Daily Derivatives Report – 10 Jun 2021

Nifty June 2021 futures closed at 15753, at a premium of 15 points(0.59%) over spot closing of 15737. Bank Nifty ended the day with a premium of 169 points(1.06%) at 35300.
BAJFINANCE and LALPATHLAB were the top gainers in the current futures while CONCOR and TORNTPOWER were the top losers.
BATAINDIA(63.5%) and GODREJCP(58%) witnessed the highest long build-up but they were the top losers in terms of market-wide position limits. On the other hand, POWERGRID(15.8%) and EXIDEIND(12.62%) were shorted the most. Positions in MFSL(-18.8%) and RBLBANK(-7.57%), top market-wide position gainers, in  were covered the most while traders got out of their positions in INDIGO(-2.26%) and NESTLEIND(-0.53%).
Among the indices in the options segment, highest OI additions were made at 15700(PE)/14800(PE) levels and most reductions at 15650(CE)/16150(PE) levels of Nifty.
Of the most active stock options, most additions/reductions were made at 5800(PE)/6000(CE) levels of BAJFINANCE and at 2200(CE)/2100(CE) levels of RELIANCE.
BHEL, CANBK, SAIL, SUNTV and NATIONALUM were in the FNO Ban list of the day.
FIIs were the net sellers in the index segment having sold Rs.944cr worth of futures and Rs.984cr of options contracts. However, they were the net buyers in the stock segment – Rs.1461cr and Rs.41cr of futures and options respectively.