Derivative report 14 august 2014

Page 1

DAILY DERIVATIVE REPORT 14TH AUGUST 2014


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 28TH AUG 2014

SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7700

R1- 7790

NIFTY SPOT

7739.55

7727.05

0.16

S2-7660

R2-7830

NIFTY FUTURES

7740.15

7748.25

-0.10

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7600

7670

7705

PIVOT POINTS P 7741

R1

R2

R3

7775

7811

7881


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 28TH AUG 2014

SYMBOL

SUPPORT

RESISTANCE

S1-14755

R1-15220

S2-14590

R2-15340

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

14910.90

15056.70

-0.97

14940.00

15107.65

-1.11

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

PIVOT POINTS P

14494

14735

14837

14976

R1

R2

R3

15078

15217

15458


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

DABUR

942.00

1,235.00

31.1

213.00

3.1

INFY

17,326.00

19,718.00

13.8

3,603.55

0.8

HDFC

27,019.00

30,273.00

12.0

1,141.70

2.3

SUNPHARMA

14,829.00

16,223.00

9.4

803.40

2.6

LTP

Price % Chg

Short-Covering Open Interest Price Script Prev. OI Cur. OI % Chg. OI HINDPETRO

6,306.00

5,936.00

[5.9]

416.00

2.2

OFSS

1,304.00

1,256.00

[3.7]

3,449.95

0.6

SSLT

11,081.00

10,948.00

[1.2]

280.85

0.6

BPCL

5,636.00

5,599.00

[0.7]

602.70

1.5

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

PFC

3,983.00

4,980.00

25.0

257.50

[5.4]

PNB

8,945.00

10,497.00

17.4

903.85

[2.2]

SUNTV

1,150.00

1,335.00

16.1

374.50

[5.5]

HDIL

3,642.00

4,180.00

14.8

90.65

[6.4]

LTP

Price % Chg

Long Unwinding Open Interest Price Script Prev. OI Cur. OI % Chg. OI IGL

1,174.00

1,135.00

[3.3]

356.00

[0.3]

SRTRANSFIN

1,700.00

1,645.00

[3.2]

899.00

[0.5]

HEXAWARE

3,015.00

2,953.00

[2.1]

148.50

[1.2]

UPL

3,721.00

3,662.00

[1.6]

305.90

[1.0]


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

APOLLOHOSP

25-Sep-14

1,133.65

6.3

3.50

FUTSTK

APOLLOHOSP

28-Aug-14

1,132.00

5.8

328.50

FUTSTK

GLENMARK

25-Sep-14

709.05

3.7

7.00

FUTSTK

DABUR

28-Aug-14

213.75

3.5

2,614.00

Top Losers: Future Contract Type FUTSTK

Underlying UNITECH

Exp. Date 28-Aug-14

Last Price 21.65

Chg (%) [18.0]

OI ('000s) 192,576.00

FUTSTK

UNITECH

25-Sep-14

21.80

[17.7]

6,001.00

FUTSTK

UNITECH

30-Oct-14

21.85

[17.2]

289.00

FUTSTK

JPASSOCIAT

28-Aug-14

53.50

[9.7]

135,496.00

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

31,564

27,253

162.46

250.300

9,524

STOCK FUTURES

55,760

41,287

498.08

1,377.889

48,677


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

OPTION’s FRONT Top Gainers: Options Inst Type OPTSTK

KTKBANK

Expiry Date 28-Aug-14

Last Price[Rs.] 1.90

Strike Price[Rs.] 115.00

OPTSTK

SYNDIBANK

28-Aug-14

3.55

120.00

PE

OPTSTK

UNITECH

28-Aug-14

3.60

25.00

PE

OPTSTK

SYNDIBANK

28-Aug-14

0.55

105.00

PE

AXISBANK

Expiry Date 28-Aug-14

Last Price[Rs.] 0.30

Strike Price[Rs.] 436.00

OPTSTK

HEXAWARE

28-Aug-14

0.10

165.00

CE

OPTSTK

HEXAWARE

28-Aug-14

0.10

175.00

CE

OPTIDX

NIFTY

28-Aug-14

0.05

8,850.00

CE

Underlying

OPT Type PE

Top Looser: Options Inst Type OPTSTK

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

202,598

194,155

334.14

1,391.284

52,991

STOCK OPTIONS

44,639

44,338

10.98

66.404

2,398


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

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

PUT 251,500.00

CALL 179,500.00

RATIO 1.40

M&M

559,250.00

399,500.00

1.40

MARUTI

367,000.00

286,875.00

1.28

SUNPHARMA

560,500.00

457,500.00

1.23

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

PUT 229,250.00

CALL 94,500.00

RATIO 2.43

SUNTV

125,000.00

55,000.00

2.27

BATAINDIA

2,000.00

1,000.00

2.00

DIVISLAB

3,500.00

1,750.00

2.00

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

PUT 41,018,700.00

CALL 35,281,550.00

RATIO 1.16

BANKNIFTY

1,845,450.00

2,426,850.00

0.76

-

-

-

-

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

PUT 97,827,550.00

CALL 95,210,850.00

RATIO 1.03

BANKNIFTY

3,164,325.00

3,693,600.00

0.86

-

-

-

-


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

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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