stock futures and options reports for the week (27th - 31st december - 2010)

8/8/2019 Stock Futures and Options Reports for the Week (27th - 31st December - 2010)

1/5

WEEKLY

REPORT

DERIVATIVES

www

capi t al vi acom

Global Research Limited

27th Dec 2010 - 01st Jan 2011

Volatility Lessens - Nifty Manages to Close above the 6K !


2/5

Nifty Futures (Dec)

6011.60 5948.75

+9.28

6037.20 5966.80

+1.05

+26.31 +7.91

+1.18

28664600 26229700

+232.61

Spot Nifty

Nifty CoC (%)

Open Interest

Last week the Nifty Index ended with gains of more than a percent at

6011.60 mark. On the derivatives front we have seen that the Nifty

Futures prices surged along with an overall addition of open interestand increase in the cost of carry, this is an indication of longs being

accumulated at lower levels. For the coming week immediate resistance

for Nifty is seen at 6045/6070 mark, sustenance above the 6070 mark

decisively can continue the upward march in it and in that case the next

resistance is seen at 6145/6180 mark. On the downside support is seen

at 5900/5850 mark.

Derivative Wrap - Bank Nifty

Sentiment Indicator Nifty

R E S E A R C H

Particulars 24th Dec. 2010 16th Dec. 2010 %Change

www.capitalvia.com | 2

Bank Nifty Futures (Dec)

11477.05 11424.15

+15.74

11533.85 11473.75

+0.46

+30.10 +11.32

+0.52

1597075 1379850

+165.90

Spot Bank Nifty

Bank Nifty CoC (%)

Open Interest

The Bank Nifty Index last week closed almost flat at 11477.05. On the

derivatives front we have seen that the Bank Nifty Futures prices have

ended with nominal gains along with an overall addition of open

interest and increase in the cost of carry, this is an indication of some

longs being built in the Index at lower levels. For the coming week asmentioned last week also, the Bank Nifty Index would continue to face

resistance at its 11700-11900 band whereas on the downside support

continues to exist at 11147/10543 levels.

Sentiment Indicator Bank Nifty

Particulars 24th Dec. 2010 16th Dec. 2010 %Change

Derivatives27th Dec 2010 - 01st Jan 2011

Derivative Wrap - Nifty

339486 501085 -32.25Volume

45484 109287 -58.38Volume


3/5

R E S E A R C H

Options SnapFrom the OI Concentration (Jan. Series)

we can see that the maximum addition of

open interest on the call options front is

existent at strike price of 6100-6300

indicating this range to act as immediate

resistance on the upside whereas on the

put options front addition of open interest

is seen at strike price of 5800 indicating it

as the strong support on the downside.

Derivative Wrap - CNX IT

CNX IT Futures (Dec)

Spot CNX IT

CNX IT CoC (%)

Open Interest

The CNX IT Index last week continued its outperformance and ended

with gains of nearly 2% at 7353.65. On the derivatives front we have

seen that the CNX IT futures prices ended with gains along with overalladdition of open interest and increase in the cost of carry, this is an

indication of longs being built at lower levels. For the coming week

resistance for the index continues to exist at 7400/7450 mark whereas

on the downside support is seen at 7255/7170/7135 levels.

Particulars

7353.65

7370.60

+14.02

31400

Sentiment Indicator CNX IT

24th Dec. 2010

7211.80

+33.90

7232.05

+1.97

+7.32

+1.92

23450

+91.53

16th Dec. 2010 %Change



Volume 262 352 -25.57


4/5

R E S E A R C H

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stock futures and options reports for the week (27th - 31st december - 2010)

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