Derivative Report 28 MAY 2014
Derivative Report 28 MAY 2014
Derivative Report 28 MAY 2014
REPORT
28
TH
MAY 2014
NIFTY FUTURE WRAP
29
TH
MAY 2014
SYMBOL SUPPORT RESISTANCE PARTICULARS CMP PRE CLOSE %CHANGE
NIFTY
S1-7230 R1- 7365
NIFTY
SPOT
7318.00 7359.05 -0.56
S2-7160 R2-7500
NIFTY
FUTURES
7313.70 7361.80 -0.65
TREND STRATEGY
BULLISH BUY ON DIPS
PIVOT POINTS
S3 S2 S1 P R1 R2 R3
7488 7236 7274 7320 7358 7404 7488
DAILY DERIVATIVE REPORT
BANK NIFTY FUTURE WRAP
29
TH
MAY 2014
SYMBOL SUPPORT RESISTANCE PARTICULARS CMP PRE CLOSE %CHANGE
BANK NIFTY
S1-14930 R1-15214
BANK NIFTY
SPOT
15084.00 15175.90 -0.61
S2-14300 R2-15620
BANK NIFTY
FUTURES
15075.00 15192.50 -0.77
TREND STRATEGY
BULLISH BUY ON DIPS
PIVOT POINTS
S3 S2 S1 P R1 R2 R3
14550 14815 14945 15079 15209 15344 15609
DAILY DERIVATIVE REPORT
FUTUREs FRONT
Long Build Up (Fresh Longs) Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
INDUSINDBK 14,405.00 16,064.00 11.5 554.90 0.6
JUSTDIAL 4,324.00 4,684.00 8.3 1,345.50 4.3
BHARATFORG 1,858.00 1,999.00 7.6 505.95 6.5
JINDALSTEL 6,101.00 6,352.00 4.1 315.60 6.0
Short-Covering Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
BAJAJ-AUTO 7,799.00 6,068.00 [22.2] 1,975.00 0.8
DRREDDY 11,901.00 9,843.00 [17.3] 2,315.70 0.6
HAVELLS 1,617.00 1,416.00 [12.4] 973.75 4.0
AUROPHARMA 26,423.00 23,653.00 [10.5] 642.60 4.3
Short Build Up Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
HDIL 2,166.00 2,446.00 12.9 91.55 [0.4]
GAIL 3,607.00 3,909.00 8.4 380.35 [7.6]
CIPLA 13,861.00 14,203.00 2.5 378.95 [1.0]
- - - - - -
Long Unwinding Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
CENTURYTEX 2,919.00 2,421.00 [17.1] 482.10 [1.0]
UBL 1,402.00 1,273.00 [9.2] 768.60 [1.5]
GLENMARK 1,890.00 1,837.00 [2.8] 520.80 [0.4]
MRF 193.00 188.00 [2.6] 22,800.00 [1.1]
DAILY DERIVATIVE REPORT
Top Gainers: Future Contract
Type Underlying Exp. Date Last Price Chg (%) OI ('000s)
FUTSTK ALBK 31-Jul-14 134.50 11.9 184.00
FUTSTK BATAINDIA 31-Jul-14 1,192.50 10.5 0.25
FUTSTK BHARATFORG 29-May-14 505.95 6.5 1,999.00
FUTSTK JINDALSTEL 26-Jun-14 317.00 6.0 5,376.00
Top Losers: Future Contract
Type Underlying Exp. Date Last Price Chg (%) OI ('000s)
FUTSTK HDIL 31-Jul-14 90.30 [12.7] 72.00
FUTSTK JPPOWER 31-Jul-14 22.95 [11.1] 90.00
FUTSTK BANKINDIA 31-Jul-14 316.95 [10.1] 8.00
FUTSTK JPASSOCIAT 31-Jul-14 73.35 [8.3] 88.00
FII Trends In Future
Script
BUY
[RS.CR]
SELL
[RS.CR]
NET POSITIONS
[RS.CR]
CONTRACTS
['000S]
VALUE
[RS.CR]
INDEX FUTURES
88,570 100,599 [444.39] 532.001 19,741
STOCK FUTURES
218,184 217,904 [24.15] 1,451.214 52,447
DAILY DERIVATIVE REPORT
OPTIONs FRONT
Top Gainers: Options
Inst
Type
Underlying
Expiry
Date
Last
Price[Rs.]
Strike
Price[Rs.]
OPT Type
OPTSTK IRB 29-May-14 0.50 125.00 PE
OPTSTK IDBI 29-May-14 1.00 92.50 PE
OPTSTK HDFCBANK 29-May-14 1.00 720.00 PE
OPTSTK GLENMARK 29-May-14 0.50 550.00 CE
Top Looser: Options
Inst
Type
Underlying
Expiry
Date
Last
Price[Rs.]
Strike
Price[Rs.]
OPT Type
OPTSTK APOLLOHOSP 29-May-14 0.05 1,000.00 CE
OPTSTK BIOCON 29-May-14 0.05 560.00 CE
OPTSTK LT 29-May-14 0.20 1,080.00 PE
OPTSTK BHARATFORG 29-May-14 0.15 460.00 PE
FII Trends In Options
Script
BUY
[RS.CR]
SELL
[RS.CR]
NET POSITIONS
[RS.CR]
CONTRACTS
['000S]
VALUE
[RS.CR]
INDEX OPTIONS
547,279 526,672 774.48 2,547.357 94,037
STOCK OPTIONS
116,603 120,596 [138.05] 131.348 4,943
DAILY DERIVATIVE REPORT
PUT CALL RATIO: STOCK OPTION (OI WISE)
PUT CALL RATIO: STOCK OPTION (OPEN INTEREST WISE)
SCRIPT PUT CALL RATIO
SSLT 5,248,000.00 3,832,000.00 1.37
PNB 980,500.00 736,000.00 1.33
UPL 1,250,000.00 954,000.00 1.31
SIEMENS 81,000.00 65,000.00 1.25
PUT CALL RATIO: STOCK OPTION (VOLUME WISE)
SCRIPT PUT CALL RATIO
SIEMENS 8,500.00 4,500.00 1.89
IOC 21,000.00 13,000.00 1.62
CESC 7,000.00 5,000.00 1.40
AXISBANK 1,166,000.00 1,079,000.00 1.08
PUT CALL RATIO: INDEX FUTURES (OPEN INTEREST WISE)
SCRIPT PUT CALL RATIO
BANKNIFTY 2,854,700.00 2,669,575.00 1.07
NIFTY 46,660,300.00 53,870,450.00 0.87
- - - -
PUT CALL RATIO: INDEX FUTURES (VOLUME WISE)
SCRIPT PUT CALL RATIO
BANKNIFTY 3,532,625.00 3,899,750.00 0.91
NIFTY 88,286,000.00 102,856,250.00 0.86
- - - -
DAILY DERIVATIVE REPORT
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