Derivative report 25 august 2014

Page 1

DAILY DERIVATIVE REPORT 25TH 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

7913.20

7891.10

0.28

S2-7840

R2-7960

NIFTY FUTURES

7935.95

7903.15

0.42

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7860

7893

7914

PIVOT POINTS P 7927

R1

R2

R3

7948

7960

7994


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

15819.15

15662.20

1.00

15842.00

15671.70

1.09

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

PIVOT POINTS P

15432

15618

15730

15804

R1

R2

R3

15916

15990

16176


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

984.00

1245.00

26.5

715.25

0.20

PNB

9148.00

10092.00

10.3

981.30

1.70

INFY

18088.00

19884.00

9.9

3599.95

1.30

TECHM

14558.00

15996.00

9.9

2307.00

3.10

LTP

Price % Chg

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

91391.00

87288.00

[4.5]

1000.95

0.2

HINDALCO

14008.00

13532.00

[3.4]

182.60

2.4

HDFCBANK

72053.00

70383.00

[2.3]

847.30

1.5

RELCAPITAL

12366.00

12125.00

[2]

574.50

3.2

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

HDFC

24038.00

26766.00

11.4

1048.90

[1.8]

PETRONET

1607.00

1708.00

6.3

177.05

[0.6]

JUSTDIAL

2274.00

2408.00

5.9

1720.00

[1.1]

AMBUJACEM

5595.00

5875.00

5

212.10

[1.0]

LTP

Price % Chg

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

10676.00

10062.00

[5.8]

173.95

[0.6]

MCDOWELL-N

28678.00

27653.00

[3.6]

2402.60

[0.0]

COALINDIA

11898.00

11742.00

[1.3]

358.00

[2.0]

JPASSOCIAT

16303.00

16261.00

[0.3]

52.10

[3.7]


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

UPL

28-08-14

337.65

3.78

6,526

FUTSTK

JUBLFOOD

28-08-14

1,311.15

3.42

1,776.25

FUTSTK

UNIONBANK

28-08-14

220.40

3.38

16,374

FUTSTK

RELCAPITAL

28-08-14

574.50

3.22

12,125

Top Losers: Future Contract Type FUTSTK

Underlying JPASSOCIAT

Exp. Date 28-08-14

Last Price 52.10

Chg (%) [3.7]

OI ('000s) 1,30,088

FUTSTK

GMRINFRA

28-08-14

25.15

[3.08]

2,00,990

FUTSTK

JPPOWER

28-08-14

16

[2.44]

62,910

FUTSTK

EXIDEIND

28-08-14

162.60

[2.43]

7,926

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

34,039

27,007

3,4,039

289.39

11,393.98

STOCK FUTURES

61,340

57,704

6,1,340

1,394.17

50,969.57


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

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

BHEL

Expiry Date 28-08-14

Last Price[Rs.] 2.90

Strike Price[Rs.] 265.00

OPTSTK

APOLLOHOSP

28-08-14

3.00

960.00

PE

OPTSTK

FEDERALBNK

28-08-14

0.50

132.50

CE

OPTSTK

NIFTY

28-08-14

5.00

5850.00

PE

HAVELLS

Expiry Date 28-08-14

Last Price[Rs.] 0.05

Strike Price[Rs.] 1180.00

OPTSTK

BPCL

28-08-14

0.25

470.00

PE

OPTSTK

HINDPETRO

28-08-14

0.30

520.00

CE

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

2,31,661

2,33,310

2,3,1,661

1,681.94

66,178.18

STOCK OPTIONS

54,997

54,477

5,4,997

80.54

2,985.78


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 3,97,000.00

CALL 1,74,500.00

RATIO 2.28

M&M

6,08,750.00

3,82,500.00

1.59

CIPLA

23,39,000.00

14,85,000.00

1.58

MARUTI

4,11,875.00

2,81,500.00

1.46

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

PUT 4,500.00

CALL 2,750.00

RATIO 1.64

ACC

42,750.00

32,250.00

1.33

BATAINDIA

1,000.00

1,000.00

1.00

KOTAKBANK

1,53,500.00

1,54,500.00

0.99

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

PUT 4,88,86,900.00

CALL 3,93,10,450.00

RATIO 1.24

BANKNIFTY

30,27,500.00

28,15,125.00

1.08

-

-

-

-

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

PUT 7,67,32,300.00

CALL 6,94,24,000.00

RATIO 1.11

BANKNIFTY

60,96,550.00

68,17,225.00

0.89

-

-

-

-


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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