Equity derivative report by tradeindia research 24 11 2017

Page 1

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MARKET WRAP

MARKET HIGHLIGHTS

HDFC Life, SBI Life, ICICI Pru slip 3-6% as tax rate may increase under new direct tax law

Pravin Rao likely to continue as Infosys CEO

Quess Corp drops 8% as offer for sale opens; Thomas Cook to dilute stake in company

Biocon shares gain over 2% on launch of cancer drug KRABEVA in India

Kansai Nerolac Paints rises 3%; CLSA initiates buy, sees 24% upside as margin to sustain

Oil, gas PSU mergers exempt from CCI approval

PC Jeweller up 5%; Motilal Oswal initiates buy, sees 36% upside on strong earnings growth hope

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Nifty FUTURe

1

2

RESISTANCE

10402.70

10435.30

SUPPORT

10323.80

10277.50

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Bank nifty FUTURE

1

2

RESISTANCE

25864.55

25941.35

SUPPORT

25681.50

25575.25

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Fii activities in F&O

FII DERIVATIVES STATISTICS FOR 23-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

18902

1602.726

17535

1458.925

334752

27122.56

INDEX OPTIONS

754844

67458.27

762568

67963.37

1205506

96655.91

STOCK FUTURES

106000

7438.902

103447

7338.236

1018524

70979.28

STOCK OPTIONS

92098

6647.499

91761

6626.561

132383

9463.201

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F&O GAINERS COMPANY NAME

LTP

PRE. CLOSE

CHANGE (RS)

CHANGE (%)

FORTIS

132.9

125.1

+7.8

6.24

JSWENERGY

83.3

78.6

+4.7

5.98

BEML

1,711.00

1,625.00

+86

5.29

BHEL

93

88.65

+4.35

4.91

SYNDIBANK

91.7

87.6

+4.1

4.68

COMPANY NAME

CURRENT

PRE. CLOSE

CHANGE (RS)

CHANGE (%)

MFSL

562.55

585.55

-23

-3.93

ICICIPRULI

380.7

395.35

-14.65

-3.71

UBL

1,075.00

1,110.60

-35.6

-3.21

ADANIENT

152.9

157.8

-4.9

-3.11

RCOM

13.6

13.95

-0.35

-2.51

F&O LOSSERS

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Call option most traded

Name

Curren t Price

Strik e Price

S&P CNX NIFTY

10348.8

10.40 K

BANK NIFTY

25736.2

26.00 K

State Bank of India

334.95

340

Put Turnover % Change(Al l SP)

Put Contracts % Change(Al l SP)

% Chang e in OI (All SP)

301863

39323.9 4K

12.22

12.36

-0.356

71901

11382.6 8K

42.86

43.28

18.24

5968

37011.0 0K

164.36

164.89

-6.147

14.18

13.46

-4.352

76.09

75.25

-10.953

Max Traded Contract s

Put OI (All Strike Price)

Tata Motors Ltd.

426.25

440

4372

23404.5 0K

Maruti Suzuki India Ltd.

8463.4

8500

4326

417.68 K

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put option Most traded

Name

S&P CNX NIFTY

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)

9.07

8.77

2.91

10348.8

10.30 K

269901

39374.00 K

BANK NIFTY

25736.2

25.50 K

47476

10683.52 K

-2.19

-2.164

3.25

State Bank of India

334.95

330

3911

31311.00 K

159.54

158.63

4.38

Maruti Suzuki India Ltd.

8463.4

8400

2194

587.62 K

53.95

53.29

12.88

Reliance Industries Ltd.

947

920

2115

7074.00 K

-18.914

-19.443

1.4

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