Tata Power - FNO Analysis

8/7/2019 Tata Power - FNO Analysis

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Name of the stock Tata Power Company Limited

NSE stock code (symbol) TATAPOWER

1919

Date of Listing 3-Apr-96

237307236

Historical Data

Symbol Series Date

TATAPOWER EQ 28-Jan-11













TATAPOWER EQ 10-Jan-11TATAPOWER EQ 7-Jan-11





TATAPOWER EQ 31-Dec-10




TATAPOWER EQ 27-Dec-10TATAPOWER EQ 24-Dec-10


Tata Power Company Limited

Year of Incorporation of the company*

Issued & Paid-up Capital(no. of shares)

Market Cap: Rs. 29976.65 Crores - Floating: Rs. 20441.17 Crores









Source - http://www.nseindia.com

Dividend track record in last 3 yearsCorporate A

Year Record Date -

2007-08 105% BC Start Date 18-Aug-10

2008-09 115% ND start Date -

2009-10 120% Purpose DIVIDEND-RS.1

Prev Close Open Price High Price Low Price Last Price

1296.6 1295 1309 1252.3 1256

1319.2 1309 1327.9 1285.25 1303

1313.95 1306.1 1324.95 1306.1 1321.05

1315.7 1306 1319 1302.1 1310

1331.7 1318 1339 1305 1310.1

1317.35 1300 1339.7 1293.15 1335

1332.6 1340 1354.95 1310.05 1316

1342.25 1345.6 1358 1296 1341

1362.65 1362.65 1367.8 1330.1 1340

1350.45 1349.85 1387.5 1323.4 1375

1360.15 1352.35 1377.7 1342.5 1359

1370.85 1367.7 1376 1335 1356.6

1372.95 1365 1396 1341 1374

1389.25 1398 1403.85 1365 13721399.3 1387.35 1406.85 1376.1 1397

1400.9 1395 1411 1381.55 1395

1380.65 1378 1407 1369.1 1400

1374.75 1373.1 1384 1363.55 1381

1365.55 1384 1384 1368 1379.85

1365.25 1361.15 1382.85 1359.8 1368.8

1341.45 1341.45 1375 1333.15 1368

1335.7 1337 1352 1326.6 1341

1311.9 1308.4 1339 1302 1336.9

1302.4 1300 1323 1300 13131290.05 1265 1309.9 1265 1308.5

1295.9 1303.6 1303.6 1285.35 1290

Rate of Dividend



1284.7 1294 1304.75 1283.1 1295

1278.25 1282 1291.85 1276.15 1287

1297.4 1295.1 1297 1272.1 1278.1

1316.85 1300 1307 1273.6 1289.45



tion Information

EX - Date 16-Aug-10

BC End Date 8-Sep-10

ND End Date -

2/- PER SHARE

Close Price Average Price

1263.2 1283.88 146039 1,874.97

1296.6 1308.82 265041 3,468.90

1319.2 1318.24 118553 1,562.81

1313.95 1309.98 167279 2,191.32

1315.7 1315.7 176034 2,316.08

1331.7 1312.25 156562 2,054.49

1317.35 1329.42 154411 2,052.78

1332.6 1320.97 226506 2,992.08

1342.25 1343.67 101885 1,369.00

1362.65 1358.88 234004 3,179.84

1350.45 1359.63 321393 4,369.77

1360.15 1346.08 372379 5,012.51

1370.85 1374.19 463109 6,364.01

1372.95 1376.34 371269 5,109.911389.25 1393.56 292158 4,071.40

1399.3 1399.21 266489 3,728.75

1400.9 1396.37 311563 4,350.56

1380.65 1378.74 218787 3,016.51

1374.75 1376.52 168645 2,321.44

1365.55 1374.68 175363 2,410.68

1365.25 1361.91 329206 4,483.49

1341.45 1342.92 150856 2,025.87

1335.7 1327.23 152727 2,027.03

1311.9 1315.61 68751 904.491302.4 1295.02 45045 583.34

1290.05 1291.39 88013 1,136.59

o aTradedQuantity

Turnover inLacs



1295.9 1294.53 147870 1,914.21

1284.7 1285.85 215845 2,775.44

1278.25 1277.93 192710 2,462.69

1297.4 1288.09 203634 2,622.99



Expiry Date: 24-Feb-11

Calls

Open Interest LTP Net Change Volume Bid Qty.

