1. 19.11.2010
FII Net SELL in Indexfut 940 Cr and stock fut net BUY 363 Cr as on Thursday.
Although FIIs have formed short positions in the Index futures, they formed some longs
in the stock futures. They were net sellers of `453cr in the cash market segment
The Nifty Nov future closed at a discount of 15 points against a premium of 37 points in
last trading session. On the other hand Dec fut. closed at premium of 11 points.
The PCR-OI increased from 1.05 to 1.08 points.
The Implied volatility of At-the-money options increased from 19.00% to 19.50%.
Yesterday, unwinding was observed in many call options, and the 6000 and 6100 put
options.
Stock which are very good move with good open interest (OI) are like:
1) BHARTIARTL OI 4.43% Increase in price 0.46%
2) EDUCOMP OI 19.01% Increase in price 4.56%
3) HEROHONDA OI 0.17% Increase in price 1.46%
Decrease in price and increase in OI are like.
1) SUNPHARMA OI 3.81% With Decrease In Price 4.29 %
2) GRASIM OI 3.65 % With Decrease In Price 2.88 %
3) DRREDDY OI 3.82 % With Decrease In Price 0.81 %
4) BAJAJAUTO OI 3.86 % With Decrease In Price 0.81 %
5) ULTRACEMCO OI 8.44 % With Decrease In Price 0.52 %
6) SIEMENS OI 4.73% With Decrease In Price 4.01 %
7) JETAIRWAYS OI 7.79% With Decrease In Price 4.39 %
Other stocks with good OI with decrease in price are:
GESHIP,TRIVENI,ORCHIDCHEM,HINDUNILVR,ASHOKLEY