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8/4/2019 Derivatives Report 23rd August 2011
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8/4/2019 Derivatives Report 23rd August 2011
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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
8/4/2019 Derivatives Report 23rd August 2011
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Derivative Report | India Research
For Private Circulation O nly SEBI Registration No: INB 010996539 3
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
DISCLAIMER
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Derivative Research Team