Daily derivative report

Page 1

DAILY DERIVATIVE REPORT 17TH SEPTEMBER 2014


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 25TH SEP 2014

SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7950

R1- 8055

NIFTY SPOT

7932.90

8042.00

-1.36

S2-7910

R2-8100

NIFTY FUTURES

7956.20

8062.55

-1.32

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7780

7884

7920

PIVOT POINTS P 7988

R1

R2

R3

8024

8092

8196


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 25TH SEP 2014

SYMBOL

SUPPORT

RESISTANCE

S1-15870

R1-16230

S2-15740

R2-16330

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

15844.10

16167.55

-2.00

15871.00

16229.35

-2.21

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

PIVOT POINTS P

15271

15630

15750

15990

R1

R2

R3

16110

16350

16709


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

FUTURE’s FRONT Long Build Up (Fresh Longs) Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

BHARTIARTL

8121.00

8685.00

6.9

412.85

0.40

INFY

24270.00

25514.00

5.1

3658.00

0.60

M&M

8793.00

9138.00

3.9

1381.15

0.60

HINDUNILVR

9456.00

9823.00

3.9

758.60

0.80

LTP

Price % Chg

Short-Covering Open Interest Price Script Prev. OI Cur. OI % Chg. OI COLPAL

3346.00

3248.00

[2.9]

1653.90

2.6

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

TVSMOTOR

1174.00

1487.00

26.7

212.00

[4.1]

YESBANK

8554.00

9726.00

13.7

577.65

[4.2]

PFC

4127.00

4620.00

12

250.30

[6.7]

HDIL

3134.00

3495.00

11.5

86.35

[8.7]

LTP

Price % Chg

Long Unwinding Open Interest Price Script Prev. OI Cur. OI % Chg. OI IRB

3137.00

2886.00

[8]

250.65

[3.6]

ZEEL

5648.00

5317.00

[5.9]

286.70

[0.1]

BPCL

9155.00

8680.00

[5.2]

652.75

[4.8]

HINDPETRO

8992.00

8541.00

[5]

469.00

[6.0]


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

COLPAL

25-09-14

1,653.90

2.57

812

FUTSTK

ITC

25-09-14

354.95

0.87

17,863

FUTSTK

HINDUNILVR

25-09-14

758.60

0.77

4,911.50

FUTSTK

INFY

25-09-14

3,658

0.6

3,189.25

Top Losers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

GMRINFRA

25-09-14

22.25

[11]

2,56,260

FUTSTK

HDIL

25-09-14

86.35

[8.67]

27,960

FUTSTK

ARVIND

25-09-14

307.75

[8.31]

11,166

FUTSTK

JISLJALEQS

25-09-14

87.70

[7.68]

29,324

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

33,680

54,057

3,3,680

258.78

10,518.55

STOCK FUTURES

42,846

62,474

4,2,846

1,293.08

48,186.30


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

OPTION’s FRONT Top Gainers: Options Inst Type OPTIDX

LUPIN

Expiry Date 25-09-14

Last Price[Rs.] 5.10

Strike Price[Rs.] 1500.00

OPTSTK

HINDZINC

25-09-14

1.20

155.00

PE

OPTSTK

BHARAT FORG

25-09-14

1.00

740.00

CE

OPTSTK

CIPLA

25-09-14

450.00

0.50

PE

Last Price[Rs.] 0.15

Strike Price[Rs.] 340.00

Underlying

OPT Type CE

Top Looser: Options Inst Type OPTSTK

ORIENTALBNK

Expiry Date 25-09-14

OPTSTK

FEDERAL BNK

25-09-14

0.05

145.00

CE

OPTIDX

BAJAJ AUTO

25-09-14

2100.00

0.05

PE

OPTIDX

AXIS BNK

25-09-14

500.00

0,40

CE

Underlying

OPT Type CE

FII Trends In Options Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX OPTIONS

2,60,609

2,38,707

2,6,0,609

1,493.47

60,433.08

STOCK OPTIONS

42,766

42,526

4,2,766

60.64

2,238.82


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

PUT CALL RATIO: STOCK OPTION (OI WISE) PUT CALL RATIO: STOCK OPTION (OPEN INTEREST WISE) SCRIPT OFSS

PUT 5,000.00

CALL 3,000.00

RATIO 1.67

CIPLA

28,14,000.00

22,40,000.00

1.26

SUNTV

2,96,000.00

2,48,000.00

1.19

KOTAKBANK

4,03,500.00

3,55,000.00

1.14

PUT CALL RATIO: STOCK OPTION (VOLUME WISE) SCRIPT OFSS

PUT 9,000.00

CALL 500.00

RATIO 18.00

IBREALEST

4,04,000.00

2,36,000.00

1.71

KOTAKBANK

1,48,500.00

1,04,000.00

1.43

MARUTI

2,11,875.00

2,09,750.00

1.01

PUT CALL RATIO: INDEX FUTURES (OPEN INTEREST WISE) SCRIPT NIFTY

PUT 3,80,53,800.00

CALL 4,13,22,150.00

RATIO 0.92

BANKNIFTY

22,93,950.00

30,12,100.00

0.76

-

-

-

-

PUT CALL RATIO: INDEX FUTURES (VOLUME WISE) SCRIPT NIFTY

PUT 10,38,14,200.00

CALL 11,18,21,700.00

RATIO 0.93

BANKNIFTY

58,14,450.00

75,17,375.00

0.77

-

-

-

-


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

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CAPITAL STARS FINANCIAL RESEARCH PRIVATE LIMITED PLOT NO. 12, SCHEME NO. 78, PART II VIJAYNAGAR INDORE 452001 (MP)


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