DERIVATIVE REPORT make more, for sure.

8TH,OCTOBER 2010
Nifty Sentiment Indicators F & O HIGHLIGHTS
Put Call Ratio-Index Options 0 Nifty Oct future added 18.25 lakh shares in OI, up 6.74%. NIFTY Future is trading
at a premium of 25 points, down 1.13%at 6144. Annual volatility was at 17.26.
Put Call Ratio-Stock Options 0
Nifty Nov future added 2.13 lakh shares in OI, up 12.80%. NIFTY Future is trading
Volume at a premium of 40 point, down 1.15% at 6159.
Product 06.10.10 07.10.10 % Chg BANKNIFTY Oct future added 0.25 lakh shares in OI, up 1.48%. BANKNIFT
Index Futures 423438 -100.00% future is trading at a premium of 29 points, down 0.95% at 12565. Annual
Stock Futures 817573 -100.00% volatility is at 20.79.
Index Options 1516822 -100.00% Tata steel, unitech, reliance capital, hdil, and reliance were the most active stocks
Stock Options 149987 -100.00% on yesterday's trade.
Total F&O 2907820 -100.00% Tata steel Oct fut traded at a premium of 6 point witnessing 6.93% up in OI. The
stock was down 3.87% at 654.50. Annual volatility is 31.87 and total deliverable
percentage was 38.71%.
Reliance Oct fut traded at a premium of 6 points recording 1.94% increase in OI.
Index Spot Future Basis The stock was down 0.65% at 1044. Annual volatility is 28.19 and total deliverable
NIFTY 6120 6145 25 quantity was 61.24%.
Reliance capital Oct fut traded at a premium of 4 point, 3.71% up in OI. The stock
BANK NIFTY 12537 12566 29 was down 0.99% at 857. Annual volatility is 38.37 and total deliverable quantity
CNXIT 6681.45 6712 31 was 18.31%.

Increase In OpenInterest Decrease In OpenInterest

Symbol Prev OI Curr OI %Chg OI Curr Price %Chg Price Symbol Prev OI Curr OI %Chg OI Curr Price %Chg Price
VOLTAS 681 1100 61.53% 244 -0.41% ZEEL 3842 1208 -68.56% 294.9 -0.56%
CONCOR 314 397 26.43% 1321 -0.94% KFA 3958 3194 -19.30% 80.65 5.36%
PFC 1140 1424 24.91% 365.95 -1.61% EXIDEIND 856 772 -9.81% 171.85 -1.21%
DCHL 1831 2269 23.92% 137.15 1.40% RUCHISOYA 7832 7086 -9.53% 134.15 -1.11%
NMDC 1781 2165 21.56% 290 -0.15% MPHASIS 4496 4076 -9.34% 656 1.93%

Nifty Option Open Interest Distribution

Nifty Oct 6200 call added 6.29 lakh shares in OI, up 14.39% and 10,000,000
open interest

6300 call added 2.15 lakh shares in OI, up 4.24%. On the put side 8,000,000
nifty Oct 6100 put added 1.59 lakh shares in OI, up 4.62% and 6000 6,000,000 c all
put added 5.69 lakh in OI, up 7.57%. 4,000,000 put
2,000,000
CMP 0
52 0

54 0

56 0

58 0

60 0

62 00

64 0

0
.0

.0

.0

.0

.0

.0

.0
.
00

00

00

00

00

00

00

00
50

Analyst
s trike pric e
Pashupati Nath Jha
Pashupatinathjha@moneysukh.com
NIFTY OUTLOOK:
The nifty future is likely to trade in the range of 5900-6300 level in short term as the OI is added. The trading strategy would be to create short positions
if the nifty resists around 6190 levels for the target of 6120 and 6080. On the other hand, one can also create long positions if the nifty gets support
around 6100 levels.

For any information or suggestion, please send your query at research@moneysukh.com

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DERIVATIVE REPORT make more, for sure.
MOST ACTIVE CALLS MOST ACTIVE PUTS
Symbol Expiry Date Strike Price Contracts Traded Open Interest Symbol Expiry Date Strike Price Contracts Traded Open Interest
NIFTY 28-Oct-10 6200 234454 5001200 NIFTY 28-Oct-10 6100 208272 3592700
NIFTY 28-Oct-10 6300 201749 5285550 NIFTY 28-Oct-10 6000 170134 8089900
NIFTY 28-Oct-10 6400 127090 3958250 NIFTY 28-Oct-10 6200 148471 2067450
NIFTY 28-Oct-10 6500 93305 4192600 NIFTY 28-Oct-10 5900 70241 4166800
NIFTY 28-Oct-10 6100 47746 2841550 NIFTY 28-Oct-10 5800 62895 4427450
NIFTY 28-Oct-10 6600 35260 1634850 NIFTY 28-Oct-10 5700 28930 3727700
NIFTY 28-Oct-10 6000 13038 2984450 NIFTY 28-Oct-10 6300 13091 738750
NIFTY 28-Oct-10 6700 10048 838950 NIFTY 28-Oct-10 5500 13020 3762050
NIFTY 25-Nov-10 6300 8969 1159700 NIFTY 28-Oct-10 5600 12856 4218950
NIFTY 25-Nov-10 6400 6674 526250 NIFTY 28-Oct-10 5200 11553 4533100

PAYOFF MATRIX
STOCK STRATEGY AS ON 8TH OCT 2010
UNDERLYING 150
ASSET NIFTY
CMP 6145 100
BUY NIFTY OCT 6200 CA @ 84.50
STRATEGY
SELL NIFTY TWO OCT 6300 CA @ 46.45 50

MAX LOSS UNLIMITED 0

0 2 4 6 8 10 12
EXIT POINT ABOVE 6300 -50
MAX PROFIT 108.4
-100
BEP 6408.4
LOT SIZE 50 -150

STRATEGY TRACKER
DATE OF NET PROFIT/ LOSS
STRATEGY UNDERLYING ASSET STRATEGY AS ON 07/10/10 REMARK

NIFTY BUY NIFTY OCT 6100 PA@170

1/10/2010 10 POINTS BOOK PARTIAL PROFIT
SELL NIFTY OCT TWO 5900PA@87.5

7/10/2010 NIFTY SELL NIFTY OCT 6500CA@21 1 POINTS HOLD

SELL NIFTY OCT 5800 PA @ 18.35

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NAME DESIGNATION E-MAIL

Varun Gupta Head - Research varungupta@moneysukh.com
Pashupati Nath Jha Research Analyst pashupatinathjha@moneysukh.com
Vikram Singh Research Analyst vikram_research@moneysukh.com

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