Derivative report 31 july 2014

Page 1

DAILY DERIVATIVE REPORT 31ST JULY 2014


CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 31ST JULY 2014

SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7710

R1- 7805

NIFTY SPOT

7791.40

7748.70

0.55

S2-7675

R2-7840

NIFTY FUTURES

7787.35

7743.25

0.57

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7597

7680

7734

PIVOT POINTS P 7764

R1

R2

R3

7817

7847

7931

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

R1-15470

S2-14900

R2-15660

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

15452.40

15212.15

1.58

15444.00

15230.60

1.40

TREND BULLISH S3 14797

S2 15081

STRATEGY BUY ON DIPS S1

PIVOT POINTS P

R1

R2

R3

15262

15365

15547

15650

15934

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

JUBLFOOD

2,897.00

3,625.00

25.1

1,264.00

1.0

ARVIND

2,336.00

2,800.00

19.9

243.10

15.4

HEROMOTOCO

4,324.00

5,075.00

17.4

2,596.55

2.3

GRASIM

6,043.00

6,675.00

10.5

3,257.00

1.3

LTP

Price % Chg

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

19,789.00

12,731.00

[35.7]

149.85

0.6

HDIL

2,078.00

1,477.00

[28.9]

91.95

6.1

HDFCBANK

39,742.00

28,464.00

[28.4]

838.45

0.8

ALBK

1,972.00

1,424.00

[27.8]

122.40

2.7

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

WIPRO

6,923.00

7,693.00

11.1

551.55

[0.8]

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

LTP

Price % Chg

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

13,788.00

9,322.00

[32.4]

153.10

[1.3]

RELIANCE

47,891.00

37,550.00

[21.6]

1,006.30

[0.0]

MCDOWELL-N

26,726.00

21,667.00

[18.9]

2,364.65

[1.4]

L&TFH

9,248.00

7,745.00

[16.3]

69.25

[0.3]

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

ARVIND

31-Jul-14

243.40

15.5

5,494.00

FUTSTK

ARVIND

28-Aug-14

243.10

14.7

4,562.00

FUTSTK

ARVIND

25-Sep-14

243.00

14.3

18.00

FUTSTK

ASHOKLEY

28-Aug-14

35.15

6.8

34,540.00

Top Losers: Future Contract Type FUTSTK

Underlying CROMPGREAV

Exp. Date 25-Sep-14

Last Price 191.55

Chg (%) [10.4]

OI ('000s) 6.00

FUTSTK

TATACHEM

25-Sep-14

332.90

[7.3]

1.00

FUTSTK

LT

31-Jul-14

1,527.70

[6.9]

3,220.75

FUTSTK

LT

25-Sep-14

1,534.00

[6.9]

53.50

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

62,794

63,646

[31.27]

398.652

15,492

STOCK FUTURES

308,639

304,820

59.23

1,520.865

54,746

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 OPTIDX

BANKNIFTY

Expiry Date 28-Aug-14

Last Price[Rs.] 1.05

Strike Price[Rs.] 12,800.00

OPTSTK

ARVIND

31-Jul-14

1.00

255.00

CE

OPTSTK

IOC

31-Jul-14

2.00

400.00

CE

OPTSTK

RECLTD

31-Jul-14

1.00

390.00

CE

CESC

Expiry Date 31-Jul-14

Last Price[Rs.] 0.05

Strike Price[Rs.] 820.00

OPTSTK

SRTRANSFIN

31-Jul-14

0.15

940.00

CE

OPTSTK

LT

31-Jul-14

0.20

1,640.00

CE

OPTSTK

LT

31-Jul-14

0.10

1,680.00

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

495,606

490,872

222.17

1,837.866

71,492

STOCK OPTIONS

84,323

86,906

[123.68]

119.936

4,457

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 52,000.00

CALL 26,875.00

RATIO 1.93

ASIANPAINT

314,000.00

196,500.00

1.60

ITC

6,624,000.00

4,262,000.00

1.55

TCS

953,500.00

702,500.00

1.36

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

PUT 5,136,000.00

CALL 1,296,000.00

RATIO 3.96

JUSTDIAL

12,000.00

7,750.00

1.55

HDFC

580,500.00

488,750.00

1.19

ADANIPOWER

1,624,000.00

1,440,000.00

1.13

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

PUT 43,662,400.00

CALL 37,002,350.00

RATIO 1.18

BANKNIFTY

3,343,325.00

3,110,850.00

1.07

-

-

-

-

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

PUT 117,491,600.00

CALL 119,809,900.00

RATIO 0.98

BANKNIFTY

7,329,375.00

7,841,625.00

0.93

-

-

-

-

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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