in the counter up to `92. Traders can trade
with positive bias with a stop loss of `85.
 DCHL is trading around its support levels. Intraday
traders can trade with positive bias after negative
opening. We may see a positive move in the counter
up to `68-69.