Derivative report 21 july 2014

Page 1

DAILY DERIVATIVE REPORT 21ST JULY 2014


DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 31ST JULY 2014 SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7585

R1- 7700

NIFTY SPOT

7663.90

7640.45

0.31

S2-7535

R2-7750

NIFTY FUTURES

7668.00

7658.75

0.12

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7440

7545

7606

PIVOT POINTS P 7649

R1

R2

R3

7710

7753

7857


DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 31ST JULY 2014 SYMBOL

SUPPORT

RESISTANCE

S1-15010

R1-15000

S2-14590

R2-15725

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

15389.35

15269.05

0.79

15417.00

15294.95

0.80

TREND BULLISH S3 14566

S2 14954

STRATEGY BUY ON DIPS S1

PIVOT POINTS P

R1

R2

R3

15185

15342

15573

15730

16117


DAILY DERIVATIVE REPORT

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

ASIANPAINT

4,281.00

4,970.00

16.1

582.50

0.0

ICICIBANK

41,068.00

44,824.00

9.2

1,479.20

1.9

PETRONET

1,895.00

2,037.00

7.5

186.80

2.2

TCS

23,688.00

25,410.00

7.3

2,407.00

0.8

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

GLENMARK

1,864.00

1,791.00

[3.9]

569.70

0.6

ABIRLANUVO

5,033.00

4,949.00

[1.7]

1,423.65

0.7

HEXAWARE

3,240.00

3,202.00

[1.2]

152.25

1.1

DISHTV

4,995.00

4,939.00

[1.1]

60.00

1.4

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

RECLTD

4,864.00

5,606.00

15.3

314.20

[3.8]

SRTRANSFIN

1,701.00

1,863.00

9.5

898.50

[1.9]

BHEL

15,879.00

17,199.00

8.3

237.85

[2.2]

BHARATFORG

2,734.00

2,958.00

8.2

709.55

[0.9]

Long Unwinding Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

BATAINDIA

2,341.00

2,142.00

[8.5]

1,274.00

[1.2]

ZEEL

5,662.00

5,519.00

[2.5]

293.90

[2.5]

MARUTI

13,302.00

13,030.00

[2.0]

2,529.15

[1.6]

BATAINDIA

2,341.00

2,142.00

[8.5]

1,274.00

[1.2]


DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

JSWENERGY

25-Sep-14

79.25

11.1

12.00

FUTSTK

ARVIND

25-Sep-14

232.00

11.0

4.00

FUTSTK

ADANIPORTS

25-Sep-14

291.50

9.4

8.00

FUTSTK

DISHTV

28-Aug-14

60.25

5.3

896.00

Top Losers: Future Contract Type FUTSTK

Underlying UNITECH

Exp. Date 28-Aug-14

Last Price 26.50

Chg (%) [5.4]

OI ('000s) 4,658.00

FUTSTK

CESC

25-Sep-14

664.55

[5.0]

0.50

FUTSTK

GMRINFRA

31-Jul-14

26.45

[4.7]

174,130.00

FUTSTK

RECLTD

25-Sep-14

318.60

[4.0]

4.00

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

419,586

387,602

1,237.88

1,714.263

65,356

STOCK FUTURES

66,918

66,991

[2.16]

114.490

4,277


DAILY DERIVATIVE REPORT

OPTION’s FRONT

Top Gainers: Options Inst Type OPTSTK

ICICIBANK

Expiry Date 28-Aug-14

Last Price[Rs.] 13.00

Strike Price[Rs.] 1,260.00

OPTSTK

TATASTEEL

31-Jul-14

0.50

660.00

CE

OPTIDX

NIFTY

31-Jul-14

0.25

9,150.00

CE

OPTSTK

KTKBANK

28-Aug-14

5.45

145.00

CE

Last Price[Rs.] 0.10

Strike Price[Rs.] 365.00

Underlying

OPT Type PE

Top Looser: Options Inst Type OPTSTK

ORIENTBANK

Expiry Date 31-Jul-14

OPTSTK

IRB

31-Jul-14

0.15

215.00

PE

OPTSTK

KTKBANK

31-Jul-14

0.05

110.00

PE

OPTSTK

TATAGLOBAL

31-Jul-14

0.50

187.50

CE

Underlying

OPT Type CE

FII Trends In Options Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX OPTIONS

419,586

387,602

1,237.88

1,714.263

65,356

STOCK OPTIONS

66,918

66,991

[2.16]

114.490

4,27


DAILY DERIVATIVE REPORT

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

PUT 31,000.00

CALL 19,000.00

RATIO 1.63

ITC

6,828,000.00

4,983,000.00

1.37

AXISBANK

960,000.00

937,500.00

1.02

KOTAKBANK

411,000.00

417,000.00

0.99

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

PUT 3,125.00

CALL 2,625.00

RATIO 1.19

SUNPHARMA

154,000.00

145,000.00

1.06

AUROPHARMA

438,000.00

460,000.00

0.95

ITC

1,001,000.00

1,218,000.00

0.82

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

PUT 2,826,775.00

CALL 2,681,775.00

RATIO 1.05

NIFTY

42,069,400.00

43,268,600.00

0.97

-

-

-

-

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

PUT 85,811,100.00

CALL 81,838,450.00

RATIO 1.05

BANKNIFTY

3,947,075.00

3,985,025.00

0.99

-

-

-

-


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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