Derivative report 22 august 2014

Page 1

DAILY DERIVATIVE REPORT 22ND AUGUST 2014


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 28TH AUG 2014

SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7865

R1- 7940

NIFTY SPOT

7891.10

7875.30

0.20

S2-7840

R2-7960

NIFTY FUTURES

7905.25

7890.70

0.18

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7764

7833

7869

PIVOT POINTS P 7903

R1

R2

R3

7939

7972

8042


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 28TH AUG 2014

SYMBOL

SUPPORT

RESISTANCE

S1-15450

R1-15735

S2-15060

R2-15995

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

15662.20

15481.70

1.17

15682.00

15516.15

1.07

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

PIVOT POINTS P

15084

15356

15519

15628

R1

R2

R3

15791

15900

16172


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

TITAN

5756.00

6765.00

17.5

367.45

5.70

BPCL

7126.00

8107.00

13.8

686.25

2.60

UNIONBANK

7994.00

8829.00

10.5

213.40

7.50

PNB

8822.00

9649.00

9.4

967.75

4.30

LTP

Price % Chg

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

2062.00

1976.00

[4.2]

1542.00

1.3

BHARATFORG

2116.00

2031.00

[4]

760.80

0.2

BAJAJ-AUTO

8239.00

7961.00

[3.4]

2268.65

2.7

APOLLOTYRE

6173.00

5988.00

[3]

172.70

1.3

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

HDFC

23625.00

25605.00

8.4

1069.00

[0.7]

SIEMENS

2227.00

2388.00

7.2

849.00

[1.4]

HEXAWARE

2916.00

3100.00

6.3

155.80

[1.1]

ICICIBANK

34924.00

36378.00

4.2

1542.55

[0.2]

LTP

Price % Chg

Long Unwinding Open Interest Price Script Prev. OI Cur. OI % Chg. OI MCDOWELL-N

32875.00

31971.00

[2.8]

2408.00

[2.0]

JISLJALEQS

6887.00

6764.00

[1.8]

90.35

[2.9]

RELCAPITAL

12843.00

12646.00

[1.5]

557.15

[0.3]

NHPC

5999.00

5924.00

[1.3]

21.90

[2.0]


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

UNIONBANK

28-08-14

213.40

7.48

17,658

FUTSTK

TITAN

28-08-14

367.45

5.68

6,765

FUTSTK

HINDPETRO

28-08-14

471.50

4.84

7,854

FUTSTK

BANKINDIA

28-08-14

290.40

4.61

13,649

Top Losers: Future Contract Type FUTSTK

Underlying JPPOWER

Exp. Date 28-08-14

Last Price 16.35

Chg (%) [3.82]

OI ('000s) 61,650

FUTSTK

IBREALEST

28-08-14

71.60

[3.57]

33,076

FUTSTK

SAIL

28-08-14

83.95

[3.28]

51,556

FUTSTK

HDIL

28-08-14

95

[3.21]

26,544

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

51,853

40,437

5,1,853

290.87

11,477.94

STOCK FUTURES

80,986

62,228

8,0,986

1,400.08

51,144.92


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

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

JUBLFOOD

Expiry Date 28-08-14

Last Price[Rs.] 9.35

Strike Price[Rs.] 1320.00

OPTSTK

M&M

28-08-14

3.00

1120.00

PE

OPTSTK

L&T

28-08-14

1.00

90.00

CE

OPTSTK

CANBK

28-08-14

2.65

460.00

CE

BPCL

Expiry Date 28-08-14

Last Price[Rs.] 0.25

Strike Price[Rs.] 470.00

OPTSTK

HDFC BANK

28-08-14

0.05

750.00

PE

OPTSTK

BPCL

28-08-14

0.25

460.00

PE

OPTIDX

DRREDDY

28-08-14

0.15

2600.00

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

4,12,315

3,42,121

4,1,2,315

1,665.92

65,730.83

STOCK OPTIONS

65,151

65,792

6,5,151

75.77

2,846.77


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

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

PUT 3,79,000.00

CALL 2,12,500.00

RATIO 1.78

M&M

6,80,250.00

3,97,500.00

1.71

MARUTI

4,68,750.00

2,79,750.00

1.68

CIPLA

23,55,000.00

16,19,000.00

1.45

PUT CALL RATIO: STOCK OPTION (VOLUME WISE) SCRIPT MCDOWELL-N

PUT 11,98,750.00

CALL 9,09,625.00

RATIO 1.32

TATAMOTORS

47,89,000.00

39,83,000.00

1.20

M&M

1,60,000.00

1,50,250.00

1.06

APOLLOHOSP

5,250.00

5,500.00

0.95

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

PUT 5,04,12,900.00

CALL 3,91,52,300.00

RATIO 1.29

BANKNIFTY

27,75,650.00

27,72,200.00

1.00

-

-

-

-

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

PUT 9,46,15,950.00

CALL 9,13,44,350.00

RATIO 1.04

BANKNIFTY

55,66,475.00

69,81,900.00

0.80

-

-

-

-


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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