Pairs

Published on July 2017 | Categories: Documents | Downloads: 60 | Comments: 0 | Views: 489
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Content

Symbol

CMP

M Spread

BPCL

672.65

HINDPETRO

312.00

HDFC HDFCBANK HINDALCO STER SBIN AXISBANK JINDALSTEL TATASTEEL

Upper

C Spread

Lower

358.37

370.82

360.65

345.92

655.25 507.50

150.08

166.21

147.75

133.96

132.20 114.45

22.88

29.55

17.75

16.21

1,140.59

1,016.00

987.64

2161 1,064.11 1145 548.5 425.05

120.63

145.27

123.45

96.00

AXISBANK ICICIBANK

1,145.00 860.00

266.81

335.05

285.00

198.58

MARUTI TATAMOTORS

1,335.95 1,042.88 264.70

1,096.18

1,071.25

989.58

Recommendation Wait

Qty

Buy / Sold

Profit

T Profit

500 1000

Wait

500 500

Wait

2000 2000

Wait

125 250

Wait

1000 1000

Wait

250 250

Wait

250 2000

137.8 120

-11,200.00 11,100.00

-100.00

Instrument Type

Underlying

Expiry Date

Option Type

Strike Price

FUTSTK FUTSTK FUTSTK

BPCL BPCL BPCL

29-Mar-12 26-Apr-12 31-May-12

-

-

686.2

666

671.3

-

-

685

675.75

674

-

-

-

-

Instrument Type

Underlying

Expiry Date

Option Type

Strike Price

High Price

Low Price

-

-

318.5

310.05

310.8

-

-

320.1

313.5

313.95

-

-

-

-

FUTSTK FUTSTK FUTSTK Date 29-Feb-12 1-Mar-12 2-Mar-12 5-Mar-12 6-Mar-12

HINDPETR O 29-Mar-12 HINDPETR O 26-Apr-12 HINDPETR O 31-May-12 BPCL Low High 676.9 662.15 675 665 673.25 663.1 683.5 667.05 686.2 666

Close

670.35 668.65 668.55 671.3 672.65

High Price

Low Price

Prev Close

674.3

Prev Close

305.8

HINDPETRO High Low Close 316.7 303 315.15 317 309.1 312.30 315.7 306 309.40 318.9 305.7 310.80 318.5 310.05 312.00 Average

Last Price

Number of contracts traded

Turnover (In Lakhs)

Underlying Value

672.65

2023

6839.76

667

682

15

50.97

667

-

-

-

667

Last Price

Number of contracts traded

Turnover (In Lakhs)

Underlying Value

312

2056

6450.29

310.95

314

59

186.65

310.95

-

-

Spread BH-L 355.20 356.35 359.15 360.50 360.65 358.37 Mean Spread STD Devation Upper Lower

-

310.95

HH-L 14.75 10 10.15 16.45 20.2 14.31

13.7 7.9 9.7 13.2 8.45 10.59 358.37 1 12.45 370.82 345.92

Instrument Type

Underlying

Expiry Date

Option Type

Strike Price

FUTSTK FUTSTK FUTSTK

HDFC HDFC HDFC

29-Mar-12 26-Apr-12 31-May-12

-

-

671.95

654.6

662.7

-

-

673.5

660

665.45

-

-

-

-

Instrument Type

Underlying

Expiry Date

Option Type

Strike Price

High Price

Low Price

-

-

526

506.3

515.1

-

-

530

511

519.25

-

-

FUTSTK FUTSTK FUTSTK Date 29-Feb-12 1-Mar-12 2-Mar-12 5-Mar-12 6-Mar-12

HDFCBAN K 29-Mar-12 HDFCBAN K 26-Apr-12 HDFCBAN K 31-May-12 HDFC Low High 684.8 668.8 676.4 665.55 678.45 666.6 671.2 660.8 671.95 654.6

Close

671.45 674.7 675.45 662.7 655.25

High Price

-

High 547.45 528 530.75 523.4 526

Low Price

-

Prev Close

687

Prev Close

527.1

HDFCBANK Low Close 521.05 523.7 510.55 519.95 513.35 522.9 509.55 515.1 506.3 507.5 Average

Last Price

Number of contracts traded

Turnover (In Lakhs)

Underlying Value

655.25

6287

20827.89

650

661

68

226.65

650

687

Last Price

-

-

650

Number of contracts traded

Turnover (In Lakhs)

Underlying Value

507.5

10110

26087.34

505.45

511

81

210.47

505.45

527.1

-

spread HH-L 147.75 154.75 152.55 147.60 147.75 150.08 Mean Spread STD Deviation Upper Lower Correlation

-

505.45

HB H - L 16.00 10.85 11.85 10.40 17.35 13.29

26.40 17.45 17.40 13.85 19.70 18.96 150.08 1.00 16.13 166.21 133.96 0.94

Instrument Type

FUTSTK FUTSTK FUTSTK

Underlying

Expiry Date

HINDALCO 29-Mar-12 HINDALCO 26-Apr-12 HINDALCO 31-May-12

Option Type

Strike Price

-

-

143.25

131.45

141.15

-

-

144.4

132.9

142.25

-

-

143

135

147.25

Instrument Type

Underlying

Expiry Date

Option Type

Strike Price

FUTSTK FUTSTK FUTSTK

STER STER STER

29-Mar-12 26-Apr-12 31-May-12 HINDALCO

-

-

-

Low

Close

Date

High 29-Feb-12 1-Mar-12 2-Mar-12 5-Mar-12 6-Mar-12

153 154.4 157.15 147.7 143.25

146.35 145.4 148 140.65 131.45

150.65 152.55 149.1 141.15 132.2

High Price

High Price

Low Price

Low Price

Prev Close

Prev Close

123.3

114.15

121.1

-

123.2

115.15

121.75

-

-

High 126.55 126.25 126.4 122.95 123.3

-

123.4

STER Low Close 122.5 125.85 122.55 124.95 122.6 124.9 120.6 121.1 114.15 114.45 Average

Last Price

Number of contracts traded

Turnover (In Lakhs)

Underlying Value

132.2

15329

42240.59

131.15

133.4

325

899.73

131.15

135.15

22

61.33

131.15

Last Price

Number of contracts traded

114.45

Turnover (In Lakhs)

5957

115.2

82

123.4

-

spread HH-L 24.80 27.60 24.20 20.05 17.75 22.88 Mean Spread STD Deviation Upper Lower Correlation

14177.66

113.4

194.36

113.4

-

113.4

S H-L 6.65 9.00 9.15 7.05 11.80 8.73

Underlying Value

4.05 3.70 3.80 2.35 9.15 4.61 22.88 1.00 6.67 29.55 16.21 0.98

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