Alternative Research | India

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1st Sept.2010 MF Global Daily Report

Option Writing
EQUITIES

CMP Call Option % from Premium Put Option at % from Premium in

Scrips/ Index Margin Lot 31-Aug-2010 % Chg at or Above LTP in Rs or Below LTP Rs
NIFTY 21992 50 5402 -0.2 5600 3.7 20.25 5200 3.9 46.90
ABAN 31615 250 765 -2.5 800 4.5 22.95 700 9.4 11.00
ANDHRABANK 36080 2000 152 0.3 160 5.4 2.50 140 8.5 1.15
ASHOKLEY 36264 4000 74 1.9 80 8.7 0.95 65 13.2 0.25
BAJAJHIND 29744 2000 114 0.4 130 14.1 0.90 100 14.0 0.80
BHARTIARTL 42618 1000 327 1.4 340 3.9 5.90 300 9.1 2.30
BPCL 42084 500 761 -1.2 820 7.7 12.00 720 5.7 17.70
DENABANK 50008 4000 103 -0.5 115 0.7 0.80
DLF 38832 1000 302 -1.7 320 6.0 5.60 280 7.8 4.05
GAIL 27580 500 462 0.6 500 3.6 2.85 440 5.0 5.35
HINDALCO 41428 2000 166 -0.4 180 8.2 1.65 150 10.9 1.35
HDIL 34092 1000 252 -2.9 280 11.0 3.60 240 5.1 5.95
HINDPETRO 60862 1000 526 -1.4 560 6.5 9.45 480 9.6 9.00
ICICIBANK 29880 250 978 1.0 1020 4.3 17.20 900 8.6 8.55
IDEA 46256 4000 72 1.1 75 4.8 1.35 65 10.1 0.95
IDBI 30180 2000 122 0.2 130 7.0 1.40 110 10.5 0.65
IDFC 45808 2000 178 -0.5 190 6.7 1.65 170 4.7 2.25
IFCI 34560 4000 59 -0.5 65 10.6 0.60 55 6.8 0.95
INFOSYSTCH 45056 125 2714 0.5 2800 3.2 28.05 2600 4.4 23.90
JPASSOCIAT 29944 2000 109 -3.5 120 10.0 1.35 100 9.1 1.40
MARUTI 44069 250 1258 1.8 1350 7.2 7.90 1150 9.3 3.80
MRPL 39192 4000 75 -1.4 85 13.0 0.75
PETRONET 67824 4000 108 -1.1 120 10.7 1.55 100 8.4 1.55
RELIANCE 31660 250 919 -3.0 960 4.4 14.55 880 4.5 12.35
RELCAPITAL 49270 500 758 -1.8 800 9.7 8.00 700 8.3 11.00
RCOM 43692 2000 156 -3.4 170 8.9 2.00 150 4.0 3.20
RENUKA 17176 2000 64 -1.7 70 9.8 1.00 60 6.3 1.15
RPOWER 39912 2000 152 -0.2 160 5.1 1.95 140 8.8 0.80
SAIL 24794 1000 187 0.0 200 7.1 2.50 170 9.8 1.10
SBIN 41169 125 2766 -1.2 3000 8.4 10.60 2600 6.4 20.90
SESAGOA 23317 500 318 0.0 340 7.0 6.30 300 5.9 6.65
SUZLON 28344 4000 46 -1.0 50 8.1 0.90 40 15.6 0.55
TATAMOTORS 56026 500 1010 2.1 1060 4.9 19.45 940 7.5 11.80
TATASTEEL 33536 500 523 -1.0 560 7.1 7.30 480 8.9 4.45
TCS 54575 500 844 -0.2 900 6.7 5.80 820 2.9 13.25
UNITECH 42920 4000 78 -0.8 85 9.6 1.00 70 10.8 0.70
VIJAYABANK 74496 8000 79 -1.0 85 7.7 1.45 75 5.3 1.35

EXPIRATION ON 30-Sep-2010
Days to Expiry 30

1
 Alternative Research India
MF GLOBAL DAILY REPORT | OPTION WRITING

Please Note:
Green Highlight Indicates Increase in level from the previous trading day
Red Highlight Indicates decrease in level from the previous trading day

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