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Prepared BY : Sand TIME INDEX EXPIRY CHG FUT %CHG FUT Change IN OI(15 min) SPOT PRICE FUTURE PRICE START

Nifty Signal

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Page 1: Nifty Signal

Prepared BY : Sandeep Negi

TIME INDEX EXPIRY CHG FUT %CHG FUT PREV OIChange IN OI(15 min)

SPOT PRICE

FUTURE PRICE

START

Page 2: Nifty Signal

CHANGE IN OI INTERPRETATIONSCURRENT OI

% CHANGE OI

PCR(Top 2 Traded option

Contract)

SIGNAL BASED ON FUTURE OI

CLEAR PREV. DATA

Page 3: Nifty Signal

--------

SIGNAL BASED ON

PCR

Page 4: Nifty Signal

Home » Market Insight » Derivatives » Most Active Contracts

Most Active Contracts

Summary Get Quotes

Select Most Traded Volume of FUTIDX of expiry date All .Symbol

NIFTY

BANKNIFTY

MINIFTY

NIFTY

MINIFTY

BANKNIFTY

MINIFTY

NIFTY

CNXIT

CNXIT

Market Information: Stock Filter | Bulk Deals | Monthly Gainers | 7 days Gainers | Closing Price Real Time Information: Concurrent Gainers / Losers | New 52 Weeks High / Low | 1/2 Hourly Gainers / Losers | Only Buyer NSE / BSEDerivatives: Summary | Get Quotes | Gainers / Losers | Active Calls / Puts | Active Shares / Values | Increase/Decrease in OIUseful Information: Newsletter | Sector Review | Board Meetings | Budget Coverage 2011 | Equity Research

Instrument Type Symbol Expiry Date Option Type Strike Price No of Contracts TradedOPTIDX NIFTY 26-May-11 CE 5800 554318OPTIDX NIFTY 26-May-11 CE 5700 500218OPTIDX NIFTY 26-May-11 CE 5900 371427OPTIDX NIFTY 26-May-11 CE 6000 239139OPTIDX NIFTY 26-May-11 CE 5600 245578OPTIDX NIFTY 26-May-11 CE 6100 142473

Page 5: Nifty Signal

OPTIDX NIFTY 26-May-11 CE 6200 50010OPTIDX NIFTY 26-May-11 CE 5500 38506OPTIDX NIFTY 26-May-11 CE 6300 28331OPTIDX NIFTY 30-Jun-11 CE 6000 17597

Instrument Type Symbol Expiry Date Option Type Strike Price No of Contracts TradedOPTIDX NIFTY 26-May-11 PE 5600 439294OPTIDX NIFTY 26-May-11 PE 5700 301999OPTIDX NIFTY 26-May-11 PE 5500 292170OPTIDX NIFTY 26-May-11 PE 5400 194778OPTIDX NIFTY 26-May-11 PE 5300 122748OPTIDX NIFTY 26-May-11 PE 5800 96031OPTIDX NIFTY 26-May-11 PE 5200 69179OPTIDX NIFTY 26-May-11 PE 5900 21054OPTIDX NIFTY 30-Jun-11 PE 5400 22072OPTIDX NIFTY 30-Jun-11 PE 5600 18817

Page 6: Nifty Signal

Gainers / Losers Active Calls / Puts

Market Information: Stock Filter | Bulk Deals | Monthly Gainers | 7 days Gainers | Closing Price Real Time Information: Concurrent Gainers / Losers | New 52 Weeks High / Low | 1/2 Hourly Gainers / Losers | Only Buyer NSE / BSEDerivatives: Summary | Get Quotes | Gainers / Losers | Active Calls / Puts | Active Shares / Values | Increase/Decrease in OIUseful Information: Newsletter | Sector Review | Board Meetings | Budget Coverage 2011 | Equity Research

Contract Value(Rs. lakhs) Last Traded Price Open Interest Value of Underlying1622413.95 27.5 5927100 5562.051446102.73 51.55 5090500 5562.051100957.91 13.9 5746300 5562.05

