Daily Derivatives Report – 17 Jun 2021

It was the weekly options expiry today and the Nifty June 2021 futures closed at 15681, at a discount of 10.45 points over spot closing of 15691.
Among the stock futures of current series, GUJGASLTD(4.14%) and UBL(2.33%) were the top gainers while ADANIPORTS and ADANIENT were again in the red zone despite the Adani Group’s clarification on the matter surfaced three days ago.
Highest long build-up for the June Series was seen in TRENT(45.75%) and MARICO(15%) whereas highest short build-up was seen in MFSL(27.5%) and ASHOKLEY(9.2%). Positions in SUNTV(-14.7%) and ICICIPRULI(-11.7%) were shorted the most while positions were unwinded from GRASIM(-35.7%) and ESCORTS(-27.6%).
In the options segment, highest OI additions were seen at 15700(CE)/16500(CE) levels and reductions at 15800(PE)/13900(PE) levels of Nifty.
Among the most active stock options RELIANCE and ADANIENT, highest OI additions were made at 2200(CE)/1400(CE) levels and most reductions at 2260(CE)/1400(CE) levels respectively.
In terms of market-wide position limits, ESCORTS and NAVINFLUOR gained the most. TRENT and SUNTV were the top losers.
In the capital market segment, FIIs were the net sellers in both index and stock segments. A total of Rs.377cr worth of index futures and Rs.1.5cr of index options were sold. In the stock segment, Rs.459cr worth futures and Rs.87cr of option contracts were sold.       
ESCORTS, BHEL, CANBK, PNB, NATIONALUM and ADANIPORTS were in the FNO Ban list of the day.