Nifty moved up OI reduced .....Bearish indication ....
| NIFTY |
|---|
| |
|  As on 21-SEP-2010 15:30:38 Hours IST |
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| Instrument Type | Underlying | Expiry Date | Option Type | Strike Price | Market Lot |
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| FUTIDX | NIFTY  | 30SEP2010 | - | - | 50 |
| Price Information |
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| Open Price | 6005.10 |
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| High Price | 6046.00 |
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| Low Price | 5972.25 |
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| Last Price | 6015.25 |
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| Prev Close | 5994.10 |
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| Close Price | 6011.65 |
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| Change from prev close | 21.15 |
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| % Change from prev close | 0.35 |
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| VWAP | 6010.30 |
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| Underlying Value | 6009.05 |
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| Number of contracts traded | 541334 |
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| Turnover in Rs. Lakhs | 1626789.87 |
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| Open Interest | 36838850 |
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| Change in Open Interest | -2357000 |
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| % Change | -6.01 |
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|
| Order Book |
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| Buy Qty | Buy Price | Sell Price | Sell Qty |
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| 500 | 6018.85 | 6019.00 | 650 |
| 100 | 6018.35 | 6019.25 | 150 |
| 50 | 6018.20 | 6019.45 | 1400 |
| 500 | 6018.05 | 6019.50 | 200 |
| 800 | 6018.00 | 6019.60 | 50 |
| 877200 | Total Buy Qty | Total Sell Qty | 821300 |
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| Cost of Carry |
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| | Best Buy | Best Sell | Last Price |
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| Price | 6018.85 | 6019.00 | 6015.25 |
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| Cost Of Carry | 6.61 | 6.71 | 4.18 |
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|
| Settlement Price | Daily Volatility | Annualised Volatility | Client Wise Position Limits | Market Wide Position Limits |
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| 6011.65 | 0.92 | 17.67 | 38674620 | - |
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