DERIVATIVE REPORT make more, for sure.

24 TH,DECEMBER 2010
F & O HIGHLIGHTS
N if ty Sentim ent I ndicato r s
Put C al l R ati o -In de x O pti o n s 1 .0 9 Nifty Dec future added 10.46 lakh shares in OI, up 4.40%. NIFTY Future is trading at a
Put C al l R ati o -Sto ck O pti o n s 0 .3 8 premium of 17 points, down 0.05%at 5997. Annual volatility was at 22.09.
Nifty Jan future added 15.18 lakh shares in OI, up 33.05%. NIFTY Future is trading at a
V o lum e
premium of 43 point, down 0.04% at 6023.
Pr o duct 22.12.10 23.12.10 % C hg BANKNIFTY Dec future added 0.62 lakh shares in OI, up 4.83%. BANKNIFT future is
In de x F utur e s 491069 338504 -31.07% trading at a premium of 36 points, up 0.01% at 11505. Annual volatility is at 38.04.
Sto ck F utur e s 668825 659685 -1.37% Tata steel, suzlon, tata motors, sbi, and reliance were the most active stocks on
In de x O pti o n s 2400621 1888927 -21.32% yesterday's trade.
Sto ck O pti o n s 134838 107408 -20.34% Tata steel Dec fut traded at a premium of 2 points, witnessing 3.98% down in OI. The
To tal F & O 3695353 2994524 -18.97% stock was slashed 1.21% at 663.75. Annual volatility is 40.71 and total deliverable
percentage was 30.96%.
Reliance Dec fut traded at a par recording 0.10% increase in OI. The stock was up
I ndex Spo t F utur e B asis 0.46% at 1061.80. Annual volatility is 33.57 and total deliverable quantity was 56.70%.
Sbi Dec fut traded at a premium of 15 point, 1.48% up in OI. The stock was down 0.01%
N IF TY 5980 5997 17
at 2756. Annual volatility is 45.96 and total deliverable quantity was 14.17%.
BA N K N IF TY 11469 11505 36
C N X IT 7339.6 7351.85 12

Open Interest gainer Ope n Intr e st Lose r

Symbol Last price Chg (%) Open Increase Ope n Incr e a se
Sym bol La st pr ice Chg (%)
Interest (%) Inte r e st (% )
ASIANPAINT 2,973.50 1.29% 101,250 33.00% RUC HISOYA 102.1 -0.63% 13,014,000 -25.34%
PFC 319.1 -0.13% 620,000 21.33% SESAGOA 310.4 1.44% 9,205,000 -18.83%
HINDUNILVR 292.1 -0.85% 11,514,000 18.75% MARUTI 1,391.50 -0.31% 1,565,500 -14.41%
IDEA 68.9 1.32% 16,524,000 18.47% PUNJLLOYD 105.65 -2.04% 18,112,000 -11.63%
BANKBARODA 890.55 -0.35% 800,000 16.92% OIL 1,394.50 0.40% 28,000 -9.68%
Nifty Option Open Interest Distribution
1 0 ,0 0 0 ,0 0 0
Nifty Dec 6000 call added 5.42 lakh shares in OI, up 6.91% and 6100 call added 3.24
lakh shares in OI, up 3.91%. On the put side nifty Dec 5900 put added 7.54 lakh 8 ,0 0 0 ,0 0 0
openinterest

shares in OI, up 10.55% and 5800 put shed 0.12 lakh in OI, down 0.15%. The put-call 6 ,0 0 0 ,0 0 0 c a ll
ratio of stock option increased from 0.36 to 0.38 while put-call ratio of index option 4 ,0 0 0 ,0 0 0 put
decreased from 1.21 to 1.09. On the whole the put call ratio
CMP was at 1.04. 2 ,0 0 0 ,0 0 0

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 6
Pashupati Nath Jha
s tr ike p r ic e
Pashupatinathjha@moneysukh.com

NIFTY OUTLOOK:
The nifty future is likely to trade in the range of 5863-6094 level in short term as the OI is added. The trading strategy would be to create long positions if the nifty takes support
around 5950 levels for the target of 6000 and 6030. On the other hand, one can also create short positions if the nifty resists around 6050 levels.

