call was
ICICI Bank :-
Buy August Futures between 867-870 range and Cover sell July 880 CA between 19 to 24.
(LTP of July 880 CA was 19.45)
Minimum 40 points in 12 days
40 x 250 = 10 k
gains on each prediction ....
|  As on 23-JUL-2010 15:30:18 Hours IST |
|---|
| Instrument Type | Underlying | Expiry Date | Option Type | Strike Price | Market Lot |
|---|
| FUTSTK | ICICIBANK  | 26AUG2010 | - | - | 250 |
| Price Information |
|---|
| Open Price | 911.55 |
|---|
| High Price | 917.00 |
|---|
| Low Price | 902.00 |
|---|
| Last Price | 908.00 |
|---|
| Prev Close | 908.20 |
|---|
| Close Price | 908.10 |
|---|
| Change from prev close | -0.20 |
|---|
| % Change from prev close | -0.02 |
|---|
| VWAP | 911.17 |
|---|
| Underlying Value | 909.50 |
|---|
| Number of contracts traded | 11500 |
|---|
| Turnover in Rs. Lakhs | 26196.14 |
|---|
| Open Interest | 5649250 |
|---|
| Change in Open Interest | 1800250 |
|---|
| % Change | 46.77 |
|---|
|
| Order Book |
|---|
| Buy Qty | Buy Price | Sell Price | Sell Qty |
|---|
| 250 | 907.50 | 908.25 | 250 |
| 250 | 907.35 | 908.50 | 750 |
| 250 | 907.10 | 908.55 | 250 |
| 250 | 907.05 | 908.60 | 250 |
| 250 | 906.85 | 908.90 | 500 |
| 66750 | Total Buy Qty | Total Sell Qty | 76000 |
|---|
| Cost of Carry |
|---|
| | Best Buy | Best Sell | Last Price |
|---|
| Price | 907.50 | 908.25 | 908.00 |
|---|
| Cost Of Carry | -2.43 | -1.52 | -1.83 |
|---|
|
| Settlement Price | Daily Volatility | Annualised Volatility | Client Wise Position Limits | Market Wide Position Limits |
|---|
| 908.10 | 1.69 | 32.32 | 7995501 | 159910021
|
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