Daily Derivatives Report – 15 Jun 2021

Nifty June 2021 futures closed at 15871, at a premium of 1.85 points over spot closing of 15869. BankNifty ended the day at 35296 with a premium of 46 points over the spot market.
Among the stock futures, GMRINFRA(14%) and GUJGASLTD(8.6%) were the top gainers while, NMDC(-3.2%) and SRTRANSFIN(-1.9%) were the top losers.
In the current series, highest OI build up was seen in GUJGASLTD(66.9%) and GMRINFRA(36.5%) while JUBLFOOD(33.4%) and PFC(10.7%) witnessed the most short build-up. Positions in PIDILITIND(-9.3%) and AMARAJABAT(-8%) were covered the most whereas traders distanced away from their positions in ADANIPORTS(-16.4%) and LTTS(-5.2%).
In the options segment, highest OI additions were made at 15800(PE) and 15900(PE) levels of Nifty whereas most reductions were at 15800(CE) of Nifty and 35000(CE) of Bank Nifty.
Among the most active stock options of the day, highest OI additions were made at 2260(CE)/800(CE) levels and most reductions at 2200(CE)/700(CE) levels of RELIANCE and ADANIPORTS.
PIDILITIND and MPHASIS were the top gainers in terms of market-wide position limits whereas GUJGASLTD and GMRINFRA were the top losers.
CANBK, IBULHSGFIN, NATIONALUM, PNB and SUNTV were in the FNO Ban list again for the day.
FIIs sold more contracts in the index segment with a net sell of Rs.11cr and Rs.594cr worth of futures and options respectively.
In the stock contracts, FIIs bought a net of Rs.752cr and sold a net of Rs.51cr worth of futures and options respectively.