Tata motors futures shot up and open interest reduced ...highly bearish signal ...
you will see heavy sell off soon ...
perhaps tomorrow ...
| TATAMOTORS |
|---|
| |
|  As on 23-SEP-2010 15:30:34 Hours IST |
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| Instrument Type | Underlying | Expiry Date | Option Type | Strike Price | Market Lot |
|---|
| FUTSTK | TATAMOTORS  | 30SEP2010 | - | - | 500 |
| Price Information |
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| Open Price | 1077.00 |
|---|
| High Price | 1081.90 |
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| Low Price | 1065.15 |
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| Last Price | 1074.60 |
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| Prev Close | 1074.55 |
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| Close Price | 1075.85 |
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| Change from prev close | 0.05 |
|---|
| % Change from prev close | - |
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| VWAP | 1074.25 |
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| Underlying Value | 1073.20 |
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| Number of contracts traded | 16643 |
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| Turnover in Rs. Lakhs | 89393.71 |
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| Open Interest | 11834500 |
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| Change in Open Interest | -446500 |
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| % Change | -3.64 |
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|
| Order Book |
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| Buy Qty | Buy Price | Sell Price | Sell Qty |
|---|
| 1000 | 1074.60 | 1075.00 | 25500 |
| 500 | 1074.50 | 1075.10 | 500 |
| 500 | 1074.35 | 1075.15 | 1000 |
| 1500 | 1074.10 | 1075.35 | 1000 |
| 9000 | 1074.00 | 1075.40 | 500 |
| 461000 | Total Buy Qty | Total Sell Qty | 761500 |
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| Cost of Carry |
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| | Best Buy | Best Sell | Last Price |
|---|
| Price | 1074.60 | 1075.00 | 1074.60 |
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| Cost Of Carry | 6.80 | 8.74 | 6.80 |
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|
| Settlement Price | Daily Volatility | Annualised Volatility | Client Wise Position Limits | Market Wide Position Limits |
|---|
| 1075.85 | 1.77 | 33.77 | 2591006 | 51820133
|
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