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Index Futures	Index Options	Stock Options

Index Futures-07 November 2001

Index Futures

Sensex Futures

Volumes at Sensex futures remained higher today compared to yesterday. Cost of carry for the near month series remained negative indicative of a further fall in the next few days. The cost of carry for December and January series remained positive.

The open interest for the near month series increased by 2600 units, while that of the December series increased by 50 units. The open interest for the January series increased by 900 units.

Sensex Futures
Series	Close	Previous Close	Change	Volume	Value in lakh	Open Interest	Change OI
BSXNOV2001	2986.6	3086.3	-99.7	9950	300.89	14700	2600
BSXDEC2001	3051.1	3107.5	-56.4	650	19.63	4200	50
BSXJAN2002	3077.1	3134	-56.9	1500	45.41	1650	900

Nifty Futures:

The cost of carry for Nifty futures improved slightly. However, it continued in the negative territory for all three. This indicates a bearish investor outlook near-term.

Open interest for the November series increased by 34000 units. The open interest for December series increased by 16200 units, while that of the January series increased by 3600 units.

Nifty Futures
Exp Date	Open	High	Low	Volumes	Value	Open Interest	Change OI
29.11.01	996.7	999	973.1	1338200	1318498570	982600	34000
27.12.01	994.9	996	973.55	175600	172566780	211200	16200
31.01.02	994.9	994.9	975	25000	24558790	44800	3600

Index Options-07 November 2001

Source: IRIS (07 November 2001)

Nifty Options:

As indices slipped throughout the day, volumes at the near month put options continued to gain. The premiums also increased for put options compared to call options, indicating a bearish outlook.

November 1000 call witnessed trading of 75600 contracts for premiums ranging between Rs 9.75 and Rs 21.95. The November 1000 put traded for premiums ranging between Rs 24 and Rs 36 and . This shows that investors are shifting to put options in anticipation of a fall.

Nifty Options
Exp Date	Strike Price	Option Type	Open	High	Low	Volume	Value	Open Interest
Options ending in November
29.11.01	900	CE	94	94	76	1800	1781650	28800
29.11.01	920	CE	75	84	64	1000	991210	10600
29.11.01	940	CE	59.05	59.05	40.4	2200	2179640	71000
29.11.01	960	CE	43	43	25.5	16000	15917630	156200
29.11.01	980	CE	29.3	31.5	14.5	75600	75682640	162800
29.11.01	1000	CE	21.95	21.95	9.75	79800	80911060	293800
29.11.01	1020	CE	10.75	11	5	34000	34956630	171600
29.11.01	1040	CE	6	6	3.65	3400	3553010	93000
29.11.01	900	PE	1	1	1	200	180200	33600
29.11.01	920	PE	3.15	3.9	3	600	554010	21400
29.11.01	940	PE	3	7.6	3	2000	1892890	78400
29.11.01	960	PE	8.05	13.25	8.05	34800	33804930	110200
29.11.01	980	PE	15.5	22.9	15.5	19000	18989440	83600
29.11.01	1000	PE	24	36	24	39200	40392110	52800
29.11.01	1020	PE	43.95	48.65	39	11600	12364360	7800
Options ending in December
27.12.01	1000	CE	19.25	25	16	3800	3884600	1400

Stock Options-07 November 2001

Source: IRIS (07 November 2001)

BSE Stock Options

Following heavy profit booking in the cash market, activity in stock options market remained confined to call options.

While auto major Mahindra & Mahindra dipped in the cash market, it topped the volumes chart on BSE options segment. A total number of 12500 units changed hand at this counter. While scrip lost Rs 4.75 in cash market today, at the options market premium of two November series shed Rs 2 and Rs 4.

Cement major L & T was another active scrip in BSE option market, which dipped today. The stock lost Rs 2.60 at Rs 174.60 in the cash market. At the options market only at-the-money call options were traded during the day.

