Derivative report 28 august 2014

Page 1

DAILY DERIVATIVE REPORT 28TH AUGUST 2014


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 28TH AUG 2014

SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7910

R1- 7950

NIFTY SPOT

7936.05

7904.75

0.40

S2-7870

R2-7980

NIFTY FUTURES

7943.20

7906.50

0.46

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7860

7897

7920

PIVOT POINTS P 7934

R1

R2

R3

7957

7971

8007


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 28TH AUG 2014

SYMBOL

SUPPORT

RESISTANCE

S1-15510

R1-15760

S2-15450

R2-15975

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

15717.65

15624.10

0.60

15738.40

15644.40

0.60

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

PIVOT POINTS P

15522

15621

15679

15719

R1

R2

R3

15778

15818

15917


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

DABUR

1227.00

1714.00

39.7

233.45

2.70

HAVELLS

1018.00

1416.00

39.1

292.40

7.90

HINDUNILVR

6730.00

8023.00

19.2

735.40

1.10

TATAMTRDVR

4701.00

5293.00

12.6

371.40

2.10

LTP

Price % Chg

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

8412.00

4750.00

[43.5]

281.80

0.1

BATAINDIA

1031.00

800.00

[22.4]

1256.50

0.2

HEXAWARE

1641.00

1340.00

[18.3]

162.60

2.6

IBREALEST

3444.00

2943.00

[14.6]

69.05

0.2

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

ULTRACEMCO

4854.00

5733.00

18.1

2587.85

[0.9]

UBL

1612.00

1833.00

13.7

721.50

[0.8]

ITC

12721.00

13581.00

6.8

351.25

[0.5]

HDIL

1644.00

1705.00

3.7

92.05

[1.1]

LTP

Price % Chg

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

18775.00

14494.00

[22.8]

1504.50

[0.2]

SUNTV

1574.00

1290.00

[18]

355.80

[1.1]

KOTAKBANK

8360.00

6859.00

[18]

1041.30

[1.4]

KTKBANK

5354.00

4452.00

[16.9]

124.05

[0.1]


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

HAVELLS

28-08-14

292.40

7.92

1,770

FUTSTK

JISLJALEQS

28-08-14

91.15

5.44

13,668

FUTSTK

INDIACEM

28-08-14

114.20

5.16

7,596

FUTSTK

EXIDEIND

28-08-14

164.70

3.88

5,458

Top Losers: Future Contract Type FUTSTK

Underlying UCOBANK

Exp. Date 28-08-14

Last Price 90.25

Chg (%) [8.14]

OI ('000s) 9,740

FUTSTK

DLF

28-08-14

183.70

[4.25]

11,398

FUTSTK

ADANIPORTS

28-08-14

288.50

[3.43]

6,996

FUTSTK

ALBK

28-08-14

114.40

[2.31]

7,864

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

78,207

73,449

7,8,207

295.44

11,687.57

STOCK FUTURES

4,37,405

4,31,466

4,3,7,405

1,412.08

51,321.48


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

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

COLPAL

Expiry Date 28-08-14

Last Price[Rs.] 8.00

Strike Price[Rs.] 1560.00

OPTSTK

TCS

28-08-14

2.00

2300.00

PE

OPTSTK

UCO BANK

28-08-14

4.50

95.00

PE

OPTSTK

TATAMTRDVR

28-08-14

1.45

400.00

CE

HAVELLS

Expiry Date 28-08-14

Last Price[Rs.] 0.50

Strike Price[Rs.] 268.00

OPTSTK

JUBLFOOD

28-08-14

0.05

1140.00

PE

OPTSTK

HINDPETRO

28-08-14

0.55

560.00

PE

OPTSTK

RECLTD

28-08-14

0.75

335.00

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

4,43,974

4,50,648

4,4,3,974

1,801.23

71,168.87

STOCK OPTIONS

78,096

83,383

7,8,096

89.43

3,367.97


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 4,47,500.00

CALL 1,79,500.00

RATIO 2.49

CIPLA

22,17,000.00

11,54,000.00

1.92

M&M

6,44,500.00

3,53,250.00

1.82

MARUTI

4,66,375.00

2,58,500.00

1.80

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

PUT 24,70,000.00

CALL 14,10,000.00

RATIO 1.75

IDBI

20,56,000.00

14,52,000.00

1.42

JPPOWER

11,55,000.00

8,25,000.00

1.40

NMDC

1,82,000.00

1,30,000.00

1.40

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

PUT 4,57,63,400.00

CALL 3,61,09,000.00

RATIO 1.27

BANKNIFTY

31,84,075.00

34,38,450.00

0.93

-

-

-

-

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

PUT 9,71,40,150.00

CALL 8,62,09,950.00

RATIO 1.13

BANKNIFTY

56,92,300.00

64,15,525.00

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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