>Derivative Strategy (MICROSEC)

HIGHLIGHTS

● Although Nifty remained range-bound between 2890 and 2960, the breadth of the
market was positive and the midcap index moved up by 1.6%

● Nifty Put Call ratio (OI) rose to 1.34 with the total open interest in Call options at
712,275 lots and that in Put options at 957,454 lots

● Nifty Call options of strike 3000 added 11070 lots to open interest while Put
options of strike 2800 had a build up of 13264 lots

● Dish TV, Unitech Ltd, Educomp Solutions, HDIL, Divis Laboratories, Lanco
Infratech, Punj Lloyd, Larsen & Toubro, Kotak Mahindra Bank, Adlabs Films,
Reliance Capital and United Spirits look good

● Volatility Index fell by 0.63% from 44.58 to 44.30 after making an intra-day low of
40.93

To see full report: Derivative Strategy