Derivatives Reports are based on quantitative analysis of market information. They capture market psychology based on future and option activity through Volume and Open Interest. Derivatives helps to predict the market movement based on Volatility, FII Activity and Open Interest Distribution.
Alternative Investment Strategy
Based on corporate announcement towards an event like Buy Back/Open Offer / M&A, etc, this is an event based report. The objective is to capitalize on arbitrage on time and price to make decent returns in terms of risk and reward. This strategy is generally spread over cash and derivatives markets.
A Daily Derivative report giving a snapshot of derivative markets in the previous trading session along with two intraday stock future calls. It highlights the volatility prevailing in the market along with PCR, FII activity. It graphically represents the Put - Call distribution across strikes. It further gives information regarding the top 3 Open Interest movers and laggards.
It is basically a daily derivative strategy on either a stock option or an Index option with time horizon of expiry, (as mentioned in the product). It is based on derivative statistics and the strategy is a combination of future, call and put. It is mainly a hedge position with a well defined risk and time horizon. It is meant for low risk investors.
Options Portfolio comprises a diversified basket of stock & index options. Nifty options & stocks are identified based on various parameters linked to statistics, quantitative techniques, relatively short & medium term price triggers and market themes. The portfolio would also employ derivative combination instruments which can serve as a buffer in the event of an adverse movement in the market & hedge the portfolio with a safety margin.
A strategy that captures the spread of an individual stock with the index, the Deri Spread is a rupee neutral strategy by buying/selling the stock futures and taking opposite position in the Nifty futures. It is an opportunity based strategy and investment horizon is for the maximum period till expiry.