Derivative report 03 july 2014

Page 1

DAILY DERIVATIVE REPORT 2ND 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

7638.70

7611.35

0.36

S2-7460

R2-7690

NIFTY FUTURES

7623.85

7543.90

1.06

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7580

7621

7645

PIVOT POINTS P 7661

R1

R2

R3

7685

7702

7742


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

15326.60

15241.90

0.56

15449.85

15366.60

0.54

TREND BULLISH S3 15205

S2 15317

STRATEGY BUY ON DIPS S1

PIVOT POINTS P

R1

R2

R3

15383

15429

15495

15541

15652


DAILY DERIVATIVE REPORT

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

BHARATFORG

1,906.00

2,511.00

31.7

657.00

4.8

HINDALCO

12,635.00

16,170.00

28.0

176.50

6.8

IGL

990.00

1,239.00

25.2

378.80

4.8

MARUTI

15,750.00

18,500.00

17.5

2,614.20

6.6

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

ICICIBANK

51,033.00

48,419.00

[5.1]

1,445.05

1.2

M&M

8,102.00

7,984.00

[1.5]

1,186.50

3.8

PTC

4,134.00

4,112.00

[0.5]

96.10

0.8

ICICIBANK

51,033.00

48,419.00

[5.1]

1,445.05

1.2

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

VOLTAS

2,840.00

3,459.00

21.8

220.10

[0.2]

PETRONET

1,664.00

1,863.00

12.0

175.50

[0.8]

INDIACEM

3,444.00

3,688.00

7.1

119.75

[0.5]

COALINDIA

16,261.00

17,271.00

6.2

388.00

[0.1]

Long Unwinding Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-


DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

SIEMENS

28-Aug-14

979.00

7.8

1.00

FUTSTK

JSWSTEEL

28-Aug-14

1,279.50

7.5

7.75

FUTSTK

HINDALCO

28-Aug-14

177.50

7.1

476.00

FUTSTK

HINDALCO

31-Jul-14

176.75

7.0

32,340.00

Top Losers: Future Contract Type FUTSTK

Underlying JUSTDIAL

Exp. Date 28-Aug-14

Last Price 1,438.90

Chg (%) [4.2]

OI ('000s) 3.25

FUTSTK

CESC

28-Aug-14

688.70

[3.6]

11.00

FUTSTK

JUSTDIAL

31-Jul-14

1,432.00

[2.9]

234.75

FUTSTK

UNIONBANK

28-Aug-14

237.70

[2.9]

64.00

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

TATAMOTORS

Expiry Date 31-Jul-14

Last Price[Rs.] 0.95

Strike Price[Rs.] 360.00

OPTSTK

MARUTI

31-Jul-14

36.50

2,800.00

CE

OPTIDX

NIFTY

28-Aug-14

2.60

9,000.00

CE

OPTSTK

MARUTI

31-Jul-14

49.05

2,750.00

CE

NIFTY

Expiry Date 25-Sep-14

Last Price[Rs.] 0.10

Strike Price[Rs.] 6,700.00

OPTSTK

RANBAXY

31-Jul-14

1.60

600.00

CE

OPTIDX

NIFTY

28-Aug-14

1.00

6,000.00

PE

OPTSTK

PTC

31-Jul-14

0.60

115.00

CE

Underlying

OPT Type PE

Top Looser: Options Inst Type OPTIDX

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

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 SRTRANSFIN

PUT 2,500.00

CALL 2,000.00

RATIO 1.25

MARUTI

247,625.00

240,375.00

1.03

ACC

36,000.00

37,750.00

0.95

GAIL

177,000.00

195,000.00

0.91

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

PUT 1,500.00

CALL 250.00

RATIO 6.00

MCLEODRUSS

530,000.00

191,000.00

2.77

ASIANPAINT

54,000.00

40,000.00

1.35

SRTRANSFIN

1,000.00

1,000.00

1.00

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

PUT 26,644,850.00

CALL 29,241,000.00

RATIO 0.91

BANKNIFTY

944,825.00

1,397,975.00

0.68

-

-

-

-

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

PUT 29,962,800.00

CALL 28,110,900.00

RATIO 1.07

BANKNIFTY

510,600.00

905,000.00

0.56

-

-

-

-


DAILY DERIVATIVE REPORT

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