Daily Derivatives Report – 20 May 2021
It was the weekly expiry day and Nifty May 2021 futures closed at 14938 today, at a premium of 31.95 points over the spot market.
IBULHSGFIN(9.68%) and BOSCHLTD(7.5%) were the top gainers in the Futures of May Series whereas SAIL(-5.32%) and TATASTEEL(-4.91%) were the top losers.
For the series ending May 27, BOSCHLTD(109%) and CUMMINSIND(38.41%) witnessed the highest OI build-up whereas BANKNIFTY(39.66%) and FINNIFTY(34.07%) were shorted the most. Positions in AARTIIND(-18.32%) and PNB(-9%) were covered the most whereas traders pulled out the most from ADANIPORTS(-27.06%) and SUNTV(-14.97%).
Highest additions in Index Option OI were seen at 15000(CE) and 15100(CE) whereas most reductions were made at 13400(PE) and 16100(CE) levels.
In the stock options OI, TATASTEEL at 1120(CE) and 1140(PE) levels and RELIANCE at 2000(CE) and 1900(PE) were added and reduced the most respectively.
In the market-wide position limits, AARTIIND and TRENT were the top gainers. BOSHCLTD and BRITANNIA were the top losers.
NATIONALUM, CADILAHC and SAIL were put into the FNO Ban list today.
In the Index contracts, FIIs sold a net of Rs.960.9 cr worth of Futures and bought a net of Rs.5879.47 cr of option contracts.
In the stock contracts, FIIs were the net sellers of Rs.1896.7 cr of futures and options worth Rs.15.69 cr were sold.
