MARKET OVERVIEW
· The India Volatility Index (VIX), a gauge for market's short term expectation of volatility increased by 1.81% and reached 14.48.
· Nifty December 2015 futures closed at 7785.10 on Tuesday at a discount of 1.00 point over spot closing of 7,786.10.
· Nifty January 2016 futures ended at 7816.75 at a premium of 30.65 points over spot closing.
· Nifty December futures saw contraction of 0.10 million (mn) units, taking the total outstanding open interest (OI) to 18.43 million (mn) units.
· The Nifty Put Call Ratio (PCR) finally stood at 0.90 for December month contract.
· The top five scrips with highest PCR on OI were ZEEL (1.35), Bajaj Finance (1.29), Lupin (1.14), JSW Steel (1.08) and HCL Technologies (1.01).
NIFTY OPTIONS
· Nifty calls, 7900 SP from the December month expiry was the most active call with an addition of 0.60 million open interests.
· Nifty puts, 7800 SP from the December month expiry was the most active put with a contraction of 0.52 million open interests.
· The maximum OI outstanding for Calls was at 8000 SP (7.60 mn) and that for Puts was at 7500 SP (5.27 mn).
STOCK FUTURES
· Long positions were witnessed in stocks like ARVIND & HDIL
· Short positions were witnessed in stocks like HINDZINK & NMDC
· From the most active contracts, Reliance Communications December 2015 futures traded at a discount of 0.20 points at 85.95 compared with spot closing of 86.15. The number of contracts traded were 12,448.
· SBI December 2015 futures traded at a discount of 0.20 points at 228.45 compared with spot closing of 228.65. The number of contracts traded were 12,362.
· ICICI Bank December 2015 futures traded at a discount of 0.95 points at 257.50 compared with spot closing of 258.45. The number of contracts traded were 22,166.
· Axis Bank December 2015 futures traded at a premium of 0.45 points at 446.70 compared with spot closing of 446.25. The number of contracts traded were 21,388.
· Tata Steel Industries December 2015 futures traded at a discount of 0.75 points at 256.65 compared with spot closing of 257.40. The number of contracts traded were 8,147.
To view the report please click here Derivatives Daily
Thanks & Regards,
LKP Advisory
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