Derivative report 01 july 2014

Page 1

DAILY DERIVATIVE REPORT 1ST JULY 2014


DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 31ST JULY 2014 SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7490

R1- 7650

NIFTY SPOT

7611.35

7508.80

1.37

S2-7460

R2-7690

NIFTY FUTURES

7623.85

7543.90

1.06

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7419

7514

7569

PIVOT POINTS P 7609

R1

R2

R3

7664

7704

7799


DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 31ST JULY 2014 SYMBOL

SUPPORT

RESISTANCE

S1-14945

R1-15450

S2-14710

R2-15690

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

15241.90

14992.35

1.66

15350.00

15140.90

1.38

TREND BULLISH S3 14807

S2 15068

STRATEGY BUY ON DIPS S1

PIVOT POINTS P

R1

R2

R3

15209

15329

15470

15590

15851


DAILY DERIVATIVE REPORT

FUTURE’s FRONT Long Build Up (Fresh Longs) Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

SYNDIBANK

1,976.00

2,562.00

29.7

176.90

11.0

ALBK

3,957.00

4,784.00

20.9

146.10

8.9

TATACHEM

3,047.00

3,590.00

17.8

346.80

4.9

CANBK

8,218.00

9,552.00

16.2

461.40

6.8

Short-Covering Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

MCDOWELL-N

61,835.00

59,387.00

[4.0]

2,411.00

1.6

ONGC

25,557.00

25,150.00

[1.6]

425.90

2.6

ICICIBANK

52,879.00

52,143.00

[1.4]

1,424.00

1.8

HINDPETRO

6,239.00

6,171.00

[1.1]

418.90

4.4

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

BAJAJ-AUTO

6,696.00

7,361.00

9.9

2,263.60

[0.4]

M&M

7,643.00

8,386.00

9.7

1,143.20

[0.5]

MARUTI

16,144.00

16,668.00

3.3

2,447.05

[0.2]

-

-

-

-

-

-

Long Unwinding Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

COLPAL

894.00

853.00

[4.6]

1,521.50

[0.6]

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-


DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

CESC

28-Aug-14

713.00

13.5

9.50

FUTSTK

SYNDIBANK

28-Aug-14

178.50

11.8

136.00

FUTSTK

SYNDIBANK

31-Jul-14

176.90

11.1

10,272.00

FUTSTK

ALBK

28-Aug-14

147.05

9.0

76.00

Top Losers: Future Contract Type FUTSTK

Underlying JSWSTEEL

Exp. Date 28-Aug-14

Last Price 1,190.00

Chg (%) [3.1]

OI ('000s) 5.50

FUTSTK

GRASIM

28-Aug-14

3,470.00

[2.4]

3.38

FUTSTK

TATAMTRDVR

28-Aug-14

297.00

[1.5]

22.00

FUTSTK

UNITECH

31-Jul-14

33.90

[1.5]

178,177.00

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

67,932

62,203

216.13

354.092

13,417

STOCK FUTURES

105,262

97,309

308.03

1,530.606

55,404


DAILY DERIVATIVE REPORT

OPTION’s FRONT

Top Gainers: Options Inst Type OPTSTK

BPCL

Expiry Date 31-Jul-14

Last Price[Rs.] 6.15

Strike Price[Rs.] 700.00

OPTSTK

SYNDIBANK

31-Jul-14

9.35

180.00

CE

OPTSTK

SYNDIBANK

31-Jul-14

7.55

185.00

CE

OPTSTK

JSWENERGY

31-Jul-14

5.85

82.50

CE

SBIN

Expiry Date 31-Jul-14

Last Price[Rs.] 23.00

Strike Price[Rs.] 3,000.00

OPTSTK

IDEA

31-Jul-14

0.50

170.00

CE

OPTSTK

BPCL

31-Jul-14

2.75

510.00

PE

OPTSTK

BHARATFORG

31-Jul-14

3.10

550.00

PE

Underlying

OPT Type CE

Top Looser: Options Inst Type OPTSTK

Underlying

OPT Type CE

FII Trends In Options Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX OPTIONS

556,829

560,402

[150.92]

1,762.192

66,618

STOCK OPTIONS

96,191

96,781

[19.81]

118.572

4,439


DAILY DERIVATIVE REPORT

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

PUT 32,750.00

CALL 29,500.00

RATIO 1.11

GAIL

191,000.00

178,000.00

1.07

MCLEODRUSS

211,000.00

242,000.00

0.87

JUSTDIAL

7,500.00

8,875.00

0.85

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

PUT 113,000.00

CALL 84,000.00

RATIO 1.35

JUSTDIAL

5,375.00

4,000.00

1.34

UBL

2,250.00

1,750.00

1.29

ASIANPAINT

41,500.00

35,000.00

1.19

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

PUT 26,033,500.00

CALL 28,783,000.00

RATIO 0.90

BANKNIFTY

884,975.00

1,116,900.00

0.79

-

-

-

-

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

PUT 33,048,900.00

CALL 38,724,850.00

RATIO 0.85

BANKNIFTY

730,550.00

1,058,850.00

0.69

-

-

-

-


DAILY DERIVATIVE REPORT

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