Derivative report 11 july 2014

Page 1

DAILY DERIVATIVE REPORT 11TH JULY 2014


DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 31ST JULY 2014 SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7485

R1- 7755

NIFTY SPOT

7567.75

7585.00

-0.23

S2-7465

R2-7820

NIFTY FUTURES

7543.10

7598.60

-0.73

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7058

7326

7434

PIVOT POINTS P 7594

R1

R2

R3

7702

7862

8130


DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 31ST JULY 2014 SYMBOL

SUPPORT

RESISTANCE

S1-14670

R1-15450

S2-14300

R2-15725

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

14820.70

14931.10

-0.73

14780.00

15016.45

-1.57

TREND BULLISH S3 13405

S2 14186

STRATEGY BUY ON DIPS S1

PIVOT POINTS P

R1

R2

R3

14483

14966

15263

15747

16528


DAILY DERIVATIVE REPORT

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

IDFC

34,223.00

41,053.00

20.0

149.60

8.8

ITC

24,915.00

29,204.00

17.2

344.65

0.9

RECLTD

3,492.00

4,055.00

16.1

366.50

5.4

ACC

3,176.00

3,503.00

10.3

1,435.00

0.7

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

DLF

15,962.00

15,422.00

[3.4]

222.80

9.5

INDIACEM

3,426.00

3,311.00

[3.4]

104.10

3.5

KOTAKBANK

16,892.00

16,449.00

[2.6]

869.75

0.1

BHARATFORG

2,743.00

2,674.00

[2.5]

633.00

2.3

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

CESC

1,351.00

1,618.00

19.8

692.00

[1.1]

APOLLOTYRE

4,713.00

5,585.00

18.5

174.05

[4.6]

HEROMOTOCO

5,622.00

6,539.00

16.3

2,440.00

[4.0]

ULTRACEMCO

4,752.00

5,353.00

12.7

2,482.00

[0.3]

Long Unwinding Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

CIPLA

5,690.00

5,467.00

[3.9]

433.00

[0.9]

CENTURYTEX

4,848.00

4,736.00

[2.3]

572.05

[1.4]

BIOCON

9,676.00

9,556.00

[1.2]

490.60

[0.7]

CIPLA

5,690.00

5,467.00

[3.9]

433.00

[0.9]


DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

DLF

31-Jul-14

222.80

9.5

30,844.00

FUTSTK

PTC

25-Sep-14

96.20

9.4

36.00

FUTSTK

DLF

28-Aug-14

222.55

9.4

478.00

FUTSTK

IDFC

25-Sep-14

152.30

9.2

118.00

Top Losers: Future Contract Type FUTSTK

Underlying IBREALEST

Exp. Date 28-Aug-14

Last Price 82.35

Chg (%) [12.9]

OI ('000s) 104.00

FUTSTK

IBREALEST

25-Sep-14

91.00

[12.4]

4.00

FUTSTK

TITAN

25-Sep-14

327.00

[10.3]

3.00

FUTSTK

COLPAL

28-Aug-14

1,560.45

[7.6]

1.75

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

47,005

61,178

[549.62]

312.528

11,918

STOCK FUTURES

111,438

102,288

266.55

1,547.285

56,179


DAILY DERIVATIVE REPORT

OPTION’s FRONT

Top Gainers: Options Inst Type OPTSTK

SIEMENS

Expiry Date 31-Jul-14

Last Price[Rs.] 71.55

Strike Price[Rs.] 940.00

OPTSTK

TECHM

31-Jul-14

8.00

1,850.00

PE

OPTSTK

UNIONBANK

31-Jul-14

15.95

205.00

PE

OPTSTK

GODREJIND

31-Jul-14

6.30

320.00

PE

NIFTY

Expiry Date 25-Jun-15

Last Price[Rs.] 2.65

Strike Price[Rs.] 5,800.00

OPTSTK

SIEMENS

31-Jul-14

1.10

1,020.00

CE

OPTIDX

NIFTY

31-Jul-14

0.05

9,150.00

CE

OPTSTK

UPL

31-Jul-14

0.10

390.00

CE

Underlying

OPT Type PE

Top Looser: Options Inst Type OPTIDX

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

416,941

386,956

1,077.58

1,521.932

57,952

STOCK OPTIONS

67,374

67,514

1.35

98.657

3,643


DAILY DERIVATIVE REPORT

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

PUT 10,209,000.00

CALL 5,532,000.00

RATIO 1.85

JUSTDIAL

17,375.00

14,750.00

1.18

MARUTI

245,375.00

265,500.00

0.92

ACC

76,750.00

86,250.00

0.89

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

PUT 14,605,000.00

CALL 8,913,000.00

RATIO 1.64

LUPIN

121,000.00

76,250.00

1.59

GRASIM

5,250.00

4,625.00

1.14

RANBAXY

302,000.00

277,000.00

1.09

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

PUT 1,718,600.00

CALL 2,251,175.00

RATIO 0.76

NIFTY

35,102,000.00

46,170,900.00

0.76

-

-

-

-

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

PUT 180,589,350.00

CALL 219,265,450.00

RATIO 0.82

BANKNIFTY

4,373,025.00

5,960,725.00

0.73

-

-

-

-


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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