Derivative report 19 august 2014

Page 1

DAILY DERIVATIVE REPORT 19TH AUGUST 2014


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 28TH AUG 2014

SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7770

R1- 7915

NIFTY SPOT

7874.25

7791.70

1.06

S2-7700

R2-7960

NIFTY FUTURES

7872.40

7803.70

0.88

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7615

7729

7801

PIVOT POINTS P 7843

R1

R2

R3

7915

7958

8072


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 28TH AUG 2014

SYMBOL

SUPPORT

RESISTANCE

S1-15060

R1-15505

S2-14875

R2-15650

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

15439.75

15089.65

2.32

15455.20

15123.35

2.19

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

PIVOT POINTS P

14510

14919

15187

15328

R1

R2

R3

15595

15736

16145


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

SUNTV

1316.00

1680.00

27.7

371.65

0.20

IOC

3125.00

3722.00

19.1

352.45

3.80

BPCL

5403.00

6308.00

16.8

649.95

5.80

ICICIBANK

31815.00

37021.00

16.4

1528.60

3.30

LTP

Price % Chg

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

6406.00

6177.00

[3.6]

170.05

4.1

JPPOWER

4315.00

4198.00

[2.7]

16.85

3.7

LT

36091.00

35349.00

[2.1]

1513.00

1.7

EXIDEIND

4184.00

4111.00

[1.7]

162.25

1.4

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

INFY

18046.00

20575.00

14

3557.80

[1.3]

UBL

2429.00

2480.00

2.1

714.00

[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

VOLTAS

28-08-14

236.15

6.81

8,304

FUTSTK

JUBLFOOD

28-08-14

1,216.60

6.4

1,692.25

FUTSTK

HINDPETRO

28-08-14

440.80

5.91

6,139

FUTSTK

HDIL

28-08-14

95.30

5.77

24,584

Top Losers: Future Contract Type FUTSTK

Underlying ITC

Exp. Date 28-08-14

Last Price 351.15

Chg (%) [1.9]

OI ('000s) 19,598

FUTSTK

INFY

28-08-14

3,557.55

[1.34]

2,556.88

FUTSTK

HDFC

28-08-14

1,116

[1.13]

7,199.25

FUTSTK

HCLTECH

28-08-14

1,528.10

[0.92]

2,707.50

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

61,118

42,663

6,1,118

271.89

10,477.94

80,210

72,621

8,0,210

1,405.51

49,394.18

STOCK FUTURES


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

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

JSWSTEEL

Expiry Date 28-08-14

Last Price[Rs.] 9

Strike Price[Rs.] 1360.00

OPTSTK

TATAMTRDVR

28-08-14

5

360.00

CE

OPTSTK

HINDPETRO

28-08-14

7.35

450.00

CE

OPTSTK

CANBK

28-08-14

2.80

430.00

CE

GLENMARK

Expiry Date 28-08-14

Last Price[Rs.] 0.10

Strike Price[Rs.] 630.00

OPTSTK

RCOM

28-08-14

0.10

180.00

CE

OPTIDX

FEDERAL BK

28-08-14

0.05

82.50

PE

OPTSTK

RECLTD

28-08-14

0.50

240.00

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

3,79,989

3,68,310

3,7,9,989

1,469.29

56,769.16

STOCK OPTIONS

76,195

79,369

7,6,195

72.53

2,616.61


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

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

PUT 6,49,500.00

CALL 4,32,000.00

RATIO 1.50

M&M

5,57,750.00

3,77,750.00

1.48

MARUTI

4,13,750.00

2,91,500.00

1.42

TATAMOTORS

68,37,000.00

50,77,000.00

1.35

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

PUT 2,750.00

CALL 500.00

RATIO 5.50

SIEMENS

23,000.00

12,500.00

1.84

IBREALEST

2,56,000.00

2,12,000.00

1.21

HDFC

4,85,750.00

4,17,000.00

1.16

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

PUT 4,91,48,150.00

CALL 3,44,72,950.00

RATIO 1.43

BANKNIFTY

23,63,100.00

25,28,800.00

0.93

-

-

-

-

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

PUT 8,78,29,400.00

CALL 7,59,00,150.00

RATIO 1.16

BANKNIFTY

48,51,600.00

52,53,575.00

0.92

-

-

-

-


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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