Daily Derivative Report 7 November 2014

Page 1

DAILY DERIVATIVE REPORT 7TH NOVEMBER 2014


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 27TH NOV 2014

SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-8360

R1- 8415

NIFTY SPOT

8338.30

8324.15

0.17

S2-8310

R2-8490

NIFTY FUTURES

8388.00

8361.05

0.32

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

8283

8335

8361

PIVOT POINTS P 8387

R1

R2

R3

8413

8439

8488


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 27TH NOV 2014 SYMBOL

SUPPORT

RESISTANCE

S1-17280

R1-17550

S2-17180

R2-17750

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

17371.60

17134.10

1.39

17490.55

17225.95

1.54

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

PIVOT POINTS P

16760

17086

17279

17412

R1

R2

R3

17605

17737

18063


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

HEXAWARE

4607.00

5333.00

15.8

216.15

9.90

AXISBANK

20079.00

22847.00

13.8

462.65

3.60

MINDTREE

1361.00

1510.00

11

1092.00

1.50

PFC

8808.00

9756.00

10.8

284.95

1.10

LTP

Price % Chg

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

12263.00

11726.00

[4.4]

311.50

3

GRASIM

13411.00

13280.00

[1]

3573.00

0.4

IGL

2145.00

2142.00

[0.1]

398.90

1.7

-

-

-

-

-

-

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

DIVISLAB

6055.00

7411.00

22.4

1710.95

[5.9]

NMDC

5436.00

6521.00

20

157.05

[4.2]

BHARTIARTL

25791.00

29914.00

16

389.20

[2.4]

COALINDIA

10667.00

12225.00

14.6

350.25

[3.1]

LTP

Price % Chg

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

4607.00

5333.00

15.8

216.15

9.90

AXISBANK

20079.00

22847.00

13.8

462.65

3.60

MINDTREE

1361.00

1510.00

11

1092.00

1.50

PFC

8808.00

9756.00

10.8

284.95

1.10


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

HEXAWARE

27-11-2014

216.15

9.92

10,666

FUTSTK

GLENMARK

27-11-2014

771.45

5.18

3,293

FUTSTK

BHARATFORG

27-11-2014

853

4.52

4,122

FUTSTK

JPPOWER

27-11-2014

14.85

3.85

54,300

Top Losers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

DIVISLAB

27-11-2014

1,710.95

[5.89]

926.38

FUTSTK

JINDALSTEL

27-11-2014

162.10

[5.4]

18,542

FUTSTK

MCLEODRUSS

27-11-2014

258

[4.94]

2,869

FUTSTK

JISLJALEQS

27-11-2014

87.45

[4.84]

29,720

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

COALINDIA

Expiry Date 27-Nov-2014

OPT Type PE

Strike Price[Rs.] 310.00

OPTSTK

CESC

27-Nov-2014

CE

760.00

6.35

OPTSTK

HEXAWARE

27-Nov-2014

CE

220.00

8.10

OPTSTK

BPCL

27-Nov-2014

CE

820.00

3.55

TITAN

Expiry Date 27-Nov-2014

OPT Type CE

Strike Price[Rs.] 470.00

OPTSTK

KOTAKBANK

27-Nov-2014

PE

980.00

1.05

OPTSTK

HEXAWARE

27-Nov-2014

PE

175.00

0.70

OPTSTK

HDFC

27-Nov-2014

PE

920.00

1.10

Underlying

Last Price[Rs.] 0.60

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 SIEMENS

PUT 32,500.00

CALL 27,000.00

RATIO 1.20

AXISBANK

26,90,000.00

22,56,250.00

1.19

BAJAJ-AUTO

47,500.00

41,250.00

1.15

ORIENTBANK

3,27,000.00

2,98,000.00

1.10

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

PUT 76,000.00

CALL 70,000.00

RATIO 1.09

JUSTDIAL

6,625.00

6,375.00

1.04

RPOWER

72,40,000.00

76,36,000.00

0.95

JSWSTEEL

54,250.00

62,000.00

0.88

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

PUT 24,13,725.00

CALL 15,26,750.00

RATIO 1.58

NIFTY

3,44,68,375.00

2,71,20,450.00

1.27

-

-

-

-

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

PUT 40,14,975.00

CALL 33,41,500.00

RATIO 1.20

NIFTY

5,22,75,175.00

5,39,95,675.00

0.97

-

-

-

-


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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