Nifty future and option analysis

NIFTY FUTURE-OPTION ANALYSIS

Record updated for-.May/20/2013-NIFTY FUTURE-CMP(6196.1) is currently in SIDEWAYS trend . Yesterday the trend was STRONG BULL LOW VOLATALITY In May series Nifty future added 0.37 lakh position in Open Interest and this accounts to 0.14 % of Total Open Interest in May series.The Nifty May series is trading at 8.8 Rs premium to Underlying . In derivative cumulatively for all series contract Nifty future net added 0.84 lakh position in open interest and this accounts to 0.31 % of Total Open Interest in all series and cumulatively trading in average premium of 17.7 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 but writing of Put is slightly increasing at 6100 level The Nifty Put option is trading at premium so market is expecting bearishnes Yesterday Nifty Put option has added 873.73 lakh position and Nifty call option has added 694.25 lakh position in open interest on cumulative basis Moneyflow wise Nifty Put option has added Rs 16.07 crore in value and Nifty call option has shed Rs -7.53 crore in value on cumulative basis

RATIO

VALUE

TREND

NIFTY-FUTURE OPEN INTEREST-in lakh

275.12

increasing

NIFTY VOLATALITY- in %

17.6

decreasing

NIFTY FUTURE PREMIUM-DISCOUNT

17.7

decreasing

NIFTY PUT-CALL RATIO (position wise)

1.26

increasing

NIFTY PUT-CALL RATIO (money wise)

0.2

increasing

NIFTY PUT-CALL RATIO OF CURRENT STRIKE

0.78

increasing

NIFTY FUTURE OI/PUT OI

0.31

increasing

NIFTY FUTURE OI/CALL OI

0.4

increasing

For Using This Page

NIFTY FUTURE INTRADAY LEVEL

PIVOT

6253.15

6227.28

6211.69

6185.95

6180.51

6164.92

6139.05

NIFTY CALL AND PUT(STATICS)

OPTION TYPE

STRIKE

LTP

FAIR PRICE

% DIF

ATP

CHG_OI- lakhs

FLOW- lakhs

CARRY %

MAY-NIFTY CALL

6000

215.0

211.6

1.6

200.08

-2.59

-518.42

14.3

MAY-NIFTY CALL

6100

133.1

132.3

0.6

121.35

-2.7

-327.09

3.44

MAY-NIFTY CALL

6200

70.55

72.1

-2.1

62.45

3.87

241.97

1.8

MAY-NIFTY CALL

6300

31.1

33.3

-6.6

26.81

3.82

102.38

2.52

MAY-NIFTY CALL

6400

11.05

12.8

-13.9

9.31

-3.78

-35.23

4.91

MAY-NIFTY PUT

6000

20.0

11.4

75.0

24.31

4.49

109.09

3.23

MAY-NIFTY PUT

6100

38.8

32.0

21.3

45.74

5.33

243.86

2.99

MAY-NIFTY PUT

6200

72.7

71.5

1.7

82.58

11.53

951.99

10.57

MAY-NIFTY PUT

6300

131.5

132.5

-0.8

144.61

1.19

172.23

10.02

MAY-NIFTY PUT

6400

211.5

211.8

-0.2

225.12

-0.04

-8.56

2.6

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