BSE Stock Options
Series	High	Low	Volume	Value	Open Interest	Change OI
DIGCNOV00320	30	30	400	140000	400	400
GRSCNOV00280	2	2	700	197400	700	700
INFCNOV02800	200	200	100	300000	100	0
LNTCNOV00180	7.8	5.75	3000	561350	2000	1000
LNTCNOV00160	17	17	2000	354000	3000	0
MNMCNOV00075	17	15	7500	685000	7500	7500
MNMCNOV00080	12.9	9	5000	454750	0	0
RBXCNOV00660	50	50	500	355000	1000	500
SOTCNOV00130	11.5	10	1800	253770	1800	600
TELCNOV00085	6	6	3300	300300	13200	3300
TPWCNOV00120	9	9	1600	206400	1600	1600
VSNCNOV00250	10	10	700	182000	700	700

NSE Stock Options:

Dr Reddys's: The scrip remained firm in the cash market on renewed buying interest, closing at Rs 1015. At the options market, call options dominated a major part of the volumes. Premiums also increased for at-the-money contracts.

Infosys: After a firm opening, the scrip retreated into negative zone, closing at Rs 2802. In the options market, premiums declined for the near-month series. Volumes, however, remained higher for in-the-money call options.

Reliance Petroleum: The stock, after ruling in positive zone for a major part of the day, ended in negative zone at Rs 30.75. At the options market, however, near month call options remained in the limelight with premiums and open interest both recording gains.

