Monday, 30 November 2015

TRADE STATS OF 30 NOV 2015

As on Nov 30, 2015 15:30:45 IST
Product
No. of contracts
Turnover (cr.)*
Premium
Turnover (cr.)
Index Futures
1,83,358
10,434.94
-
Vol Futures
0
0.00
-
Stock Futures
5,26,257
28,051.41
-
Index Options
12,51,332
74,484.88
761.85
Stock Options
1,84,660
10,290.91
241.85
F&O Total
21,45,607
1,23,262.15
1,003.70

Wednesday, 25 November 2015

Upcoming Derivatives Expiry 26 nov 2015

The Nifty, which managed to reclaim its level 0f 7,800-7,850 this past week, will be watched keenly as volatility is expected to increase ahead of the expiry of November futures & options contracts due on Thursday, November 26.
Parliament’s upcoming winter session and the derivatives’ expiry are set to rock the equity markets during next week’s trading session. As per market observers, with the end of the earnings season, investors will be glued to political developments to see whether the government is able to pass key economic legislation during the winter session that begins on November 26 and will run till December 23.
Markets will now look forward to political cues such as the passing of key bills and the government’s stance towards the opposition in ensuring the winter session is not wasted, Last week, the government’s efforts to reach out to the opposition before the crucial winter session to get the Goods and Services Tax (GST) bill passed cheered the equity markets.
Other than the winter session, there were concerns over an extended rate hikes in the US The US Fed held an 'unscheduled' meet on Monday. The meet precedes the Federal Reserve policy meet in December, when a rate hike is expected to be announced.
The US central bank has given signs that it might go in for a series of gradual rate hikes starting from December.
However, in the short term, higher interest rates in the US are expected to lead away FPIs (Foreign Portfolio Investors) from emerging markets such as India.
Besides a US rate hike, the derivatives expiry slated for Thursday has caused some nervousness, as Securities and Exchange Board of India (SEBI) has reduced the lot size in futures and options (F&O) segment which has resulted in lower volumes.
This has indirectly rubbed on the trading dynamics of the cash segment.
"We expect markets to continue to remain under pressure

Monday, 23 November 2015

TRADE STATS OF 23 NOV 2015


As on Nov 23, 2015 15:30:15 IST
Product
No. of contracts
Turnover (cr.)*
Premium
Turnover (cr.)
Index Futures
3,68,542
20,896.75
-
Vol Futures
1
0.08
-
Stock Futures
11,58,844
57,633.36
-
Index Options
38,40,300
2,23,665.22
1,199.70
Stock Options
2,95,009
15,217.50
148.01
F&O Total
56,62,696
3,17,412.92
1,347.71

Friday, 20 November 2015

TRADE STATS OF 20 NOV 2015


As on Nov 20, 2015 15:30:45 IST
Product
No. of contracts
Turnover (cr.)*
Premium
Turnover (cr.)
Index Futures
3,79,982
21,289.41
-
Vol Futures
0
0.00
-
Stock Futures
7,50,999
37,748.72
-
Index Options
49,26,222
2,87,146.13
1,471.02
Stock Options
3,62,435
18,463.48
195.07
F&O Total
64,19,638
3,64,647.74
1,666.09

Tuesday, 17 November 2015

RELCAPITAL CONDOR STRATEGY


BUY RELCAPITAL 390 CALL @17.8
BUY RELCAPITAL 400 CALL @12.5
BUY RELCAPITAL 410 CALL @ 7.9

BUY RELCAPITAL 420 CALL @ 4.2
Total Investment=2660
Maximum returns possible=12340
 Pay off table:

call option
closing price
profit from I
profit from IV
loss from II
loss from III
gross return
payoff
4.2
375
0
0
0
0
0
-2660
4.2
380
0
0
0
0
0
-2660
4.2
385
0
0
0
0
0
-2660
4.2
390
0
0
0
0
0
-2660
4.2
395
7500
0
0
0
7500
4840
4.2
400
15000
0
0
0
15000
12340
4.2
405
22500
0
7500
0
15000
12340
4.2
410
30000
0
15000
0
15000
12340
4.2
415
37500
0
22500
7500
7500
4840
4.2
420
45000
0
30000
15000
0
-2660
4.2
425
52500
7500
37500
22500
0
-2660
4.2
430
60000
15000
45000
30000
0
-2660
4.2
435
67500
22500
52500
37500
0
-2660
4.2
440
75000
30000
60000
45000
0
-2660
4.2
445
82500
37500
67500
52500
0
-2660