Derivative report 15 july 2014

Page 1

DAILY DERIVATIVE REPORT 15TH 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

7454.15

7459.60

-0.07

S2-7465

R2-7820

NIFTY FUTURES

7482.90

7480.15

0.04

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7356

7416

7450

PIVOT POINTS P 7477

R1

R2

R3

7510

7538

7598


DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 31ST JULY 2014 SYMBOL

SUPPORT

RESISTANCE

S1-14405

R1-14630

S2-14300

R2-15000

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

14487.75

14447.20

0.29

14568.00

14500.05

0.47

TREND BULLISH S3 14087

S2 14310

STRATEGY BUY ON DIPS S1

PIVOT POINTS P

R1

R2

R3

14439

14533

14662

14757

14980


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

1,277.00

1,562.00

22.3

1,587.20

4.8

ULTRACEMCO

4,389.00

4,760.00

8.5

2,508.90

0.9

ASIANPAINT

3,906.00

4,232.00

8.4

591.30

3.4

HINDZINC

7,659.00

7,688.00

0.4

161.80

5.3

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

IOB

1,826.00

1,767.00

[3.2]

71.35

3.3

ORIENTBANK

2,738.00

2,680.00

[2.1]

285.50

5.5

HINDPETRO

6,708.00

6,596.00

[1.7]

388.30

2.9

-

-

-

-

-

-

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

IOC

2,753.00

3,019.00

9.7

327.80

[1.7]

JUBLFOOD

4,135.00

4,285.00

3.6

1,204.05

[3.6]

PETRONET

1,714.00

1,756.00

2.5

170.80

[1.0]

BATAINDIA

2,331.00

2,384.00

2.3

1,248.00

[0.8]

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)

FUTSTK

ORIENTBANK

31-Jul-14

285.50

5.5

5,360.00

FUTSTK

PFC

28-Aug-14

287.00

5.5

158.00

FUTSTK

HINDZINC

31-Jul-14

161.75

5.2

15,378.00

FUTSTK

JUSTDIAL

31-Jul-14

1,593.55

5.2

193.25

Top Losers: Future Contract Type FUTSTK

Underlying HEXAWARE

Exp. Date 25-Sep-14

Last Price 146.00

Chg (%) [12.0]

OI ('000s) 4.00

FUTSTK

IDBI

25-Sep-14

91.15

[9.8]

12.00

FUTSTK

UNIONBANK

25-Sep-14

193.70

[6.7]

8.00

FUTSTK

BHARATFORG

25-Sep-14

626.00

[6.1]

3.00

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

95,087

101,917

[257.02]

312.072

11,779

STOCK FUTURES

171,763

146,678

1,012.51

1,550.218

55,784


DAILY DERIVATIVE REPORT

OPTION’s FRONT

Top Gainers: Options Inst Type OPTSTK

SRTRANSFIN

Expiry Date 31-Jul-14

Last Price[Rs.] 70.00

Strike Price[Rs.] 920.00

OPTSTK

DLF

31-Jul-14

0.80

165.00

PE

OPTSTK

BATAINDIA

31-Jul-14

66.00

1,280.00

PE

OPTSTK

NTPC

31-Jul-14

0.30

125.00

PE

NIFTY

Expiry Date 25-Sep-14

Last Price[Rs.] 0.05

Strike Price[Rs.] 9,000.00

OPTSTK

JPASSOCIAT

31-Jul-14

0.05

42.50

PE

OPTIDX

NIFTY

31-Jul-14

0.30

6,550.00

PE

OPTSTK

JUBLFOOD

31-Jul-14

3.10

1,360.00

CE

Underlying

OPT Type PE

Top Looser: Options Inst Type OPTIDX

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

976,808

991,466

[532.49]

1,525.816

57,657

STOCK OPTIONS

128,852

129,112

[18.66]

108.374

4,021


DAILY DERIVATIVE REPORT

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

PUT 7,732,000.00

CALL 4,805,000.00

RATIO 1.61

BATAINDIA

18,500.00

12,500.00

1.48

JUSTDIAL

18,625.00

17,750.00

1.05

GAIL

218,000.00

229,000.00

0.95

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

PUT 20,500.00

CALL 1,500.00

RATIO 13.67

HAVELLS

1,250.00

250.00

5.00

APOLLOHOSP

1,500.00

500.00

3.00

TATACHEM

21,000.00

13,000.00

1.62

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

PUT 34,873,150.00

CALL 48,372,600.00

RATIO 0.72

BANKNIFTY

1,916,575.00

2,744,475.00

0.70

-

-

-

-

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

PUT 57,368,050.00

CALL 75,650,300.00

RATIO 0.76

BANKNIFTY

1,629,125.00

2,407,600.00

0.68

-

-

-

-


DAILY DERIVATIVE REPORT

DISCLAIMER The information and views in this report, our website & all the service we provide are believed to be reliable, but we do not accept any responsibility (or liability) for errors of fact or opinion. Users have the right to choose the product/s that suits them the most. Use of this report in no way constitutes a client/advisor relationship, all information we communicate to you (the subscriber) either through our Web site or other forms of communications, are purely for informational purposes only. We recommend seeking individual investment advice before making any investment, for you are assuming sole liability for your investments. Capital Stars will in no way have discretionary authority over your trading or investment accounts. All rights reserved.

CONTACT US

OFFICE: - +91 731 4757600 MOB: +91 92000 99927 PHONE: +91 731 6790000 Email: info@capitalstars.com

CAPITAL STARS FINANCIAL RESEARCH PRIVATE LIMITED PLOT NO. 12, SCHEME NO. 78, PART II VIJAYNAGAR INDORE 452001 (MP)


Turn static files into dynamic content formats.

Create a flipbook
Issuu converts static files into: digital portfolios, online yearbooks, online catalogs, digital photo albums and more. Sign up and create your flipbook.