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  • 8/9/2019 Stock Future and Options Tips for the Week

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    Nifty Ends Above The 5200 Mark-Bulls Cherish !

    21st Jun 2010 to 26th Jun 2010

    www.cap

    italvia.com

    WEEKLYDERIVATIVES REPORT

    www.capitalvia.com

    R E S E A R C H

    http://www.capitalvia.com/http://www.capitalvia.com/
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    R E S E A R C H

    Weekly Commodity Report1st March to 6th Mar 2010

    R E S E A R C HR E S E A R C H

    www.capitalvia.com | 2

    Spot Nifty 5262.60 5119.35 +2.72

    Volume 495235 474498 +4.37

    Last week the Nifty Index ended above its 5200 mark at 5262.60 gaining 2.72% but it struggled at its 5300

    levels and could not give a close above it. On the derivatives front we can see that the Nifty Future prices surged

    along with an overall addition of open interest but with decline in the cost of carry, this is an indication of some

    shorts being built at higher levels. For the coming week Nifty is likely to face Resistance at its 5345/5400 mark

    whereas on the downside Strong Support is seen in the range of 5200/5147/5100 Levels.

    Sentiment Indicator Nifty:

    Nifty Futures June

    Nifty CoC (%)

    5261.15 5116.85 +2.82

    -1.67 -1.37 -21.89

    Open Interest 33376700 31753500 +5.11

    Nifty Snap

    18th June 2010 11thJune 2010 %ChangeParticulars

    Weekly Report Derivatives21st Jun to 26th Jun 2010

    Derivative Wrap - Nifty

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    R E S E A R C H

    Weekly Commodity Report1st March to 6th Mar 2010

    R E S E A R C HR E S E A R C H

    www.capitalvia.com | 3

    Last Week the Bank Nifty Index ended with gains of 1.31% and ended at 9576 Mark. On the derivatives front

    we can see that the Bank Nifty Future prices ended in the positive terrain 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 Bank Nifty Index immediate Support is seen at 9465-9445 levels, a breach of this range can lead

    to further profit booking in it and in that case the next Support is seen at 9350/9250 Mark.

    Sentiment Indicator Bank Nifty:

    Spot Bank Nifty

    Bank Nifty Futures June

    BankNifty CoC (%)

    9537.75 9390.35 +1.56

    -24.45 -18.23 -34.11

    Open Interest 2116300 1580825 +33.87

    Volume 52926 53646 -1.34

    Bank Nifty Snap

    18th June 2010 11th June 2010 %ChangeParticulars

    9576.25 9451.75 +1.31

    Derivative Wrap - Bank Nifty

    Weekly Report Derivatives21st Jun to 26th Jun 2010

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    R E S E A R C H

    Weekly Commodity Report1st March to 6th Mar 2010

    R E S E A R C HR E S E A R C H

    www.capitalvia.com | 4

    Last Week the CNX IT Index along with other indices registered good gains. The Index outperformed and ended

    above its 6000 mark at 6006.95 gaining 4.66%. On the derivatives front we can see that the CNX IT Index

    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 CNX IT Index Support is seen at 5850-5820/5700 levels whereas Resistance is seen at 6080/6140 Levels.

    Sentiment Indicator CNX IT:

    18th June 2010 11th June 2010 %ChangeParticulars

    Spot CNX IT

    CNX IT Futures May

    CNX IT CoC (%)

    5998.35 5725.55 +4.76

    -8.70 -6.70 -29.85

    Open Interest 21050 11700 +79.91

    Volume 173 146 +18.49

    6006.95 5739.25 +4.66

    CNX IT Snap

    Derivative Wrap - CNX IT

    Weekly Report Derivatives21st Jun to 26th Jun 2010

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    R E S E A R C H

    Weekly Commodity Report1st March to 6th Mar 2010

    R E S E A R C HR E S E A R C H

    www.capitalvia.com | 5

    From the OI Concentration Chart (July Series) we can see that still maximum addition of open interest on the

    put options front is seen at strike price of 5000 indicating it as a strong support on the downside whereas on the

    call options front we can see that maximum accumulation of open interest is seen at strike price of 5400

    indicating it as resistance on the upside.

    Weekly Report Derivatives21st Jun to 26th Jun 2010

    Options Snap

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    www.capitalvia.com | 6

    R E S E A R C H

    Weekly Commodity Report1st March to 6th Mar 2010

    R E S E A R C HR E S E A R C H

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    with all estimates and forecasts, can change without notice.

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    Weekly Report Derivatives21st Jun to 26th Jun 2010

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