Derivative report 18 august 2014

Page 1

DAILY DERIVATIVE REPORT 18TH AUGUST 2014


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 28TH AUG 2014

SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7750

R1- 7810

NIFTY SPOT

7791.70

7739.55

0.67

S2-7663

R2-7840

NIFTY FUTURES

7800.00

7746.35

0.90

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7659

7722

7761

PIVOT POINTS P 7786

R1

R2

R3

7825

7850

7914


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 28TH AUG 2014

SYMBOL

SUPPORT

RESISTANCE

S1-14875

R1-15220

S2-14755

R2-15340

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

15089.65

14910.90

1.20

15112.00

14940.70

1.15

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

PIVOT POINTS P

14619

14854

14983

15089

R1

R2

R3

15217

15323

15558


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

1,107.00

1,560.00

40.9

218.60

2.8

VOLTAS

2,693.00

3,630.00

34.8

220.90

8.2

ZEEL

5,537.00

6,417.00

15.9

270.75

0.4

RECLTD

5,243.00

5,967.00

13.8

286.75

1.6

LTP

Price % Chg

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

2,741.00

2,701.00

[1.5]

1,208.00

1.4

JINDALSTEL

15,777.00

15,740.00

[0.2]

285.30

3.6

-

-

-

-

-

-

-

-

-

-

-

-

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

COLPAL

1,570.00

2,031.00

29.4

1,454.50

[1.2]

HEROMOTOCO

8,498.00

10,150.00

19.4

2,510.00

[2.8]

HINDALCO

13,716.00

14,958.00

9.1

178.90

[1.1]

PETRONET

1,810.00

1,875.00

3.6

171.45

[0.1]

LTP

Price % Chg

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

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

JSWSTEEL

25-Sep-14

1,283.85

8.6

38.50

FUTSTK

JSWSTEEL

28-Aug-14

1,273.50

8.2

5,586.25

FUTSTK

VOLTAS

28-Aug-14

220.40

8.0

7,242.00

FUTSTK

VOLTAS

25-Sep-14

221.00

7.9

254.00

Top Losers: Future Contract Type FUTSTK

Underlying COLPAL

Exp. Date 25-Sep-14

Last Price 1,465.00

Chg (%) [3.8]

OI ('000s) 1.25

FUTSTK

HEROMOTOCO

30-Oct-14

2,517.00

[3.6]

0.38

FUTSTK

HEROMOTOCO

28-Aug-14

2,508.00

[2.9]

1,276.00

FUTSTK

HEROMOTOCO

25-Sep-14

2,519.50

[2.7]

42.13

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

72,804

36,590

1,390.77

235.422

9,085

STOCK FUTURES

56,231

39,335

639.29

1,387.173

49,580


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

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

JSWSTEEL

Expiry Date 28-Aug-14

Last Price[Rs.] 44.40

Strike Price[Rs.] 1,250.00

OPTSTK

JSWSTEEL

28-Aug-14

9.85

1,340.00

CE

OPTSTK

FEDERALBNK

28-Aug-14

0.75

102.50

PE

OPTSTK

JSWSTEEL

28-Aug-14

53.65

1,240.00

CE

Last Price[Rs.] 0.05

Strike Price[Rs.] 82.50

Underlying

OPT Type CE

Top Looser: Options Inst Type OPTSTK

FEDERALBNK

Expiry Date 28-Aug-14

OPTSTK

L&TFH

28-Aug-14

0.05

90.00

CE

OPTSTK

TATAGLOBAL

28-Aug-14

0.10

162.50

CE

OPTIDX

NIFTY

28-Aug-14

0.05

9,100.00

CE

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

292,644

267,062

1,030.22

1,432.426

55,279

STOCK OPTIONS

47,625

48,773

[51.12]

70.334

2,567


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

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

PUT 568,750.00

CALL 366,250.00

RATIO 1.55

KOTAKBANK

252,500.00

176,000.00

1.43

SUNPHARMA

633,000.00

448,500.00

1.41

MARUTI

402,000.00

294,625.00

1.36

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

PUT 161,000.00

CALL 73,000.00

RATIO 2.21

MARUTI

304,375.00

210,000.00

1.45

HDFC

1,341,500.00

1,000,250.00

1.34

APOLLOHOSP

6,250.00

4,750.00

1.32

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

PUT 44,875,150.00

CALL 35,961,700.00

RATIO 1.25

BANKNIFTY

2,059,950.00

2,447,900.00

0.84

-

-

-

-

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

PUT 86,571,200.00

CALL 80,934,300.00

RATIO 1.07

BANKNIFTY

3,163,075.00

3,735,150.00

0.85

-

-

-

-


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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