Daily equity derivative research report 20 11 2017 by tradeindia research

Page 1

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MARKET WRAP

MARKET HIGHLIGHTS

➢ Gati shares rise 7% after September quarter earnings ➢ Just Dial rises 5% as Nomura ups target, expects EPS CAGR of 19% over FY17-20 ➢ Bank of Baroda surges 5% on fund raising plan of Rs 6000cr ➢ Cipla gains 2% on USFDA approval for asthma drug ➢ Bank stocks surge up to 6% as Moody's ups India rating

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Nifty FUTURe

1

2

RESISTANCE

10350.52

10402.13

SUPPORT

10270.02

10241.13

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Bank nifty FUTURE

1

2

RESISTANCE

25926.17

26061.63

SUPPORT

25703.72

25616.73

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Fii activities in F&O

FII DERIVATIVES STATISTICS FOR 17-November-2017

BUY

No. of contracts

OPEN INTEREST AT THE END OF THE DAY

SELL

Amt in Crores

No. of contracts

Amt in Crores

No. of contracts

Amt in Crores

INDEX FUTURES

31831

2667.437

25005

2149.628

339008

27179.13

INDEX OPTIONS

646564

55333.72

635385

54140.46

1142207

91312.88

STOCK FUTURES

127203

9028.572

138741

9833.371

1013569

70249.31

STOCK OPTIONS

112060

8543.067

111297

8445.669

126545

9011.366

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F&O GAINERS COMPANY NAME

LTP

PRE. CLOSE

CHANGE (RS)

CHANGE (%)

ADANIENT

155.65

144.75

+10.9

7.53

DLF

223.4

208.7

+14.7

7.04

TATAPOWER

89.85

84.8

+5.05

5.96

HDIL

63.25

59.75

+3.5

5.86

JUSTDIAL

554

524.4

+29.6

5.64

COMPANY NAME

CURRENT

PRE. CLOSE

CHANGE (RS)

CHANGE (%)

PAGEIND

23,256.35

24,144.95

-888.60

-3.68

TECHM

484

499.9

-15.90

-3.18

UBL

1,094.00

1,125.25

-31.25

-2.78

CHOLAFIN

1,264.25

1,299.45

-35.20

-2.71

INFY

965.5

988.4

-22.90

-2.32

F&O LOSSERS

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Call option most traded

Name

Curren t Price

Strik e Price

S&P CNX NIFTY

10283.6

10.30 K

BANK NIFTY

25728.4

26.00 K

Put Turnover % Change(Al l SP)

Put Contracts % Change(Al l SP)

% Chang e in OI (All SP)

236863

41394.3 8K

-11.399

-11.314

-5.678

23829

12277.8 8K

14.14

14.19

12.08

500.07

490.66

-9.506

Max Traded Contract s

Put OI (All Strike Price)

970.95

1000

7231

4340.10 K

Reliance Industries Ltd.

911.9

900

4712

15195.0 0K

38.2

37.77

-8.004

State Bank of India

337.5

340

4322

33312.0 0K

54.27

52.96

-0.368

Infosys Ltd.

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put option Most traded

Name

S&P CNX NIFTY

BANK NIFTY

Infosys Ltd.

Current Price

Strike Price

Max Traded Contracts

Put OI (All Strike Price)

Put Turnover % Change(All SP)

Put Contracts % Change(All SP)

% Change in OI (All SP)

-11.608

-11.503

6.24

10283.6

10.20 K

205357

36409.78 K

25728.4

25.00 K

20212

14763.28 K

17.31

17.5

43.29

2960

2818.00 K

413.38

404.05

19.91

-5.838

-2.09

23.52

-5.938

-6.49

2.7

970.95

940

Reliance Infrastructure Ltd.

438.65

400

2409

2219.10 K

State Bank of India

337.5

330

2162

29487.00 K

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