NSE Stock Options
Exp date	Strike Price	Option Type	Open	High	Low	Volume	Value	Open Interest
ACC
29.11.01	120	CA	24	24	24	1500	216000	93000
29.11.01	130	CA	17.6	18.25	13.1	51000	7441875	193500
29.11.01	140	CA	10	10.7	6.6	220500	32807550	475500
29.11.01	150	CA	6.2	6.2	3.6	139500	21598125	373500
29.11.01	160	CA	2.4	2.7	1.55	33000	5353875	90000
29.11.01	120	PA	0.6	0.8	0.6	6000	724425	102000
29.11.01	130	PA	1.4	2.55	1.4	48000	6331350	246000
29.11.01	140	PA	3.95	5.65	3.5	127500	18445125	196500
29.11.01	150	PA	8.1	11.9	8.1	18000	2873625	3000
BHEL
29.11.01	130	CA	26.25	26.5	18.5	6000	914640	13200
29.11.01	140	CA	14	18.5	12.4	20400	3185280	20400
29.11.01	150	CA	8.5	10	6.9	57600	9115020	55200
29.11.01	160	CA	4	4	3.3	6000	980940	1200
29.11.01	140	PA	2.1	2.1	2.1	1200	170520	2400
29.11.01	150	PA	3	3.95	3	2400	368340	2400
Digital Equipment
29.11.01	220	CA	130	130	130	400	140000	800
29.11.01	240	CA	107	110	82.1	17600	5815940	1600
29.11.01	260	CA	89	90	68.5	8400	2864340	7200
29.11.01	280	CA	67	70	50	28400	9729600	23200
29.11.01	300	CA	52.4	54	36	57200	19828880	50400
29.11.01	320	CA	38.5	39.75	22.5	78400	27576480	78000
29.11.01	340	CA	25.9	29.6	13.2	86800	31309440	58800
29.11.01	360	CA	18	18.5	9	27200	10188400	24800
29.11.01	380	CA	8.1	12	6.5	13200	5123200	13600
29.11.01	400	CA	4	4.5	4	800	323400	400
29.11.01	240	PA	1.5	2.95	1.5	3200	774520	8800
29.11.01	260	PA	2.25	5.9	2.25	2400	633680	24000
29.11.01	280	PA	4	7.7	4	9600	2747840	50000
29.11.01	300	PA	7.35	15.5	7.3	19600	6096180	42400
29.11.01	320	PA	14	24	12.55	45200	15297160	46800
29.11.01	340	PA	20.5	33.25	20.5	32400	11880700	16800
29.11.01	360	PA	36.5	44	33	3600	1432000	400
Dr Reddy's
29.11.01	900	CA	155	155	107	2400	2486800	8800
29.11.01	950	CA	93	106	93	1200	1256800	10800
29.11.01	1000	CA	98	100	75	14400	15632740	63200
29.11.01	1050	CA	63	74.95	58.5	7200	8050360	20400
29.11.01	1100	CA	50	52.9	45	7200	8276660	30400
29.11.01	1150	CA	34	34	30	800	945600	7600
29.11.01	1200	CA	23.95	31	23.95	1200	1471580	8800
29.11.01	950	PA	20.05	20.05	20.05	400	388020	11200
29.11.01	1000	PA	46	60	45.1	2800	2937240	25600
29.11.01	1050	PA	89	89	89	400	455600	4800
29.11.01	1100	PA	115	130	115	800	978000	4800
HLL
29.11.01	210	CA	10.5	10.85	8.75	15000	3294150	61000
29.11.01	220	CA	5.95	5.95	4.85	13000	2927600	107000
29.11.01	240	CA	2	2	1.7	3000	725400	83000
29.11.01	200	PA	0.75	1.75	0.75	7000	1409850	47000
29.11.01	210	PA	2.75	3	2.65	6000	1276700	46000
29.11.01	220	PA	9.25	9.25	9.25	1000	229250	18000
Infosys
29.11.01	2400	CA	490	490	490	200	578000	200
29.11.01	2500	CA	390	390	390	100	289000	600
29.11.01	2600	CA	355	355	276	700	2048900	1300
29.11.01	2700	CA	280	280	200	1500	4410205	2700
29.11.01	2800	CA	250	250	141	9400	27987180	8800
29.11.01	2900	CA	167	172	100	9500	28777055	11700
29.11.01	3000	CA	149	149	72	17900	55396535	22300
29.11.01	3100	CA	109	109	48.25	8800	27902545	14300
29.11.01	3200	CA	58	59	40	1200	3900145	4300
29.11.01	3300	CA	39	40	25	1400	4665725	2300
29.11.01	3400	CA	23.05	23.05	16.1	800	2736545	2000
29.11.01	3500	CA	12.05	13.35	12.05	1000	3513220	2500
29.11.01	2500	PA	34.5	45	34.5	800	2032085	2300
29.11.01	2600	PA	25	73	25	1100	2915125	3600
29.11.01	2700	PA	66	109	66	2300	6416270	5100
29.11.01	2800	PA	78	145.75	78	6200	18085500	9000
29.11.01	2900	PA	123.5	200	123.5	4800	14697775	9000
29.11.01	3000	PA	170	262	170	4600	14844005	10300
29.11.01	3100	PA	244	335	244	1700	5750120	8700
