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Derivatives daily market overview (18 Oct 17) - IndiaNotes.com
Derivatives daily market overview (18 Oct 17)
LKP Securities | Published: 18 Oct, 2017  | Source : IndiaNotes.com

The India Volatility Index (VIX), a gauge for market’s short term expectation of volatility increased by 2.65% and reached 11.61 Nifty October 2017 futures closed at 10253.70 on Tuesday at a premium of 19.25 points over spot closing of 10234.45.


Nifty November 2017 futures ended at 10285.30 at a premium of 50.85 points over spot closing.


Nifty October futures saw an addition of 0.04 million (mn) units, taking the total outstanding open interest (OI) to 26.79 mn units.


The Nifty Put Call Ratio (PCR) finally stood at 1.67 for October month contract.


The top five scrips with highest PCR on OI were Cholamandalam Investment and Finance Company (5.54), Oracle Financial Services Software (1.87), Bharti Airtel (1.74), Ramco Cements (1.83) and Torrent Pharmaceuticals (1.75).


From the most active contracts, Axis Bank October 2017 futures traded at a premium of 2.30 point at 513.80 compared with spot closing of 511.50. The numbers of contracts traded were 20,891.


Bharti Airtel October 2017 futures traded at a premium of 2.70 points at 467.70 compared with spot closing of 465.00. The numbers of contracts traded were 14,215.


Reliance Industries October 2017 futures traded at a premium of 2.50 points at 877.30 compared with spot closing of 874.80.


The numbers of contracts traded were 12,031. Bajaj Auto October 2017 futures traded at a premium of 15.20 points at 3270.30 compared with spot closing of 3255.10. The numbers of contracts traded were 11,992.


Idea Cellular October 2017 futures traded at a premium of 0.30 points at 90.05 compared with spot closing of 89.75. The numbers of contracts traded were 11,680.

 

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About LKP Securities

What started as one of India’s first securities brokerage houses in 1948 is today one of the country’s largest multi dimensional financial services group. LKP Securities is a Non Banking Finance Company (NBFC) registered with Reserve Bank of India & a listed public limited company having a networth of Rs.142 crores as on FY10. They are India's first financial group to be awarded the prestigious ISO 9002 certified KPMG Quality Registrar, USA, for certain businesses.

 

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Disclaimer: The author has taken due care and caution to compile and analyse the data. The opinions expressed above are only the views of the author, and not a recommendation to buy or sell. Neither the author nor IndiaNotes.com accept any liability whatsoever arising from the use of any of the above contents.