Daily Derivatives Report – 18 May 2021
Nifty Futures trailed the index and ended 1.33% higher at 15151.
In the Series expiring on May 27th, CONCOR(7.45%) and ASHOKLEY(6.72%) were the highest gainers whereas CANBK(-4.23%) and GODREJCP(-2.73%) were among the top losers.
ASHOKLEY(18.3%) and MINDTREE(15.3%) saw the most build up whereas BHARTIARTL(12.5%) and AARTIIND(12%) were among the most shorted.
Positions in ESCORTS(-17.29%) and LT(-13.21%) were covered the most whereas CANBK(-10.47%) and DIVISLAB(-3.19%) witnessed the most unwinding.
In the Index Options contracts expiring 20th May, highest OI additions were seen at 15000(PE) and 15600(CE) levels of Nifty. The highest reductions in OI were seen at 15000(CE) levels of Nifty and 31000(PE) of BankNifty.
FIIs bought a net of Rs.3076 cr in the index futures and net sellers of Rs.956 cr in stock futures.
FIIs were the net buyers in the index options as well of Rs.5961 cr and Rs.173 cr in stock options.
In the market-wide position limits, ESCORTS and LT gained the most whereas ASHOKLEY and BHARATFORG were the top losers.
The new additions to the FNO Ban list are CADILAHC, BHEL, CANBK, SAIL, PNB and SUNTV.
