Daily Derivatives Report – 1 Jul 2021

Nifty July 2021 futures closed at 15727, at a premium of 47 points over spot closing of 15680.
Among the stock futures, NAUKRI and DABUR gained the most whereas IDEA AND PFC were the top losers.
NAUKRI(34%) and DABUR(32.14%) also saw the highest OI build up while ESCORTS(26.24%) and CHOLAFIN(19.5%) were shorted the most. Positions in CIPLA(-6.5%) and GUJGASLTD(-5.6%) were covered the most whereas most unwinding was done from TORNTPOWER(-2%) and MANAPPURAM(-2%).
In the index options segment, most OI additions were made at 15700(CE)/15800(CE) levels of Nifty whereas most reductions were seen at 15850(PE) level of Nifty and 36900(CE) level of Bank Nifty.
Among the most active stock options, NAUKRI and DRREDDY, most OI additions were made at 5500(CE)/5550(CE) levels and most reductions at 5000(CE)/5400(CE) levels respectively.
CIPLA and GUJGASLTD gained the most market-wide positions whereas NAUKRI  and DABUR were the top losers.
NATIONALUM was in the FNO Ban list of the day.
FIIs were net sellers in both the index segments., Rs.294cr worth of futures and Rs.1119cr worth of options.
In the stock derivatives as well, FIIs sold a net of Rs.409cr of futures and Rs.105cr of options.