Stock Futures and Options Reports for the Week(13th - 17th September '10)

8/8/2019 Stock Futures and Options Reports for the Week(13th - 17th September '10)

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Bul ls Int ensif y - Nif t y Shuts Shop Above 56!

13th Sep 2010 to 18th Sep 2010

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WEEKLYDERIVATIVES REPORT

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R ES EA R C H


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R E S E A R C H

Weekly Commodity Report1st March to 6th Mar 2010

R E S EA R C HR E S EA R C H

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Spot Nifty 5640.05 5479.40 +2.93

Volume 343949 253284 +35.79

The indices last week continued to escalate to test new 52 weeks high of 5647.45. The Nifty ended with gains

of nearly 3% and closed at 5640.05. On the derivatives front we can see that the Nifty futures prices surged

along with an overall addition of open interest but decline in the cost of carry in comparison to the previous

week, this is an indication of some shorts being built at higher levels. For the coming week Nifty immediate

support continues to exist in the zone of 5600-5550, below 5550 the next support range is seen at 5500-5472

mark whereas on the upside strong resistance is seen in the range of 5650-5750.

Sentiment Indicator Nif ty:

Nifty Futures ( Sept)

Nifty CoC (%)

5631.85 5484.90 +2.68

-2.52 +1.35 -286.67

Open Interest 41287700 36672450 +12.58

Nifty Snap

9th Sept . 2010 3rd Sept . 2010 %ChangeParticulars

Weekly Report Derivatives13th Sep to 18th Sep 2010

Derivat ive Wrap - Nif ty


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Last week the Bank Nifty index also continued its ride to test its all time highs of 11468.75. The Bank Nifty

ended with whooping gains of 4.14% and closed at 11446.70. On the derivatives front we can see that the

Bank Nifty Futures prices surged along with an overall addition of open interest but decline in the cost of carry,

this is an indication of some shorts being built at higher levels. For the coming week the Bank Nifty Index

support is seen at 11250-10931-107771 levels whereas Resistance is seen in the zone of 11720-11817, above

these levels the next psychological resistance is seen at 12000.

Sentiment Indicator Bank Nifty:

Spot Bank Nifty

Bank Nifty Futures (Sept)

BankNifty CoC (%)

11388.20 10977.70 +3.74

-8.88 -1.66 -434.94

Open Interest 2801678 2580275 +8.58

Volume 74316 33105 +124.48

Bank Nif ty Snap


11446.70 10991.20 +4.14

Derivat ive Wrap - Bank Nif ty



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The CNX IT Index last week showed good recovery after consolidating in the band of 5900-6100 levels. It ended

with weekly gains of nearly 4% at 6302. On the derivatives front we have seen that the CNX IT Futures prices

have surged along with overall shredding of open interest and decline in the cost of carry, this is an indication

that some profit booking was being witnessed at higher levels but overall long accumulation is seen in the

Index. For the coming week the CNX IT Index support is seen at its 6190 mark whereas on the upside Resistance

continues to exist at its all time high of 6344.35, above this mark the next resistance is seen at 6447/6510 levels.

Sent iment Indicator CNX IT:


Spot CNX IT

CNX IT Futures (Sept)

CNX IT CoC (%)

6285.80 6080.40 +3.37

-4.47 +0.96 -565.62

Open Interest 22750 26900 -15.43

Volume 356 308 +15.58

6302.00 6076.10 +3.71

CNX IT Snap

Derivat ive Wrap - CNX IT



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From the OI Concentration (Sept. Series) we can see that maximum addition of open interest on the call options

front is existent at strike price of 5600 & 5700 (with nearly 95.80 lakh and 1.19 crores shares outstanding in

open interest) indicating this as the resistance zone on the upside whereas on the put options front we have

seen maximum addition of open interest at strike price of 5600, 5500 and 5400 (with nearly 87.83 lakh, 1 crore

and 1.30 crores shares outstanding in open interest respectively) indicating it as a strong support levels on the

downside.

Opt ions Snap



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Stock Futures and Options Reports for the Week(13th - 17th September '10)

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