Derivative report 18 july 2014

Page 1

DAILY DERIVATIVE REPORT 18TH 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

7640.45

7624.40

0.21

S2-7445

R2-7750

NIFTY FUTURES

7657.65

7642.00

0.19

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7560

7607

7632

PIVOT POINTS P 7653

R1

R2

R3

7678

7700

7746


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

15269.05

15265.45

0.02

15293.95

15306.30

-0.08

TREND BULLISH S3 14959

S2 15113

STRATEGY BUY ON DIPS S1

PIVOT POINTS P

R1

R2

R3

15203

15267

15357

15421

15575


DAILY DERIVATIVE REPORT

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

HAVELLS

1,126.00

1,488.00

32.2

1,292.80

5.3

ULTRACEMCO

4,754.00

5,847.00

23.0

2,588.70

2.8

AMBUJACEM

2,636.00

3,134.00

18.9

224.00

1.3

IRB

2,832.00

3,332.00

17.7

271.95

7.1

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

KOTAKBANK

12,180.00

11,344.00

[6.9]

914.60

3.1

JSWSTEEL

24,963.00

24,669.00

[1.2]

1,226.95

2.1

RPOWER

13,515.00

13,367.00

[1.1]

98.80

2.4

CENTURYTEX

4,935.00

4,886.00

[1.0]

588.90

2.7

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

M&M

8,958.00

13,753.00

53.5

1,182.55

[2.1]

BAJAJ-AUTO

6,454.00

7,331.00

13.6

2,098.10

[2.3]

ONGC

21,109.00

23,030.00

9.1

413.65

[0.8]

TCS

22,310.00

23,844.00

6.9

2,390.00

[0.8]

Long Unwinding Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

ANDHRABANK

7,032.00

6,843.00

[2.7]

89.00

[0.1]

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-


DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

CROMPGREAV

25-Sep-14

213.75

13.6

4.00

FUTSTK

CROMPGREAV

31-Jul-14

211.30

13.3

21,566.00

FUTSTK

CROMPGREAV

28-Aug-14

212.30

13.2

344.00

FUTSTK

INDIACEM

25-Sep-14

114.00

11.8

0.00

Top Losers: Future Contract Type FUTSTK

Underlying JISLJALEQS

Exp. Date 25-Sep-14

Last Price 112.40

Chg (%) [4.7]

OI ('000s) 8.00

FUTSTK

HDIL

25-Sep-14

98.00

[3.0]

8.00

FUTSTK

GMRINFRA

28-Aug-14

27.85

[2.5]

1,840.00

FUTSTK

BAJAJ-AUTO

28-Aug-14

2,113.00

[2.4]

43.88

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

37,793

35,999

67.29

306.466

11,531

STOCK FUTURES

74,796

68,122

312.04

1,548.910

55,078


DAILY DERIVATIVE REPORT

OPTION’s FRONT

Top Gainers: Options Inst Type OPTSTK

CROMPGREAV

Expiry Date 31-Jul-14

Last Price[Rs.] 4.15

Strike Price[Rs.] 225.00

OPTSTK

CROMPGREAV

31-Jul-14

7.20

215.00

CE

OPTSTK

CROMPGREAV

31-Jul-14

2.05

235.00

CE

OPTSTK

CROMPGREAV

31-Jul-14

5.45

220.00

CE

LUPIN

Expiry Date 31-Jul-14

Last Price[Rs.] 0.05

Strike Price[Rs.] 940.00

OPTSTK

GRASIM

31-Jul-14

2.00

3,850.00

CE

OPTSTK

INFY

28-Aug-14

1.00

3,900.00

CE

OPTSTK

VOLTAS

31-Jul-14

0.30

170.00

PE

Underlying

OPT Type CE

Top Looser: Options Inst Type OPTSTK

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

37,793

35,999

67.29

306.466

11,531

STOCK OPTIONS

74,796

68,122

312.04

1,548.910

55,078


DAILY DERIVATIVE REPORT

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

PUT 30,375.00

CALL 19,875.00

RATIO 1.53

ITC

7,205,000.00

4,994,000.00

1.44

BATAINDIA

15,250.00

13,500.00

1.13

HINDALCO

6,562,000.00

6,748,000.00

0.97

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

PUT 8,250.00

CALL 3,750.00

RATIO 2.20

SUNPHARMA

89,500.00

76,000.00

1.18

AXISBANK

492,750.00

446,000.00

1.10

ITC

1,059,000.00

969,000.00

1.09

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

PUT 2,607,625.00

CALL 2,789,175.00

RATIO 0.93

NIFTY

40,318,650.00

44,449,150.00

0.91

-

-

-

-

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

PUT 59,413,700.00

CALL 68,897,250.00

RATIO 0.86

BANKNIFTY

2,250,600.00

2,769,500.00

0.81

-

-

-

-


DAILY DERIVATIVE REPORT

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