Derivative report 06 august 2014

Page 1

DAILY DERIVATIVE REPORT 6TH AUGUST 2014


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 28TH AUG 2014

SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7655

R1- 7805

NIFTY SPOT

7743.70

7683.65

0.78

S2-7610

R2-7840

NIFTY FUTURES

7771.85

7718.20

0.70

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7471

7605

7688

PIVOT POINTS P 7738

R1

R2

R3

7821

7871

8005

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

15298.60

15242.35

0.37

15375.30

15343.05

0.21

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

PIVOT POINTS P

14834

15081

15234

15327

R1

R2

R3

15480

15574

15821

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

APOLLOTYRE

4,603.00

5,625.00

22.2

186.85

4.6

IRB

3,227.00

3,720.00

15.3

268.00

4.7

IBREALEST

7,831.00

8,956.00

14.4

81.50

4.0

HDIL

3,480.00

3,839.00

10.3

100.85

8.9

LTP

Price % Chg

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

3,624.00

3,455.00

[4.7]

1,449.45

4.7

JSWENERGY

1,978.00

1,892.00

[4.4]

79.70

3.3

ARVIND

3,081.00

2,958.00

[4.0]

234.65

0.2

SRTRANSFIN

1,664.00

1,631.00

[2.0]

896.00

1.9

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

HEROMOTOCO

6,447.00

8,379.00

30.0

2,529.05

[0.9]

EXIDEIND

3,838.00

4,553.00

18.6

161.90

[2.0]

ZEEL

3,870.00

4,362.00

12.7

286.35

[1.0]

COLPAL

774.00

854.00

10.3

1,550.80

[0.8]

LTP

Price % Chg

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

5,406.00

5,397.00

[0.2]

120.00

[0.4]

IDFC

39,862.00

39,833.00

[0.1]

152.15

[0.4]

-

-

-

-

-

-

-

-

-

-

-

-

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

HDIL

30-Oct-14

101.65

9.9

8.00

FUTSTK

HDIL

25-Sep-14

100.65

9.6

224.00

FUTSTK

HDIL

28-Aug-14

100.55

8.6

30,568.00

FUTSTK

UNITECH

28-Aug-14

27.90

6.9

183,481.00

Top Losers: Future Contract Type FUTSTK

Underlying CROMPGREAV

Exp. Date 28-Aug-14

Last Price 195.45

Chg (%) [4.5]

OI ('000s) 15,284.00

FUTSTK

PETRONET

25-Sep-14

168.80

[4.4]

170.00

FUTSTK

PETRONET

28-Aug-14

169.20

[4.2]

4,708.00

FUTSTK

CROMPGREAV

25-Sep-14

196.50

[3.9]

80.00

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

63,657

93,635

[1,145.73]

247.731

9,438

STOCK FUTURES

92,996

77,946

518.75

1,374.401

48,838

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 OPTSTK

JISLJALEQS

Expiry Date 28-Aug-14

Last Price[Rs.] 0.85

Strike Price[Rs.] 125.00

OPTSTK

ULTRACEMCO

28-Aug-14

13.20

2,800.00

CE

OPTSTK

ULTRACEMCO

28-Aug-14

35.00

2,700.00

CE

OPTSTK

ULTRACEMCO

28-Aug-14

50.75

2,650.00

CE

Last Price[Rs.] 2.00

Strike Price[Rs.] 1,120.00

Underlying

OPT Type CE

Top Looser: Options Inst Type OPTSTK

APOLLOHOSP

Expiry Date 28-Aug-14

OPTSTK

HINDALCO

28-Aug-14

0.25

150.00

PE

OPTIDX

NIFTY

25-Sep-14

1.15

8,350.00

CE

OPTSTK

RECLTD

28-Aug-14

0.05

200.00

PE

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

431,009

350,327

3,050.17

1,214.413

46,158

STOCK OPTIONS

56,498

52,430

143.03

36.454

1,265

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 MARUTI

PUT 322,750.00

CALL 237,875.00

RATIO 1.36

BATAINDIA

6,000.00

4,750.00

1.26

INDUSINDBK

135,000.00

116,500.00

1.16

COALINDIA

1,588,000.00

1,510,000.00

1.05

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

PUT 6,000.00

CALL 4,500.00

RATIO 1.33

KOTAKBANK

65,500.00

49,500.00

1.32

GLENMARK

7,500.00

6,500.00

1.15

JUBLFOOD

1,500.00

1,750.00

0.86

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

PUT 34,730,650.00

CALL 30,503,850.00

RATIO 1.14

BANKNIFTY

1,279,100.00

1,656,450.00

0.77

-

-

-

-

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

PUT 88,275,750.00

CALL 97,450,900.00

RATIO 0.91

BANKNIFTY

3,552,450.00

4,151,700.00

0.86

-

-

-

-

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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