- - - - - 500

- - - - - 500

- - - - - 500

- - - - - 500

- - - - - 1,000

- -250 28 -42 1 1,000

750 250 15.7 -12.8 1 1,000

2,000 - 10.95 - - 1,000

500 - 18.05 - - 1,250

- - - - - -

2,000 - 2.65 - - -

Expiry Date: 31-Mar-11

Calls

Open Interest LTP Net Change Volume Bid Qty.

- - - - - -

- - - - - 1,000

- - - - - 1,000

- - - - - 1,000

- - - - - 1,000

- - - - - 1,000

TATAPOWER Options Contracts - Analysis

Change in OpenInterest

Change in OpenInterest



Bid Price Offer Price Offer Qty. Strike Price Bid Qty. Bid Price Offer Price Offer Qty.

209.6 - - - - - -

160.45 - - 1,000 0.85 2.7 1,000

102.35 - - 1,000 2.65 - -

49.75 - - 2,000 0.05 - -

40.8 75.85 1,000 1,000 17.85 - -

28.4 42.25 1,000 1,000 38 51.65 1,000

14.55 19.6 1,000 500 57 - -

4.45 11.8 1,000 500 99 - -

1.8 5.55 1,000 500 147.9 - -

- - - 500 195.45 - -

- - - - - - -

Bid Price Offer Price Offer Qty. Strike Price Bid Qty. Bid Price Offer Price Offer Qty.

- - - 1,000 18.1 - -

36.6 77.5 1,000 1,000 44.85 62.25 1,000

20.45 53.25 1,000 1,000 64.1 88.5 1,000

10.95 24.75 1,000 - - - -

5.95 14.75 1,000 - - - -

2.6 9.35 1,000 - - - -

Underlying Value As on 31-JAN-2011 15:01:34 Hours IST : 1241.50

1000.00

1050.00

1100.00

1150.00

1200.00

1250.00

1300.00

1350.00

1400.00

1450.001500.00

1200.00

1250.00

1300.00

1350.00

1400.00

1450.00

http://www.nseindia.com/marketinfo/fo/optionDates.jsp?symbol=TATAPOWER&instrument=OPTSTK&strike=1000.00




































