Derivative report 17 april 2014

Page 1

DAILY DERIVATIVE REPORT 16TH APRIL 2014


DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 24TH APRIL 2014 SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-6700

R1-6870

NIFTY SPOT

6733.10

6776.30

-0.64

S2-6600

R2-6910

NIFTY FUTURES

6751.20

6803.55

-0.77

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

6465

6630

6690

PIVOT POINTS P 6795

R1

R2

R3

6855

6960

7125


DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 24TH APRIL 2014 SYMBOL

SUPPORT

RESISTANCE

S1-12400

R1-13230

S2-12150

R2-13340

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

12579.90

12840.20

-2.03

12621.95

12907.45

-2.21

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

PIVOT POINTS P

12015

12360

12491

12705

R1 12836

R2

R3

13050

13395


DAILY DERIVATIVE REPORT

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

EXIDEIND

1,756.00

2,058.00

17.2

126.75

2.1

CROMPGREAV

3,600.00

3,990.00

10.8

179.20

1.5

BIOCON

3,276.00

3,580.00

9.3

455.75

3.3

INFY

27,237.00

29,760.00

9.3

3,281.60

1.1

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

MCDOWELL-N

63,308.00

60,261.00

[4.8]

2,857.80

11.0

BHARTIARTL

12,291.00

11,775.00

[4.2]

325.00

0.5

TATACOMM

3,841.00

3,767.00

[1.9]

313.25

4.1

WIPRO

12,375.00

12,198.00

[1.4]

591.45

3.4

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

JUSTDIAL

2,080.00

2,742.00

31.8

1,187.30

[8.6]

BANKINDIA

6,122.00

6,911.00

12.9

220.70

[6.3]

HDIL

2,358.00

2,607.00

10.6

75.50

[3.8]

SRTRANSFIN

1,396.00

1,540.00

10.3

730.55

[5.4]

Long Unwinding Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

PTC

571.00

549.00

[3.9]

71.35

[1.2]

ACC

4,502.00

4,380.00

[2.7]

1,369.00

[2.1]

AXISBANK

19,331.00

18,818.00

[2.7]

1,443.30

[3.3]

PFC

3,548.00

3,509.00

[1.1]

188.15

[1.4]


DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

MCDOWELL-N

24-Apr-14

2,857.80

11.0

7,532.63

FUTSTK

MCDOWELL-N

29-May-14

2,882.95

10.9

210.75

FUTSTK

MCDOWELL-N

26-Jun-14

2,886.50

10.3

14.63

FUTSTK

WIPRO

26-Jun-14

597.95

5.8

24.00

Top Losers: Future Contract Type FUTSTK

Underlying JUSTDIAL

Exp. Date 26-Jun-14

Last Price 1,220.00

Chg (%) [16.5]

OI ('000s) 1.00

FUTSTK

JUSTDIAL

29-May-14

1,199.00

[8.8]

69.00

FUTSTK

JUSTDIAL

24-Apr-14

1,187.30

[8.6]

685.50

FUTSTK

BANKINDIA

26-Jun-14

220.00

[6.5]

60.00

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

58,331

68,712

[354.92]

362.733

12,322

STOCK FUTURES

103,703

114,359

[353.95]

1,097.847

38,693


DAILY DERIVATIVE REPORT

OPTION’s FRONT

Top Gainers: Options Inst Type OPTSTK

LICHSGFIN

Expiry Date 24-Apr-14

Last Price[Rs.] 1.25

Strike Price[Rs.] 215.00

OPTSTK

TATAMTRDVR

24-Apr-14

0.30

210.00

PE

OPTSTK

JSWENERGY

24-Apr-14

0.25

55.00

PE

OPTSTK

BIOCON

24-Apr-14

6.75

470.00

CE

Last Price[Rs.] 0.65

Strike Price[Rs.] 2,500.00

Underlying

OPT Type PE

Top Looser: Options Inst Type OPTSTK

MCDOWELL-N

Expiry Date 24-Apr-14

OPTSTK

MCDOWELL-N

24-Apr-14

1.00

2,550.00

PE

OPTSTK

MCDOWELL-N

24-Apr-14

1.50

2,600.00

PE

OPTSTK

MCDOWELL-N

24-Apr-14

2.45

2,700.00

PE

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

410,798

347,871

2,111.57

1,529.295

51,872

STOCK OPTIONS

59,860

60,885

[37.58]

57.457

2,042


DAILY DERIVATIVE REPORT

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

PUT 964,000.00

CALL 758,000.00

RATIO 1.27

CENTURYTEX

368,000.00

299,000.00

1.23

HDFC

538,000.00

459,500.00

1.17

HDIL

11,528,000.00

10,368,000.00

1.11

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

PUT 2,500.00

CALL 2,000.00

RATIO 1.25

PNB

468,000.00

438,500.00

1.07

ASIANPAINT

32,500.00

31,000.00

1.05

AXISBANK

1,015,000.00

1,068,500.00

0.95

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

-

PUT 37,959,150.00

CALL 30,377,300.00

RATIO 1.25

2,122,875.00

2,978,450.00

0.71

-

-

-

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

-

PUT NIFTY

CALL 70,261,950.00

RATIO 61,424,600.00

BANKNIFTY

3,417,450.00

4,898,875.00

-

-

-


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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