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Derivative Commentary
Feb 03, 2012
Nifty February 2012 futures above 5300
Nifty February 2012 futures were at 5339, at a premium of 13.15 points compared to spot closing of 5325.85. Turnover on NSE's futures & options (F&O) segment declined to Rs 95491.94 crore from Rs
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Top Gainers
Underlying Expiry Date Last Price Chg%
PIRHEALTH 29-Mar-12 436.10 11.95  
3IINFOTECH 23-Feb-12 18.50 11.78  
ORCHIDCHEM 23-Feb-12 194.70 11.38  
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Top Losers
Underlying Expiry Date Last Price Chg%
RCOM 26-Apr-12 95.15 -6.76  
IVRCLINFRA 26-Apr-12 56.45 -3.34  
EKC 23-Feb-12 39.15 -3.33  
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Most Active Contracts (Futures)
Symbol Exp Dt Strike Price No.Of Contract
NIFTY 23-Feb-12 293,530 78,164,837,525
BANKNIFTY 23-Feb-12 71,811 18,192,688,504
SBIN 23-Feb-12 25,400 6,677,501,250
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Most Active Contracts (Options)
Symbol Exp Dt Strike Price No.Of Contract
NIFTY 23-Feb-12 5,200 309,923
NIFTY 23-Feb-12 5,300 298,341
NIFTY 23-Feb-12 5,400 281,584
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Put Call Ratio
Date Call Put Ratio
02-Feb-2012 257747230 171401970 0.67
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|  Mar 12   |  Apr 12   |  Feb 12  
Nifty Futures ( OI )
Exp Dt OI OI Chg%
26 Apr 12 336,850.00 45.29
29 Mar 12 2,580,300.00 1.63
23 Feb 12 22,525,100.00 2.86
Nifty Futures
Exp Dt LTP Traded Val
Feb 23 5,339.00 293,530
Mar 29 5,364.15 14,356
Apr 26 5,386.80 2,953
Most Active Call
Underlying Strike Price No : Contracts Traded
NIFTY 5,300.00 14917050
NIFTY 5,400.00 14079200
NIFTY 5,500.00 8785300
NIFTY 5,600.00 5499300
NIFTY 5,200.00 4747350
NIFTY 5,700.00 2899650
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Most Active Put
Underlying Strike Price No : Contracts Traded
NIFTY 5,200.00 15496150
NIFTY 5,100.00 10092600
NIFTY 5,300.00 9140100
NIFTY 5,000.00 6923400
NIFTY 4,900.00 5007900
NIFTY 4,800.00 4692350
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