Daily Derivatives Report – 20 Jul 2021

Nifty July 2021 futures closed at 15630, at a discount of 2 points over spot closing of 15632.
Among the stock futures of the current series, ACC and ASIANPAINT gained the most whereas, the top losers were INDIGO and ABRFL.
Long build up was seen the most in ASIANPAINT(39%) and ACC(37.5%) whereas, short build up was seen in PIIND(19.1%) and RAMCOCEM(12.4%). Positions in MINDTREE(-11.7%) and TCS(-9.7%) were covered the most while, most unwinding was seen in HCLTECH (-14.4%) and SBILIFE(-9.7%).
In the index options segment, most OI additions were seen at 15700(CE) and 15650(CE) levels of Nifty while, most reductions in OI was seen at 15700(PE) and 16500(CE) levels of Nifty.
Among the most active stock options, ASIANPAINT and ACC, most OI additions were made at 3200(CE) and 2200(PE) levels whereas, most reductions was seen at 3000(CE) and 2200(CE) levels of the two options respectively.
HCLTECH and MINDTREE gained the most in terms of market-wide position limits whereas, ASIANPAINT and ACC were the top losers in this regard.
CADILAHC, IBULHSGFIN, NATIONALUM, NMDC, PNB, SAIL and SUNTV were in the FNO Ban list of the day.
In the index derivatives segment, a net of Rs.1785cr of futures were sold and Rs.6924cr of options were bought. In the stock derivatives segment, a net of Rs.365cr of futures and Rs.320cr of options were sold.