Derivative Report 17 June 2014
Derivative Report 17 June 2014
Derivative Report 17 June 2014
REPORT
17
TH
JUNE 2014
NIFTY FUTURE WRAP
26
TH
JUN 2014
SYMBOL SUPPORT RESISTANCE PARTICULARS CMP PRE CLOSE %CHANGE
NIFTY
S1-7480 R1- 7580
NIFTY
SPOT
7525.55 7542.10 -0.22
S2-7400 R2- 7680
NIFTY
FUTURES
7552.00 7560.00 -0.11
TREND STRATEGY
BULLISH BUY ON DIPS
PIVOT POINTS
S3 S2 S1 P R1 R2 R3
7418 7483 7517 7548 7582 7613 7678
DAILY DERIVATIVE REPORT
BANK NIFTY FUTURE WRAP
26
TH
JUN 2014
SYMBOL SUPPORT RESISTANCE PARTICULARS CMP PRE CLOSE %CHANGE
BANK NIFTY
S1-14860 R1-15225
BANK NIFTY
SPOT
15017.65 15106.90 -0.59
S2-14670 R2-15350
BANK NIFTY
FUTURES
15075.45 15163.50 -0.58
TREND STRATEGY
BULLISH BUY ON DIPS
PIVOT POINTS
S3 S2 S1 P R1 R2 R3
14543 14796 14936 15050 15189 15303 15556
DAILY DERIVATIVE REPORT
FUTUREs FRONT
Long Build Up (Fresh Longs) Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
VOLTAS 2,511.00 2,860.00 13.9 226.65 3.0
IBREALEST 6,496.00 7,258.00 11.7 96.15 0.5
BPCL 5,398.00 6,020.00 11.5 591.00 3.6
IDEA 18,886.00 20,720.00 9.7 136.70 0.6
Short-Covering Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
RPOWER 11,590.00 11,374.00 [1.9] 104.20 2.0
SAIL 12,847.00 12,620.00 [1.8] 98.55 1.1
IRB 3,340.00 3,286.00 [1.6] 195.35 1.7
YESBANK 13,474.00 13,405.00 [0.5] 537.20 1.6
Short Build Up Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
TATASTEEL 12,589.00 14,782.00 17.4 526.40 [0.1]
ORIENTBANK 2,323.00 2,694.00 16.0 323.00 [3.2]
UBL 2,260.00 2,389.00 5.7 720.85 [0.5]
HINDALCO 12,565.00 13,080.00 4.1 161.80 [0.4]
Long Unwinding Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
IFCI 6,110.00 6,103.00 [0.1] 38.20 [0.8]
- - - - - -
- - - - - -
- - - - - -
DAILY DERIVATIVE REPORT
Top Gainers: Future Contract
Type Underlying Exp. Date Last Price Chg (%) OI ('000s)
FUTSTK DISHTV 26-Jun-14 57.05 5.5 46,184.00
FUTSTK RELCAPITAL 26-Jun-14 623.80 5.0 9,580.00
FUTSTK RELCAPITAL 31-Jul-14 627.00 4.8 302.00
FUTSTK TATACOMM 31-Jul-14 366.55 4.3 158.00
Top Losers: Future Contract
Type Underlying Exp. Date Last Price Chg (%) OI ('000s)
FUTSTK IFCI 28-Aug-14 37.70 [14.4] 63.00
FUTSTK BANKINDIA 28-Aug-14 294.75 [13.2] 4.00
FUTSTK UNITECH 28-Aug-14 32.10 [11.9] 34.00
FUTSTK BPCL 28-Aug-14 561.25 [10.9] 8.00
FII Trends In Future
Script
BUY
[RS.CR]
SELL
[RS.CR]
NET POSITIONS
[RS.CR]
CONTRACTS
['000S]
VALUE
[RS.CR]
INDEX FUTURES
51,620 49,634 77.62 332.011 12,699
STOCK FUTURES
108,750 92,387 508.10 1,529.556 56,844
DAILY DERIVATIVE REPORT
OPTIONs FRONT
Top Gainers: Options
Inst
Type
Underlying
Expiry
Date
Last
Price[Rs.]
Strike
Price[Rs.]
OPT Type
OPTSTK IDBI 26-Jun-14 0.85 80.00 PE
OPTSTK AXISBANK 26-Jun-14 6.10 1,640.00 PE
OPTSTK ALBK 26-Jun-14 1.55 122.50 PE
OPTSTK AXISBANK 26-Jun-14 5.00 1,620.00 PE
Top Looser: Options
Inst
Type
Underlying
Expiry
Date
Last
Price[Rs.]
Strike
Price[Rs.]
OPT Type
OPTSTK SIEMENS 26-Jun-14 1.35 980.00 CE
OPTSTK HDFCBANK 26-Jun-14 0.25 730.00 PE
OPTSTK ASIANPAINT 26-Jun-14 0.10 480.00 PE
OPTSTK TCS 26-Jun-14 0.30 1,950.00 PE
FII Trends In Options
Script
BUY
[RS.CR]
SELL
[RS.CR]
NET POSITIONS
[RS.CR]
CONTRACTS
['000S]
VALUE
[RS.CR]
INDEX OPTIONS
430,520 434,506 [138.91] 1,604.685 61,233
STOCK OPTIONS
91,225 93,794 [78.62] 101.203 3,876
DAILY DERIVATIVE REPORT
PUT CALL RATIO: STOCK OPTION (OI WISE)
PUT CALL RATIO: STOCK OPTION (OPEN INTEREST WISE)
SCRIPT PUT CALL RATIO
MCLEODRUSS 446,000.00 303,000.00 1.47
AUROPHARMA 949,000.00 850,500.00 1.12
TCS 601,375.00 584,500.00 1.03
MARUTI 219,000.00 240,750.00 0.91
PUT CALL RATIO: STOCK OPTION (VOLUME WISE)
SCRIPT PUT CALL RATIO
SRTRANSFIN 1,500.00 500.00 3.00
ABIRLANUVO 1,500.00 750.00 2.00
KOTAKBANK 100,000.00 70,500.00 1.42
PNB 639,000.00 531,000.00 1.20
PUT CALL RATIO: INDEX FUTURES (OPEN INTEREST WISE)
NIFTY 41,394,450.00 43,289,000.00 0.96
BANKNIFTY 1,988,650.00 2,126,975.00 0.93
- - - -
- - - -
PUT CALL RATIO: INDEX FUTURES (VOLUME WISE)
SCRIPT PUT CALL RATIO
NIFTY 72,552,950.00 77,369,200.00 0.94
BANKNIFTY 2,945,100.00 3,507,125.00 0.84
- - - -
DAILY DERIVATIVE REPORT
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