Derivative report 07 july 2014

Page 1

DAILY DERIVATIVE REPORT 7TH JULY 2014


DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 31ST JULY 2014 SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7675

R1- 7830

NIFTY SPOT

7751.60

7714.80

0.48

S2-7635

R2-7865

NIFTY FUTURES

7790.00

7736.05

0.70

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7523

7638

7714

PIVOT POINTS P 7752

R1

R2

R3

7828

7867

7982


DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 31ST JULY 2014 SYMBOL

SUPPORT

RESISTANCE

S1-15360

R1-15750

S2-15180

R2-15990

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

15556.15

15451.65

0.68

15672.80

15549.75

0.79

TREND BULLISH S3 14943

S2 15268

STRATEGY BUY ON DIPS S1

PIVOT POINTS P

R1

R2

R3

15470

15592

15795

15917

16242


DAILY DERIVATIVE REPORT

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

CESC

1,206.00

1,499.00

24.3

758.00

5.7

JUSTDIAL

1,665.00

1,874.00

12.6

1,537.00

3.3

ONGC

23,751.00

26,691.00

12.4

424.60

0.8

IOB

1,759.00

1,930.00

9.7

85.25

1.4

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

PETRONET

1,904.00

1,855.00

[2.6]

178.80

3.7

HDIL

4,090.00

3,992.00

[2.4]

103.70

0.5

APOLLOHOSP

967.00

956.00

[1.1]

1,057.00

1.9

DISHTV

5,567.00

5,527.00

[0.7]

62.70

2.0

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

BPCL

7,468.00

8,977.00

20.2

603.55

[0.1]

KOTAKBANK

10,643.00

12,461.00

17.1

878.75

[0.9]

VOLTAS

4,065.00

4,560.00

12.2

216.35

[1.4]

PNB

9,797.00

10,102.00

3.1

988.60

[1.0]

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

CESC

28-Aug-14

763.80

6.0

17.50

FUTSTK

CESC

31-Jul-14

758.00

5.7

749.50

FUTSTK

JISLJALEQS

28-Aug-14

129.60

5.6

260.00

FUTSTK

JISLJALEQS

31-Jul-14

128.20

4.9

25,576.00

Top Losers: Future Contract Type FUTSTK

Underlying ACC

Exp. Date 28-Aug-14

Last Price 1,450.00

Chg (%) [2.8]

OI ('000s) 11.50

FUTSTK

SAIL

25-Sep-14

94.40

[2.7]

40.00

FUTSTK

VOLTAS

25-Sep-14

215.00

[2.7]

4.00

FUTSTK

ACC

31-Jul-14

1,437.90

[2.6]

861.50

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

53,142

38,657

560.98

317.595

12,315

STOCK FUTURES

84,348

83,718

76.14

1,484.988

56,874


DAILY DERIVATIVE REPORT

OPTION’s FRONT

Top Gainers: Options Inst Type OPTSTK

DIVISLAB

Expiry Date 31-Jul-14

Last Price[Rs.] 111.20

Strike Price[Rs.] 1,420.00

OPTIDX

NIFTY

31-Jul-14

1.15

9,100.00

CE

OPTSTK

CESC

31-Jul-14

25.00

780.00

CE

OPTSTK

CESC

31-Jul-14

118.00

620.00

CE

Last Price[Rs.] 0.10

Strike Price[Rs.] 460.00

Underlying

OPT Type CE

Top Looser: Options Inst Type OPTSTK

CENTURYTEX

Expiry Date 31-Jul-14

OPTSTK

JSWSTEEL

31-Jul-14

0.05

1,000.00

PE

OPTSTK

CESC

31-Jul-14

3.00

630.00

PE

OPTSTK

POWERGRID

31-Jul-14

0.35

122.50

PE

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

178,669

163,120

622.57

1,268.594

49,007

STOCK OPTIONS

28,902

29,202

[18.87]

66.873

2,571


DAILY DERIVATIVE REPORT

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

PUT 306,875.00

CALL 270,125.00

RATIO 1.14

SUNTV

8,000.00

8,000.00

1.00

UBL

11,000.00

11,750.00

0.94

ACC

58,750.00

67,250.00

0.87

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

PUT 159,500.00

CALL 150,500.00

RATIO 1.06

MARUTI

138,625.00

154,125.00

0.90

MCLEODRUSS

12,000.00

15,000.00

0.80

RANBAXY

312,000.00

408,000.00

0.76

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

PUT 30,972,950.00

CALL 34,515,950.00

RATIO 0.90

BANKNIFTY

1,194,225.00

1,700,525.00

0.70

-

-

-

-

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

PUT 47,925,000.00

CALL 54,753,450.00

RATIO 0.88

BANKNIFTY

1,024,875.00

1,283,200.00

0.80

-

-

-

-


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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