Daily derivative report 24 sep 2014

Page 1

DAILY DERIVATIVE REPORT 24TH SEPTEMBER 2014


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 25TH SEP 2014

SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-8000

R1- 8165

NIFTY SPOT

8017.55

8146.30

-1.58

S2-7955

R2-8200

NIFTY FUTURES

8032.00

8158.45

-1.55

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7795

7934

7983

PIVOT POINTS P 8073

R1

R2

R3

8122

8213

8352


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 25TH SEP 2014

SYMBOL

SUPPORT

RESISTANCE

S1-15810

R1-16290

S2-15660

R2-16340

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

15902.85

16194.55

-1.80

15930.00

16217.90

-1.78

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

PIVOT POINTS P

15399

15713

15821

16027

R1

R2

R3

16135

16341

16655


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

HCLTECH

2072.00

6147.00

196.7

1729.95

1.10

MINDTREE

173.00

465.00

168.8

1229.50

0.90

IFCI

1424.00

2823.00

98.2

34.85

0.70

L&TFH

3222.00

5457.00

69.4

70.90

1.30

LTP

Price % Chg

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

1796.00

1477.00

[17.8]

771.00

0.4

IFCI

6208.00

5217.00

[16]

34.70

1

TECHM

14115.00

12316.00

[12.8]

2478.00

0.1

HCLTECH

9238.00

8232.00

[10.9]

1719.85

1.2

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

M&MFIN

4302.00

5730.00

33.2

278.20

[0.9]

RECLTD

6574.00

7754.00

18

248.95

[5.3]

ORIENTBANK

2236.00

2587.00

15.7

261.00

[7.0]

COLPAL

2520.00

2882.00

14.4

1624.85

[2.0]

LTP

Price % Chg

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

5814.00

4776.00

[17.9]

157.95

[3.0]

HAVELLS

4772.00

3981.00

[16.6]

260.95

[3.8]

RPOWER

11632.00

9803.00

[15.7]

71.90

[2.4]

TITAN

5781.00

4929.00

[14.7]

392.00

[1.6]


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

HCLTECH

25-09-14

1,719.85

1.23

2,058

FUTSTK

L&TFH

25-09-14

70.35

1.22

37,120

FUTSTK

IFCI

25-09-14

34.70

1.02

46,953

FUTSTK

MINDTREE

25-09-14

1,220.25

0.98

253.75

Top Losers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

UNITECH

25-09-14

21.90

[10.98]

1,48,002

FUTSTK

INDIACEM

25-09-14

121.70

[7.24]

11,464

FUTSTK

JUSTDIAL

25-09-14

1,574

[7.17]

314.13

FUTSTK

ORIENTBANK

25-09-14

261

[6.95]

5,174

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

M&M

Expiry Date 25-09-14

Last Price[Rs.] 1.20

Strike Price[Rs.] 1200.00

OPTSTK

TATA GLOBAL

25-09-14

0.75

140.00

PE

OPTSTK

LUPIN

25-09-14

1.80

1240.00

PE

OPTSTK

TATA CHEM

25-09-14

3.25

380.00

PE

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

INFY

25-09-14

0.30

2700.00

PE

OPTIDX

RCOM

25-09-14

0.05

170.00

CE

OPTIDX

SRTANSFIN

25-09-14

0.05

900.00

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 12,000.00

CALL 3,500.00

RATIO 3.43

DRREDDY

2,10,250.00

1,32,375.00

1.59

KOTAKBANK

3,79,000.00

2,41,000.00

1.57

MARUTI

5,22,500.00

3,55,125.00

1.47

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

PUT 4,64,000.00

CALL 96,000.00

RATIO 4.83

NHPC

34,44,000.00

13,92,000.00

2.47

GMRINFRA

6,50,000.00

3,10,000.00

2.10

APOLLOHOSP

1,250.00

750.00

1.67

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

PUT 3,70,16,800.00

CALL 3,93,27,650.00

RATIO 0.94

BANKNIFTY

25,64,950.00

34,15,900.00

0.75

-

-

-

-

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

PUT 15,79,12,800.00

CALL 14,71,01,150.00

RATIO 1.07

BANKNIFTY

69,25,225.00

83,15,675.00

0.83

-

-

-

-


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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