Daily Derivatives Report – 18 Jun 2021

Nifty June 2021 futures closed at 15727, at a premium of 44 points over spot closing of 15683.
In the current series futures, IDEA and ADANIENT gained the most while MGL and HINDPETRO were the top losers. LALPATHLAB (14.14%) witnessed the highest long build-up whereas MPHASIS (10.3%) and NTPC(6%) saw short build-up. Positions in SUNTV(-23.9%) and HDFCLIFE(-19.7%) were covered the most while traders steered clear from their positions in TRENT(-20.9%) and CADILAHC(-18.6%).
In the options segment, highest OI addition was seen at 15000(PE)/15200(PE) levels whereas most reductions were made at 14000(PE)/16200(PE) levels of Nifty.
Among the most active stock options, RELIANCE and SBIN, highest OI additions were made at 2140(PE)/410(CE) levels and most reductions at 2200(CE)/440(CE) levels.
TRENT and ICICIGI were the market-wide position limits gainers whereas LALPATHLAB and MPHASIS were the top losers.
BHEL, CANBK, PNB, ESCORTS and ADANIPORTS were again in the FNO Ban list.
Like yesterday, FIIs were the net sellers in the index derivatives segment as they sold a net of Rs.101cr and Rs.425cr worth of futures and options contracts respectively. In the stock contracts, Rs.221cr worth of futures were sold and a net of Rs.386cr of options were bought by the FIIs.