Derivative report 19 may 2014

Page 1

DAILY DERIVATIVE REPORT 19TH MAY 2014


DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 29TH MAY 2014 SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7060

R1- 7520

NIFTY SPOT

7203.00

7123.15

1.12

S2-7000

R2-7800

NIFTY FUTURES

7244.00

7143.10

1.41

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

6412

6877

7060

PIVOT POINTS P 7342

R1

R2

R3

7526

7808

8273


DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 29TH MAY 2014 SYMBOL

SUPPORT

RESISTANCE

S1-13900

R1-15880

S2-13760

R2-16780

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

14853.00

14236.55

4.33

14969.50

14300.35

4.68

TREND BULLISH S3 11695

S2 13391

STRATEGY BUY ON DIPS S1

PIVOT POINTS P

14180

15088

R1 15877

R2

R3

16785

18482


DAILY DERIVATIVE REPORT

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

ANDHRABANK

2,074.00

3,493.00

68.4

78.15

8.3

IOC

3,468.00

5,122.00

47.7

330.45

6.9

SAIL

6,152.00

8,179.00

33.0

78.50

3.2

ONGC

10,576.00

13,789.00

30.4

384.35

1.2

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

IDBI

3,328.00

2,738.00

[17.7]

80.35

8.9

IBREALEST

7,401.00

6,970.00

[5.8]

78.50

19.4

ZEEL

4,122.00

3,997.00

[3.0]

274.45

1.8

ADANIENT

8,984.00

8,761.00

[2.5]

535.70

6.8

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

HDFC

28,799.00

41,131.00

42.8

894.00

[1.3]

TATASTEEL

11,757.00

16,126.00

37.2

441.95

[4.4]

ITC

24,297.00

30,853.00

27.0

357.70

[3.3]

DRREDDY

9,559.00

11,781.00

23.3

2,417.10

[3.1]

Long Unwinding Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

COLPAL

809.00

784.00

[3.1]

1,397.00

[0.4]

DIVISLAB

3,948.00

3,902.00

[1.2]

1,307.90

[1.7]

OFSS

1,242.00

1,232.00

[0.8]

2,943.00

[0.5]

COLPAL

809.00

784.00

[3.1]

1,397.00

[0.4]


DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

IBREALEST

26-Jun-14

79.40

20.8

460.00

FUTSTK

IBREALEST

29-May-14

78.50

19.4

27,880.00

FUTSTK

FEDERALBNK

31-Jul-14

108.80

14.9

12.00

FUTSTK

TITAN

31-Jul-14

341.65

11.3

5.00

Top Losers: Future Contract Type FUTSTK

Underlying CROMPGREAV

Exp. Date 31-Jul-14

Last Price 172.05

Chg (%) [7.0]

OI ('000s) 10.00

FUTSTK

ARVIND

26-Jun-14

180.10

[5.8]

332.00

FUTSTK

ARVIND

29-May-14

179.80

[5.6]

9,782.00

FUTSTK

OFSS

26-Jun-14

2,921.00

[5.0]

0.63

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

50,846

53,724

[101.54]

378.430

13,516

STOCK FUTURES

100,144

143,494

[1,367.10]

1,311.596

43,293


DAILY DERIVATIVE REPORT

OPTION’s FRONT

Top Gainers: Options Inst Type OPTSTK

ANDHRABANK

Expiry Date 29-May-14

Last Price[Rs.] 1.60

Strike Price[Rs.] 85.00

OPTSTK

UCOBANK

29-May-14

2.70

105.00

CE

OPTSTK

COALINDIA

29-May-14

1.90

390.00

CE

OPTSTK

IFCI

26-Jun-14

1.50

32.50

CE

Last Price[Rs.] 0.05

Strike Price[Rs.] 470.00

Underlying

OPT Type CE

Top Looser: Options Inst Type OPTSTK

ASIANPAINT

Expiry Date 29-May-14

OPTSTK

AXISBANK

29-May-14

1.20

1,440.00

PE

OPTSTK

AXISBANK

29-May-14

1.25

1,460.00

PE

OPTSTK

RELINFRA

29-May-14

0.65

530.00

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

244,759

328,813

[2,982.33]

2,197.024

78,088

STOCK OPTIONS

43,191

43,511

[22.49]

92.119

3,070


DAILY DERIVATIVE REPORT

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

PUT 37,500.00

CALL 15,125.00

RATIO 2.48

MCLEODRUSS

239,000.00

126,000.00

1.90

HEROMOTOCO

97,875.00

53,375.00

1.83

PNB

694,000.00

523,500.00

1.33

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

PUT 32,500.00

CALL 11,750.00

RATIO 2.77

GRASIM

13,500.00

5,625.00

2.40

CENTURYTEX

362,000.00

238,000.00

1.52

PFC

494,000.00

330,000.00

1.50

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

PUT 2,531,950.00

CALL 2,395,900.00

RATIO 1.06

NIFTY

49,696,950.00

66,114,250.00

0.75

-

-

-

-

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

PUT 5,310,825.00

CALL 3,299,375.00

RATIO 1.61

NIFTY

173,624,150.00

218,806,350.00

0.79

-

-

-

-


DAILY DERIVATIVE REPORT

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