Daily Derivatives Report – 11 May 2021
Nifty Futures closed at 109.65 points down at 14875. Nifty May 2021 futures closed at 14874.55 (LTP) on Tuesday, at a premium of 23.80 points over spot closing of 14850.75
Power and industrial companies were the top gainers whereas metal honchos were the top losers in the futures index.
FII pulled out a net of Rs. 2,220.16 cr and Rs. 3,240.45 cr from Index Futures and Index Options respectively.
Nifty50 and BankNifty traded in huge volumes, topping the chart.
For the May 12 series Options, most additions to the call and put options were made at a strike price of 15100 and 14650 respectively in Nifty Options.
Highest reductions were seen at 15500(CE) and 14900(PE) levels, also for the broader Nifty Options.
Siemens, Concor and BHEL saw the highest build-up with a 27-61% increase in OI.
Alkem, UltraCem and TataConsum witnessed a wind of change with a covering of 6.6-7.8%.
Granules, CumminsInd and LTI were shorted the most with a 24-32% increase.
Investors unwinded out of their positions from Nifty Fin index, Nippon Life and National Aluminium by 6-11%.
National Aluminium, PNB and SunTV have been placed in the F&O Ban List.
Ultratech, Nippon Life and Alkem gained the most in market-wide position and Siemens, Concor and Granules were at the bottom.
