Derivative report 07 august 2014

Page 1

DAILY DERIVATIVE REPORT 7TH 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- 7760

NIFTY SPOT

7672.05

7746.55

-0.96

S2-7610

R2-7790

NIFTY FUTURES

7698.70

7772.85

-0.95

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7546

7629

7663

PIVOT POINTS P 7711

R1

R2

R3

7746

7793

7876

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

S1-15065

R1-15505

S2-15010

R2-15660

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

15008.65

15293.25

-1.86

15103.00

15376.35

-1.78

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

PIVOT POINTS P

14621

14895

14999

15169

R1

R2

R3

15273

15443

15717

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

INFY

19,050.00

21,960.00

15.3

3,569.00

1.5

HEROMOTOCO

7,956.00

9,068.00

14.0

2,572.20

1.7

DISHTV

4,573.00

4,854.00

6.1

60.35

1.0

M&M

9,083.00

9,591.00

5.6

1,243.00

0.5

LTP

Price % Chg

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

1,088.00

1,036.00

[4.8]

205.60

0.6

VOLTAS

2,738.00

2,658.00

[2.9]

198.50

0.9

ABIRLANUVO

6,292.00

6,264.00

[0.5]

1,460.00

0.1

ADANIPORTS

5,849.00

5,841.00

[0.1]

269.75

0.7

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

APOLLOHOSP

1,292.00

1,647.00

27.5

963.95

[1.4]

APOLLOTYRE

5,232.00

6,565.00

25.5

172.90

[7.3]

COLPAL

867.00

1,022.00

17.9

1,536.80

[1.1]

ZEEL

4,305.00

4,873.00

13.2

280.60

[2.1]

LTP

Price % Chg

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

272.00

263.00

[3.3]

23,610.00

[1.2]

PTC

3,827.00

3,738.00

[2.3]

84.25

[0.1]

AUROPHARMA

21,617.00

21,426.00

[0.9]

725.80

[1.5]

BHEL

19,432.00

19,307.00

[0.6]

227.65

[0.0]

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

ADANIENT

30-Oct-14

455.85

3.8

6.00

FUTSTK

ADANIENT

28-Aug-14

455.10

2.9

9,367.00

FUTSTK

ADANIENT

25-Sep-14

458.10

2.7

63.00

FUTSTK

BHEL

30-Oct-14

228.60

2.1

32.00

Top Losers: Future Contract Type FUTSTK

Underlying APOLLOTYRE

Exp. Date 28-Aug-14

Last Price 172.90

Chg (%) [7.3]

OI ('000s) 13,130.00

FUTSTK

IDBI

28-Aug-14

85.30

[7.3]

30,100.00

FUTSTK

APOLLOTYRE

25-Sep-14

173.90

[7.3]

98.00

FUTSTK

IDBI

25-Sep-14

85.90

[7.1]

388.00

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

47,810

40,318

289.51

258.593

9,971

STOCK FUTURES

71,761

50,694

729.06

1,375.022

49,641

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

IBREALEST

Expiry Date 25-Sep-14

Last Price[Rs.] 3.40

Strike Price[Rs.] 90.00

OPTSTK

IDBI

28-Aug-14

3.00

85.00

PE

OPTSTK

JSWENERGY

28-Aug-14

0.70

70.00

PE

OPTSTK

IDBI

28-Aug-14

2.05

82.50

PE

NIFTY

Expiry Date 28-Aug-14

Last Price[Rs.] 0.05

Strike Price[Rs.] 8,750.00

OPTIDX

NIFTY

25-Sep-14

1.15

8,350.00

CE

OPTSTK

AXISBANK

28-Aug-14

11.50

384.00

CE

OPTSTK

JUSTDIAL

28-Aug-14

8.05

2,100.00

CE

Underlying

OPT Type CE

Top Looser: Options Inst Type OPTIDX

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

238,349

246,177

[274.21]

1,238.625

47,575

STOCK OPTIONS

42,153

39,356

108.17

44.947

1,604

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 14,000.00

CALL 7,750.00

RATIO 1.81

MARUTI

357,750.00

243,375.00

1.47

INDUSINDBK

144,000.00

120,500.00

1.20

COALINDIA

1,992,000.00

1,730,000.00

1.15

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

PUT 16,000.00

CALL 6,500.00

RATIO 2.46

MARUTI

232,250.00

165,875.00

1.40

KOTAKBANK

103,000.00

77,000.00

1.34

HEROMOTOCO

323,125.00

304,375.00

1.06

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

PUT 35,480,700.00

CALL 33,147,850.00

RATIO 1.07

BANKNIFTY

1,385,800.00

1,781,500.00

0.78

-

-

-

-

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

PUT NIFTY

CALL 70,575,250.00

RATIO 68,401,800.00

BANKNIFTY

BANKNIFTY

2,073,075.00

2,802,200.00

-

-

-

-

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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