NIFTY FUTURE-OPTION ANALYSIS

Record updated for-.Feb/23/2012-NIFTY FUTURE-CMP(5518.1) is currently in BULL trend . Yesterday the trend was VERY STRONG BEAR In Feb series Nifty future shed 5.82 lakh position in Open Interest and this accounts to -3.68 % of Total Open Interest in Feb series.The Nifty Feb series is trading at 12.75 Rs premium to Underlying . In derivative cumulatively for all series contract Nifty future net added 59.65 lakh position in open interest and this accounts to 15.88 % of Total Open Interest in all series and cumulatively trading in average premium of 53.02 Rs to Underlying. The open interest is also increasing with trend

NIFTY FUTURE LEVEL-Feb/23/2012

R3	R2	R1	PIVOT	S1	S2	S3
5648.98	5589.62	5553.86	5550.97	5482.34	5446.58	5387.22

NIFTY OPTION ANALYSIS-NIFTY CALL-NIFTY PUT

Record updated for-.Feb/23/2012- 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 but writing of Put is slightly increasing at 5500 level The Nifty Put option is trading at discount so sentiment at lower level seems cautious Yesterday Nifty Put option has added 996.61 lakh position and Nifty call option has added 614.06 lakh position in open interest on cumulative basis Moneyflow wise Nifty Put option has added Rs 23.93 crore in value and Nifty call option has shed Rs -13.6 crore in value on cumulative basis

NIFTY FUTURE-NIFTY OPTION(STATICS)

NIFTY FUTURE RATIO'S	VALUE	TREND
NIFTY-FUTURE OPEN INTEREST-in lakh	375.67	increasing
NIFTY VOLATALITY- in %	26.8	increasing
NIFTY FUTURE PREMIUM-DISCOUNT	53	decreasing
NIFTY PUT-CALL RATIO (position wise)	1.62	increasing
NIFTY PUT-CALL RATIO (money wise)	0.31	increasing
NIFTY PUT-CALL RATIO OF CURRENT STRIKE	0.79	increasing
NIFTY FUTURE OI/PUT OI	0.38	increasing
NIFTY FUTURE OI/CALL OI	0.61	increasing

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NIFTY CALL - NIFTY PUT(STATICS)

OPTION TYPE	STRIKE	LTP	FAIR PRICE	% DIF	ATP	CHG_OI- lakhs	FLOW- lakhs	CARRY %
MAR-NIFTY CALL	5300	335.0	330.1	1.5	368.61	0.46	168.46	21.14
MAR-NIFTY CALL	5400	264.5	265.4	-0.4	294.05	0.11	33.23	3.42
MAR-NIFTY CALL	5500	200.9	209.1	-3.9	226.04	0.03	6.44	0.31
MAR-NIFTY CALL	5600	148.0	161.3	-8.2	177.9	6.98	1241.94	23.99
MAR-NIFTY CALL	5700	103.0	121.7	-15.4	123.19	2.36	290.49	12
MAR-NIFTY PUT	5300	80.55	83.5	-3.5	67.01	5.75	385.51	20.88
MAR-NIFTY PUT	5400	106.7	118.0	-9.6	91.88	3.25	299.03	11.66
MAR-NIFTY PUT	5500	143.2	160.9	-11.0	123.2	4.07	501.28	12.85
MAR-NIFTY PUT	5600	187.0	212.3	-11.9	155.86	1.83	285.39	7.48
MAR-NIFTY PUT	5700	241.5	271.9	-11.2	204.37	0.99	202.53	20.12

Note:The fair price given here is the fair price for next trading days for flat opening

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