Daily Derivatives Report – 13 Jul 2021

Nifty July 2021 futures closed at 15834, at a premium of 22 points over spot closing of 15812.
Among the stock futures of current series, ABFRL and MRF were the top gainers whereas NAUKRI and LTTS were the top losers.
ABFRL(83%) and MINDTREE(26.4%) saw the most long build up whereas short build up was seen the most in NAUKRI(16.3%) and TORNTPHARM(13.7%). Positions in IRCTC(-7.4%) and TVSMOTOR(-6.7%) were covered the most whereas GRANULES(-9.3%) MPHASIS(-6.7%) witnessed the most unwinding.
In the index options segment, most OI additions were made at 15800(PE) and 15950(CE) levels whereas most reduction was seen at 15700(CE) and 15800(CE) levels.
Among the most active stock options, ICICIBANK and TATAMOTORS, most OI additions were made at 660(PE) and 295(PE) levels whereas most reductions were made at 650(CE) and 350(CE) levels.
GRANULES and IRCTC gained the most in terms of market-wide position limits whereas ABFRL and MINDTREE were the top losers in this regard.
GRANULES, IBULHSGFIN, IDEA, NATIONALUM, NMDC, PNB and SAIL were in the FNO Ban list of the day.
In the index derivatives segment, FIIs bought a net of Rs.2572cr worth of futures and sold a net of Rs.6323cr worth of options. In the stock derivatives segment, a net of Rs.794cr and Rs.3.6cr worth of futures and options were bought respectively.