Derivative Report 07 August 2014
Derivative Report 07 August 2014
Derivative Report 07 August 2014
REPORT
7
TH
AUGUST 2014
CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.
Capital Stars Financial Research Pvt. Ltd.
Tel.: +91 731 6790000 , 6669900,
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Plot No. 12, Scheme No. 78, Part II,
Vijay Nagar, INDORE 452010 (M.P)
NIFTY FUTURE WRAP
28
TH
AUG 2014
SYMBOL SUPPORT RESISTANCE PARTICULARS CMP PRE CLOSE %CHANGE
NIFTY
S1-7655 R1- 7760
NIFTY
SPOT
7672.05 7746.55 -0.96
S2-7610 R2-7790
NIFTY
FUTURES
7698.70 7772.85 -0.95
TREND STRATEGY
BULLISH BUY ON DIPS
PIVOT POINTS
S3 S2 S1 P R1 R2 R3
7546 7629 7663 7711 7746 7793 7876
DAILY DERIVATIVE REPORT
CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.
Capital Stars 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)
BANK NIFTY FUTURE WRAP
28
TH
AUG 2014
SYMBOL SUPPORT RESISTANCE PARTICULARS CMP PRE CLOSE %CHANGE
BANK NIFTY
S1-15065 R1-15505
BANK NIFTY
SPOT
15008.65 15293.25 -1.86
S2-15010 R2-15660
BANK NIFTY
FUTURES
15103.00 15376.35 -1.78
TREND STRATEGY
BULLISH BUY ON DIPS
PIVOT POINTS
S3 S2 S1 P R1 R2 R3
14621 14895 14999 15169 15273 15443 15717
DAILY DERIVATIVE REPORT
CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.
Capital Stars 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)
FUTUREs FRONT
Long Build Up (Fresh Longs) Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
INFY 19,050.00 21,960.00 15.3 3,569.00 1.5
HEROMOTOCO 7,956.00 9,068.00 14.0 2,572.20 1.7
DISHTV 4,573.00 4,854.00 6.1 60.35 1.0
M&M 9,083.00 9,591.00 5.6 1,243.00 0.5
Short-Covering Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
DABUR 1,088.00 1,036.00 [4.8] 205.60 0.6
VOLTAS 2,738.00 2,658.00 [2.9] 198.50 0.9
ABIRLANUVO 6,292.00 6,264.00 [0.5] 1,460.00 0.1
ADANIPORTS 5,849.00 5,841.00 [0.1] 269.75 0.7
Short Build Up Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
APOLLOHOSP 1,292.00 1,647.00 27.5 963.95 [1.4]
APOLLOTYRE 5,232.00 6,565.00 25.5 172.90 [7.3]
COLPAL 867.00 1,022.00 17.9 1,536.80 [1.1]
ZEEL 4,305.00 4,873.00 13.2 280.60 [2.1]
Long Unwinding Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
MRF 272.00 263.00 [3.3] 23,610.00 [1.2]
PTC 3,827.00 3,738.00 [2.3] 84.25 [0.1]
AUROPHARMA 21,617.00 21,426.00 [0.9] 725.80 [1.5]
BHEL 19,432.00 19,307.00 [0.6] 227.65 [0.0]
DAILY DERIVATIVE REPORT
CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.
Capital Stars 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)
Top Gainers: Future Contract
Type Underlying Exp. Date Last Price Chg (%) OI ('000s)
FUTSTK ADANIENT 30-Oct-14 455.85 3.8 6.00
FUTSTK ADANIENT 28-Aug-14 455.10 2.9 9,367.00
FUTSTK ADANIENT 25-Sep-14 458.10 2.7 63.00
FUTSTK BHEL 30-Oct-14 228.60 2.1 32.00
Top Losers: Future Contract
Type Underlying Exp. Date Last Price Chg (%) OI ('000s)
FUTSTK APOLLOTYRE 28-Aug-14 172.90 [7.3] 13,130.00
FUTSTK IDBI 28-Aug-14 85.30 [7.3] 30,100.00
FUTSTK APOLLOTYRE 25-Sep-14 173.90 [7.3] 98.00
FUTSTK IDBI 25-Sep-14 85.90 [7.1] 388.00
FII Trends In Future
Script
BUY
[RS.CR]
SELL
[RS.CR]
NET POSITIONS
[RS.CR]
CONTRACTS
['000S]
VALUE
[RS.CR]
INDEX FUTURES
47,810 40,318 289.51 258.593 9,971
STOCK FUTURES
71,761 50,694 729.06 1,375.022 49,641
DAILY DERIVATIVE REPORT
CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.
Capital Stars 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)
OPTIONs FRONT
Top Gainers: Options
Inst
Type
Underlying
Expiry
Date
Last
Price[Rs.]
Strike
Price[Rs.]
OPT Type
OPTSTK IBREALEST 25-Sep-14 3.40 90.00 CE
OPTSTK IDBI 28-Aug-14 3.00 85.00 PE
OPTSTK JSWENERGY 28-Aug-14 0.70 70.00 PE
OPTSTK IDBI 28-Aug-14 2.05 82.50 PE
Top Looser: Options
Inst
Type
Underlying
Expiry
Date
Last
Price[Rs.]
Strike
Price[Rs.]
OPT Type
OPTIDX NIFTY 28-Aug-14 0.05 8,750.00 CE
OPTIDX NIFTY 25-Sep-14 1.15 8,350.00 CE
OPTSTK AXISBANK 28-Aug-14 11.50 384.00 CE
OPTSTK JUSTDIAL 28-Aug-14 8.05 2,100.00 CE
FII Trends In Options
Script
BUY
[RS.CR]
SELL
[RS.CR]
NET POSITIONS
[RS.CR]
CONTRACTS
['000S]
VALUE
[RS.CR]
INDEX OPTIONS
238,349 246,177 [274.21] 1,238.625 47,575
STOCK OPTIONS
42,153 39,356 108.17 44.947 1,604
DAILY DERIVATIVE REPORT
CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.
Capital Stars 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)
PUT CALL RATIO: STOCK OPTION (OI WISE)
PUT CALL RATIO: STOCK OPTION (OPEN INTEREST WISE)
SCRIPT PUT CALL RATIO
BATAINDIA 14,000.00 7,750.00 1.81
MARUTI 357,750.00 243,375.00 1.47
INDUSINDBK 144,000.00 120,500.00 1.20
COALINDIA 1,992,000.00 1,730,000.00 1.15
PUT CALL RATIO: STOCK OPTION (VOLUME WISE)
SCRIPT PUT CALL RATIO
BATAINDIA 16,000.00 6,500.00 2.46
MARUTI 232,250.00 165,875.00 1.40
KOTAKBANK 103,000.00 77,000.00 1.34
HEROMOTOCO 323,125.00 304,375.00 1.06
PUT CALL RATIO: INDEX FUTURES (OPEN INTEREST WISE)
SCRIPT PUT CALL RATIO
NIFTY 35,480,700.00 33,147,850.00 1.07
BANKNIFTY 1,385,800.00 1,781,500.00 0.78
- - - -
PUT CALL RATIO: INDEX FUTURES (VOLUME WISE)
SCRIPT PUT CALL RATIO
NIFTY NIFTY 70,575,250.00 68,401,800.00
BANKNIFTY BANKNIFTY 2,073,075.00 2,802,200.00
- - - -
DAILY DERIVATIVE REPORT
CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.
Capital Stars 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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PLOT NO. 12, SCHEME NO. 78, PART II
VIJAYNAGAR INDORE 452001 (MP)
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