The document reports on derivative market activity and provides analysis on index and stock futures and options. It summarizes key support and resistance levels for the Nifty and Bank Nifty. It also analyzes long build up, short covering, short build up and long unwinding activity in various stocks. Top gainers and losers in futures and options are listed. Put-call ratios for stocks and indices are also provided.

1. DAILY DERIVATIVE REPORT
5TH NOVEMBER 2014

2. CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.
NIFTY FUTURE WRAP 27TH NOV 2014 SYMBOL SUPPORT RESISTANCE PARTICULARS CMP PRE CLOSE %CHANGE NIFTY
S1-8340
R1- 8390 NIFTY SPOT
8324.15
8322.20
0.02
S2-8310
R2-8450 NIFTY FUTURES
8361.05
8352.70
0.08 TREND STRATEGY
BULLISH
BUY ON DIPS PIVOT POINTS
S3
S2
S1
P
R1
R2
R3
8281
8323
8342
8365
8384
8407
8449
DAILY DERIVATIVE REPORT

3. CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.
BANK NIFTY FUTURE WRAP 27TH NOV 2014 SYMBOL SUPPORT RESISTANCE PARTICULARS CMP PRE CLOSE %CHANGE BANK NIFTY
S1-17030
R1-17280 BANK NIFTY SPOT
17134.10
17045.05
0.52
S2-16900
R2-17350 BANK NIFTY FUTURES
17225.95
17146.45
0.42 TREND STRATEGY
BULLISH
BUY ON DIPS PIVOT POINTS
S3
S2
S1
P
R1
R2
R3
16676
16927
17076
17178
17327
17429
17680
DAILY DERIVATIVE REPORT

4. CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.
FUTURE’s 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 Short-Covering Open Interest Price
Script
Prev. OI
Cur. OI
% Chg. OI
LTP
Price % Chg
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] Long Unwinding Open Interest Price
Script
Prev. OI
Cur. OI
% Chg. OI
LTP
Price % Chg
LUPIN
90.00
84.00
[6.7]
1383.50
[0.5]
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
DAILY DERIVATIVE REPORT

5. CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.
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
DAILY DERIVATIVE REPORT

6. CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.
OPTION’s FRONT Top Gainers: Options
Inst Type
Underlying
Expiry Date
OPT Type
Strike Price[Rs.]
Last Price[Rs.]
OPTSTK
HINDALCO
27-Nov-2014
CE
195.00
4.25
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 Top Looser: Options
Inst Type
Underlying
Expiry Date
OPT Type
Strike Price[Rs.]
Last Price[Rs.]
OPTSTK
PTC
27-Nov-2014
PE
82.50
0.10
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 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
DAILY DERIVATIVE REPORT

7. CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.
PUT CALL RATIO: STOCK OPTION (OI WISE) PUT CALL RATIO: STOCK OPTION (OPEN INTEREST WISE)
SCRIPT
PUT
CALL
RATIO
BAJAJ-AUTO
41,250.00
29,750.00
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
PUT
CALL
RATIO
BAJAJ-AUTO
30,000.00
24,000.00
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
PUT
CALL
RATIO
BANKNIFTY
20,05,750.00
14,84,925.00
1.35
NIFTY
3,28,63,100.00
2,58,40,175.00
1.27
-
-
-
- PUT CALL RATIO: INDEX FUTURES (VOLUME WISE)
SCRIPT
PUT
CALL
RATIO
BANKNIFTY
26,26,725.00
24,07,450.00
1.09
NIFTY
4,37,37,050.00
4,69,39,000.00
0.93
-
-
-
-
DAILY DERIVATIVE REPORT

8. CAPITALSTARS FINANCIAL RESEARCH PVT. LTD.
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