Derivative report 30 june 2014

Page 1

DAILY DERIVATIVE REPORT 30TH 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

7508.80

7482.30

0.21

S2-7460

R2-7620

NIFTY FUTURES

7545.25

7534.60

0.14

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7428

7485

7515

PIVOT POINTS P 7542

R1

R2

R3

7572

7598

7655


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

14992.35

15050.00

-0.38

15155.00

15212.60

-0.38

TREND BULLISH S3 14763

S2 14966

STRATEGY BUY ON DIPS S1

PIVOT POINTS P

R1

R2

R3

15060

15169

15263

15372

15575


DAILY DERIVATIVE REPORT

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

HDIL

3,516.00

4,429.00

26.0

98.15

5.7

IBREALEST

6,242.00

7,684.00

23.1

98.25

4.7

CESC

1,269.00

1,529.00

20.5

659.50

5.5

HAVELLS

1,203.00

1,427.00

18.6

1,174.70

5.7

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

RELINFRA

16,316.00

16,312.00

[0.0]

741.95

2.2

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

GLENMARK

712.00

1,054.00

48.0

575.00

[0.8]

PFC

3,470.00

4,249.00

22.5

303.85

[2.5]

IRB

3,108.00

3,421.00

10.1

226.70

[0.9]

TATASTEEL

15,368.00

16,591.00

8.0

514.00

[1.5]

Long Unwinding Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

RELINFRA

16,316.00

16,312.00

[0.0]

741.95

2.2

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-


DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

MCLEODRUSS

28-Aug-14

312.50

6.8

6.00

FUTSTK

DIVISLAB

28-Aug-14

1,444.15

5.9

10.00

FUTSTK

TATAMTRDVR

28-Aug-14

301.30

5.7

38.00

FUTSTK

HDIL

31-Jul-14

98.15

5.7

35,432.00

Top Losers: Future Contract Type FUTSTK

Underlying IBREALEST

Exp. Date 28-Aug-14

Last Price 98.15

Chg (%) [9.4]

OI ('000s) 24.00

FUTSTK

ASHOKLEY

28-Aug-14

36.35

[5.1]

264.00

FUTSTK

ASHOKLEY

31-Jul-14

36.35

[5.0]

36,773.00

FUTSTK

SRTRANSFIN

28-Aug-14

861.10

[4.0]

0.50

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 OPTIDX

NIFTY

Expiry Date 31-Jul-14

Last Price[Rs.] 0.50

Strike Price[Rs.] 5,150.00

OPTIDX

BANKNIFTY

31-Jul-14

2.45

11,500.00

PE

OPTIDX

BANKNIFTY

31-Jul-14

3.70

12,000.00

PE

OPTIDX

BANKNIFTY

31-Jul-14

18.95

12,900.00

PE

NTPC

Expiry Date 31-Jul-14

Last Price[Rs.] 0.25

Strike Price[Rs.] 110.00

OPTSTK

CAIRN

31-Jul-14

0.70

410.00

CE

OPTSTK

YESBANK

31-Jul-14

1.20

660.00

CE

OPTSTK

UCOBANK

31-Jul-14

0.40

125.00

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 GAIL

PUT 188,000.00

CALL 172,000.00

RATIO 1.09

ACC

26,000.00

25,000.00

1.04

BATAINDIA

1,500.00

1,500.00

1.00

SIEMENS

5,500.00

6,000.00

0.92

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

PUT 239,000.00

CALL 190,000.00

RATIO 1.26

COLPAL

3,000.00

2,750.00

1.09

AXISBANK

396,500.00

383,750.00

1.03

JUBLFOOD

1,500.00

1,500.00

1.00

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

PUT 23,735,250.00

CALL 25,980,750.00

RATIO 0.91

BANKNIFTY

721,775.00

822,500.00

0.88

-

-

-

-

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

PUT 31,412,300.00

CALL 33,042,450.00

RATIO 0.95

BANKNIFTY

767,575.00

920,400.00

0.83

-

-

-

-


DAILY DERIVATIVE REPORT

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