Derivative report 08 july 2014

Page 1

DAILY DERIVATIVE REPORT 8TH JULY 2014


DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 31ST JULY 2014 SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7760

R1- 7830

NIFTY SPOT

7787.15

7751.60

0.46

S2-7676

R2-7865

NIFTY FUTURES

7797.05

7782.50

0.19

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7684

7737

7767

PIVOT POINTS P 7789

R1

R2

R3

7819

7842

7895


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

15367.60

15556.15

-1.21

15466.00

15686.35

-1.40

TREND BULLISH S3 15008

S2 15278

STRATEGY BUY ON DIPS S1

PIVOT POINTS P

R1

R2

R3

15372

15548

15642

15818

16088


DAILY DERIVATIVE REPORT

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

KOTAKBANK

12,054.00

21,841.00

81.2

883.50

0.1

IGL

1,230.00

1,499.00

21.9

379.45

3.1

HDFC

23,701.00

27,370.00

15.5

1,022.60

0.6

INFY

26,534.00

30,494.00

14.9

3,343.60

2.7

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

ADANIPORTS

6,065.00

5,525.00

[8.9]

280.20

1.2

BHARTIARTL

14,603.00

14,377.00

[1.6]

344.55

1.3

JINDALSTEL

15,244.00

15,201.00

[0.3]

326.20

0.2

CROMPGREAV

11,714.00

11,708.00

[0.1]

210.00

0.9

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

ULTRACEMCO

4,714.00

5,594.00

18.7

2,555.60

[2.1]

MCDOWELL-N

44,547.00

50,866.00

14.2

2,430.30

[1.7]

EXIDEIND

4,594.00

4,927.00

7.3

158.40

[0.9]

BAJAJ-AUTO

6,604.00

7,017.00

6.3

2,292.10

[0.6]

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)

FUTIDX

CNXIT

28-Aug-14

10,170.00

8.6

0.28

FUTSTK

IDFC

25-Sep-14

143.75

7.8

116.00

FUTSTK

IDFC

31-Jul-14

140.50

5.9

79,390.00

FUTSTK

IDFC

28-Aug-14

141.50

5.8

748.00

Top Losers: Future Contract Type FUTSTK

Underlying HDIL

Exp. Date 31-Jul-14

Last Price 99.75

Chg (%) [3.7]

OI ('000s) 31,088.00

FUTSTK

HINDPETRO

28-Aug-14

400.00

[3.6]

257.00

FUTSTK

HINDPETRO

31-Jul-14

410.15

[3.4]

7,914.00

FUTSTK

YESBANK

25-Sep-14

555.90

[3.3]

2.00

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

26,599

33,518

[266.88]

314.364

12,166

STOCK FUTURES

70,574

88,217

[676.89]

1,517.913

57,725


DAILY DERIVATIVE REPORT

OPTION’s FRONT

Top Gainers: Options Inst Type OPTSTK

TATASTEEL

Expiry Date 31-Jul-14

Last Price[Rs.] 0.45

Strike Price[Rs.] 400.00

OPTSTK

KOTAKBANK

31-Jul-14

4.00

780.00

PE

OPTSTK

TATAGLOBAL

31-Jul-14

0.50

145.00

PE

OPTSTK

APOLLOHOSP

31-Jul-14

43.80

1,040.00

CE

IGL

Expiry Date 31-Jul-14

Last Price[Rs.] 1.00

Strike Price[Rs.] 320.00

OPTSTK

HEXAWARE

31-Jul-14

0.15

200.00

CE

OPTSTK

SYNDIBANK

31-Jul-14

0.60

147.50

PE

OPTSTK

UCOBANK

31-Jul-14

1.10

135.00

CE

Underlying

OPT Type PE

Top Looser: Options Inst Type OPTSTK

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

135,790

142,685

[277.15]

1,301.983

50,227

STOCK OPTIONS

33,799

33,431

16.97

74.765

2,870


DAILY DERIVATIVE REPORT

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

PUT 306,625.00

CALL 268,125.00

RATIO 1.14

UBL

13,000.00

12,500.00

1.04

ITC

4,609,000.00

5,029,000.00

0.92

ACC

65,000.00

71,750.00

0.91

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

PUT 1,000.00

CALL 250.00

RATIO 4.00

UBL

2,250.00

1,000.00

2.25

MCLEODRUSS

19,000.00

12,000.00

1.58

JUBLFOOD

1,750.00

1,250.00

1.40

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

PUT 31,810,050.00

CALL 36,744,350.00

RATIO 0.87

BANKNIFTY

1,285,925.00

1,848,350.00

0.70

-

-

-

-

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

PUT 28,895,800.00

CALL 38,400,100.00

RATIO 0.75

BANKNIFTY

897,925.00

1,340,300.00

0.67

-

-

-

-


DAILY DERIVATIVE REPORT

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