29.11.01	3200	PA	271.05	330	271.05	400	1398735	1000
ITC
29.11.01	600	CA	76	79	52	2100	1395165	4200
29.11.01	630	CA	52.1	52.1	38.05	6900	4655370	18900
29.11.01	660	CA	36	43.7	28.65	29700	20561220	80700
29.11.01	690	CA	24.95	25.4	18	10500	7462965	44700
29.11.01	720	CA	12.25	13.05	9.75	4500	3291195	42000
29.11.01	750	CA	11	11	5.6	1500	1137705	26100
29.11.01	780	CA	2.4	3	2.4	600	469620	6300
29.11.01	600	PA	9.2	9.25	8.1	900	547965	3900
29.11.01	630	PA	12.8	24	12.8	5400	3505980	13200
29.11.01	660	PA	28	45.5	28	8700	6047010	30600
29.11.01	690	PA	55	66.9	55	1200	902970	15900
L&T
29.11.01	140	CA	36.5	36.5	36	3000	529000	10000
29.11.01	150	CA	27.8	28.5	24.3	20000	3520950	76000
29.11.01	160	CA	20	20.05	15.9	100000	17777650	286000
29.11.01	170	CA	12.5	12.5	9	121000	21786750	327000
29.11.01	180	CA	5.25	6.5	5.2	66000	12260450	304000
29.11.01	190	CA	4.25	4.25	2.85	22000	4255800	98000
29.11.01	200	CA	2.1	2.1	1.15	18000	3629750	112000
29.11.01	220	CA	0.7	0.7	0.7	1000	220700	1000
29.11.01	150	PA	0.65	0.95	0.65	3000	452550	101000
29.11.01	160	PA	1.95	2.65	1.5	49000	7938650	218000
29.11.01	170	PA	3.8	5.5	3.8	58000	10133650	156000
29.11.01	180	PA	9	11.25	9	12000	2285300	97000
29.11.01	190	PA	18	18	18	1000	208000	4000
27.12.01	160	CA	23	23	23	1000	183000	5000
M&M
29.11.01	60	CA	30	30.4	29.5	10000	899750	7500
29.11.01	65	CA	22.2	26.85	22.1	17500	1569625	22500
29.11.01	70	CA	20	20	17	55000	4880125	132500
29.11.01	75	CA	15.5	16.5	12	100000	8879000	100000
29.11.01	80	CA	12	14	7.55	222500	20171875	112500
29.11.01	85	CA	7.25	9.05	4.2	90000	8189500	50000
29.11.01	90	CA	6	6.9	3	147500	13899625	45000
29.11.01	95	CA	3	4.35	2.55	50000	4914625	5000
29.11.01	100	CA	2	2	1.4	7500	763500	0
29.11.01	60	PA	0.1	0.25	0.1	10000	601625	57500
29.11.01	65	PA	0.25	0.3	0.25	5000	326375	60000
29.11.01	70	PA	0.9	0.9	0.65	12500	885125	100000
29.11.01	75	PA	1.5	1.5	1.5	5000	382500	37500
29.11.01	80	PA	2.45	3.65	2.45	57500	4775125	30000
27.12.01	85	CA	9.5	9.5	9.5	2500	236250	7500
Ranbaxy
29.11.01	600	CA	121	121	112	1000	716500	9500
29.11.01	630	CA	91	91	73	4500	3200325	12000
29.11.01	660	CA	62.5	64.4	48	11500	8208725	55000
29.11.01	690	CA	52	52	32.8	28500	20740675	71000
29.11.01	720	CA	32.6	33	20.55	40500	30169800	110000
29.11.01	750	CA	19.05	19.05	12.5	17500	13387075	63500
29.11.01	780	CA	11	11	7.5	5000	3943800	10500
29.11.01	630	PA	3.45	7.95	3.45	3000	1907400	10000
29.11.01	660	PA	12	14.9	9.5	12000	8059175	36000
29.11.01	690	PA	20.8	28	20	27000	19272675	51500
29.11.01	720	PA	32	47	32	15000	11380950	42000
29.11.01	750	PA	47	47	47	500	398500	5500
Reliance Industries
29.11.01	220	CA	45.1	45.1	41	3600	947070	13800
29.11.01	240	CA	29	29	22.55	33600	8914200	107400
29.11.01	260	CA	15	15.2	11.2	149400	40841670	273000
29.11.01	280	CA	6.15	6.8	5.05	62400	17844060	304800
29.11.01	300	CA	2.45	2.45	1.7	9000	2719680	138000
29.11.01	220	PA	1.75	1.75	1.15	3600	796980	49200
29.11.01	240	PA	3.7	4.45	3.3	21000	5120490	136800
29.11.01	260	PA	9.1	12.6	9	32400	8773500	165000
29.11.01	280	PA	21.9	21.95	21.5	1800	543210	153600
29.11.01	300	PA	42	42	42	600	205200	52800
27.12.01	240	PA	6.25	6.25	6.25	1200	295500	3600
Reliance Petroleum
29.11.01	20	CA	11.75	11.75	11.75	4300	136525	4300
29.11.01	25	CA	7	7.1	5.9	116100	3650915	326800
29.11.01	30	CA	2.9	3.2	2.25	739600	24189650	2184400
29.11.01	35	CA	0.9	1.1	0.65	412800	14797805	2403700
29.11.01	40	CA	0.35	0.35	0.2	25800	1039310	412800
29.11.01	25	PA	0.15	0.2	0.15	64500	1624110	477300