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 DERIVATIVE REPORT make more, for sure.
MOST ACTIVE CALLS MOST ACTIVE PUTS
SymbolExpiry Date Strike PriceContracts TradedOpen Interest Symbol Expiry Date Strike PriceContracts Traded
Open Interest
NIFTY 30-Dec-10 6000 349915 8387750 NIFTY 30-Dec-10 6000 268037 5947250
NIFTY 30-Dec-10 6100 200996 8612150 NIFTY 30-Dec-10 5900 215866 7910250
NIFTY 30-Dec-10 5900 78632 3932250 NIFTY 30-Dec-10 5800 132036 8413700
NIFTY 30-Dec-10 6200 75145 5202550 NIFTY 30-Dec-10 5700 90192 7710000
NIFTY 30-Dec-10 6300 31688 3591150 NIFTY 30-Dec-10 6100 48409 1599100
NIFTY 27-Jan-11 6200 23215 1412800 NIFTY 30-Dec-10 5600 39721 6813350
NIFTY 30-Dec-10 6400 18929 2413400 NIFTY 27-Jan-11 5900 30979 1702650
NIFTY 27-Jan-11 6300 18753 1875650 NIFTY 27-Jan-11 6000 22987 1352100
NIFTY 27-Jan-11 6100 17997 1290350 NIFTY 27-Jan-11 5800 22813 3199000
NIFTY 27-Jan-11 6000 15879 1742800 NIFTY 27-Jan-11 5700 17089 2600750

P AY O F F MAT R IX

STOCK STRATEGY AS ON 24 TH DEC 2010

2
UNDERLYING
1
ASSET GMR INFRA
0
CMP 44.5
-1 0 2 4 6 8 10 12 14
SELL GMR DEC 50CA @ 0.15
STRATEGY -2
SELL GMR DEC 40 PA @ 0.65
-3

MAX LOSS UNLIMITED -4

-5
MAX PROFIT 0.8 -6
LOT SIZE 4000

STR A TEG Y TR A C K ER
D A TE O F N E T P R O F IT / L O S S A S
STR A TEG Y U N D E R L Y IN G A S S E T STR A TEG Y O N 2 3 /1 2 /1 0 REM A RK
B U Y N I F T Y D E C 5 8 0 0 C A @ 1 8 3 .5 0
B O O K FU L L P RO FIT
20/12/2010 N IF T Y S E L L T W O N IFT Y D E C 5 9 0 0 C A @ 1 1 1 1 8 P O IN T S
A S O N 22/12/2010
B U Y N IFT Y D E C 6 0 0 0 C A @ 5 6
B U Y R E L I N D N O V 9 4 0 P A @ 9 .3 0
B O O K FU L L P RO FIT
30/11/2010 R E L IN D B U Y T W O RE L IN D N O V 1 8 P O IN T S
A S O N 15/12/2010
1 0 5 0 C A @ 1 3 .4 0
B O O K P A RT IA L
B U Y N I F T Y D E C 6 2 0 0 C A @ 3 4 .3 0
6/12/2010 N IF T Y 5 6 P O IN T S P RO FIT A S O N
B U Y N I F T Y D E C 5 8 0 0 P A @ 3 7 .5 0
10/12/2010
B O O K P A RT IA L
B U Y N IFT Y D E C 6 0 0 0 C A @ 5 1
13/12/2010 N IF T Y 1 4 P O IN T S P RO FIT A S O N
B U Y N I F T Y D E C 5 7 0 0 P A @ 4 7 .2 0
14/12/2010
S E L L IN FO S YS T C H D E C 3 5 0 0 C A @ 8 B O O K P A RT IA L
22/12/2010 IN F O S Y S T C H S E L L IN FO S YS T C H D E C 3 1 0 0 6 P O IN T S P RO FIT A S O N
P A @ 6 .7 0 23/12/2010

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