Derivative report 27 june 2014

Page 1

DAILY DERIVATIVE REPORT 27TH JUNE 2014


DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 31ST JULY 2014 SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7490

R1- 7570

NIFTY SPOT

7493.20

7569.25

-1.00

S2-7460

R2-7620

NIFTY FUTURES

7492.65

7574.90

-1.09

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7349

7433

7462

PIVOT POINTS P 7516

R1

R2

R3

7546

7600

7683


DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 31ST JULY 2014 SYMBOL

SUPPORT

RESISTANCE

S1-14945

R1-15385

S2-14710

R2-15490

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

15050.00

15237.85

-1.23

15048.90

15260.25

-1.38

TREND BULLISH S3 14520

S2 14828

STRATEGY BUY ON DIPS S1

PIVOT POINTS P

R1

R2

R3

14938

15136

15247

15445

15753


DAILY DERIVATIVE REPORT

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

IGL

342.00

938.00

174.3

349.45

0.6

APOLLOHOSP

409.00

968.00

136.7

976.70

0.6

JUSTDIAL

1,075.00

1,991.00

85.2

1,508.00

4.7

HDIL

1,938.00

3,480.00

79.6

92.85

0.1

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

CESC

584.00

1,233.00

111.1

622.35

[2.8]

MRF

102.00

203.00

99.0

23,392.75

[2.8]

GLENMARK

361.00

706.00

95.6

579.35

[1.6]

ADANIENT

4,897.00

9,535.00

94.7

453.05

[3.4]

Long Unwinding Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-


DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

CENTURYTEX

28-Aug-14

571.00

15.6

8.00

FUTSTK

ADANIPORTS

28-Aug-14

238.90

10.2

26.00

FUTSTK

BIOCON

31-Jul-14

520.65

6.9

4,478.00

FUTSTK

ARVIND

28-Aug-14

236.50

6.3

8.00

Top Losers: Future Contract Type FUTSTK

Underlying TATAMTRDVR

Exp. Date 28-Aug-14

Last Price 284.95

Chg (%) [11.2]

OI ('000s) 18.00

FUTSTK

KOTAKBANK

28-Aug-14

864.70

[10.9]

16.50

FUTSTK

TATAMTRDVR

31-Jul-14

284.75

[9.2]

24,904.00

FUTSTK

ONGC

31-Jul-14

416.50

[7.0]

25,345.00

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

DLF

Expiry Date 31-Jul-14

Last Price[Rs.] 5.80

Strike Price[Rs.] 170.00

OPTSTK

PTC

31-Jul-14

4.90

115.00

CE

OPTSTK

MARUTI

31-Jul-14

98.45

2,450.00

CE

OPTSTK

ONGC

31-Jul-14

9.25

455.00

CE

MARUTI

Expiry Date 31-Jul-14

Last Price[Rs.] 0.15

Strike Price[Rs.] 2,050.00

OPTIDX

BANKNIFTY

31-Jul-14

6.95

12,500.00

PE

OPTIDX

NIFTY

31-Jul-14

0.05

6,050.00

PE

OPTSTK

BPCL

31-Jul-14

1.00

700.00

CE

Underlying

OPT Type PE

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

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 HAVELLS

PUT 3,000.00

CALL 250.00

RATIO 12.00

UBL

4,500.00

2,250.00

2.00

IBREALEST

332,000.00

180,000.00

1.84

JUSTDIAL

5,375.00

3,750.00

1.43

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

PUT 1,750.00

CALL 1,000.00

RATIO 1.75

CENTURYTEX

113,000.00

92,000.00

1.23

PNB

37,000.00

31,500.00

1.17

ACC

9,750.00

9,500.00

1.03

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

PUT 21,064,000.00

CALL 22,733,200.00

RATIO 0.93

BANKNIFTY

521,900.00

582,700.00

0.90

-

-

-

-

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

PUT 25,429,200.00

CALL 23,892,500.00

RATIO 1.06

BANKNIFTY

295,375.00

372,075.00

0.79

-

-

-

-


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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