Daily equity derivatives report by tradeindia research 07 12 2017

Page 1

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MARKET WRAP

MARKET HIGHLIGHTS

➢ BPCL, HPCL, IOC fall as Kotak sees significant downside risks to consensus estimates for OMCs ➢ Voltas falls 3% after Motilal Oswal retains netural call, sees 5% downside ➢ Arvind rises 1%; Edelweiss maintains buy with target of Rs 493 ➢ Reliance Infrastructure gains 2% on two EPC contracts worth Rs 5,000 cr in Bangladesh ➢ Market Update: IT, Realty outperforms; RIL up 1%, United Spirits hits 52-week high; Hindalco dips 3% ➢ Suven Life Sciences rises 5% on product patents in Eurasia & Norway

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Nifty FUTURe

1

2

RESISTANCE

10116.35

10158.70

SUPPORT

10042.15

10010.30

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Bank nifty FUTURE

1

2

RESISTANCE

25159.37

25376.73

SUPPORT

24805.27

24668.53

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Fii activities in F&O

FII DERIVATIVES STATISTICS FOR 06-December-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

28661

2528.173

36387

2974.551

203668

16081.31

INDEX OPTIONS

755055

66768.57

755382

66709.84

1170378

92236.59

STOCK FUTURES

116039

8124.56

108768

7606.495

998888

68042.85

STOCK OPTIONS

52400

3775.248

52948

3811.024

47171

3355.599

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F&O GAINERS COMPANY NAME

LTP

PRE. CLOSE

CHANGE (RS)

CHANGE (%)

KPIT

162.25

154.65

+7.6

4.91

RNAVAL

36.4

34.9

+1.5

4.3

PCJEWELLER

402.7

388.85

+13.85

3.56

PAGEIND

22,071.00

21,432.95

+638.05

2.98

GODREJCP

1,000.50

976.45

+24.05

2.46

F&O LOSSERS COMPANY NAME RCOM

CURRENT 10.75

PRE. CLOSE 11.35

CHANGE (RS) -0.6

CHANGE (%) -5.29

AJANTPHARM

1,269.95

1,338.20

-68.25

-5.1

FORTIS

143.8

150

-6.2

-4.13

JINDALSTEL

158.25

164.9

-6.65

-4.03

BOSCHLTD

19,130.00

19,894.20

-764.2

-3.84

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Call option most traded

Name

Curren t Price

Strik e Price

Max Traded Contract s

Put OI (All Strike Price)

Put Turnover % Change(Al l SP)

Put Contracts % Change(Al l SP)

% Chang e in OI (All SP)

S&P CNX NIFTY

10.20 10118.2 K

56075.8 168331 5 K

8.03

8.62

4.34

BANK NIFTY

26.00 25124.8 K

10339.6 22058 0 K

22.43

23.15

13.16

1000

4314.10 5196 K

-35.698

-35.832

12.27

920

7749.00 3971 K

53.87

53.98

9.11

410

13908.0 3380 0 K

-16.706

-15.572

5.05

Infosys Ltd. Reliance Industries Ltd. Tata Motors Ltd.

984.35

913.7

402.25

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put option Most traded

Name

Current Price

Put Turnover % Change(All SP)

Put Contracts % Change(All SP)

% Change in OI (All SP)

47654.98 152641 K

15.74

16.04

1.39

10322.08 25752 K

12.3

11.91

21.75

900

3710.00 2624 K

29.64

30.14

16.48

980

2759.90 2360 K

-35.016

-35.552

-0.644

400

4866.00 2039 K

3.88

4.29

5.19

Strike Price

S&P CNX NIFTY

10118.2

BANK NIFTY

25.00 25124.8 K

Reliance Industries Ltd.

Infosys Ltd. Tata Motors Ltd.

913.7

984.35

402.25

10000

Max Traded Contracts

Put OI (All Strike Price)

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