Derivative report 09 july 2014

Page 1

DAILY DERIVATIVE REPORT 9TH JULY 2014


DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 31ST JULY 2014 SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7620

R1- 7830

NIFTY SPOT

7623.20

7787.10

-2.11

S2-7555

R2-7865

NIFTY FUTURES

7630.95

7798.60

-2.15

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7295

7492

7561

PIVOT POINTS P 7689

R1

R2

R3

7758

7886

8083


DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 31ST JULY 2014 SYMBOL

SUPPORT

RESISTANCE

S1-14970

R1-15550

S2-14675

R2-15725

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

14997.50

15367.60

-2.41

14990.00

15476.80

-3.15

TREND BULLISH S3 14017

S2 14594

STRATEGY BUY ON DIPS S1

PIVOT POINTS P

R1

R2

R3

14792

15171

15368

15747

16324


DAILY DERIVATIVE REPORT

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

SUNPHARMA

11,629.00

12,890.00

10.8

726.00

0.1

HDFC

26,028.00

28,372.00

9.0

1,025.60

0.4

ITC

26,598.00

26,901.00

1.1

337.45

0.7

SUNPHARMA

11,629.00

12,890.00

10.8

726.00

0.1

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

HINDUNILVR

11,937.00

11,686.00

[2.1]

629.45

0.1

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

LT

19,824.00

22,845.00

15.2

1,678.95

[4.3]

DISHTV

5,095.00

5,790.00

13.6

60.00

[3.8]

HDIL

3,540.00

3,950.00

11.6

92.30

[7.3]

GAIL

2,115.00

2,360.00

11.6

453.50

[1.6]

Long Unwinding Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

COLPAL

1,156.00

1,061.00

[8.2]

1,599.30

[4.3]

BHARATFORG

3,093.00

2,861.00

[7.5]

636.55

[5.2]

MARUTI

16,141.00

15,109.00

[6.4]

2,610.60

[1.8]

BATAINDIA

2,610.00

2,448.00

[6.2]

1,273.25

[4.5]


DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

SRTRANSFIN

28-Aug-14

976.00

6.7

1.00

FUTSTK

HAVELLS

28-Aug-14

1,229.40

3.8

2.50

FUTSTK

ITC

28-Aug-14

339.75

0.8

587.00

FUTSTK

JUSTDIAL

31-Jul-14

1,537.00

0.7

211.50

Top Losers: Future Contract Type FUTSTK

Underlying UNITECH

Exp. Date 31-Jul-14

Last Price 28.10

Chg (%) [13.0]

OI ('000s) 178,891.00

FUTSTK

IFCI

28-Aug-14

36.50

[12.4]

4,338.00

FUTSTK

IRB

28-Aug-14

237.75

[12.1]

364.00

FUTSTK

VOLTAS

28-Aug-14

193.00

[11.9]

84.00

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

31,746

30,329

53.40

308.841

12,030

STOCK FUTURES

62,885

82,868

[756.15]

1,535.532

58,658


DAILY DERIVATIVE REPORT

OPTION’s FRONT

Top Gainers: Options Inst Type OPTSTK

SYNDIBANK

Expiry Date 31-Jul-14

Last Price[Rs.] 2.15

Strike Price[Rs.] 140.00

OPTSTK

HDIL

31-Jul-14

0.30

67.50

PE

OPTSTK

ADANIPOWER

31-Jul-14

0.70

50.00

PE

OPTSTK

UNITECH

31-Jul-14

0.70

25.00

PE

Last Price[Rs.] 6.00

Strike Price[Rs.] 1,520.00

Underlying

OPT Type PE

Top Looser: Options Inst Type OPTSTK

ABIRLANUVO

Expiry Date 31-Jul-14

OPTSTK

TATAGLOBAL

31-Jul-14

0.60

197.50

CE

OPTIDX

NIFTY

28-Aug-14

3.50

7,150.00

PE

OPTSTK

INDIACEM

31-Jul-14

0.25

135.00

CE

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

206,840

209,705

[141.43]

1,363.486

52,857

STOCK OPTIONS

35,423

36,238

[16.70]

83.112

3,156


DAILY DERIVATIVE REPORT

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

PUT 16,250.00

CALL 13,250.00

RATIO 1.23

ITC

5,840,000.00

5,265,000.00

1.11

JUSTDIAL

10,375.00

9,750.00

1.06

MARUTI

285,000.00

269,750.00

1.06

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

PUT 4,029,000.00

CALL 3,086,000.00

RATIO 1.31

DIVISLAB

2,750.00

2,250.00

1.22

AXISBANK

705,750.00

578,500.00

1.22

MARUTI

188,500.00

187,875.00

1.00

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

PUT 34,211,950.00

CALL 40,036,500.00

RATIO 0.85

BANKNIFTY

1,443,625.00

1,958,950.00

0.74

-

-

-

-

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

PUT 67,814,900.00

CALL 82,330,450.00

RATIO 0.82

BANKNIFTY

1,367,200.00

2,147,700.00

0.64

-

-

-

-


DAILY DERIVATIVE REPORT

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