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DAILY DERIVATIVE

REPORT
5TH NOVEMBER 2014

CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP


27TH NOV 2014

SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-8340

R1- 8390

NIFTY
SPOT

8324.15

8322.20

0.02

S2-8310

R2-8450

NIFTY
FUTURES

8361.05

8352.70

0.08

NIFTY

TREND
BULLISH

STRATEGY
BUY ON DIPS

S3

S2

S1

8281

8323

8342

PIVOT POINTS
P
8365

R1

R2

R3

8384

8407

8449

CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP


27TH NOV 2014
SYMBOL

SUPPORT

RESISTANCE

S1-17030

R1-17280

S2-16900

R2-17350

BANK NIFTY

PARTICULARS
BANK NIFTY
SPOT
BANK NIFTY
FUTURES

CMP

PRE CLOSE

%CHANGE

17134.10

17045.05

0.52

17225.95

17146.45

0.42

TREND
BULLISH

STRATEGY
BUY ON DIPS

S3

S2

S1

PIVOT POINTS
P

16676

16927

17076

17178

R1

R2

R3

17327

17429

17680

CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

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

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

SKSMICRO

4367.00

6743.00

54.4

353.60

7.70

IBREALEST

8496.00

10448.00

23

75.25

5.20

BANKINDIA

7503.00

8718.00

16.2

287.20

0.80

TATACHEM

3797.00

4155.00

9.4

418.25

2.10

LTP

Price % Chg

Short-Covering Open Interest Price


Script
Prev. OI
Cur. OI
% Chg. OI
KTKBANK

9199.00

9006.00

[2.1]

131.35

5.3

INDIACEM

9396.00

9250.00

[1.6]

114.60

2.2

IRB

10912.00

10774.00

[1.3]

260.15

2.5

Short Build Up Open Interest Price


Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

NMDC

4489.00

5499.00

22.5

164.00

[3.4]

COALINDIA

9825.00

10912.00

11.1

361.95

[2.3]

DIVISLAB

5537.00

6099.00

10.2

1819.00

[3.4]

ASIANPAINT

8878.00

9772.00

10.1

658.60

[0.3]

LTP

Price % Chg

Long Unwinding Open Interest Price


Script
Prev. OI
Cur. OI
% Chg. OI
LUPIN

90.00

84.00

[6.7]

1383.50

[0.5]

CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

Top Gainers: Future Contract


Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

UNITECH

27-11-2014

22.75

10.71

1,57,913

FUTSTK

JPPOWER

27-11-2014

14.50

8.21

52,260

FUTSTK

SKSMICRO

27-11-2014

353.60

7.72

6,743

FUTSTK

JINDALSTEL

27-11-2014

172.30

6.16

17,678

Top Losers: Future Contract


Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

GAIL

27-11-2014

501

[5.78]

5,242

FUTSTK

DIVISLAB

27-11-2014

1,819

[3.42]

762.38

FUTSTK

NMDC

27-11-2014

164

[3.42]

10,998

FUTSTK

M&M

27-11-2014

1,274.90

[2.62]

3,349

FII Trends In Future


Script

BUY
[RS.CR]

SELL
[RS.CR]

NET POSITIONS
[RS.CR]

CONTRACTS
['000S]

VALUE
[RS.CR]

INDEX FUTURES

33,680

54,057

33,680

258.78

10,518.55

STOCK FUTURES

42,846

62,474

42,846

1,293.08

48,186.30

CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

OPTIONs FRONT
Top Gainers: Options
Inst
Type
OPTSTK

HINDALCO

Expiry
Date
27-Nov-2014

OPT
Type
CE

Strike
Price[Rs.]
195.00

OPTSTK

IBREALEST

27-Nov-2014

CE

80.00

2.35

OPTSTK

JISLJALEQS

27-Nov-2014

CE

115.00

0.50

OPTIDX

BANKNIFTY

27-Nov-2014

PE

14,000.00

8.40

PTC

Expiry
Date
27-Nov-2014

OPT
Type
PE

Strike
Price[Rs.]
82.50

OPTSTK

NHPC

24-Dec-2014

PE

10.00

0.25

OPTSTK

COALINDIA

27-Nov-2014

PE

310.00

0.10

OPTSTK

M&MFIN

27-Nov-2014

PE

270.00

0.85

Underlying

Last Price[Rs.]
4.25

Top Looser: Options


Inst
Type
OPTSTK

Underlying

Last Price[Rs.]
0.10

FII Trends In Options


Script

BUY
[RS.CR]

SELL
[RS.CR]

NET POSITIONS
[RS.CR]

CONTRACTS
['000S]

VALUE
[RS.CR]

INDEX OPTIONS

2,60,609

2,38,707

2,60,609

1,493.47

60,433.08

STOCK OPTIONS

42,766

42,526

42,766

60.64

2,238.82

CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT

PUT CALL RATIO: STOCK OPTION (OI WISE)


PUT CALL RATIO: STOCK OPTION (OPEN INTEREST WISE)
SCRIPT
BAJAJ-AUTO

PUT
41,250.00

CALL
29,750.00

RATIO
1.39

ORIENTBANK

3,36,000.00

2,88,000.00

1.17

AXISBANK

18,31,250.00

15,72,500.00

1.16

RPOWER

77,40,000.00

67,48,000.00

1.15

PUT CALL RATIO: STOCK OPTION (VOLUME WISE)


SCRIPT
BAJAJ-AUTO

PUT
30,000.00

CALL
24,000.00

RATIO
1.25

UPL

1,07,000.00

90,000.00

1.19

JSWSTEEL

34,000.00

34,500.00

0.99

YESBANK

6,81,500.00

7,22,500.00

0.94

PUT CALL RATIO: INDEX FUTURES (OPEN INTEREST WISE)


SCRIPT
BANKNIFTY

PUT
20,05,750.00

CALL
14,84,925.00

RATIO
1.35

NIFTY

3,28,63,100.00

2,58,40,175.00

1.27

PUT CALL RATIO: INDEX FUTURES (VOLUME WISE)


SCRIPT
BANKNIFTY

PUT
26,26,725.00

CALL
24,07,450.00

RATIO
1.09

NIFTY

4,37,37,050.00

4,69,39,000.00

0.93

CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.

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)

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