719131.63 7.15 6804150 5562.05701480.05 89 3665750 5562.05435002.84 3.65 5832850 5562.05

Page 7: Nifty Signal

155110.77 2.5 2825900 5562.05109034.55 140.1 1392300 5562.05

89271.83 2 1339050 5562.0553234.27 34 1795500 5562.05

Contract Value(Rs. lakhs) Last Traded Price Open Interest Value of Underlying1251238.9 129.4 5975200 5559.4881026.21 189.95 4210750 5559.4812908.97 83.55 4583300 5559.4529744.54 51.7 4323700 5559.4326625.68 29.25 4378950 5559.4288059.39 262 2693250 5559.4180280.13 17 3462250 5559.4

65117.28 348.15 713400 5559.460727.91 120.5 1778250 5559.4

54254.4 199.6 1544650 5559.4

Page 8: Nifty Signal

Active Contracts Increase / Decrease in OI

Page 9: Nifty Signal

Please wait...

Expiry Date LTP Underlying Change / High / Average Contracts / Open OI Change /Value %Change Low Price Value Interest %OI Change

26-May-11 5562.25 5562.05 -163.15 5726 5641.23 534463 28920900 5291150-2.85% 5560 1507514.35 22.39%

26-May-11 10932 10912.75 -352 11380 11116.01 124988 1892925 775100-3.12% 10866.15 347341.96 69.34%

26-May-11 5563 5562.05 -162.9 5725 5645.52 71020 1205900 399540-2.84% 5560.05 80188.97 49.55%

30-Jun-11 5576 5562.05 -163.85 5739 5646.56 15660 1092450 258950-2.85% 5574 44212.56 31.07%

30-Jun-11 5574 5562.05 -165.6 5760.65 5652.58 6345 155460 39720-2.89% 5574 7173.12 34.32%

30-Jun-11 10904.1 10912.75 -343.9 11340 11037.33 2663 60150 26975-3.06% 10835 7348.1 81.31%

28-Jul-11 5592.9 5562.05 -162.2 5759.85 5661.7 1608 22700 18100-2.82% 5592.9 1820.8 393.48%

28-Jul-11 5592 5562.05 -167.05 5758 5679.08 1514 119800 100650-2.90% 5590.35 4299.06 525.59%

26-May-11 6605 6632.5 -126 6759 6678.71 506 32900 8150-1.87% 6605 1689.71 32.93%

30-Jun-11 6590 6632.5 37.95 6630 6586.96 68 2900 28500.58% 6550.05 223.96 5700.00%

Page 10: Nifty Signal

combined Symbol Expiry Date LTP Underlying Change / High / AverageValue %Change Low Price

NIFTY|40689 NIFTY 26-May-11 5562.25 5562.05 -163.15 5726 5641.230 0 -2.85% 5560 0

BANKNIFTY|40689 BANKNIFTY 26-May-11 10932 10912.75 -352 11380 11116.010 0 -3.12% 10866.15 0

MINIFTY|40689 MINIFTY 26-May-11 5563 5562.05 -162.9 5725 5645.520 0 -2.84% 5560.05 0

NIFTY|40724 NIFTY 30-Jun-11 5576 5562.05 -163.85 5739 5646.560 0 -2.85% 5574 0

MINIFTY|40724 MINIFTY 30-Jun-11 5574 5562.05 -165.6 5760.65 5652.580 0 -2.89% 5574 0

BANKNIFTY|40724 BANKNIFTY 30-Jun-11 10904.1 10912.75 -343.9 11340 11037.330 0 -3.06% 10835 0

MINIFTY|40752 MINIFTY 28-Jul-11 5592.9 5562.05 -162.2 5759.85 5661.7

INDEX/SECURITY EXPIRY SPOT PRICE CHG FUT %CHG FUT PREV OI

Nifty 26-May-11 5562.05 5562.25 -163.15 -2.85% 23629750 28920900

PCR (top Traded Contract 0.92

trader contract CE traded contr PE traded contr554318 5927100 439294 5975200500218 5090500 301999 4210750371427 5746300 292170 4583300239139 6804150 194778 4323700245578 3665750 122748 4378950142473 5832850 96031 2693250

