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 Derivative Report | India Research

For Private Circulation O nly  SEBI Registration No: INB 010996539 2

 

FII Statistics for 22-Aug-2011

Detail Buy Sell Net

Open Interest

Contracts Value Change

(Rs. in cr.) (%)

INDEXFUTURES

3979.11 4611.37 (632.26) 576155 14005.30 -2.40

INDEX

OPTIONS14303.23 15140.06 (836.83) 2157871 52844.08 0.11

STOCK

FUTURES6759.15 6501.20 257.95 1272074 30354.87 1.76

STOCK

OPTIONS222.98 194.02 28.95 30511 697.52 -2.71

TOTAL 25264.47 26446.66 (1,182.19) 4036611 97901.77 -3.25

Turnover on 22-Aug-2011 

Instrument

No. of

Contracts

Turnover

(Rs. in cr.)

Change

(%)

Index Futures 743174 17109.94 -12.74

Stock Futures 909291 21500.39 17.83

Index Options 4896728 121468.21 -18.17

Stock Options 129671 3157.11 -28.08

Total 6678864 163235.64 -14.39

Nifty Spot = 4898.80 Lot Size = 50

Bull-Call Spreads Bear-Put Spreads

Action Strike Price Risk Reward BEP Action Strike Price Risk Reward BEP

Buy 4900 61.0539.80 60.20 4939.80

Buy 4800 20.3012.20 87.80 4787.80

Sell 5000 21.25 Sell 4700 8.10

Buy 4900 61.0555.80 144.20 4955.80

Buy 4800 20.3017.30 182.70 4782.70Sell 5100 5.25 Sell 4600 3.00

Buy 5000 21.2516.00 84.00 5016.00

Buy 4700 8.105.10 94.90 4694.90

Sell 5100 5.25 Sell 4600 3.00

Note: Above mentioned Bullish or Bearish Spreads in Nifty (Aug Series) are given as an information and not as a recommendation 

Nifty Put-Call Analysi

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 Derivative Report | India Research

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Strategy Date Scrip Strategy Status

01-Aug-2011 HINDALCO Bull Call Spread Loss booked on 09-Aug-2011

08-Aug-2011 NIFTY Short Strangle Loss booked on 09-Aug-2011

16-Aug-2011 M&M Long Put Continue

22-Aug-2011 LICHSGFIN Long Call Continue

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