Daily Derivatives Report – 26 May 2021

Nifty May 2021 futures closed at 15302 today, at a marginal premium of 0.65 points over spot closing of 15301.
In the May series , IBULHSGFIN and MGL gained the most whereas JINDALSTEL and SAIL were the top losers.
Highest OI covering was seen for PAGEIND(-71%) and CUB(-54%) whereas most positions were winded out of APLLTD(-53%) and UBL(-53%).
Among the index options, highest OI additions were made at 15300(PE) and 15200(PE) whereas mos reductions were made at 15200(CE) and 15800(CE) levels of Nifty.
Among the most active stock options, highest additions and reductions were made in SBIN at 420(PE)/ 400(CE) and in BAJFINANCE at 5900(CE)/ 5700(CE) levels.
In the market-wide position limits, VOLTAS and LALPATHLAB were the top gainers whereas MANAPPURAM and BERGEPAINT were the top losers.
CANBK, PNB and AMARAJABAT were put into the FNO Ban list of the day.
Among the index lot, FIIs bought a net of Rs.1289 cr of futures and Rs.4226 cr of options.
They were the net sellers of Rs.706 cr and Rs.57 cr worth of stock futures and options respectively.