50010 2825900 69179 346225038506 1392300 21054 71340028331 1339050 22072 177825017597 1795500 18817 1544650

554318 5927100 439294 5975200500218 5090500 301999 4210750

total 11017600 10185950

FUTURE PRICE

CURRENT OI

Page 11: Nifty Signal

Contracts / Open OI Change /Value Interest %OI Change

534463 28920900 52911501507514 0 22.39%

124988 1892925 775100347342 0 69.34%

71020 1205900 39954080188.97 0 49.55%

15660 1092450 25895044212.56 0 31.07%

6345 155460 397207173.12 0 34.32%

2663 60150 269757348.1 0 81.31%

1608 22700 18100

INTERPRETATIONS

5291150 22.39% FRESH SHORT BUILDING

CHANGE IN OI

% CHANGE OI

Page 12: Nifty Signal

OM SAI RAM

DIWALI GIFT FOR NITIN POTADE, MAHIM, MUMBAI.NIFTY SPOT

5200SR.NO. TYPE STRIKE PRICE ACTION DATA ENTRY_PRICE TAG

"CE" OR "PE" ( 1 ) PE 5100 LONG PE5100 50.00 OTM"CE" OR "PE" ( 2 ) CE 5000 SHORT CE5000 250.00 ITMFUTURE ONLY ( 3 ) FUTURE LONG FUTURE 5100.00

YOU WILL GET APPROX PROFIT & LOSS AT EXPIRY AT THE NIFTY SPOT LEVEL AS PER "J" COLUMN.INSTRUCTIONS - 1. MENTION CE / PE / 0 IN TYPE, MENTION STRIKE PRICE, ACTION AS LONG OR SHORT2. MENTION CURRENT PRICE AS ENTRY PRICE3. NIFTY SPOT UNDER "NIFTY SPOT"4. USE SR.NO. 1 & 2 FOR CALL (CE) & PUT (PE)5. USE SR.NO. 3 FOR FUTURE ONLY.6. ANY COLUMN UNDER YELLOW COLOR SHOULD NOT BE BLANK7. IF YOU ARE NOT USING ANY OF 3, PUT 0 (ZERO) UNDER TYPE.PLEASE CHECK & IF YOU FIND ANY DISCREPENCIES, PLEASE REPORT.PLEASE TAKE YOUR OWN DECISION. ALL THE BEST.

Page 13: Nifty Signal

PL_01 PL_02 PL_03 TOTAL_PL

4700 ### 350.00 250.00 -400.00 200.00

4750 ### 300.00 250.00 -350.00 200.00

4800 ### 250.00 250.00 -300.00 200.00

4850 ### 200.00 250.00 -250.00 200.00

4900 ### 150.00 250.00 -200.00 200.00

4950 ### 100.00 250.00 -150.00 200.00

5000 ### 50.00 250.00 -100.00 200.00

5050 ### 0.00 200.00 -50.00 150.00

5100 ### -50.00 150.00 0.00 100.005150 ### -50.00 100.00 50.00 100.00

5200 ### -50.00 50.00 100.00 100.00

5250 ### -50.00 0.00 150.00 100.005300 ### -50.00 -50.00 200.00 100.005350 ### -50.00 -100.00 250.00 100.005400 ### -50.00 -150.00 300.00 100.005450 ### -50.00 -200.00 350.00 100.005500 ### -50.00 -250.00 400.00 100.005550 ### -50.00 -300.00 450.00 100.00

5600 ### -50.00 -350.00 500.00 100.00

5650 ### -50.00 -400.00 550.00 100.00

5700 ### -50.00 -450.00 600.00 100.005750 ### -50.00 -500.00 650.00 100.005800 ### -50.00 -550.00 700.00 100.00

SPOT PRICE AT EXPIRY