Daily Derivatives Report – 19 Jul 2021

Nifty July 2021 futures closed at 15761, at a premium of 9 points over spot closing of 15752.
Among the stock futures of the current series, PIIND and BEL gained the most whereas, INDUSTOWER and L&TFH were the top losers.
For the current series, ACC(18.6%) and PIIND(15.7%) witnessed the most long build up while HDFCBANK(15.2%) and HCLTECH(11.9%) were shorted the most. Positions in BPCL(-7%) and SUNTV(-4.9%) were covered the most whereas, most unwinding was done in ADANIPORTS(-24.6%) and MINDTREE(-8.4%).
Among the index options, most OI additions were seen at 15800(CE) and 15850(CE) levels whereas, most OI reductions were seen at 15900(PE) and 15850(PE) levels of Nifty.
The most active stock options were RELIANCE and HDFCBANK. Most OI additions in the two options were made at 2120(CE) and 1500(CE) levels while, most reductions were seen at 2000(PE) and 1520(PE) levels.
MINDTREE and IDEA gained the most market-wide positions whereas, NATIONALUM and HDFCBANK were the top losers in this regard.
IBULHSGFIN, IDEA, NMDC, PNB, SAIL and SUNTV were in the FNO Ban list of the day.
With regards to the FII data, in the index derivatives segment, a net of Rs.2069cr of futures and Rs.2676cr of options were sold. In the stock derivatives segment as well, a net of Rs.807cr and Rs.376cr worth of futures and options respectively, were sold by the FIIs.