Derivative report 17 july 2014

Page 1

DAILY DERIVATIVE REPORT 17TH JULY 2014


DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 31ST JULY 2014 SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7535

R1- 7675

NIFTY SPOT

7624.40

7526.65

1.30

S2-7445

R2-7750

NIFTY FUTURES

7660.00

7538.60

1.61

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7365

7492

7576

PIVOT POINTS P 7619

R1

R2

R3

7703

7746

7873


DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 31ST JULY 2014 SYMBOL

SUPPORT

RESISTANCE

S1-15010

R1-15450

S2-14590

R2-15550

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

15265.45

14891.90

2.51

15339.00

14938.20

2.68

TREND BULLISH S3 14059

S2 14444

STRATEGY BUY ON DIPS S1

PIVOT POINTS P

R1

R2

R3

14684

14829

15070

15214

15599


DAILY DERIVATIVE REPORT

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

ZEEL

4,343.00

5,944.00

36.9

302.10

1.8

M&M

8,072.00

9,403.00

16.5

1,210.30

2.0

HEROMOTOCO

7,170.00

8,274.00

15.4

2,437.75

0.9

ADANIPORTS

4,986.00

5,738.00

15.1

284.75

7.9

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

KOTAKBANK

13,752.00

12,787.00

[7.0]

887.20

1.5

BHARTIARTL

12,745.00

12,140.00

[4.8]

338.70

1.2

GRASIM

9,917.00

9,488.00

[4.3]

3,272.00

0.9

M&MFIN

6,744.00

6,632.00

[1.7]

259.30

3.1

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

PFC

3,961.00

5,021.00

26.8

280.80

[5.4]

LICHSGFIN

13,686.00

17,265.00

26.2

309.25

[4.0]

RECLTD

3,628.00

4,521.00

24.6

328.45

[4.8]

CESC

2,576.00

3,089.00

19.9

631.95

[0.3]

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

BHARATFORG

25-Sep-14

696.00

11.2

3.00

FUTSTK

IDFC

28-Aug-14

162.60

9.0

2,186.00

FUTSTK

IDFC

31-Jul-14

161.55

9.0

84,176.00

FUTSTK

IDFC

25-Sep-14

162.75

8.1

68.00

Top Losers: Future Contract Type FUTSTK

Underlying HDFC

Exp. Date 25-Sep-14

Last Price 973.15

Chg (%) [6.8]

OI ('000s) 0.75

FUTSTK

PFC

28-Aug-14

281.70

[5.7]

438.00

FUTSTK

PFC

31-Jul-14

280.10

[5.7]

10,042.00

FUTSTK

RECLTD

28-Aug-14

329.40

[5.1]

266.00

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

38,881

25,424

503.12

291.254

10,837

STOCK FUTURES

77,900

76,626

196.39

1,545.696

54,058


DAILY DERIVATIVE REPORT

OPTION’s FRONT

Top Gainers: Options Inst Type OPTSTK

RECLTD

Expiry Date 31-Jul-14

Last Price[Rs.] 6.75

Strike Price[Rs.] 310.00

OPTSTK

ADANIENT

31-Jul-14

5.40

550.00

CE

OPTSTK

TATAMTRDVR

31-Jul-14

5.60

340.00

CE

OPTSTK

ADANIPORTS

31-Jul-14

3.10

320.00

CE

Last Price[Rs.] 0.10

Strike Price[Rs.] 1,160.00

Underlying

OPT Type PE

Top Looser: Options Inst Type OPTSTK

APOLLOHOSP

Expiry Date 31-Jul-14

OPTSTK

GODREJIND

31-Jul-14

0.10

400.00

CE

OPTSTK

HINDUNILVR

31-Jul-14

0.10

720.00

CE

OPTSTK

APOLLOHOSP

31-Jul-14

1.15

980.00

PE

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

273,453

287,744

[574.71]

1,594.307

59,296

STOCK OPTIONS

63,114

61,718

41.30

117.415

4,240


DAILY DERIVATIVE REPORT

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

PUT 7,167,000.00

CALL 4,986,000.00

RATIO 1.44

JUSTDIAL

24,750.00

21,000.00

1.18

BATAINDIA

14,250.00

13,250.00

1.08

AXISBANK

816,750.00

859,000.00

0.95

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

PUT 1,168,250.00

CALL 1,145,250.00

RATIO 1.02

PNB

229,500.00

229,000.00

1.00

AMBUJACEM

196,000.00

234,000.00

0.84

SUNPHARMA

141,000.00

169,500.00

0.83

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

PUT 2,474,225.00

CALL 2,675,825.00

RATIO 0.92

NIFTY

38,277,200.00

45,174,450.00

0.85

-

-

-

-

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

PUT 86,166,500.00

CALL 92,119,700.00

RATIO 0.94

BANKNIFTY

3,657,525.00

4,322,625.00

0.85

-

-

-

-


DAILY DERIVATIVE REPORT

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