Derivative report 10 july 2014

Page 1

DAILY DERIVATIVE REPORT 10TH JULY 2014


DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 31ST JULY 2014 SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7555

R1- 7670

NIFTY SPOT

7585.00

7623.20

-0.50

S2-7510

R2-7730

NIFTY FUTURES

7591.00

7648.75

-0.76

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7405

7507

7549

PIVOT POINTS P 7609

R1

R2

R3

7651

7711

7813


DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 31ST JULY 2014 SYMBOL

SUPPORT

RESISTANCE

S1-14900

R1-15195

S2-14675

R2-15250

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

14931.10

14997.50

-0.44

14996.60

15091.31

-0.63

TREND BULLISH S3 14468

S2 14751

STRATEGY BUY ON DIPS S1

PIVOT POINTS P

R1

R2

R3

14874

15034

15157

15317

15600


DAILY DERIVATIVE REPORT

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

JUSTDIAL

1,612.00

1,754.00

8.8

1,560.00

1.6

HINDALCO

13,360.00

14,344.00

7.4

171.25

1.2

TITAN

6,765.00

7,057.00

4.3

348.90

2.2

ITC

25,153.00

25,864.00

2.8

341.40

1.2

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

HINDPETRO

7,612.00

7,038.00

[7.5]

399.55

3.4

BPCL

6,799.00

6,616.00

[2.7]

582.00

1.8

VOLTAS

4,181.00

4,074.00

[2.6]

201.00

1.0

IOC

3,344.00

3,281.00

[1.9]

341.90

3.0

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

IDBI

6,482.00

7,051.00

8.8

94.00

[5.0]

M&M

6,342.00

6,740.00

6.3

1,172.10

[2.9]

AXISBANK

23,637.00

24,928.00

5.5

1,888.45

[0.5]

SYNDIBANK

2,966.00

3,107.00

4.8

150.20

[4.4]

Long Unwinding Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

PFC

5,018.00

4,650.00

[7.3]

290.50

[2.6]

INDIACEM

3,906.00

3,661.00

[6.3]

100.40

[2.5]

ORIENTBANK

2,991.00

2,825.00

[5.6]

290.80

[1.5]

PFC

5,018.00

4,650.00

[7.3]

290.50

[2.6]


DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

SUNPHARMA

25-Sep-14

735.00

7.0

0.50

FUTSTK

HINDZINC

31-Jul-14

160.35

3.5

16,174.00

FUTSTK

HINDPETRO

31-Jul-14

399.55

3.4

7,038.00

FUTSTK

HINDPETRO

28-Aug-14

388.85

3.2

303.00

Top Losers: Future Contract Type FUTSTK

Underlying ADANIENT

Exp. Date 25-Sep-14

Last Price 450.25

Chg (%) [8.7]

OI ('000s) 1.00

FUTSTK

APOLLOTYRE

28-Aug-14

184.55

[7.8]

122.00

FUTSTK

APOLLOTYRE

31-Jul-14

183.00

[7.7]

9,936.00

FUTSTK

COALINDIA

25-Sep-14

364.05

[7.4]

30.00

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

28,102

49,938

[850.60]

310.703

12,093

STOCK FUTURES

102,907

96,298

222.23

1,558.901

59,282


DAILY DERIVATIVE REPORT

OPTION’s FRONT

Top Gainers: Options Inst Type OPTSTK

APOLLOTYRE

Expiry Date 31-Jul-14

Last Price[Rs.] 5.40

Strike Price[Rs.] 175.00

OPTSTK

SIEMENS

31-Jul-14

25.00

840.00

PE

OPTSTK

APOLLOTYRE

31-Jul-14

2.80

165.00

PE

OPTSTK

AUROPHARMA

31-Jul-14

7.90

600.00

PE

Last Price[Rs.] 0.05

Strike Price[Rs.] 1,040.00

Underlying

OPT Type PE

Top Looser: Options Inst Type OPTSTK

KOTAKBANK

Expiry Date 31-Jul-14

OPTSTK

MCDOWELL-N

31-Jul-14

0.30

1,800.00

PE

OPTIDX

NIFTY

31-Dec-15

25.00

4,800.00

PE

OPTSTK

ALBK

31-Jul-14

0.20

165.00

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

139,234

159,709

[851.96]

1,394.479

54,250

STOCK OPTIONS

31,266

31,519

[7.06]

87.199

3,343


DAILY DERIVATIVE REPORT

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

PUT 20,000.00

CALL 14,375.00

RATIO 1.39

ITC

7,081,000.00

5,290,000.00

1.34

UBL

14,250.00

14,000.00

1.02

ACC

79,250.00

82,000.00

0.97

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

PUT 6,000.00

CALL 4,500.00

RATIO 1.33

MARUTI

318,375.00

248,625.00

1.28

AXISBANK

684,500.00

577,250.00

1.19

JUSTDIAL

16,375.00

14,750.00

1.11

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

PUT 35,462,850.00

CALL 44,274,550.00

RATIO 0.80

BANKNIFTY

1,538,075.00

2,103,800.00

0.73

-

-

-

-

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

PUT 80,911,100.00

CALL 94,691,350.00

RATIO 0.85

BANKNIFTY

1,948,875.00

2,712,325.00

0.72

-

-

-

-


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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