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PhillipCapital On Derivatives (PCODE)
PhillipCapital On Derivatives (PCODE)
Resistance around 5930-5970.... -The Nifty opened on a flattish note and steadily rose to 5904. - The index finally ended the day @ 5898.85 up by 0.97%. - The July futures were at discount at 7 point, while August was at a premium of 16 points toward close. - Major contributors to the gains within the index were RELIANCE, LT, HDFC, SBIN, TATAMOTORS while TCS, ONGC, HCLTECH, ICICIBANK, SUNPHARMA contributed negatively. - Among the sectoral indices major gainers were (Chg %) REALTY( 5.3) ;POWER( 2.77) ;CG( 2.77) and major losers were:CD( 1.2) ;BANKNIFTY( 0.84) ;CNXIT( -1.6). - Below average volumes of Rs1035bn were observed in the derivatives segment. - The market-wide open interest is at 1098bn up by 4% and futures Open Interest is at Rs373bn up by 0.9%. NIFTY Option’s Open Interest Distribution: JULY 2013 : - Highest Put option open interest buildup is at 5600 5700 & 5800 strike with 133k+ 97k+ & 95k+ contracts respectively. - Maximum high Call option open interest buildup is at 6000-5900 & 5800 strike with 102k+ 83k+ & 73k+ contracts respectively. - Fresh put options added position by 27k+ 13k+ and 13k+ contract at 5800 5600 & 5400 strike respectively, while 11k+ contract reduce position at 5100-5200 strike respectively . - Fresh Call option added position by 21k+ and 17k+at 6100-6000 strike respectively. -Technically, resistance is seen around 5930-5970 levels and support around 5820.
Mkt % Change Mkt OI(Rs) Volume(Rs) in OI Dervative Total Stock Future Stock Option Index Future Index Option Cash Market Derivative to Cash % 1034 146 79 83 727 103 1008.8 261 56 112 677 3.7 20.2 7.3 6.9
A/D Ratio 3.2
Index Movers (NIFTY)
Scrip Weight (%) Price Price Chng Contribut (Rs) ion to Index 23.10 11.80 43.75 10.60 61.80 8.50 (6.55) (2.85) (17.60) (3.10) (25.80) 7.37 5.12 4.96 4.70 (0.76) (1.01) (1.45) (1.70) (4.08)
RELIANCE LT HDFC SBIN TATAMOTORS SUNPHARMA ICICIBANK HCLTECH ONGC TCS
7.66% 4.14% 7.26% 2.74% 2.71% 1.99% 6.49% 1.06% 3.06% 4.01%
885.70 1451.65 889.65 2015.60 289.80 1005.00 1067.90 758.40 328.00 1492.35
5400 13-May-13 24-May-13 05-Mar-13 18-Mar-13 02-Apr-13 15-Apr-13 01-Jan-13 14-Jan-13 25-Jan-13 30-Apr-13 06-Jun-13 07-Feb-13 20-Feb-13 19-Jun-13
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75 TATASTEEL MCLEODRUSS JSWENERGY HINDUNILVR HEROMOTOCO Bottom COC -36.30 -32.04 Sentiment Indicators Nifty PCI 0.50 0.50 1.30 12.5 0.04 -41.00 1.92 13.0 1.50 – 2 of 5 – .5 5800 1.50 6200 6000 5800 5600 5400 07-May-13 13-May-13 20-May-13 27-May-13 04-Apr-13 11-Apr-13 18-Apr-13 29-Apr-13 03-Jun-13 10-Jun-13 17-Jun-13 24-Jun-13 01-Jan-13 08-Jan-13 15-Jan-13 22-Jan-13 29-Jan-13 05-Feb-13 12-Feb-13 19-Feb-13 26-Feb-13 05-Mar-13 12-Mar-13 19-Mar-13 26-Mar-13 01-Jul-13 2.69 12.0 Eqity PCI 0.13 11.0 2.12 -33.94 -35.PCODE Cost Of Carry Symbol VOLTAS VIJAYABANK TATAMTRDVR SIEMENS RPOWER Top COC 11.11 -57.00 0.0 5600 5400 05-Feb-13 12-Feb-13 19-Feb-13 26-Feb-13 07-May-13 13-May-13 20-May-13 27-May-13 01-Jan-13 08-Jan-13 15-Jan-13 22-Jan-13 29-Jan-13 03-Jun-13 10-Jun-13 17-Jun-13 05-Mar-13 12-Mar-13 19-Mar-13 26-Mar-13 24-Jun-13 04-Apr-13 11-Apr-13 18-Apr-13 29-Apr-13 01-Jul-13 0.14 Symbol JPPOWER JISLJALEQS IRB IDEA FINANTECH Top COC Symbol 11.36 6400 2.5 2.52 12.86 Symbol CANBK BIOCON BAJAJ-AUTO ASHOKLEY ANDHRABANK Bottom COC -46.41 12.14 -81.67 -41.20 11.07 -29.73 11.74 6400 6200 6000 3.00 -0.
7 0.5 0.5 5 15 25 35 .9 1.1 1.3 1.5400 5600 5800 6000 6200 6400 PCODE 5400 5400 5600 5800 6000 6200 6400 01-Jan-13 5600 5800 6000 6200 6400 06-Feb-13 01-Jan-13 08-Jan-13 15-Jan-13 22-Jan-13 29-Jan-13 05-Feb-13 12-Feb-13 19-Feb-13 26-Feb-13 05-Mar-13 12-Mar-13 19-Mar-13 26-Mar-13 04-Apr-13 `` 11-Apr-13 18-Apr-13 29-Apr-13 07-May-13 13-May-13 20-May-13 27-May-13 31-May-13 06-Jun-13 12-Jun-13 18-Jun-13 24-Jun-13 07-Jan-13 11-Jan-13 17-Jan-13 23-Jan-13 29-Jan-13 04-Feb-13 08-Feb-13 14-Feb-13 20-Feb-13 26-Feb-13 04-Mar-13 08-Mar-13 14-Mar-13 20-Mar-13 26-Mar-13 03-Apr-13 09-Apr-13 15-Apr-13 22-Apr-13 29-Apr-13 06-May-13 10-May-13 15-May-13 21-May-13 27-May-13 13-Feb-13 20-Feb-13 27-Feb-13 06-Mar-13 13-Mar-13 20-Mar-13 28-Mar-13 05-Apr-13 12-Apr-13 22-Apr-13 IV 16 Nifty PCR 1.07 – 3 of 5 – Nifty PVIX 67 28-Jun-13 0 20 40 60 80 100 120 140 30-Apr-13 08-May-13 14-May-13 21-May-13 28-May-13 04-Jun-13 11-Jun-13 03-Jun-13 10-Jun-13 17-Jun-13 24-Jun-13 01-Jul-13 18-Jun-13 25-Jun-13 0.
mth IV 13 15 17 76 – 4 of 5 – .PCODE Percentile 25 50 75 Current 3-mth IV 15 16 17 65 6 .
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