Indian Equity And Derivative Data of 20th November 2015
1. Derivative Data
20th
November 2015
2015
Snapshot of Previous Day’s Trade
Securities in the ban period for today: DLF & JINDALSTEEL.
Nifty spot spread changed to 16 points premium from 0 point premium earlier.
The total traded turnover stood at Rs. 309,358 crore. This includes Rs. 15,316 crore
from the NSE Cash segment, Rs. 282,254 crore from NSE F&O, Rs. 2,554 crore from the
BSE Cash segment and the balance from BSE F&O, Rs. 9,234 crore.
The put call ratio of Nifty increased to 0.84 from 0.75 earlier, with call OI decreasing by
36.66 lakh shares and put options OI increasing by 36.26 lakh shares.
NSE saw advances in 1078 scrips and declines in 433 scrips with 79 scrips remaining
unchanged leading to a positive market breadth.
Index Future Price
Change in
Price (%)
Absolute
Change
Future
Prem / Disc
Nifty 7858.35 1.63% 126.4 15.6
CNXIT 11049.15 1.94% 210.7 16.3
BANKNIFTY 17091.8 1.67% 281.3 19.9
NFTYMCAP50 3279.7 1.23% 39.70 4.5
Nifty Spot 7842.75 1.43% 110.95 -
Singapore Nifty Futures 7843 -0.17% -13.00 -
(At the time of preparation of report)
Sensex Snapshot Price
Change in
Price (%)
Absolute
Change
Future
Prem / Disc
Sensex Future (BSX) 25906 1.61% 410 64.08
Sensex Spot 25841.92 1.41% 359.4 -
Current Change (%)
Absolute
Change
Prev. Close
India Volatility Index 15.84 -9.04% -1.58 17.41
2. Derivative data
Script Name
Open Interest
(in lakh)
Change in
OI (in lakh)
Change
(%)
Volume (in
lakh)
Price Change (%)
ENGINERSIN 20.46 4.69 29.71 23.69 212.80 10.83
ARVIND 53.50 12.24 29.67 393.96 309.50 9.15
HEROMOTOCO 12.95 2.04 18.66 15.74 2595.10 0.88
DIVISLAB 28.40 3.20 12.71 13.52 1153.95 1.73
HAVELLS 59.44 5.58 10.36 15.40 274.30 4.12
Script Name
Open Interest
(in lakh)
Change in
OI (in lakh)
Change
(%)
Volume (in
lakh)
Price Change (%)
MINDTREE 4.25 0.48 12.85 2.74 1424.90 -1.87
OFSS 45.08 4.99 12.45 1.38 361.25 -0.23
PETRONET 54.03 4.41 8.89 29.00 206.10 -1.39
DRREDDY 21.00 1.14 5.76 69.08 3296.00 -2.32
BEML 3.69 0.14 3.80 3.36 1044.55 -0.33
Script Name
Open Interest
(in lakh)
Change in
OI (in lakh)
Change
(%)
Volume (in
lakh)
Price Change (%)
HEXAWARE 47.96 -2.94 -5.78 38.20 249.85 2.08
MARUTI 22.27 -0.91 -3.94 39.17 4650.20 2.54
ZEEL 94.82 -3.56 -3.62 70.04 391.85 3.21
APOLLOTYRE 124.47 -3.93 -3.06 111.40 160.95 1.90
FEDERALBNK 253.76 -7.84 -3.00 3.78 56.85 2.34
Script Name
Open Interest
(in lakh)
Change in
OI (in lakh)
Change
(%)
Volume (in
lakh)
Price Change (%)
DLF 470.50 -22.50 -4.56 30.94 103.70 -2.72
RPOWER 720.72 -12.72 -1.73 67.72 48.30 -0.10
COALINDIA 147.34 -2.38 -1.59 43.15 333.75 -0.21
Rise in Open Interest & Rise in PriceRise in Open Interest & Rise in PriceRise in Open Interest & Rise in PriceRise in Open Interest & Rise in PriceRise in Open Interest & Rise in Price
Rise in Open Interest & Fall in Price
Fall in Open Interest & Rise in Price
Fall in Open Interest & Fall in Price
3. Derivative data
Sensex
Futures
RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^
25998 26095 26172 26261 26419 26570
SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v
25906 25786 25730 25640 25551 25393
Nifty
Futures
RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^
7888 7921 7945 7974 8025 8074
SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v
7858 7821 7801 7772 7743 7692
ACC
Futures
RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^
1336 1340 1343 1347 1351 1358
SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v
1332 1327 1324 1320 1313 1307
Bharti
Airtel
Futures
RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^
341 344 346 348 352 355
SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v
339 336 335 333 331 327
DLF
Futures
RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^
104 106 107 108 110 112
SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v
102 100 99 98 95 92
HDFC
Futures
RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^
1225 1234 1243 1253 1270 1286
SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v
1215 1202 1197 1187 1178 1161
Hero
MotoCorp
Futures
RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^
2595 2640 2646 2672 2698 2743
SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v
2568 2550 2518 2492 2447 2403
4. Derivative data
Infosys
Futures
RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^
1056 1065 1071 1078 1091 1104
SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v
1048 1039 1034 1026 1019 1005
Maruti
Futures
RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^
1303 1312 1316 1322 1334 1345
SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v
1297 1290 1284 1277 1271 1260
M&M
Futures
RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^
4678 4706 4730 4757 4805 4850
SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v
4650 4613 4597 4570 4543 4496
Reliance
Futures
RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^
944 951 956 962 973 983
SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v
938 929 925 919 913 902
Reliance
Infra
Futures
RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^
415 419 422 425 431 436
SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v
412 407 405 402 399 393
SBI
Futures
RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^
245 248 249 251 253 256
SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v
242 241 238 236 233 229
Tata
Motors
Futures
RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^
408 411 412 413 415 419
SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v
406 404 402 400 397 394
Tata Steel
Futures
RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^
229 231 232 233 234 237
SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v
227 226 225 223 221 219
5. Derivative data
SEBI Research Analyst Regulations: Registration in Process.
DISCLAIMER
All market prices, data and other information are not warranted as to their completeness or accuracy and are subject to change without notice. This
communication is for general information purposes only, without regard to specific objectives, financial situations and needs of any particular person who
may receive it. This is neither an offer nor a solicitation to purchase or sell securities. Please note that investments in securities are subject to risks
including loss of principal amount and past performance is not indicative of future performance. SRE does not accept any liability whatsoever direct or
indirect that may arise from the use of the information herein. SRE may from time to time have investments in securities mentioned in this report and may
or may not trade in them, in ways different from those mentioned in this report. Readers are advised to use their own discretion while taking positions in
the securities mentioned. SRE does not warrant or make any representations regarding the use or the results of the use of the materials on this report or other
sources in terms of their correctness, accuracy, reliability, profit, or otherwise. SRE does not guarantee the accuracy or completeness of any information and
is not responsible for any omissions. SRE is not responsible in any way for losses incurred by individual investors. No action should be taken or omitted to
be taken in reliance upon Information on this report. We accept no liability for the results of any action taken on the basis of the Information provided.
Investing has always involved risk and the recommendations herein are only offered as a benefit of our users. Past returns may or may not be indicative of
future returns. “Invest at your own risk”