Daily Derivatives Report – 12 May 2021
Nifty May 2021 futures closed at 14708.90 (LTP) on Wednesday, at a premium of 12.40 points over spot closing of 14696.50.
GODREJCP and Vodafone Idea were the top gainers for May 27 Futures series whereas GRANULES and SAIL lost the most.
The top losers were CholaFin and Fin Co, SAIL and Granules.
FIIs were the Net Buyers in Futures at Rs. 555.70 cr.
GODREJCP, Siemens and CumminsInd saw the highest build up. CholaFin, Voltas and FINNIFTY were shorted the most. LTTS, CANBK and PNB witnessed the highest coverage. Investors unwinded their positions the most out of NATIONALUM, NAM-INDIA and BEL.
In the Options segment, TATASTEEL, TATAMOTORS and SBIN had the highest OI additions to the active options.
For the May 20 series Options, most OI additions to the call and put options were made at a strike price of 15500 and 13500 levels of NIFTY respectively whereas most OI reductions were seen at 32900 of BANKNIFTY and 17000 of FINNIFTY.
FIIs were the Net Sellers in Options at Rs. 10,252.92 cr.
NAM-INDIA, CANBK and PNB were the market-wide position gainers whereas GODREJCP, CholaFin and Voltas lost the highest positions market-wide.
CANBK, PNB, NATIONALUM and SUNTV were placed in the F&O banned list.
