Daily Derivative Report 3 November 2014

Page 1

DAILY DERIVATIVE REPORT 3RD NOVEMBER 2014


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 27TH NOV 2014

SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-8310

R1- 8360

NIFTY SPOT

8322.20

8169.20

1.87

S2-8260

R2-8420

NIFTY FUTURES

8352.70

8198.20

1.92

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

8045

8178

8266

PIVOT POINTS P 8311

R1

R2

R3

8399

8445

8578


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 27TH NOV 2014 SYMBOL

SUPPORT

RESISTANCE

S1-17000

R1-17250

S2-16900

R2-17400

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

17045.05

16760.05

1.70

17146.45

16829.50

1.87

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

PIVOT POINTS P

16375

16717

16932

17059

R1

R2

R3

17274

17402

17744


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

GAIL

3568.00

4531.50

27

532.00

4.10

SKSMICRO

3510.00

4369.00

24.5

328.50

4.50

M&M

10978.00

12939.00

17.9

1306.95

1.10

BPCL

5966.00

6750.00

13.1

728.00

3.20

LTP

Price % Chg

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

3222.00

2823.00

[12.4]

949.00

3.9

TATASTEEL

19194.00

18575.00

[3.2]

491.20

3.3

CANBK

6672.00

6637.00

[0.5]

402.70

3.4

-

-

-

-

-

-

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

BHARTIARTL

9713.00

12116.50

24.8

402.30

[1.8]

ARVIND

5575.00

6259.50

12.3

298.80

[0.2]

CENTURYTEX

7851.00

8236.00

4.9

557.00

[0.9]

-

-

-

-

-

-

LTP

Price % Chg

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

9921.00

9896.00

[0.3]

393.40

[7.1]

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

JISLJALEQS

27-11-2014

91.15

6.8

27,704

FUTSTK

RELINFRA

27-11-2014

639.20

6.42

6,178.50

FUTSTK

JPPOWER

27-11-2014

13.45

6.32

50,280

FUTSTK

UNITECH

27-11-2014

20.50

5.4

1,56,111

Top Losers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

TITAN

27-11-2014

393.40

[7.05]

9,896

FUTSTK

JUBLFOOD

27-11-2014

1,258

[3.46]

1,856.25

FUTSTK

BHARTIARTL

27-11-2014

402.30

[1.84]

12,116.50

FUTSTK

UBL

27-11-2014

700.10

[1.02]

385.25

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX OPTIONS

33,680

54,057

33,680

258.78

10,518.55

STOCK OPTIONS

42,846

62,474

42,846

1,293.08

48,186.30


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

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

HDFC

Expiry Date 27-Nov-2014

OPT Type CE

Strike Price[Rs.] 1,160.00

OPTSTK

SYNDIBANK

27-Nov-2014

CE

150.00

0.70

OPTSTK

RELINFRA

27-Nov-2014

CE

740.00

3.95

OPTSTK

RELINFRA

27-Nov-2014

CE

800.00

1.60

OPT Type PE

Strike Price[Rs.] 410.00

Underlying

Last Price[Rs.] 7.80

Top Looser: Options Inst Type OPTSTK

TATASTEEL

Expiry Date 27-Nov-2014

OPTSTK

NTPC

27-Nov-2014

PE

130.00

0.25

OPTSTK

SBIN

27-Nov-2014

PE

2,200.00

1.75

OPTSTK

TITAN

27-Nov-2014

CE

460.00

1.10

Underlying

Last Price[Rs.] 0.90

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

2,60,609

1,493.47

60,433.08

STOCK OPTIONS

42,766

42,526

42,766

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 BAJAJ-AUTO

PUT 39,125.00

CALL 24,750.00

RATIO 1.58

MCLEODRUSS

21,000.00

15,000.00

1.40

JUBLFOOD

12,500.00

9,000.00

1.39

DABUR

4,22,000.00

3,04,000.00

1.39

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

PUT 19,500.00

CALL 8,250.00

RATIO 2.36

SUNTV

16,000.00

13,000.00

1.23

SRTRANSFIN

4,000.00

3,500.00

1.14

DABUR

1,52,000.00

1,48,000.00

1.03

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

PUT 3,03,88,650.00

CALL 2,39,37,350.00

RATIO 1.27

BANKNIFTY

16,20,225.00

13,30,400.00

1.22

-

-

-

-

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

PUT 31,74,775.00

CALL 33,09,775.00

RATIO 0.96

NIFTY

7,33,48,650.00

8,11,01,000.00

0.90

-

-

-

-


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

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