Daily Derivative Report 5 November 2014

Page 1

DAILY DERIVATIVE REPORT 5TH NOVEMBER 2014


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 27TH NOV 2014

SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-8340

R1- 8390

NIFTY SPOT

8324.15

8322.20

0.02

S2-8310

R2-8450

NIFTY FUTURES

8361.05

8352.70

0.08

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

8281

8323

8342

PIVOT POINTS P 8365

R1

R2

R3

8384

8407

8449


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 27TH NOV 2014 SYMBOL

SUPPORT

RESISTANCE

S1-17030

R1-17280

S2-16900

R2-17350

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

17134.10

17045.05

0.52

17225.95

17146.45

0.42

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

PIVOT POINTS P

16676

16927

17076

17178

R1

R2

R3

17327

17429

17680


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

SKSMICRO

4367.00

6743.00

54.4

353.60

7.70

IBREALEST

8496.00

10448.00

23

75.25

5.20

BANKINDIA

7503.00

8718.00

16.2

287.20

0.80

TATACHEM

3797.00

4155.00

9.4

418.25

2.10

LTP

Price % Chg

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

9199.00

9006.00

[2.1]

131.35

5.3

INDIACEM

9396.00

9250.00

[1.6]

114.60

2.2

IRB

10912.00

10774.00

[1.3]

260.15

2.5

-

-

-

-

-

-

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

NMDC

4489.00

5499.00

22.5

164.00

[3.4]

COALINDIA

9825.00

10912.00

11.1

361.95

[2.3]

DIVISLAB

5537.00

6099.00

10.2

1819.00

[3.4]

ASIANPAINT

8878.00

9772.00

10.1

658.60

[0.3]

LTP

Price % Chg

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

90.00

84.00

[6.7]

1383.50

[0.5]

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

UNITECH

27-11-2014

22.75

10.71

1,57,913

FUTSTK

JPPOWER

27-11-2014

14.50

8.21

52,260

FUTSTK

SKSMICRO

27-11-2014

353.60

7.72

6,743

FUTSTK

JINDALSTEL

27-11-2014

172.30

6.16

17,678

Top Losers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

GAIL

27-11-2014

501

[5.78]

5,242

FUTSTK

DIVISLAB

27-11-2014

1,819

[3.42]

762.38

FUTSTK

NMDC

27-11-2014

164

[3.42]

10,998

FUTSTK

M&M

27-11-2014

1,274.90

[2.62]

3,349

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

33,680

258.78

10,518.55

STOCK FUTURES

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

HINDALCO

Expiry Date 27-Nov-2014

OPT Type CE

Strike Price[Rs.] 195.00

OPTSTK

IBREALEST

27-Nov-2014

CE

80.00

2.35

OPTSTK

JISLJALEQS

27-Nov-2014

CE

115.00

0.50

OPTIDX

BANKNIFTY

27-Nov-2014

PE

14,000.00

8.40

PTC

Expiry Date 27-Nov-2014

OPT Type PE

Strike Price[Rs.] 82.50

OPTSTK

NHPC

24-Dec-2014

PE

10.00

0.25

OPTSTK

COALINDIA

27-Nov-2014

PE

310.00

0.10

OPTSTK

M&MFIN

27-Nov-2014

PE

270.00

0.85

Underlying

Last Price[Rs.] 4.25

Top Looser: Options Inst Type OPTSTK

Underlying

Last Price[Rs.] 0.10

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 41,250.00

CALL 29,750.00

RATIO 1.39

ORIENTBANK

3,36,000.00

2,88,000.00

1.17

AXISBANK

18,31,250.00

15,72,500.00

1.16

RPOWER

77,40,000.00

67,48,000.00

1.15

PUT CALL RATIO: STOCK OPTION (VOLUME WISE) SCRIPT BAJAJ-AUTO

PUT 30,000.00

CALL 24,000.00

RATIO 1.25

UPL

1,07,000.00

90,000.00

1.19

JSWSTEEL

34,000.00

34,500.00

0.99

YESBANK

6,81,500.00

7,22,500.00

0.94

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

PUT 20,05,750.00

CALL 14,84,925.00

RATIO 1.35

NIFTY

3,28,63,100.00

2,58,40,175.00

1.27

-

-

-

-

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

PUT 26,26,725.00

CALL 24,07,450.00

RATIO 1.09

NIFTY

4,37,37,050.00

4,69,39,000.00

0.93

-

-

-

-


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

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