Sensex

Wednesday, February 03, 2010

Re: [Technical-Investor] options data 03 Feb 2010

 

FIIs buy 2954 crs in fno.............   take care in shorts
 
FII DERIVATIVES STATISTICS FOR 03-Feb-2010
  BUY SELL OPEN INTEREST AT THE END OF THE DAY
  No. of contracts Amt in Crores No. of contracts Amt in Crores No. of contracts Amt in Crores
INDEX FUTURES 145762 3602.26 46710 1155.07 590632 14897.12 2447.19
INDEX OPTIONS 111717 2794.22 111006 2785.24 1336483 33109.65 8.99
STOCK FUTURES 37838 1274.36 25722 822.33 775075 24856.02 452.02
STOCK OPTIONS 2080 55.26 314 8.73 26367 771.02 46.53
7726.09 4771.37 2954.73
Notes:
Both buy and sell positions have been considered
Options Value (Buy/Sell) = Strike price * Qty
Futures Value (Buy/Sell) = Traded Price * Qty
Value & Open Interest at the end of day:
Options Value (End of day) = Underlying Close Price * Qty
Futures Value (End of day) = Closing Futures Price * Qty  (closing price is the daily settlement price of futures contracts)



From: vish <vichooo_1999@yahoo.com>
To: technical-investor@yahoogroups.com
Sent: Wed, February 3, 2010 7:06:14 PM
Subject: [Technical-Investor] options data 03 Feb 2010

 

 
Options with increase in OI
 
Ticker Date/Time close ch in Pr %ch in Pr volume Open Int ch in vol ch in OI ch in OI % 
PE4800NIFTY0210 2/3/2010 63.50 (48.90) (43.51) 11,132,100 7,205,800 (1,823,550) 936,400 14.94
PE4900NIFTY0210 2/3/2010 98.55 (64.05) (39.39) 11,221,200 3,941,800 3,856,500 793,000 25.18
CE4700NIFTY0210 2/3/2010 259.40 68.80 36.10 625,050 895,700 300,600 325,150 56.99
CE5200NIFTY0210 2/3/2010 19.30 6.55 51.37 3,511,850 3,792,200 (43,750) 296,300 8.48
PE5000NIFTY0210 2/3/2010 148.35 (79.35) (34.85) 1,931,000 3,564,200 289,500 272,650 8.28
PE4700NIFTY0210 2/3/2010 40.00 (34.55) (46.34) 5,962,300 4,202,200 (844,700) 249,200 6.30
PE4600NIFTY0210 2/3/2010 23.80 (23.20) (49.36) 3,680,400 3,606,000 (1,153,050) 208,550 6.14
PE4300NIFTY0210 2/3/2010 5.35 (4.20) (43.98) 785,450 2,227,600 (456,200) 206,750 10.23
CE4900NIFTY0410 2/3/2010 242.20 46.95 24.05 176,150 131,300 174,000 127,700 3,547.22
PE4500NIFTY0210 2/3/2010 13.40 (14.45) (51.89) 2,536,850 3,439,700 (756,100) 110,350 3.31
PE4000NIFTY0310 2/3/2010 13.60 (3.65) (21.16) 178,450 853,900 73,650 107,850 14.46

Options with decrease in OI

 

Ticker Date/Time close ch in Pr %ch in Pr volume Open Int ch in vol ch in OI ch in OI % 
CE4800NIFTY0210 2/3/2010 185.10 55.40 42.71 2,559,300 2,401,400 (859,700) (501,150) (17.27)
CE4900NIFTY0210 2/3/2010 120.20 38.25 46.67 10,643,500 3,599,300 (963,250) (150,700) (4.02)
PE5200NIFTY0210 2/3/2010 292.60 (98.70) (25.22) 278,300 712,400 79,800 (117,650) (14.17)
PE5100NIFTY0210 2/3/2010 212.80 (88.50) (29.37) 336,350 1,478,600 81,650 (99,300) (6.29)
CE5800NIFTY0210 2/3/2010 1.15 (0.05) (4.17) 143,050 234,250 45,150 (53,200) (18.51)
PE5300NIFTY0210 2/3/2010 379.80 (101.50) (21.09) 47,900 365,750 21,500 (23,600) (6.06)
CE5900NIFTY0210 2/3/2010 1.10 0.10 10.00 118,400 203,450 47,850 (18,550) (8.36)
CE5700NIFTY0310 2/3/2010 9.95 2.90 41.13 175,050 1,258,500 57,350 (17,900) (1.40)
CE5600NIFTY0310 2/3/2010 13.15 3.35 34.18 110,200 617,150 17,550 (14,400) (2.28)
CE5300NIFTY0310 2/3/2010 45.70 10.55 30.01 299,150 1,315,550 59,500 (11,900) (0.90)

 

options with Max OI

 

Ticker Date/Time close ch in Pr %ch in Pr volume Open Int ch in vol ch in OI ch in OI % 
PE4800NIFTY0210 2/3/2010 63.50 (48.90) (43.51) 11,132,100 7,205,800 (1,823,550) 936,400 14.94
CE5000NIFTY0210 2/3/2010 71.50 23.85 50.05 12,680,500 5,053,050 1,624,900 89,450 1.80
PE4700NIFTY0210 2/3/2010 40.00 (34.55) (46.34) 5,962,300 4,202,200 (844,700) 249,200 6.30
PE4900NIFTY0210 2/3/2010 98.55 (64.05) (39.39) 11,221,200 3,941,800 3,856,500 793,000 25.18
CE5200NIFTY0210 2/3/2010 19.30 6.55 51.37 3,511,850 3,792,200 (43,750) 296,300 8.48
PE4600NIFTY0210 2/3/2010 23.80 (23.20) (49.36) 3,680,400 3,606,000 (1,153,050) 208,550 6.14
CE4900NIFTY0210 2/3/2010 120.20 38.25 46.67 10,643,500 3,599,300 (963,250) (150,700) (4.02)
PE5000NIFTY0210 2/3/2010 148.35 (79.35) (34.85) 1,931,000 3,564,200 289,500 272,650 8.28
PE4500NIFTY0210 2/3/2010 13.40 (14.45) (51.89) 2,536,850 3,439,700 (756,100) 110,350 3.31
CE5100NIFTY0210 2/3/2010 38.65 13.35 52.77 5,611,800 3,397,650 621,600 45,300 1.35

 

FII & DII Turnover (BSE + NSE)

(Rs. crore)
FII DII
Trade Date Buy Sales Net Buy Sales Net
3/2/10 2,335.86 1,939.73 396.13 1,003.21 1,002.75 0.46
2/2/10 2,475.64 2,930.65 -455.01 1,047.24 1,005.31 41.93
1/2/10 2,035.96 2,530.62 -494.66 1,130.61 930.78 199.83
Feb, 10 6,847.46 7,401.00 -553.54 3,181.05 2,938.84 242.21
Since 1/1/10   * 62,956.65 70,726.85 -7,770.20 42,185.33 29,721.06 12,464.27

* Data for DII turnover is since 16/4/07



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