29.11.01	30	PA	1.15	1.45	0.9	249400	7776120	1001900
29.11.01	35	PA	4	4.5	4	25800	1013295	176300
27.12.01	25	CA	8.05	8.05	7.6	8600	282295	8600
27.12.01	30	CA	4.25	4.75	3.65	86000	2938190	116100
27.12.01	35	CA	2	2	1.7	17200	632960	64500
27.12.01	40	CA	0.65	0.8	0.65	12900	525675	8600
Satyam Computer
29.11.01	120	CA	24	29	24	10800	1593960	97200
29.11.01	130	CA	22	22	18.25	40800	6102600	180000
29.11.01	140	CA	16	16	12.95	172800	26613360	358800
29.11.01	150	CA	10.75	11	8.45	358800	57185520	589200
29.11.01	160	CA	8.1	8.1	4.75	186000	30862500	462000
29.11.01	170	CA	3.8	3.8	2.55	48000	8308980	258000
29.11.01	180	CA	1.8	2	1.6	12000	2181240	121200
29.11.01	190	CA	1	1.1	0.9	9600	1833600	22800
29.11.01	110	PA	0.8	0.8	0.8	1200	132960	24000
29.11.01	120	PA	1.75	2	1.4	18000	2189340	168000
29.11.01	130	PA	2.95	4.65	2.95	61200	8190600	199200
29.11.01	140	PA	6.55	8.75	6.55	104400	15464520	307200
29.11.01	150	PA	11	14.8	11	90000	14676300	163200
29.11.01	160	PA	18.75	20.75	18.75	22800	4096740	118800
29.11.01	180	PA	31.05	31.05	31.05	1200	253260	4800
27.12.01	170	CA	6	6	6	1200	211200	0
Sterlite Optical
29.11.01	100	CA	32.4	36	28.3	13800	1825170	24000
29.11.01	110	CA	26	26.7	18.1	65400	8717490	83400
29.11.01	120	CA	15.5	17.8	11.9	171000	23088120	208800
29.11.01	130	CA	10.7	11.8	7.3	174000	24338880	222600
29.11.01	140	CA	8.25	8.4	5	93000	13620090	121800
29.11.01	150	CA	4.05	5.25	3.25	42600	6569310	77400
29.11.01	160	CA	2	2	1.8	3000	485550	15000
29.11.01	100	PA	0.85	0.9	0.85	1800	181560	12600
29.11.01	110	PA	1.6	2.1	1.3	25200	2809980	41400
29.11.01	120	PA	3.15	6.4	2.8	57000	7058610	90600
29.11.01	130	PA	8.95	11.25	7.05	43800	6063750	65400
29.11.01	140	PA	14	18.75	14	7200	1129830	17400
27.12.01	130	CA	15	15	15	600	87000	0
Tata Power
29.11.01	100	CA	24	26	19.5	16000	1975360	28800
29.11.01	110	CA	13.9	16.9	12.75	41600	5198480	80000
29.11.01	120	CA	7.2	9.85	7.05	38400	4940480	54400
29.11.01	130	CA	4.9	6.9	4.9	19200	2605840	12800
29.11.01	140	CA	3	3.1	2.5	8000	1143200	3200
29.11.01	110	PA	2.1	2.1	2.1	1600	179360	9600
29.11.01	120	PA	6.5	6.5	6.5	1600	202400	1600
Tata Tea
29.11.01	150	CA	12.5	14.5	12.05	7700	1255540	22000
29.11.01	160	CA	6.5	8.5	6.5	4400	736835	38500
29.11.01	170	CA	3.6	3.6	3	3300	572165	5500
29.11.01	180	CA	1.5	1.5	1.5	1100	199650	5500
Tata Engineering
29.11.01	70	CA	17.5	17.5	14.5	6600	567600	23100
29.11.01	75	CA	12.45	12.9	8.3	75900	6513375	66000
29.11.01	80	CA	7.8	9.85	4.75	211200	18544350	221100
29.11.01	85	CA	5.1	6.6	3.85	313500	28338090	221100
29.11.01	90	CA	3.5	4.5	2.5	254100	23721390	280500
29.11.01	95	CA	2.4	2.4	1.7	6600	640530	19800
29.11.01	75	PA	1.25	1.25	1.25	3300	251625	19800
29.11.01	80	PA	2.05	3.5	2	49500	4102725	99000
29.11.01	85	PA	4.05	7.5	4	69300	6297555	29700
29.11.01	90	PA	10	10	10	3300	330000	3300
Tata Steel
29.11.01	70	CA	10.15	10.4	10.15	3600	288990	214200
29.11.01	75	CA	6.45	6.9	5.9	46800	3798900	268200
29.11.01	80	CA	3.4	3.95	3	63000	5252760	410400
29.11.01	85	CA	1.95	2.2	1.55	18000	1564200	120600
29.11.01	90	CA	1.1	1.1	0.9	14400	1310580	244800
29.11.01	70	PA	0.75	0.75	0.75	1800	127350	99000
29.11.01	75	PA	1.3	2.1	1.3	21600	1658970	106200
29.11.01	80	PA	4.3	4.3	4.3	1800	151740	124200
27.12.01	80	CA	5	5.5	5	19800	1686150	14400
VSNL
29.11.01	230	CA	18	18	18	700	173600	7700
29.11.01	240	CA	10.2	10.2	10.2	700	175140	12600
29.11.01	250	CA	8.2	9	8.05	2100	542675	7000

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