DAILY DERIVATIVE

REPORT
30TH APRIL 2014

DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP

29TH MAY 2014
SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-6600

R1-6800

NIFTY
SPOT

6715.25

6761.25

-0.68

S2-6530

R2-6830

NIFTY
FUTURES

6764.00

6820.00

-0.82

NIFTY

TREND
BULLISH

STRATEGY
BUY ON DIPS

S3

S2

S1

6615

6695

6729

PIVOT POINTS
P
6776

R1

R2

R3

6810

6856

6937

DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP

29TH MAY 2014
SYMBOL

SUPPORT

RESISTANCE

S1-12920

R1-13300

S2-12850

R2-13350

BANK NIFTY

PARTICULARS
BANK NIFTY
SPOT
BANK NIFTY
FUTURES

CMP

PRE CLOSE

%CHANGE

12910.55

13081.55

-1.31

13017.00

13195.40

-1.35

TREND
BULLISH

STRATEGY
BUY ON DIPS

S3

S2

S1

PIVOT POINTS
P

12520

12799

12908

13078

R1
13187

R2

R3

13357

13636

DAILY DERIVATIVE REPORT

FUTUREs FRONT
Long Build Up (Fresh Longs) Open Interest Price
Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

PETRONET

626.00

712.00

13.7

143.70

1.4

RELINFRA

10,726.00

11,446.00

6.7

534.45

1.0

SUNPHARMA

14,240.00

14,739.00

3.5

642.65

0.1

JISLJALEQS

4,976.00

5,132.00

3.1

86.25

4.2

Short-Covering Open Interest Price

Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

GLENMARK

819.00

781.00

[4.6]

588.50

0.2

IGL

1,524.00

1,495.00

[1.9]

292.00

1.3

COALINDIA

6,569.00

6,496.00

[1.1]

299.30

0.0

Short Build Up Open Interest Price

Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

HEXAWARE

3,494.00

4,480.00

28.2

151.75

[11.8]

JINDALSTEL

6,998.00

8,270.00

18.2

250.00

[9.6]

TATASTEEL

11,393.00

13,322.00

16.9

408.00

[5.1]

IDEA

6,235.00

7,169.00

15.0

141.60

[0.2]

Long Unwinding Open Interest Price

Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

GLENMARK

819.00

781.00

[4.6]

588.50

0.2

IGL

1,524.00

1,495.00

[1.9]

292.00

1.3

COALINDIA

6,569.00

6,496.00

[1.1]

299.30

0.0

DAILY DERIVATIVE REPORT

Top Gainers: Future Contract

Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

JISLJALEQS

29-May-14

86.50

4.5

20,524.00

FUTSTK

JISLJALEQS

26-Jun-14

86.90

4.3

68.00

FUTSTK

TECHM

31-Jul-14

1,887.85

4.1

0.13

FUTSTK

UNITECH

31-Jul-14

17.65

3.5

17.00

Top Losers: Future Contract

Type
FUTSTK

Underlying
HEXAWARE

Exp. Date
29-May-14

Last Price
150.85

Chg (%)
[12.4]

OI ('000s)
8,960.00

FUTSTK

HEXAWARE

26-Jun-14

152.40

[11.9]

148.00

FUTSTK

JINDALSTEL

26-Jun-14

251.00

[10.2]

257.00

FUTSTK

JINDALSTEL

29-May-14

250.00

[9.6]

8,270.00

FII Trends In Future

Script

BUY
[RS.CR]

SELL
[RS.CR]

NET POSITIONS
[RS.CR]

CONTRACTS
['000S]

VALUE
[RS.CR]

INDEX FUTURES

46,742

74,000

[931.95]

271.532

9,231

STOCK FUTURES

101,569

107,153

[234.06]

1,209.649

37,775

DAILY DERIVATIVE REPORT

OPTIONs FRONT

Top Gainers: Options

Inst
Type
OPTSTK

IBREALEST

Expiry
Date
29-May-14

Last
Price[Rs.]
0.85

Strike
Price[Rs.]
80.00

OPTSTK

KTKBANK

29-May-14

1.60

145.00

CE

OPTSTK

FEDERALBNK

29-May-14

3.95

85.00

PE

OPTSTK

JINDALSTEL

29-May-14

14.10

250.00

PE

NIFTY

Expiry
Date
26-Jun-14

Last
Price[Rs.]
0.15

Strike
Price[Rs.]
8,500.00

OPTSTK

ICICIBANK

29-May-14

1.00

900.00

PE

OPTSTK

RANBAXY

29-May-14

0.60

360.00

PE

OPTSTK

HEXAWARE

29-May-14

0.90

190.00

CE

Underlying

OPT Type
CE

Top Looser: Options

Inst
Type
OPTIDX

Underlying

OPT Type
CE

FII Trends In Options

Script

BUY
[RS.CR]

SELL
[RS.CR]

NET POSITIONS
[RS.CR]

CONTRACTS
['000S]

VALUE
[RS.CR]

INDEX OPTIONS

230,535

196,259

1,271.96

1,108.439

37,538

STOCK OPTIONS

28,868

25,462

110.58

23.149

719

DAILY DERIVATIVE REPORT

PUT CALL RATIO: STOCK OPTION (OI WISE)

PUT CALL RATIO: STOCK OPTION (OPEN INTEREST WISE)
SCRIPT
UPL

PUT
1,912,000.00

CALL
1,372,000.00

RATIO
1.39

RECLTD

159,000.00

117,000.00

1.36

ULTRACEMCO

19,125.00

14,375.00

1.33

HEROMOTOCO

41,875.00

43,125.00

0.97

PUT CALL RATIO: STOCK OPTION (VOLUME WISE)

SCRIPT
GODREJIND

PUT
6,000.00

CALL
3,000.00

RATIO
2.00

HEROMOTOCO

12,625.00

10,625.00

1.19

BAJAJ-AUTO

12,625.00

13,500.00

0.94

AXISBANK

553,000.00

592,750.00

0.93

PUT CALL RATIO: INDEX FUTURES (OPEN INTEREST WISE)

SCRIPT
NIFTY

PUT
24,892,550.00

CALL
25,209,050.00

RATIO
0.99

BANKNIFTY

974,500.00

1,059,275.00

0.92

PUT CALL RATIO: INDEX FUTURES (VOLUME WISE)

SCRIPT
NIFTY

PUT
22,536,300.00

CALL
21,397,400.00

RATIO
1.05

BANKNIFTY

588,950.00

847,825.00

0.69

DAILY DERIVATIVE REPORT

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CAPITAL STARS FINANCIAL

RESEARCH PRIVATE LIMITED
PLOT NO. 12, SCHEME NO. 78, PART II
VIJAYNAGAR INDORE 452001 (MP)