Daily derivative report 22 sep 2014

Page 1

DAILY DERIVATIVE REPORT 22ND SEPTEMBER 2014


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 25TH SEP 2014

SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-8110

R1- 8165

NIFTY SPOT

8121.45

8114.75

0.08

S2-8075

R2-8200

NIFTY FUTURES

8129.90

813.70

-0.08

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

8025

8080

8105

PIVOT POINTS P 8135

R1

R2

R3

8160

8191

8246


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 25TH SEP 2014

SYMBOL

SUPPORT

RESISTANCE

S1-15810

R1-16235

S2-15660

R2-16340

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

16152.15

16156.85

-0.03

16151.00

16207.95

-0.35

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

PIVOT POINTS P

15277

15679

15941

16081

R1

R2

R3

16343

16484

16886


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

INDIACEM

3101.00

3936.00

26.9

127.40

9.50

IDEA

7064.00

8511.00

20.5

172.70

2.50

SRTRANSFIN

1573.00

1773.00

12.7

966.85

0.50

AXISBANK

18728.00

21089.00

12.6

410.30

1.00

LTP

Price % Chg

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

27731.00

25861.00

[6.7]

1065.10

0.9

TATACOMM

6912.00

6578.00

[4.8]

370.15

0.3

ASIANPAINT

7648.00

7358.00

[3.8]

669.30

1.2

MINDTREE

1138.00

1098.00

[3.5]

1220.90

2.6

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

HDIL

2367.00

2669.00

12.8

92.05

[1.6]

DIVISLAB

1873.00

2107.00

12.5

1725.00

[1.2]

ONGC

22265.00

24385.00

9.5

410.00

[1.4]

MOTHERSUMI

3882.00

4226.00

8.9

415.10

[2.2]

LTP

Price % Chg

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

1017.00

982.00

[3.4]

11610.00

[0.8]

LT

24494.00

23996.00

[2]

1542.50

[2.4]

-

-

-

-

-

-

-

-

-

-

-

-


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

INDIACEM

25-09-14

127.85

9.84

15,848

FUTSTK

IBREALEST

25-09-14

70.85

4.34

33,564

FUTSTK

BATAINDIA

25-09-14

1,305

2.84

564.75

FUTSTK

IDEA

25-09-14

172.65

2.49

17,866

Top Losers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

JINDALSTEL

25-09-14

210.20

[5.27]

16,847

FUTSTK

JPASSOCIAT

25-09-14

33.80

[4.65]

1,36,288

FUTSTK

VOLTAS

25-09-14

237.40

[4.29]

10,034

FUTSTK

ASHOKLEY

25-09-14

39.65

[3.76]

58,850

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

BAJAJ AUTO

Expiry Date 25-09-14

Last Price[Rs.] 2.90

Strike Price[Rs.] 2100.00

OPTSTK

IFCI

25-09-14

1.95

47.50

CE

OPTSTK

INDIACEM

25-09-14

1.75

135.00

CE

OPTSTK

INFY

25-09-14

1.75

3400.00

CE

Last Price[Rs.] 0.05

Strike Price[Rs.] 2050.00

Underlying

OPT Type PE

Top Looser: Options Inst Type OPTSTK

MCDOWELL-N

Expiry Date 25-09-14

OPTSTK

CENTURY TEX

25-09-14

0.05

480.00

PE

OPTIDX

NMDC

25-09-14

0.05

215.00

CE

OPTIDX

OFSS

25-09-14

25.00

4000.00

PE

Underlying

OPT Type PE

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 10,625.00

CALL 4,000.00

RATIO 2.66

DRREDDY

2,25,625.00

1,14,250.00

1.97

MARUTI

5,27,250.00

3,37,875.00

1.56

KOTAKBANK

4,10,000.00

3,01,000.00

1.36

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

PUT 2,29,875.00

CALL 1,72,875.00

RATIO 1.33

HEROMOTOCO

2,42,375.00

1,89,125.00

1.28

IBREALEST

5,76,000.00

5,40,000.00

1.07

SYNDIBANK

24,64,000.00

23,28,000.00

1.06

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

PUT 4,15,49,200.00

CALL 3,74,09,650.00

RATIO 1.11

BANKNIFTY

24,62,650.00

28,55,075.00

0.86

-

-

-

-

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

PUT 10,59,27,450.00

CALL 10,33,32,900.00

RATIO 1.03

BANKNIFTY

37,93,725.00

42,50,775.00

0.89

-

-

-

-


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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