On 19 Aug 2010 .....we gave a sell call in Sept Nifty ....Please have a look ....
dhanvarshagrp (8/19/2010 9:09:17 AM): if u are interested please sell sept nifty futures at 5498 5505 for min 100 points gains up side risk 50 points at max cmp 5500 no sl recommended
Ref http://dhanvarshagrp.blogspot.com/2010/08/sell-nifty-sept-futures-at-5500-for.html
and today Sept futures made a low of 5465 .....Means 35 points ....
NIFTY |
|
| As on 25-AUG-2010 15:30:41 Hours IST |
Instrument Type | Underlying | Expiry Date | Option Type | Strike Price | Market Lot |
FUTIDX | NIFTY  | 30SEP2010 | - | - | 50 |
Price Information |
Open Price | 5500.00 |
High Price | 5510.00 |
Low Price | 5465.10 |
Last Price | 5469.30 |
Prev Close | 5518.15 |
Close Price | 5474.10 |
Change from prev close | -48.85 |
% Change from prev close | -0.89 |
VWAP | 5487.30 |
Underlying Value | 5462.35 |
Number of contracts traded | 297446 |
Turnover in Rs. Lakhs | 816087.72 |
Open Interest | 23031600 |
Change in Open Interest | 6296250 |
% Change | 37.62 |
|
Order Book |
Buy Qty | Buy Price | Sell Price | Sell Qty |
1150 | 5469.00 | 5469.30 | 950 |
550 | 5468.00 | 5469.70 | 100 |
50 | 5466.60 | 5469.75 | 200 |
100 | 5466.55 | 5469.85 | 50 |
500 | 5466.45 | 5470.00 | 11700 |
275150 | Total Buy Qty | Total Sell Qty | 422700 |
Cost of Carry |
| Best Buy | Best Sell | Last Price |
Price | 5469.00 | 5469.30 | 5469.30 |
Cost Of Carry | 1.23 | 1.29 | 1.29 |
|
Settlement Price | Daily Volatility | Annualised Volatility | Client Wise Position Limits | Market Wide Position Limits |
5474.10 | 0.71 | 13.56 | 36191842 | - |
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