Derivative report 25 july 2014

Page 1

DAILY DERIVATIVE REPORT 25TH JULY 2014


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 31ST JULY 2014 SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7760

R1- 7860

NIFTY SPOT

7830.60

7795.75

0.45

S2-7745

R2-7890

NIFTY FUTURES

7832.90

7791.55

0.53

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7659

7735

7784

PIVOT POINTS P 7811

R1

R2

R3

7860

7887

7963

CapitalStars Financial Research Pvt. Ltd. Tel.: +91 731 679 00 00 , 666 99 00, E-mail : info@capitalstars.com, Plot No. 12, Scheme No. 78, Part – II, Vijay Nagar, INDORE 452010 (M.P)


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 31ST JULY 2014 SYMBOL

SUPPORT

RESISTANCE

S1-15325

R1-15660

S2-15110

R2-15725

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

15471.35

15463.00

0.46

15569.30

15494.60

0.48

TREND BULLISH S3 15154

S2 15338

STRATEGY BUY ON DIPS S1

PIVOT POINTS P

R1

R2

R3

15453

15521

15637

15705

15889

CapitalStars Financial Research Pvt. Ltd. Tel.: +91 731 679 00 00 , 666 99 00, E-mail : info@capitalstars.com, Plot No. 12, Scheme No. 78, Part – II, Vijay Nagar, INDORE 452010 (M.P)


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

UCOBANK

4,699.00

5,491.00

16.9

108.75

6.4

JUSTDIAL

1,551.00

1,691.00

9.0

1,614.90

2.3

AMBUJACEM

3,174.00

3,458.00

9.0

217.50

1.1

ACC

3,297.00

3,587.00

8.8

1,449.30

0.6

LTP

Price % Chg

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

2,822.00

2,580.00

[8.6]

283.85

1.0

GLENMARK

1,784.00

1,676.00

[6.1]

595.50

0.2

ANDHRABANK

6,601.00

6,394.00

[3.1]

87.00

1.3

TATACHEM

4,391.00

4,261.00

[3.0]

346.90

0.0

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

M&MFIN

6,452.00

7,789.00

20.7

249.50

[2.8]

CAIRN

12,136.00

14,158.00

16.7

323.80

[6.3]

ALBK

4,304.00

5,002.00

16.2

117.30

[2.9]

GAIL

2,509.00

2,854.00

13.8

430.35

[2.0]

LTP

Price % Chg

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

1,784.00

1,678.00

[5.9]

594.00

[0.0]

CROMPGREAV

10,513.00

10,003.00

[4.9]

202.00

[2.5]

ADANIPOWER

7,421.00

7,164.00

[3.5]

58.00

[2.3]

TATACHEM

4,391.00

4,251.00

[3.2]

346.50

[0.1]

CapitalStars Financial Research Pvt. Ltd. Tel.: +91 731 679 00 00 , 666 99 00, E-mail : info@capitalstars.com, Plot No. 12, Scheme No. 78, Part – II, Vijay Nagar, INDORE 452010 (M.P)


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

UCOBANK

31-Jul-14

108.80

6.5

22,064.00

FUTSTK

UCOBANK

28-Aug-14

109.25

6.2

4,032.00

FUTSTK

M&M

25-Sep-14

1,215.00

5.7

2.25

FUTSTK

RELCAPITAL

25-Sep-14

615.95

4.8

128.00

Top Losers: Future Contract Type FUTSTK

Underlying JPPOWER

Exp. Date 31-Jul-14

Last Price 19.25

Chg (%) [7.2]

OI ('000s) 63,705.00

FUTSTK

JPPOWER

28-Aug-14

19.40

[7.0]

13,305.00

FUTSTK

CAIRN

28-Aug-14

325.60

[6.3]

4,412.00

FUTSTK

CAIRN

31-Jul-14

323.80

[6.3]

14,158.00

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

65,614

34,558

1,200.60

366.586

14,225

STOCK FUTURES

94,473

70,081

724.94

1,542.513

56,433

CapitalStars Financial Research Pvt. Ltd. Tel.: +91 731 679 00 00 , 666 99 00, E-mail : info@capitalstars.com, Plot No. 12, Scheme No. 78, Part – II, Vijay Nagar, INDORE 452010 (M.P)


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

OPTION’s FRONT

Top Gainers: Options Inst Type OPTSTK

BHEL

Expiry Date 31-Jul-14

Last Price[Rs.] 1.00

Strike Price[Rs.] 320.00

OPTSTK

CAIRN

31-Jul-14

8.20

330.00

PE

OPTSTK

CAIRN

31-Jul-14

12.70

335.00

PE

OPTSTK

CAIRN

31-Jul-14

5.20

325.00

PE

Last Price[Rs.] 0.10

Strike Price[Rs.] 2,300.00

Underlying

OPT Type CE

Top Looser: Options Inst Type OPTSTK

HEROMOTOCO

Expiry Date 31-Jul-14

OPTSTK

ACC

31-Jul-14

0.20

1,350.00

PE

OPTSTK

AMBUJACEM

31-Jul-14

0.10

180.00

PE

OPTSTK

DIVISLAB

31-Jul-14

1.00

1,400.00

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

325,807

332,015

[191.46]

1,785.282

69,303

STOCK OPTIONS

73,835

75,896

[83.11]

117.963

4,415

CapitalStars Financial Research Pvt. Ltd. Tel.: +91 731 679 00 00 , 666 99 00, E-mail : info@capitalstars.com, Plot No. 12, Scheme No. 78, Part – II, Vijay Nagar, INDORE 452010 (M.P)


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

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

PUT 6,789,000.00

CALL 4,273,000.00

RATIO 1.59

JUSTDIAL

40,625.00

26,375.00

1.54

HINDALCO

10,142,000.00

7,014,000.00

1.45

ASIANPAINT

252,000.00

209,500.00

1.20

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

PUT 27,875.00

CALL 13,375.00

RATIO 2.08

JSWSTEEL

207,750.00

210,500.00

0.99

SUNPHARMA

73,500.00

77,500.00

0.95

ACC

226,250.00

263,500.00

0.86

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

PUT 3,287,550.00

CALL 2,887,350.00

RATIO 1.14

NIFTY

48,050,900.00

42,485,550.00

1.13

-

-

-

-

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

PUT 101,999,550.00

CALL 95,759,250.00

RATIO 1.07

BANKNIFTY

3,656,675.00

3,836,250.00

0.95

-

-

-

-

CapitalStars Financial Research Pvt. Ltd. Tel.: +91 731 679 00 00 , 666 99 00, E-mail : info@capitalstars.com, Plot No. 12, Scheme No. 78, Part – II, Vijay Nagar, INDORE 452010 (M.P)


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) CapitalStars Financial Research Pvt. Ltd. Tel.: +91 731 679 00 00 , 666 99 00, E-mail : info@capitalstars.com, Plot No. 12, Scheme No. 78, Part – II, Vijay Nagar, INDORE 452010 (M.P)


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