Daily Derivatives Report – 19 May 2021
In the FNO segment, Nifty Futures ended the day at a premium of 18.40 points over spot market at 15048.
PAGEIND(3.6%) and COALINDIA(3.6%) gained the most whereas PIIND(-6.2%) and TATAMOTORS(-5.8%) were the top losers in the May Series Futures.
For the near month contracts, highest OI build up was seen in VOLTAS(32.9%) and IRCTC(28.8%) whereas COFORGE(47.9%) and AARTIIND(24.9%) were shorted the most. Most positions were covered in DABUR(-9.5%) and CIPLA(-7.8%). Traders winded out of their positions the most from FINNIFTY(-10.7%) and NATIONALUM(-5.5%).
In the Index Option contracts expiring this tomorrow, highest additions were seen at 15250(CE) levels of Nifty whereas highest reductions were made at 15100(PE) of Nifty.
In the market-wide position limits, DABUR and CIPLA gained the most whereas COFORGE and VOLTAS were the top losers.
NATIONALUM, BHEL, CADILAHC, PNB, SAIL and SUNTV were put in the FNO Ban list today.
In the Index Futures contracts, FIIs were the net buyers at Rs.141.6 cr and net sellers of Rs.298.9 cr in the Index Options contracts.
FIIs sold a net of Rs.1425.7 cr of stock futures and Rs.84 cr in stock options.