Derivative report 30 july 2014

Page 1

DAILY DERIVATIVE REPORT 30TH JULY 2014


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 31ST JULY 2014

SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7715

R1- 7805

NIFTY SPOT

7748.70

7790.45

-0.54

S2-7675

R2-7840

NIFTY FUTURES

7803.00

7788.60

-0.57

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7593

7674

7709

PIVOT POINTS P 7756

R1

R2

R3

7790

7837

7918

CapitalStars Financial Research Pvt. Ltd. Tel.: +91 731 6790000 , 6669900, 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

S1-15100

R1-15450

S2-14900

R2-15650

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

15212.15

15322.25

-0.72

15230.60

15352.15

-0.60

TREND BULLISH S3 14765

S2 15020

STRATEGY BUY ON DIPS S1

PIVOT POINTS P

R1

R2

R3

15125

15275

15380

15530

15785

CapitalStars Financial Research Pvt. Ltd. Tel.: +91 731 6790000 , 6669900, 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

AXISBANK

4,247.40

16,273.00

283.1

396.50

[80.1]

IGL

1,046.00

1,053.00

0.7

366.80

[0.8]

AXISBANK

4,247.40

16,273.00

283.1

396.50

[80.1]

IGL

1,046.00

1,053.00

0.7

366.80

[0.8]

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

NDUSINDBK

8,802.00

5,405.00

[38.6]

553.00

0.4

TITAN

5,703.00

3,943.00

[30.9]

337.50

1.3

JSWSTEEL

16,535.00

12,272.00

[25.8]

1,192.55

1.2

RPOWER

11,092.00

8,319.00

[25.0]

94.30

3.8

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

AXISBANK

4,247.40

16,273.00

283.1

396.50

[80.1]

IGL

1,046.00

1,053.00

0.7

366.80

[0.8]

-

-

-

-

-

-

-

-

-

-

-

-

LTP

Price % Chg

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

10,580.00

3,736.00

[64.7]

172.55

[2.2]

UNIONBANK

7,781.00

3,523.00

[54.7]

192.20

[0.1]

IDBI

6,247.00

2,907.00

[53.5]

90.10

[0.2]

SAIL

11,420.00

5,439.00

[52.4]

86.70

[0.7]

CapitalStars Financial Research Pvt. Ltd. Tel.: +91 731 6790000 , 6669900, 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

HINDUNILVR

25-Sep-14

689.00

6.1

3.50

FUTSTK

JPPOWER

25-Sep-14

19.75

5.6

180.00

FUTSTK

ASHOKLEY

25-Sep-14

33.65

4.3

66.00

FUTSTK

RPOWER

31-Jul-14

94.30

3.8

33,276.00

Top Losers: Future Contract Type FUTSTK

Underlying AXISBANK

Exp. Date 25-Sep-14

Last Price 400.10

Chg (%) [80.1]

OI ('000s) 83.75

FUTSTK

AXISBANK

28-Aug-14

398.80

[80.1]

14,193.75

FUTSTK

AXISBANK

31-Jul-14

396.50

[80.1]

20,341.25

FUTSTK

PFC

25-Sep-14

266.00

[12.4]

6.00

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

45,694

47,862

[81.46]

379.082

14,837

STOCK FUTURES

109,160

103,410

180.01

1,526.782

56,014

CapitalStars Financial Research Pvt. Ltd. Tel.: +91 731 6790000 , 6669900, 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

DABUR

Expiry Date 31-Jul-14

Last Price[Rs.] 0.45

Strike Price[Rs.] 180.00

OPTSTK

INDUSINDBK

31-Jul-14

0.35

600.00

CE

OPTSTK

NMDC

31-Jul-14

0.35

160.00

PE

OPTSTK

COALINDIA

31-Jul-14

0.60

350.00

PE

Last Price[Rs.] 0.05

Strike Price[Rs.] 1,100.00

Underlying

OPT Type PE

Top Looser: Options Inst Type OPTSTK

KOTAKBANK

Expiry Date 31-Jul-14

OPTSTK

ULTRACEMCO

31-Jul-14

0.10

2,800.00

CE

OPTSTK

HINDUNILVR

31-Jul-14

0.05

550.00

PE

OPTSTK

BATAINDIA

31-Jul-14

0.10

1,400.00

CE

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

385,745

392,085

[199.17]

1,850.266

72,396

STOCK OPTIONS

61,066

61,402

[17.87]

118.755

4,474

CapitalStars Financial Research Pvt. Ltd. Tel.: +91 731 6790000 , 6669900, 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 JUSTDIAL

PUT 53,875.00

CALL 31,625.00

RATIO 1.70

ITC

6,614,000.00

4,034,000.00

1.64

ASIANPAINT

311,000.00

209,000.00

1.49

TCS

997,000.00

737,625.00

1.35

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

PUT 84,000.00

CALL 73,500.00

RATIO 1.14

NHPC

1,368,000.00

1,200,000.00

1.14

ITC

1,219,000.00

1,173,000.00

1.04

NMDC

264,000.00

260,000.00

1.02

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

PUT 42,346,750.00

CALL 41,438,850.00

RATIO 1.02

BANKNIFTY

2,868,925.00

3,302,950.00

0.87

-

-

-

-

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

PUT 107,423,100.00

CALL 108,615,750.00

RATIO 0.99

BANKNIFTY

4,683,125.00

6,112,400.00

0.77

-

-

-

-

CapitalStars Financial Research Pvt. Ltd. Tel.: +91 731 6790000 , 6669900, 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 6790000 , 6669900, E-mail : info@capitalstars.com, Plot No. 12, Scheme No. 78, Part – II, Vijay Nagar, INDORE 452010 (M.P)


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