DAILY DERIVATIVE REPORT 26TH JUNE 2014
DAILY DERIVATIVE REPORT
NIFTY FUTURE WRAP 26TH JUNE2014 SYMBOL
SUPPORT
RESISTANCE
PARTICULARS
CMP
PRE CLOSE
%CHANGE
S1-7511
R1- 7620
NIFTY SPOT
7569.25
7580.20
-0.14
S2-7460
R2-7670
NIFTY FUTURES
7576.25
7595.55
-0.25
NIFTY
TREND BULLISH
STRATEGY BUY ON DIPS
S3
S2
S1
7518
7549
7562
PIVOT POINTS P 7580
R1
R2
R3
7593
7611
7641
DAILY DERIVATIVE REPORT
BANK NIFTY FUTURE WRAP 26TH JUNE 2014 SYMBOL
SUPPORT
RESISTANCE
S1-14945
R1-15385
S2-14710
R2-15500
BANK NIFTY
PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES
CMP
PRE CLOSE
%CHANGE
15237.85
15309.50
-0.47
15241.75
15336.90
-0.62
TREND BULLISH S3 15067
S2 15169
STRATEGY BUY ON DIPS S1
PIVOT POINTS P
R1
R2
R3
15205
15271
15307
15373
15475
DAILY DERIVATIVE REPORT
FUTURE’s FRONT Long Build Up (Fresh Longs) Open Interest Price Script
Prev. OI
Cur. OI
% Chg. OI
LTP
Price % Chg
APOLLOHOSP
1,017.00
1,101.00
8.3
968.00
0.5
RECLTD
2,988.00
3,177.00
6.3
368.95
4.2
IRB
1,932.00
2,028.00
5.0
229.40
5.7
BIOCON
4,778.00
4,991.00
4.5
508.90
4.2
Short-Covering Open Interest Price Script
Prev. OI
Cur. OI
% Chg. OI
LTP
Price % Chg
RANBAXY
5,497.00
3,781.00
[31.2]
469.65
0.8
AUROPHARMA
14,800.00
11,957.00
[19.2]
748.05
2.9
IDBI
2,956.00
2,458.00
[16.9]
107.50
0.7
OFSS
762.00
651.00
[14.6]
2,959.85
0.1
Short –Build Up Open Interest Price Script
Prev. OI
Cur. OI
% Chg. OI
LTP
Price % Chg
FEDERALBNK
4,352.00
4,799.00
10.3
131.85
[0.5]
POWERGRID
13,188.00
14,102.00
6.9
132.60
[0.3]
HINDZINC
5,088.00
5,144.00
1.1
166.15
[0.2]
AMBUJACEM
3,231.00
3,266.00
1.1
220.95
[0.9]
Long Unwinding Open Interest Price Script
Prev. OI
Cur. OI
% Chg. OI
LTP
Price % Chg
JPPOWER
2,469.00
1,885.00
[23.7]
21.45
[0.9]
HAVELLS
1,203.00
952.00
[20.9]
1,111.00
[0.2]
IDEA
14,121.00
11,618.00
[17.7]
133.70
[2.8]
HDFCBANK
50,979.00
42,409.00
[16.8]
825.60
[0.6]
DAILY DERIVATIVE REPORT
Top Gainers: Future Contract Type
Underlying
Exp. Date
Last Price
Chg (%)
OI ('000s)
FUTSTK
ASHOKLEY
31-Jul-14
38.75
6.6
32,054.00
FUTSTK
ASHOKLEY
28-Aug-14
38.45
6.2
165.00
FUTSTK
IRB
26-Jun-14
230.35
6.1
8,028.00
FUTSTK
ASHOKLEY
26-Jun-14
38.10
5.5
33,495.00
Top Losers: Future Contract Type FUTSTK
Underlying TATAMTRDVR
Exp. Date 31-Jul-14
Last Price 290.75
Chg (%) [7.3]
OI ('000s) 19,628.00
FUTSTK
TATAMTRDVR
26-Jun-14
290.40
[7.3]
12,644.00
FUTSTK
IDEA
31-Jul-14
134.75
[2.9]
26,274.00
FUTSTK
IDEA
26-Jun-14
133.65
[2.8]
23,182.00
FII Trends In Future Script
BUY [RS.CR]
SELL [RS.CR]
NET POSITIONS [RS.CR]
CONTRACTS ['000S]
VALUE [RS.CR]
INDEX FUTURES
67,932
62,203
216.13
354.092
13,417
