Technical & Derivative Report

DERIVATIVE SNAPSHOT
Nifty Dec cl @13329.75 (-444.3)
Prem : +1.35 v/s +13.5
Nifty Dec OI (-16.46 lac shares)
PCR decreased to 1.12 from 1.62

Option statistics:
Indian VIX: v/s 18.62
Addition in OI (Nifty Dec Contract): 13800 CE +3.02 lakhs, 13600 CE +2.09 lakhs
Reduction in OI (Nifty Dec Contract): 13200 PE -9.34 lakhs, 13500 PE -6.67 lakhs

Top Longs:

Top shorts: AMBUJACEM(+12%), POWERGRID(+11%), PVR(+10%)

Top long unwind: CUMMINSIND(-12%), SAIL(-12%), COFORGE(-8%)

Top short covering:

Top 10 rise in volume/rise in price for F&O stock: INFRATEL

Top 10 rise in volume/fall in price for F&O stock: NATIONALUM, CANBK, IBULHSGFIN, VEDL, RBLBANK, ONGC, BHEL, TATAPOWER, FEDERALBNK, TATAMOTORS