BANKNIFTY FUTURE-OPTION ANALYSIS

Record updated for-.May/20/2013-BANKNIFTY(13265.95) is currently in SIDEWAYS trend . Yesterday the trend was STRONG BULL In May series BANKNIFTY future added 0.77 lakh position in Open Interest and this accounts to -3.85 % of Total Open Interest in May series.The BANKNIFTY May series is trading at 51.15 Rs discount to Underlying . In derivative cumulatively for all series contract BANKNIFTY future net shed 0.59 lakh position in open interest and this accounts to -2.8 % of Total Open Interest in all series and cumulatively trading in average discount of 41.55 Rs to Underlying. The open interest is also increasing with trend In options activity mainly confined to lower puts even though put/call ratio is high At current price strike the activity is tilted to call side and writing of call is increasing
RATIO	VALUE	TREND
BANKNIFTY-FUTURE OPEN INTEREST-in lakh	21.1	increasing
BANKNIFTY VOLATALITY- in %	0.3	increasing
BANKNIFTY FUTURE PREMIUM-DISCOUNT	-41.6	decreasing
BANKNIFTY PUT-CALL RATIO (position wise)	1.61	increasing
BANKNIFTY PUT-CALL RATIO (money wise)	0.11	increasing
BANKNIFTY PUT-CALL RATIO OF CURRENT STRIKE	0.08	decreasing
BANKNIFTY FUTURE OI/PUT OI	0.73	increasing
BANKNIFTY FUTURE OI/CALL OI	1.18	increasing
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BANKNIFTY FUTURE LEVEL