STOCK FUTURES
105,262
97,309
308.03
1,530.606
55,404
DAILY DERIVATIVE REPORT
OPTION’s FRONT
Top Gainers: Options Inst Type OPTSTK
COALINDIA
Expiry Date 26-Jun-14
Last Price[Rs.] 0.50
Strike Price[Rs.] 300.00
OPTSTK
RPOWER
26-Jun-14
0.50
87.50
PE
OPTSTK
RECLTD
26-Jun-14
4.75
370.00
CE
OPTSTK
PETRONET
26-Jun-14
0.40
195.00
CE
Last Price[Rs.] 0.10
Strike Price[Rs.] 1,300.00
Underlying
OPT Type PE
Top Looser: Options Inst Type OPTSTK
ABIRLANUVO
Expiry Date 26-Jun-14
OPTSTK
KTKBANK
26-Jun-14
0.10
147.50
CE
OPTSTK
RECLTD
26-Jun-14
0.10
405.00
CE
OPTIDX
BANKNIFTY
26-Jun-14
0.05
10,900.00
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
556,829
560,402
[150.92]
1,762.192
66,618
STOCK OPTIONS
96,191
96,781
[19.81]
118.572
4,439
DAILY DERIVATIVE REPORT
PUT CALL RATIO: STOCK OPTION (OI WISE) PUT CALL RATIO: STOCK OPTION (OPEN INTEREST WISE) SCRIPT MCLEODRUSS
PUT 513,000.00
CALL 293,000.00
RATIO 1.75
AUROPHARMA
1,080,500.00
683,000.00
1.58
ASIANPAINT
260,500.00
176,500.00
1.48
GAIL
758,000.00
554,000.00
1.37
PUT CALL RATIO: STOCK OPTION (VOLUME WISE) SCRIPT IBREALEST
PUT 932,000.00
CALL 588,000.00
RATIO 1.59
HAVELLS
3,500.00
2,750.00
1.27
TCS
377,000.00
355,125.00
1.06
HEROMOTOCO
36,375.00
37,125.00
0.98
PUT CALL RATIO: INDEX FUTURES (OPEN INTEREST WISE) SCRIPT NIFTY
PUT 41,241,300.00
CALL 41,854,300.00
RATIO 0.99
BANKNIFTY
2,125,800.00
2,281,650.00
0.93
-
-
-
-
PUT CALL RATIO: INDEX FUTURES (VOLUME WISE) SCRIPT NIFTY
PUT 90,001,750.00
CALL 88,324,550.00
RATIO 1.02
BANKNIFTY
3,093,125.00
3,345,675.00
0.92
-
-
-
-
DAILY DERIVATIVE REPORT
DISCLAIMER The information and views in this report, our website & all the service we provide are believed to be reliable, but we do not accept any responsibility (or liability) for errors of fact or opinion. Users have the right to choose the product/s that suits them the most. Use of this report in no way constitutes a client/advisor relationship, all information we communicate to you (the subscriber) either through our Web site or other forms of communications, are purely for informational purposes only. We recommend seeking individual investment advice before making any investment, for you are assuming sole liability for your investments. Capital Stars will in no way have discretionary authority over your trading or investment accounts. All rights reserved.
CONTACT US
OFFICE: - +91 731 4757600 MOB: +91 92000 99927 PHONE: +91 731 6790000 Email: info@capitalstars.com
CAPITAL STARS FINANCIAL RESEARCH PRIVATE LIMITED PLOT NO. 12, SCHEME NO. 78, PART II VIJAYNAGAR INDORE 452001 (MP)