Puts

Volume Net Change LTP Open Interest

- - - - -

- - - - -

- - - - -

- - - - -

- - - - -

- - - - -

- - 54 500 -

- - 63.05 2,000 -

- - - - -

- - - - -

- - - - -

Puts

Volume Net Change LTP Open Interest

- - - - -

- - - - -

- - - - -

- - - - -

- - - - -

- - - - -

Change inOpen Interest

Change inOpen Interest



Expiry Date: 24-Feb-11

Instrument Type Underlying Expiry Date Option Type Strike Price

FUTSTK 24-Feb-11 - -

Price Information Order Book

Open Price 1250 Buy Qty Buy Price Sell Price

High Price 1254 500 1247.35 1250

Low Price 1220.7 250 1244.35 1251

Last Price 1247.35 250 1244 1251.2

Prev Close 1269.85 250 1243.35 1251.5

Close Price - 250 1243 1251.7

Change from prev close-22.5

46000 Total Buy Qty Total Sell Qty

% Change from prev close-1.77

VWAP 1236.46 Cost of Carry

Underlying Value1247.5

Best Buy Best Sell

Number of contracts traded

730

Price

1247.35 1250

Turnover in Rs. Lakhs2256.54

Cost Of Carry-0.18 3.04

Open Interest1022500

Change in Open Interest10000

% Change 0.99

Other Information

Settlement Price Daily Volatility

1269.85 1.22 23.38 1528110 30562212

Expiry Date: 28-Apr-11


FUTSTK 28-Apr-11 - -

Price Information Order Book

Open Price 1238 Buy Qty Buy Price Sell Price

High Price 1238 1000 1195.25 1276.15

Low Price 1238 1250 1188 1276.2

Last Price 1238 2500 1132.9 1276.3

Prev Close 1326.75 5000 1091.9 1284

Close Price - - - 1338.3

Change from prev close -88.75 9750 Total Buy Qty Total Sell Qty

% Change from prev close -6.69

VWAP 1238 Cost of Carry

Underlying Value 1247.5 Best Buy Best Sell

Number of contracts traded 1 Price 1195.25 1276.15

TATAPOWER Futures Contracts - Analysis

TATAPOWER

AnnualisedVolatility

Client WisePosition Limits

Market WidePosition Limits

TATAPOWER



Turnover in Rs. Lakhs 3.1 Cost Of Carry -17.95 9.53

Open Interest -

Change in Open Interest -

% Change -

Other Information


1292.1 1.22 23.38 1528110 30562212






Expiry Date: 31-Mar-11

Market Lot Instrument Type Underlying Expiry Date Option Type

250 FUTSTK 31-Mar-11 -

Price Information Order

Sell Qty Open Price 1251 Buy Qty Buy Price

250 High Price 1251 750 1189.4

250 Low Price 1137.75 1250 1189.35

250 Last Price 1233.1 250 1188.75

250 Prev Close 1271.55 1250 1188.65

250 Close Price - 1250 1188

46250 Change from prev close-38.45

20000 Total Buy Qty

% Change from prev close-3.02

VWAP 1219.34 Cost o

Last Price Underlying Value1247.5

Best Buy

1247.35


5

Price

1189.4

-0.18Turnover in Rs. Lakhs

15.24Cost Of Carry

-29.5

Open Interest1750

Change in Open Interest250

% Change 16.67

Other Information


1271.55 1.22 23.38 1528110

Market Lot

250

Sell Qty

1000

250

250

1250

2500

10250

Last Price

1238

TATAPOWER





-3.21



Strike Price Market Lot

- 250

Book

Sell Pr ice Sel l Qty

1257.8 750

1260 250

1284 1250

1322.4 2500

1338.55 2500

Total Sell Qty 19750

Carry

Best Sell Last Price

1257.8 1233.1

5.09 -7.18

30562212






TATAPOWER - F&O AnalysisLot Sizes

Underlying Symbol Feb-11 Mar-11 Apr-11

TATA POWER CO LTD TATAPOWER 250 250 250

As on 28-JAN-2

Type-Exp-Stk.Pr Open High Low Close

CE-Feb11-1300.00 30 30 28.5 28.5

CE-Feb11-1350.00 22 22 10.95 10.95

PE-Feb11-1300.00 44 54 44 54

Security-wise Delivery Position -28JAN2011

Quantity Traded Security VAR

146039 61518 42.12 5.28


- -

- -- -

Deliverable Quantity(gross across client

level)

% of DeliverableQuantity to Traded

Quantity

FUTSTK

FUTSTK FUTSTK

http://www.nseindia.com/marketinfo/fo/foquote.jsp?key=FUTSTKTATAPOWER24FEB2011--31JAN2011&symbol=TATAPOWER&flag=1

http://www.nseindia.com/marketinfo/fo/foquote.jsp?key=FUTSTKTATAPOWER31MAR2011--31JAN2011&symbol=TATAPOWER&flag=1

http://www.nseindia.com/marketinfo/fo/foquote.jsp?key=FUTSTKTATAPOWER28APR2011--31JAN2011&symbol=TATAPOWER&flag=1









011

Vol OI As on 28th January 2011

2 500 100

2 2000 33.33

2 500 0

Value at Risk (VaR)

