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DAILY DERIVATIVE

REPORT
14
TH
AUGUST 2014
CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.




NIFTY FUTURE WRAP
28
TH
AUG 2014
SYMBOL SUPPORT RESISTANCE PARTICULARS CMP PRE CLOSE %CHANGE
NIFTY
S1-7700 R1- 7790
NIFTY
SPOT
7739.55 7727.05 0.16
S2-7660 R2-7830
NIFTY
FUTURES
7740.15 7748.25 -0.10
TREND STRATEGY
BULLISH BUY ON DIPS
PIVOT POINTS
S3 S2 S1 P R1 R2 R3
7600 7670 7705 7741 7775 7811 7881



DAILY DERIVATIVE REPORT
CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.




BANK NIFTY FUTURE WRAP
28
TH
AUG 2014
SYMBOL SUPPORT RESISTANCE PARTICULARS CMP PRE CLOSE %CHANGE
BANK NIFTY
S1-14755 R1-15220
BANK NIFTY
SPOT
14910.90 15056.70 -0.97
S2-14590 R2-15340
BANK NIFTY
FUTURES
14940.00 15107.65 -1.11
TREND STRATEGY
BULLISH BUY ON DIPS
PIVOT POINTS
S3 S2 S1 P R1 R2 R3
14494 14735 14837 14976 15078 15217 15458




DAILY DERIVATIVE REPORT
CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.




FUTUREs FRONT


Long Build Up (Fresh Longs) Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
DABUR 942.00 1,235.00 31.1 213.00 3.1
INFY 17,326.00 19,718.00 13.8 3,603.55 0.8
HDFC 27,019.00 30,273.00 12.0 1,141.70 2.3
SUNPHARMA 14,829.00 16,223.00 9.4 803.40 2.6
Short-Covering Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
HINDPETRO 6,306.00 5,936.00 [5.9] 416.00 2.2
OFSS 1,304.00 1,256.00 [3.7] 3,449.95 0.6
SSLT 11,081.00 10,948.00 [1.2] 280.85 0.6
BPCL 5,636.00 5,599.00 [0.7] 602.70 1.5
Short Build Up Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
PFC 3,983.00 4,980.00 25.0 257.50 [5.4]
PNB 8,945.00 10,497.00 17.4 903.85 [2.2]
SUNTV 1,150.00 1,335.00 16.1 374.50 [5.5]
HDIL 3,642.00 4,180.00 14.8 90.65 [6.4]
Long Unwinding Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
IGL 1,174.00 1,135.00 [3.3] 356.00 [0.3]
SRTRANSFIN 1,700.00 1,645.00 [3.2] 899.00 [0.5]
HEXAWARE 3,015.00 2,953.00 [2.1] 148.50 [1.2]
UPL 3,721.00 3,662.00 [1.6] 305.90 [1.0]
DAILY DERIVATIVE REPORT
CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.









Top Gainers: Future Contract
Type Underlying Exp. Date Last Price Chg (%) OI ('000s)
FUTSTK APOLLOHOSP 25-Sep-14 1,133.65 6.3 3.50
FUTSTK APOLLOHOSP 28-Aug-14 1,132.00 5.8 328.50
FUTSTK GLENMARK 25-Sep-14 709.05 3.7 7.00
FUTSTK DABUR 28-Aug-14 213.75 3.5 2,614.00
Top Losers: Future Contract
Type Underlying Exp. Date Last Price Chg (%) OI ('000s)
FUTSTK UNITECH 28-Aug-14 21.65 [18.0] 192,576.00
FUTSTK UNITECH 25-Sep-14 21.80 [17.7] 6,001.00
FUTSTK UNITECH 30-Oct-14 21.85 [17.2] 289.00
FUTSTK JPASSOCIAT 28-Aug-14 53.50 [9.7] 135,496.00
FII Trends In Future
Script
BUY
[RS.CR]
SELL
[RS.CR]
NET POSITIONS
[RS.CR]
CONTRACTS
['000S]
VALUE
[RS.CR]
INDEX FUTURES
31,564 27,253 162.46 250.300 9,524
STOCK FUTURES
55,760 41,287 498.08 1,377.889 48,677


DAILY DERIVATIVE REPORT
CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.





OPTIONs FRONT
Top Gainers: Options
Inst
Type
Underlying
Expiry
Date
Last
Price[Rs.]
Strike
Price[Rs.]
OPT Type
OPTSTK KTKBANK 28-Aug-14 1.90 115.00 PE
OPTSTK SYNDIBANK 28-Aug-14 3.55 120.00 PE
OPTSTK UNITECH 28-Aug-14 3.60 25.00 PE
OPTSTK SYNDIBANK 28-Aug-14 0.55 105.00 PE
Top Looser: Options
Inst
Type
Underlying
Expiry
Date
Last
Price[Rs.]
Strike
Price[Rs.]
OPT Type
OPTSTK AXISBANK 28-Aug-14 0.30 436.00 CE
OPTSTK HEXAWARE 28-Aug-14 0.10 165.00 CE
OPTSTK HEXAWARE 28-Aug-14 0.10 175.00 CE
OPTIDX NIFTY 28-Aug-14 0.05 8,850.00 CE
FII Trends In Options
Script
BUY
[RS.CR]
SELL
[RS.CR]
NET POSITIONS
[RS.CR]
CONTRACTS
['000S]
VALUE
[RS.CR]
INDEX OPTIONS
202,598 194,155 334.14 1,391.284 52,991
STOCK OPTIONS
44,639 44,338 10.98 66.404 2,398



DAILY DERIVATIVE REPORT
CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.





PUT CALL RATIO: STOCK OPTION (OI WISE)
PUT CALL RATIO: STOCK OPTION (OPEN INTEREST WISE)
SCRIPT PUT CALL RATIO
KOTAKBANK 251,500.00 179,500.00 1.40
M&M 559,250.00 399,500.00 1.40
MARUTI 367,000.00 286,875.00 1.28
SUNPHARMA 560,500.00 457,500.00 1.23
PUT CALL RATIO: STOCK OPTION (VOLUME WISE)
SCRIPT PUT CALL RATIO
MARUTI 229,250.00 94,500.00 2.43
SUNTV 125,000.00 55,000.00 2.27
BATAINDIA 2,000.00 1,000.00 2.00
DIVISLAB 3,500.00 1,750.00 2.00
PUT CALL RATIO: INDEX FUTURES (OPEN INTEREST WISE)
SCRIPT PUT CALL RATIO
NIFTY 41,018,700.00 35,281,550.00 1.16
BANKNIFTY 1,845,450.00 2,426,850.00 0.76
- - - -
PUT CALL RATIO: INDEX FUTURES (VOLUME WISE)
SCRIPT PUT CALL RATIO
NIFTY 97,827,550.00 95,210,850.00 1.03
BANKNIFTY 3,164,325.00 3,693,600.00 0.86
- - - -

DAILY DERIVATIVE REPORT
CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.







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PLOT NO. 12, SCHEME NO. 78, PART II
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DAILY DERIVATIVE REPORT
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