Daily Derivatives Report – 11 Jun 2021

Nifty June 2021 futures closed at 15821, at a premium of 21.8 points over spot closing of 15799. Bank Nifty also ended the day with a premium of 117 points, ending the day at 35164.
Among the stock futures of the June series, AUBANK(6.24%) and SAIL(5.14%) were the top gainers whereas CONCOR(-1.67%) and L&TFH(-1.66%) were the top losers.
The highest OI build-up was seen in MPHASIS(46%) and COALINDIA(24.2%), which also touched its 52-week high today. Short build-up was seen the most in PIDILITIND(30.5%) and BHARATFORG(21.2%). Caution was exercised in covering positions in IBULHSGFIN(-16.27%) and GODREJCP(-16%) whereas positions in BATAINDIA(-11.1%) and MFSL(-4.92%) were unwinded the most.
In the index options segment, highest OI additions were made at 15000(PE)/15800(PE) levels whereas most reduction were seen at 14800(PE)/15700(CE) levels of Nifty, all signalling towards a higher support level above 14800 and bullish till 15800.
Among the stock options, most additions were made at 2500(CE)/7000(CE) and reductions at 2200(CE)/6100(CE) levels of RELIANCE and BAJFINANCE respectively.
GODREJCP and IBLUHSGFIN were the top gainers in terms of market-wide position limits whereas MPHASIS and PIDILITIND were the top losers.
BHEL, CANBK, IBLUHSGFIN, NATIONALALUM and SUNTV were in the FNO Ban list of the day.
FIIs were the net sellers again in the index segment as they sold Rs.121cr of futures and Rs.655cr of option contracts. In the stocks segment, a net of Rs.183cr of futures were bought and Rs.72cr of options were sold in the day.