Daily Derivatives Report – 14 Jun 2021

Nifty June 2021 futures closed at 15836, at a premium of 24 points over spot closing of 15812. Bank Nifty(-0.34%) and FinNifty(-0.39%) ended the day marginally in red, trailing the spot market.
TORNTPHARM(3.6%) and IBULHSGFIN(3.25%) were the top gainers in the stock futures whereas BHEL(-11.34%) and ADANIPORTS(-9.25%) lost the most.
In the current series of futures, TORNTPHARM and ICICIPRULI saw the most long build-up while ADANIPORTS and DLF witnessed the most short build-up. Positions in IBULHSGFIN and AUBANK were covered the most while traders steered clear of their positions in BHEL and BHARATFORG.
In the index options segment, most OI additions were made at 15300(PE)/15700(PE) levels and most reductions at 16300(CE)/14600(PE) levels of Nifty.
Among the most active stock options, RELIANCE and ADANIPORTS, most OI additions and reductions were made at 2300(CE)/800(CE) levels and 2200(CE)/900(CE) levels respectively.
BHEL and IBULHSGFIN were the top gainers in terms of market-wide position limits whereas TORNTPHARM and ADANIPORTS were the top losers.
BHEL, CANBK, IBULHSGFIN, NATIONALUM and SUNTV were put into the FNO Ban list of the day.
In the index segment, FIIs sold a net of Rs.2637cr of futures, third straight session, and bought a net of Rs.4139cr of option contracts, after three sessions of selling.
In the stocks derivatives, a net marginal Rs.18cr was sold in options and Rs.778cr was bought in futures.