Derivative report 01 august 2014

Page 1

DAILY DERIVATIVE REPORT 1ST AUGUST 2014


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 28TH AUG 2014

SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7710

R1- 7795

NIFTY SPOT

7721.30

7791.40

-0.90

S2-7675

R2-7840

NIFTY FUTURES

7722.45

7715.20

-0.85

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7583

7674

7733

PIVOT POINTS P 7765

R1

R2

R3

7824

7857

7948

CapitalStars Financial Research Pvt. Ltd. Tel.: +91 731 6790000 , 6669900, E-mail : info@capitalstars.com, Plot No. 12, Scheme No. 78, Part – II, Vijay Nagar, INDORE 452010 (M.P)


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 28TH AUG 2014

SYMBOL

SUPPORT

RESISTANCE

S1-15200

R1-15500

S2-15100

R2-15660

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

15267.60

15452.40

-1.20

15267.00

15451.70

-1.20

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

PIVOT POINTS P

14866

15105

15186

15343

R1

R2

R3

15424

15582

15821

CapitalStars Financial Research Pvt. Ltd. Tel.: +91 731 6790000 , 6669900, E-mail : info@capitalstars.com, Plot No. 12, Scheme No. 78, Part – II, Vijay Nagar, INDORE 452010 (M.P)


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

GL

255.00

743.00

191.4

372.25

0.8

IRB

1,360.00

3,171.00

133.2

257.10

7.4

JUSTDIAL

665.00

1,302.00

95.8

1,669.35

2.1

DIVISLAB

1,092.00

2,016.00

84.6

1,491.90

0.9

LTP

Price % Chg

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

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

APOLLOHOSP

354.00

915.00

158.5

1,012.95

[0.6]

M&M

3,985.00

9,106.00

128.5

1,201.95

[2.0]

ADANIPORTS

2,850.00

5,618.00

97.1

261.50

[1.1]

ACC

1,735.00

3,265.00

88.2

1,399.00

[1.4]

LTP

Price % Chg

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

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

CapitalStars Financial Research Pvt. Ltd. Tel.: +91 731 6790000 , 6669900, E-mail : info@capitalstars.com, Plot No. 12, Scheme No. 78, Part – II, Vijay Nagar, INDORE 452010 (M.P)


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

ABIRLANUVO

25-Sep-14

1,487.95

7.7

1.75

FUTSTK

IRB

28-Aug-14

256.95

7.3

12,904.00

FUTSTK

GMRINFRA

28-Aug-14

27.40

5.4

139,600.00

FUTSTK

AUROPHARMA

28-Aug-14

716.00

4.2

10,523.50

Top Losers: Future Contract Type FUTSTK

Underlying GMRINFRA

Exp. Date 25-Sep-14

Last Price 27.60

Chg (%) [13.1]

OI ('000s) 100.00

FUTSTK

ARVIND

25-Sep-14

232.50

[4.3]

28.00

FUTSTK

ARVIND

28-Aug-14

231.05

[4.0]

6,296.00

FUTSTK

NTPC

25-Sep-14

144.50

[3.5]

4,650.00

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

143,386

142,606

32.04

426.898

16,511

STOCK FUTURES

394,918

396,174

[57.74]

1,533.971

54,953

CapitalStars Financial Research Pvt. Ltd. Tel.: +91 731 6790000 , 6669900, E-mail : info@capitalstars.com, Plot No. 12, Scheme No. 78, Part – II, Vijay Nagar, INDORE 452010 (M.P)


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

OPTION’s FRONT

Top Gainers: Options Inst Type OPTIDX

NIFTY

Expiry Date 28-Aug-14

Last Price[Rs.] 1.00

Strike Price[Rs.] 9,300.00

OPTSTK

GMRINFRA

28-Aug-14

1.50

27.50

CE

OPTSTK

TATASTEEL

28-Aug-14

0.60

440.00

PE

OPTSTK

GLENMARK

28-Aug-14

28.00

660.00

CE

Last Price[Rs.] 0.35

Strike Price[Rs.] 13,200.00

Underlying

OPT Type CE

Top Looser: Options Inst Type OPTIDX

BANKNIFTY

Expiry Date 28-Aug-14

OPTSTK

HDFC

28-Aug-14

0.10

900.00

PE

OPTSTK

AUROPHARMA

28-Aug-14

0.05

560.00

PE

OPTSTK

JINDALSTEL

28-Aug-14

1.00

330.00

CE

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

436,301

442,002

[211.23]

1,851.889

71,637

STOCK OPTIONS

67,803

70,422

[116.95]

120.301

4,446

CapitalStars Financial Research Pvt. Ltd. Tel.: +91 731 6790000 , 6669900, E-mail : info@capitalstars.com, Plot No. 12, Scheme No. 78, Part – II, Vijay Nagar, INDORE 452010 (M.P)


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

PUT CALL RATIO: STOCK OPTION (OI WISE) PUT CALL RATIO: STOCK OPTION (OPEN INTEREST WISE) SCRIPT BATAINDIA

PUT 1,500.00

CALL 500.00

RATIO 3.00

TITAN

64,000.00

33,000.00

1.94

DRREDDY

40,625.00

21,625.00

1.88

HAVELLS

1,250.00

750.00

1.67

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

PUT 77,000.00

CALL 34,000.00

RATIO 2.26

SUNPHARMA

105,000.00

57,500.00

1.83

HAVELLS

1,750.00

1,000.00

1.75

ASIANPAINT

34,000.00

21,000.00

1.62

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

PUT 22,353,250.00

CALL 21,261,750.00

RATIO 1.05

BANKNIFTY

527,725.00

625,325.00

0.84

-

-

-

-

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

PUT 30,046,550.00

CALL 28,012,050.00

RATIO 1.07

BANKNIFTY

502,950.00

498,325.00

1.01

-

-

-

-

CapitalStars Financial Research Pvt. Ltd. Tel.: +91 731 6790000 , 6669900, E-mail : info@capitalstars.com, Plot No. 12, Scheme No. 78, Part – II, Vijay Nagar, INDORE 452010 (M.P)


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) CapitalStars Financial Research Pvt. Ltd. Tel.: +91 731 6790000 , 6669900, E-mail : info@capitalstars.com, Plot No. 12, Scheme No. 78, Part – II, Vijay Nagar, INDORE 452010 (M.P)


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