Derivative report 28 july 2014

Page 1

DAILY DERIVATIVE REPORT 28TH JULY 2014


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 31ST JULY 2014 SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7750

R1- 7810

NIFTY SPOT

7790.45

7830.60

-0.51

S2-7705

R2-7840

NIFTY FUTURES

7783.50

7833.75

-0.64

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7626

7707

7745

PIVOT POINTS P 7789

R1

R2

R3

7827

7870

7952

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

S1-15295

R1-15650

S2-15110

R2-15725

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

15322.25

15534.35

-1.37

15376.70

15557.55

-1.16

TREND BULLISH S3 14726

S2 15082

STRATEGY BUY ON DIPS S1

PIVOT POINTS P

R1

R2

R3

15229

15439

15586

15796

16153

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

GLENMARK

1,378.00

1,543.00

12.0

638.70

7.3

RANBAXY

5,953.00

6,576.00

10.5

585.20

4.1

PETRONET

1,682.00

1,849.00

9.9

184.90

1.9

SUNPHARMA

13,924.00

15,207.00

9.2

780.60

4.1

LTP

Price % Chg

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

22,321.00

19,067.00

[14.6]

358.55

0.4

ALBK

4,662.00

4,111.00

[11.8]

119.35

1.6

HINDUNILVR

10,862.00

9,854.00

[9.3]

662.15

2.7

ASIANPAINT

5,019.00

4,604.00

[8.3]

636.10

2.6

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

GRASIM

8,810.00

9,903.00

12.4

3,296.15

[1.1]

IRB

2,688.00

2,943.00

9.5

249.40

[5.3]

CANBK

8,770.00

9,593.00

9.4

394.35

[2.5]

IFCI

6,421.00

6,942.00

8.1

37.05

[4.3]

LTP

Price % Chg

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

6,222.00

4,545.00

[27.0]

77.05

[4.9]

ANDHRABANK

6,261.00

4,804.00

[23.3]

84.20

[3.3]

ADANIPOWER

6,825.00

5,243.00

[23.2]

55.95

[3.5]

HDIL

3,397.00

2,841.00

[16.4]

88.65

[4.8]

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

BANKBARODA

25-Sep-14

889.85

7.5

1.00

FUTSTK

GLENMARK

31-Jul-14

637.60

7.1

767.50

FUTSTK

GLENMARK

28-Aug-14

640.40

6.9

75.50

FUTSTK

SUNPHARMA

25-Sep-14

785.00

4.7

6.00

Top Losers: Future Contract Type FUTSTK

Underlying ADANIPORTS

Exp. Date 25-Sep-14

Last Price 269.00

Chg (%) [7.7]

OI ('000s) 8.00

FUTSTK

ARVIND

31-Jul-14

216.00

[7.1]

5,786.00

FUTSTK

BIOCON

31-Jul-14

481.10

[7.1]

4,937.00

FUTSTK

ARVIND

28-Aug-14

217.35

[7.1]

1,438.00

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

58,046

56,716

52.38

388.070

15,106

STOCK FUTURES

101,761

82,446

625.01

1,538.182

56,310

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

LICHSGFIN

Expiry Date 31-Jul-14

Last Price[Rs.] 0.50

Strike Price[Rs.] 280.00

OPTIDX

BANKNIFTY

31-Jul-14

0.50

11,900.00

PE

OPTSTK

GLENMARK

31-Jul-14

5.85

660.00

CE

OPTSTK

HINDUNILVR

31-Jul-14

3.00

690.00

CE

RELINFRA

Expiry Date 31-Jul-14

Last Price[Rs.] 0.05

Strike Price[Rs.] 920.00

OPTSTK

APOLLOHOSP

31-Jul-14

0.20

1,140.00

CE

OPTSTK

IOB

31-Jul-14

0.05

92.50

CE

OPTSTK

TATACOMM

31-Jul-14

0.05

450.00

CE

Underlying

OPT Type PE

Top Looser: Options Inst Type OPTSTK

Underlying

OPT Type CE

FII Trends In Options Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX OPTIONS

439,078

437,718

93.67

1,835.286

71,491

STOCK OPTIONS

74,844

77,324

[93.86]

118.469

4,461

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 6,814,000.00

CALL 3,909,000.00

RATIO 1.74

JUSTDIAL

49,375.00

30,750.00

1.61

ASIANPAINT

293,000.00

206,000.00

1.42

HINDALCO

8,380,000.00

7,056,000.00

1.19

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

PUT 2,500.00

CALL 1,500.00

RATIO 1.67

JUSTDIAL

22,500.00

16,875.00

1.33

HAVELLS

7,500.00

6,500.00

1.15

ITC

1,818,000.00

1,658,000.00

1.10

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

PUT 45,061,550.00

CALL 42,198,050.00

RATIO 1.07

BANKNIFTY

3,208,600.00

3,073,000.00

1.04

-

-

-

-

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

PUT 119,842,300.00

CALL 103,798,200.00

RATIO 1.15

BANKNIFTY

5,290,100.00

5,977,625.00

0.88

-

-

-

-

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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