DAILY DERIVATIVE

REPORT
2ND MAY 2014

DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP

29TH MAY 2014
SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-6600

R1-6800

NIFTY
SPOT

6696.40

6715.25

-0.28

S2-6530

R2-6830

NIFTY
FUTURES

6740.80

6760.30

-0.29

NIFTY

TREND
BULLISH

STRATEGY
BUY ON DIPS

S3

S2

S1

6478

6616

6678

PIVOT POINTS
P
6754

R1

R2

R3

6816

6892

7029

DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP

29TH MAY 2014
SYMBOL

SUPPORT

RESISTANCE

S1-12820

R1-13300

S2-12550

R2-13350

BANK NIFTY

PARTICULARS
BANK NIFTY
SPOT
BANK NIFTY
FUTURES

CMP

PRE CLOSE

%CHANGE

12855.85

12910.55

-0.42

12975.00

13012.35

-0.29

TREND
BULLISH

STRATEGY
BUY ON DIPS

S3

S2

S1

PIVOT POINTS
P

12218

12611

12793

13004

R1
13186

R2

R3

13397

13790

DAILY DERIVATIVE REPORT

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

IOB

843.00

1,333.00

58.1

62.65

13.6

PETRONET

673.00

1,047.00

55.6

144.50

0.8

GLENMARK

730.00

881.00

20.7

614.05

4.1

BANKBARODA

7,336.00

8,460.00

15.3

820.80

0.7

Short-Covering Open Interest Price

Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

PFC

3,167.00

2,948.00

[6.9]

184.70

0.2

HINDPETRO

6,507.00

6,206.00

[4.6]

323.00

0.5

BHARATFORG

2,869.00

2,837.00

[1.1]

411.45

0.4

ALBK

2,413.00

2,403.00

[0.4]

100.60

1.8

Short Build Up Open Interest Price

Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

DLF

21,061.00

23,123.00

9.8

140.90

[9.1]

GMRINFRA

4,637.00

5,059.00

9.1

25.05

[2.3]

TATAPOWER

4,298.00

4,670.00

8.7

78.95

[3.2]

TATASTEEL

12,333.00

13,377.00

8.5

405.20

[0.6]

Long Unwinding Open Interest Price

Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

BPCL

7,594.00

6,819.00

[10.2]

458.30

[1.1]

CAIRN

8,197.00

7,543.00

[8.0]

336.80

[0.1]

ADANIPORTS

7,564.00

6,986.00

[7.6]

190.60

[1.4]

BPCL

7,594.00

6,819.00

[10.2]

458.30

[1.1]

DAILY DERIVATIVE REPORT

Top Gainers: Future Contract

Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

IOB

29-May-14

62.65

13.6

10,664.00

FUTSTK

IOB

26-Jun-14

62.85

13.0

360.00

FUTSTK

GLENMARK

29-May-14

614.05

4.1

440.50

FUTSTK

HEROMOTOCO

26-Jun-14

2,234.00

2.9

7.25

Top Losers: Future Contract

Type
FUTSTK

Underlying
DLF

Exp. Date
31-Jul-14

Last Price
141.80

Chg (%)
[9.3]

OI ('000s)
40.00

FUTSTK

DLF

29-May-14

140.90

[9.1]

46,246.00

FUTSTK

UNITECH

26-Jun-14

16.05

[9.1]

1,980.00

FUTSTK

DLF

26-Jun-14

142.05

[8.8]

456.00

FII Trends In Future

Script

BUY
[RS.CR]

SELL
[RS.CR]

NET POSITIONS
[RS.CR]

CONTRACTS
['000S]

VALUE
[RS.CR]

INDEX FUTURES

28,141

35,132

[237.94]

279.973

9,513

STOCK FUTURES

82,183

85,681

[102.81]

1,212.951

37,987

DAILY DERIVATIVE REPORT

OPTIONs FRONT

Top Gainers: Options

Inst
Type
OPTSTK

ARVIND

Expiry
Date
29-May-14

Last
Price[Rs.]
1.00

Strike
Price[Rs.]
150.00

OPTSTK

IDEA

29-May-14

1.25

110.00

PE

OPTSTK

IOB

29-May-14

3.45

65.00

CE

OPTSTK

KTKBANK

29-May-14

1.85

105.00

PE

Last
Price[Rs.]
3.00

Strike
Price[Rs.]
2,300.00

Underlying

OPT Type
PE

Top Looser: Options

Inst
Type
OPTSTK

BAJAJ-AUTO

Expiry
Date
29-May-14

OPTSTK

M&MFIN

29-May-14

0.65

280.00

CE

OPTSTK

INFY

29-May-14

1.50

4,000.00

CE

OPTSTK

LICHSGFIN

29-May-14

0.50

220.00

PE

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

148,700

132,313

539.90

1,165.392

39,348

STOCK OPTIONS

25,402

23,278

72.11

32.627

1,017

DAILY DERIVATIVE REPORT

PUT CALL RATIO: STOCK OPTION (OI WISE)

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

PUT
17,500.00

CALL
13,625.00

RATIO
1.28

UPL

1,934,000.00

1,536,000.00

1.26

RECLTD

159,000.00

128,000.00

1.24

HEROMOTOCO

41,375.00

45,750.00

0.90

PUT CALL RATIO: STOCK OPTION (VOLUME WISE)

SCRIPT
SUNTV

PUT
19,000.00

CALL
12,000.00

RATIO
1.58

KOTAKBANK

121,500.00

81,000.00

1.50

RANBAXY

743,000.00

574,000.00

1.29

M&M

90,750.00

95,750.00

0.95

PUT CALL RATIO: INDEX FUTURES (OPEN INTEREST WISE)

SCRIPT
NIFTY

PUT
28,117,200.00

CALL
26,535,000.00

RATIO
1.06

BANKNIFTY

1,085,450.00

1,191,100.00

0.91

PUT CALL RATIO: INDEX FUTURES (VOLUME WISE)

SCRIPT
NIFTY

PUT
36,735,000.00

CALL
36,656,600.00

RATIO
1.00

BANKNIFTY

888,050.00

1,183,900.00

0.75

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)