Derivative report 21 august 2014

Page 1

DAILY DERIVATIVE REPORT 21ST AUGUST 2014


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 28TH AUG 2014

SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7870

R1- 7925

NIFTY SPOT

7875.30

7897.50

-0.28

S2-7840

R2-7960

NIFTY FUTURES

7882.00

7909.65

-0.35

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7824

7858

7870

PIVOT POINTS P 7892

R1

R2

R3

7904

7927

7961


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 28TH AUG 2014

SYMBOL

SUPPORT

RESISTANCE

S1-15450

R1-15650

S2-15060

R2-15725

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

15481.70

15524.65

-0.28

15501.00

15536.75

-0.23

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

PIVOT POINTS P

15225

15370

15435

15515

R1

R2

R3

15580

15660

15805


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

GLENMARK

649.00

1011.00

55.8

723.00

0.30

ARVIND

3018.00

3853.00

27.7

251.15

6.70

IGL

1183.00

1401.00

18.4

373.00

3.20

SUNTV

2068.00

2449.00

18.4

375.00

2.30

LTP

Price % Chg

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

2511.00

2360.00

[6]

1778.95

2.3

MCLEODRUSS

2274.00

2181.00

[4.1]

290.65

2.5

ADANIPOWER

7326.00

7129.00

[2.7]

56.10

1.5

BIOCON

11926.00

11643.00

[2.4]

479.80

1.5

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

HINDALCO

14045.00

14762.00

5.1

181.20

[0.1]

ORIENTBANK

2930.00

3079.00

5.1

265.00

[3.3]

UBL

2571.00

2674.00

4

736.05

[0.4]

IOB

2080.00

2154.00

3.6

64.25

[2.7]

LTP

Price % Chg

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

354.00

351.00

[0.9]

425.35

[0.7]

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

ARVIND

28-08-14

251.15

6.67

7,706

FUTSTK

RANBAXY

28-08-14

631.85

4.78

7,631

FUTSTK

SUNPHARMA

28-08-14

849.45

4.59

7,800

FUTSTK

AUROPHARMA

28-08-14

797.90

3.69

11,011

Top Losers: Future Contract Type FUTSTK

Underlying ORIENTBANK

Exp. Date 28-08-14

Last Price 265

Chg (%) [3.25]

OI ('000s) 6,158

FUTSTK

GMRINFRA

28-08-14

26.30

[2.77]

2,01,860

FUTSTK

IOB

28-08-14

64.25

[2.65]

17,232

FUTSTK

IBREALEST

28-08-14

73.90

[2.57]

32,268

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

52,678

47,144

5,2,678

284.12

11,163.33

STOCK FUTURES

70,946

55,161

7,0,946

1,401.88

50,794.26


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

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

KOTAK BANK

Expiry Date 28-08-14

Last Price[Rs.] 2.00

Strike Price[Rs.] 1060.00

OPTSTK

ORIENTALBNK

28-08-14

8.15

265.00

PE

OPTSTK

CIPLA

28-08-14

2.75

510.00

CE

OPTSTK

HEXWARE

28-08-14

1.30

165.00

CE

ARVIND

Expiry Date 28-08-14

Last Price[Rs.] 0.05

Strike Price[Rs.] 140.00

OPTSTK

DRREDDY

28-08-14

0.05

2650.00

PE

OPTSTK

M&M

28-08-14

0.05

1100.00

PE

OPTIDX

SUN PHARMA

28-08-14

3.20

700.00

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

3,50,093

3,31,611

3,5,0,093

1,558.31

61,296.86

STOCK OPTIONS

65,010

68,173

6,5,010

76.50

2,848.67


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 6,74,750.00

CALL 3,91,000.00

RATIO 1.73

MARUTI

4,61,000.00

2,79,875.00

1.65

KOTAKBANK

3,18,000.00

2,10,500.00

1.51

RANBAXY

9,37,000.00

6,49,000.00

1.44

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

PUT 11,250.00

CALL 7,500.00

RATIO 1.50

M&M

2,03,500.00

1,38,250.00

1.47

MARUTI

1,18,250.00

97,125.00

1.22

PNB

3,56,500.00

3,35,500.00

1.06

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

PUT 4,97,93,850.00

CALL 3,72,28,600.00

RATIO 1.34

BANKNIFTY

26,19,375.00

27,27,825.00

0.96

-

-

-

-

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

PUT 6,79,60,750.00

CALL 5,98,16,600.00

RATIO 1.14

BANKNIFTY

34,85,600.00

35,23,400.00

0.99

-

-

-

-


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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