Index VAR VAR Margin Adhoc Margin

- 7.5 5 - 12.5

As on 31-JAN-2011 15:30:43 Hours IST

High Price Low Price Prev Close Last Price

1254 1220.7 1269.85 1247.35 730 2256.54 1247.5

1251 1137.75 1271.55 1233.1 5 15.24 1247.51238 1238 1326.75 1238 1 3.1 1247.5

OI.Chg%

MOST ACTIVE futures(February 2011) for TATAPOW

Sheds 8000 shares(-0.78%) in open interest bringing

Extreme LossRate

Applicable MarginRate


Turnover in Lakhs

UnderlyingValue



ER closed at 1269.85 (Rs. 6.65 PREMIUM) with a turnover of Rs. 40.85 Crores.

down the open interest to 1012500 shares.



All contracts of TATAPOWER

Instrument Type Underlying Expiry Date Option Type Strike Price High Price

- - 1254

- - 1251

15.7

28

- - 1238

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

FUTSTK

FUTSTK

OPTSTK CE

OPTSTK CE

FUTSTK

OPTSTK CE

OPTSTK PE

OPTSTK CE

OPTSTK CE

OPTSTK PE

OPTSTK CE

OPTSTK CE

OPTSTK PE

OPTSTK PE

OPTSTK CE

OPTSTK CE

OPTSTK PE

OPTSTK PE

OPTSTK PE

OPTSTK PE

OPTSTK CE

OPTSTK CE

OPTSTK CE

OPTSTK CE

OPTSTK PE

OPTSTK CE

OPTSTK CE

OPTSTK PE

OPTSTK CE

OPTSTK PE

OPTSTK PE



http://www.nseindia.com/marketinfo/fo/foquote.jsp?key=OPTSTKTATAPOWER24FEB2011CE1300.0031JAN2011&symbol=TATAPOWER&flag=1




http://www.nseindia.com/marketinfo/fo/foquote.jsp?key=OPTSTKTATAPOWER24FEB2011PE1300.0031JAN2011&symbol=TATAPOWER&flag=1


http://www.nseindia.com/marketinfo/fo/foquote.jsp?key=OPTSTKTATAPOWER31MAR2011CE1200.0031JAN2011&symbol=TATAPOWER&flag=1





http://www.nseindia.com/marketinfo/fo/foquote.jsp?key=OPTSTKTATAPOWER31MAR2011PE1200.0031JAN2011&symbol=TATAPOWER&flag=1










































































































































As on 31-JAN-2011 14:16:04 Hours IST

Low Price Prev Close Last Price

1220.7 1269.85 1228.45 570 1759.97 1224.75

1137.75 1271.55 1233.1 5 15.24 1224.75

15.7 28.5 15.7 1 3.29 1224.75

28 70 28 1 3.2 1224.75

1238 1326.75 1238 1 3.1 1224.75

- 18.05 18.05 - - 1224.75

- 54 54 - - 1224.75

- 168.95 - - - 1224.75

- 199.3 - - - 1224.75

- 7 - - - 1224.75

- 250.95 - - - 1224.75

- 120.85 - - - 1224.75

- 23 - - - 1224.75

- 7.5 - - - 1224.75

- 10.95 10.95 - - 1224.75

- 63.45 - - - 1224.75

- 55.65 - - - 1224.75

- 177.45 - - - 1224.75

- 26.85 - - - 1224.75

- 63.05 63.05 - - 1224.75

- 157.85 - - - 1224.75

- 43.45 - - - 1224.75

- 208.2 - - - 1224.75

- 89.25 - - - 1224.75

- 14.95 - - - 1224.75

- 296.25 - - - 1224.75

- 133.9 - - - 1224.75

- 13.25 - - - 1224.75

- 2.65 2.65 - - 1224.75

- 36.9 - - - 1224.75

- 140.65 - - - 1224.75

Number of contracts

traded

Turnover in Lakhs

UnderlyingValue

Documents

Tata Power - FNO Analysis