Derivative Report 23 December 2011 By Mansukh Investment and Trading Solution

Nifty Dec 4800 call added 9.81 lakh shares in OI, up 21.22 % and 4900 call added 3.79 lakh shares in OI, up 6.22%. On the put side nifty Dec 4700 put added 5.84 lakh shares in OI, up 11.68% and 4600 put added 5.55 lakh in OI, up 9.21%. The put-call ratio of stock option decreased from 0.59 to 0.58 while put-call ratio of index option increased from 0.85 to 0.87. On the whole the put call ratio was at 0.86.