Derivative report 04 august 2014

Page 1

DAILY DERIVATIVE REPORT 4TH AUGUST 2014


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 28TH AUG 2014

SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7610

R1- 7745

NIFTY SPOT

7602.60

7721.30

-1.54

S2-7585

R2-7785

NIFTY FUTURES

7624.00

7750.55

-1.63

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7392

7562

7575

PIVOT POINTS P 7660

R1

R2

R3

7708

7793

7927

Capital Stars 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

S1-15150

R1-15505

S2-15100

R2-15660

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

15127.80

15267.60

-0.92

15240.00

15365.85

-0.82

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

PIVOT POINTS P

14611

14956

15098

15301

R1

R2

R3

15443

15646

15991

Capital Stars 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

JUSTDIAL

1,326.00

1,669.00

25.9

1,683.05

0.9

GMRINFRA

13,938.00

17,043.00

22.3

29.00

6.4

BANKBARODA

7,289.00

8,423.00

15.6

895.25

2.5

UNIONBANK

7,854.00

8,941.00

13.8

198.65

3.2

LTP

Price % Chg

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

2,759.00

2,671.00

[3.2]

283.85

1.2

DLF

15,521.00

15,379.00

[0.9]

201.30

1.4

-

-

-

-

-

-

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

BANKINDIA

12,817.00

13,885.00

8.3

273.50

[1.0]

HDIL

3,148.00

3,362.00

6.8

90.90

[2.9]

TITAN

5,706.00

6,091.00

6.8

329.10

[4.1]

YESBANK

8,588.00

9,160.00

6.7

538.55

[0.9]

Long Unwinding Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

TECHM

19,174.00

18,273.00

[4.7]

2,137.60

[0.8]

TCS

20,282.00

19,896.00

[1.9]

2,529.00

[2.4]

ARVIND

3,064.00

3,013.00

[1.7]

224.85

[3.2]

TATAMOTORS

15,094.00

14,961.00

[0.9]

442.70

[1.5]

Capital Stars 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

GMRINFRA

25-Sep-14

29.35

6.5

480.00

FUTSTK

GMRINFRA

28-Aug-14

29.00

6.4

170,430.00

FUTSTK

GLENMARK

28-Aug-14

685.15

3.3

612.00

FUTSTK

UNIONBANK

28-Aug-14

198.65

3.2

17,882.00

Top Losers: Future Contract Type FUTSTK

Underlying DISHTV

Exp. Date 25-Sep-14

Last Price 57.65

Chg (%) [8.4]

OI ('000s) 64.00

FUTSTK

ARVIND

25-Sep-14

223.00

[4.2]

44.00

FUTSTK

TITAN

28-Aug-14

329.10

[4.1]

6,091.00

FUTSTK

JISLJALEQS

25-Sep-14

99.50

[4.1]

132.00

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

204,827

188,602

638.69

477.115

18,602

STOCK FUTURES

462,003

472,610

[373.22]

1,584.764

57,278

Capital Stars 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

BANKNIFTY

Expiry Date 28-Aug-14

Last Price[Rs.] 3.70

Strike Price[Rs.] 12,800.00

OPTSTK

SUNPHARMA

28-Aug-14

2.90

700.00

PE

OPTSTK

ONGC

28-Aug-14

0.40

480.00

CE

OPTSTK

YESBANK

28-Aug-14

2.20

470.00

PE

BHEL

Expiry Date 28-Aug-14

Last Price[Rs.] 1.00

Strike Price[Rs.] 265.00

OPTIDX

NIFTY

25-Sep-14

1.15

8,350.00

CE

OPTSTK

AXISBANK

28-Aug-14

24.00

370.00

CE

OPTSTK

AXISBANK

28-Aug-14

12.00

392.00

CE

Underlying

OPT Type PE

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

540,162

527,053

469.06

1,905.470

74,174

STOCK OPTIONS

81,924

87,435

[239.28]

121.906

4,534

Capital Stars 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 1,750.00

CALL 1,250.00

RATIO 1.40

SUNPHARMA

170,500.00

163,500.00

1.04

INDUSINDBK

102,500.00

101,500.00

1.01

BPCL

150,500.00

150,500.00

1.00

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

PUT 7,875.00

CALL 5,625.00

RATIO 1.40

TCS

427,375.00

394,000.00

1.08

UBL

1,000.00

1,000.00

1.00

HDFC

349,750.00

389,500.00

0.90

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

PUT 27,386,750.00

CALL 27,416,100.00

RATIO 1.00

BANKNIFTY

788,550.00

1,170,175.00

0.67

-

-

-

-

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

PUT 70,575,100.00

CALL 65,752,300.00

RATIO 1.07

BANKNIFTY

2,025,000.00

2,483,300.00

0.82

-

-

-

-

Capital Stars 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) Capital Stars 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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