Daily Derivatives Report – 12 Jul 2021

Nifty July 2021 futures closed at 15709.85, at a premium of 17.25 points over spot closing of 15692.60.
Among the stock futures of current series, PAGEIND and FEDERALBNK were the top gainers whereas HINDPETRO and METROPOLIS were the top losers.
GRANULES(18.5%) and PAGEIND(18.37%) saw long build up whereas  METROPOLIS(14.18%) and MINDTREE(11.8%) witnessed most short build up. Positions in PFC(-5.5%) and RECLTD(-3.77%) were covered the most while, most unwinding was done in TCS(-3.5%) and MARICO(-3.1%).
In the options segment, most OI additions were seen at 15800(CE) and 15850(CE) levels while most reductions were at 15000(PE) and 14800(PE) levels of Nifty.
Among the most active stock options, TATASTEEL and TCS, most OI additions were made at 1300(CE) and 3200(CE) levels. Most reductions in OI in the two options were made at 1170(CE) and 3400(CE) levels.
PFC and NAM-IND were the top gainers in terms of market-wide position limits whereas GRANULES and PAGEIND the top losers in the category.