andhra bank ...Turned bearish ...OI reduced ..36 contracts out ...
| ANDHRABANK |
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| |
|  As on 22-SEP-2010 15:30:19 Hours IST |
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| Instrument Type | Underlying | Expiry Date | Option Type | Strike Price | Market Lot |
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| FUTSTK | ANDHRABANK  | 30SEP2010 | - | - | 2000 |
| Price Information |
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| Open Price | 164.70 |
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| High Price | 165.00 |
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| Low Price | 160.80 |
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| Last Price | 163.70 |
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| Prev Close | 163.90 |
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| Close Price | 163.25 |
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| Change from prev close | -0.20 |
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| % Change from prev close | -0.12 |
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| VWAP | 162.90 |
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| Underlying Value | 163.00 |
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| Number of contracts traded | 1017 |
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| Turnover in Rs. Lakhs | 3313.39 |
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| Open Interest | 3506000 |
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| Change in Open Interest | -72000 |
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| % Change | -2.01 |
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|
| Order Book |
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| Buy Qty | Buy Price | Sell Price | Sell Qty |
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| 2000 | 163.20 | 163.35 | 4000 |
| 2000 | 163.05 | 163.40 | 2000 |
| 12000 | 163.00 | 163.45 | 2000 |
| 2000 | 162.95 | 163.50 | 8000 |
| 6000 | 162.90 | 163.55 | 2000 |
| 208000 | Total Buy Qty | Total Sell Qty | 370000 |
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| Cost of Carry |
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| | Best Buy | Best Sell | Last Price |
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| Price | 163.20 | 163.35 | 163.70 |
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| Cost Of Carry | 5.59 | 9.79 | 19.55 |
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|
| Settlement Price | Daily Volatility | Annualised Volatility | Client Wise Position Limits | Market Wide Position Limits |
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| 163.25 | 1.81 | 34.60 | 2350000 | 47000000 |
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