Derivative report 04 july 2014

Page 1

DAILY DERIVATIVE REPORT 4TH JULY 2014


DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 31ST JULY 2014 SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7700

R1- 7760

NIFTY SPOT

7714.80

7706.80

-0.13

S2-7635

R2-7790

NIFTY FUTURES

7739.10

7749.85

-0.14

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7651

7698

7718

PIVOT POINTS P 7746

R1

R2

R3

7766

7794

7841


DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 31ST JULY 2014 SYMBOL

SUPPORT

RESISTANCE

S1-15360

R1-15690

S2-15180

R2-15750

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

15451.65

15431.50

-0.25

15564.90

15598.35

-0.21

TREND BULLISH S3 15280

S2 15429

STRATEGY BUY ON DIPS S1

PIVOT POINTS P

R1

R2

R3

15497

15578

15645

15726

15875


DAILY DERIVATIVE REPORT

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

GLENMARK

1,390.00

1,974.00

42.0

613.55

6.0

BHARATFORG

2,638.00

3,050.00

15.6

671.50

1.2

DABUR

2,049.00

2,337.00

14.1

193.30

3.2

ARVIND

3,404.00

3,813.00

12.0

244.35

3.8

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

PFC

4,770.00

4,548.00

[4.7]

320.80

0.5

AUROPHARMA

20,027.00

19,957.00

[0.4]

773.85

2.2

COALINDIA

15,647.00

15,608.00

[0.3]

396.60

0.4

UPL

3,902.00

3,900.00

[0.1]

343.55

1.7

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

GMRINFRA

15,635.00

23,791.00

52.2

31.10

[8.1]

JPASSOCIAT

16,337.00

19,196.00

17.5

72.25

[5.1]

M&MFIN

5,693.00

6,588.00

15.7

275.95

[3.1]

HCLTECH

10,353.00

11,474.00

10.8

1,475.50

[1.2]

Long Unwinding Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

RECLTD

4,270.00

4,073.00

[4.6]

371.65

[0.4]

HEROMOTOCO

6,224.00

6,079.00

[2.3]

2,606.85

[0.8]

-

-

-

-

-

-

-

-

-

-

-

-


DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

GLENMARK

31-Jul-14

614.25

6.1

1,057.00

FUTSTK

UCOBANK

28-Aug-14

113.50

5.9

104.00

FUTSTK

UCOBANK

31-Jul-14

112.80

5.8

25,560.00

FUTSTK

GLENMARK

28-Aug-14

616.55

5.6

1.50

Top Losers: Future Contract Type FUTSTK

Underlying GMRINFRA

Exp. Date 25-Sep-14

Last Price 31.75

Chg (%) [9.5]

OI ('000s) 60.00

FUTSTK

GMRINFRA

28-Aug-14

31.40

[8.2]

1,400.00

FUTSTK

GMRINFRA

31-Jul-14

31.20

[7.8]

238,710.00

FUTSTK

JPPOWER

31-Jul-14

22.60

[5.2]

66,495.00

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

30,160

31,389

[47.41]

287.058

11,007

STOCK FUTURES

83,192

64,066

663.94

1,476.228

55,880


DAILY DERIVATIVE REPORT

OPTION’s FRONT

Top Gainers: Options Inst Type OPTSTK

PTC

Expiry Date 31-Jul-14

Last Price[Rs.] 2.25

Strike Price[Rs.] 115.00

OPTSTK

GMRINFRA

31-Jul-14

0.50

27.50

PE

OPTSTK

GLENMARK

31-Jul-14

35.00

600.00

CE

OPTSTK

BHARATFORG

31-Jul-14

90.00

590.00

CE

NIFTY

Expiry Date 25-Jun-15

Last Price[Rs.] 0.10

Strike Price[Rs.] 4,000.00

OPTSTK

HDFC

31-Jul-14

0.50

840.00

PE

OPTSTK

SAIL

31-Jul-14

0.40

125.00

CE

OPTSTK

BHARATFORG

31-Jul-14

4.00

590.00

PE

Underlying

OPT Type CE

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

120,304

110,590

395.67

1,209.853

46,192

STOCK OPTIONS

35,984

36,180

[12.26]

61.101

2,305


DAILY DERIVATIVE REPORT

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

PUT 301,750.00

CALL 275,000.00

RATIO 1.10

UBL

11,250.00

12,250.00

0.92

SUNTV

8,000.00

9,000.00

0.89

YESBANK

732,000.00

850,000.00

0.86

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

PUT 3,000.00

CALL 1,750.00

RATIO 1.71

MARUTI

199,125.00

178,250.00

1.12

YESBANK

406,000.00

450,000.00

0.90

CENTURYTEX

273,000.00

325,000.00

0.84

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

PUT 30,272,900.00

CALL 32,169,750.00

RATIO 0.94

BANKNIFTY

1,134,800.00

1,565,400.00

0.72

-

-

-

-

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

PUT 31,304,250.00

CALL 31,369,700.00

RATIO 1.00

BANKNIFTY

652,275.00

748,325.00

0.87

-

-

-

-


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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