Daily Derivatives Report – 21 May 2021

Nifty May 2021 Futures closed at 15222, at a premium of 46.70 points over spot market. BankNifty gained the most with an uptick of 4.2%.
BANKBARODA and TORNTPOWER were the top gainers whereas HAVELLS and BOSCHLTD were the bottom two.
In the series  ending on May 27, Highest OI interest was seen in FINNIFTY(266.8%) and BANKNIFTY(61.89%) whereas CONCOR(3.9%) and PAGEIND(3.57%) were shorted the most.
Positions were covered the most in ULTRACEMCO(-19.99%) and IBULHSGFIN(-16.74%). Positions were unwinded the most out of GRASIM((-37.61%) and ZEEL(-15.38%).
In the index options segment, highest additions in OI were made at 15000(PE) and 15100(PE) levels whereas most reductions were seen at 15000(CE) and 15100(CE).
Among the stock options , highest OI additions and reductions were seen at 410(CE) and 390(CE) levels of SBIN and at 2020(CE) and 2000(CE) levels of Reliance respectively.
Among the market-wide position limit numbers, AMBUJACEM and TRENT were the top gainers whereas TORNTPOWER and SBIN were the top losers.
New additions to the FNO Ban list were NATIONALUM, BHEL, CADILAHC, PNB and SAIL.
In the index futures segment, FIIs were the net buyers of Rs.1481 cr and net sellers of Rs.966 cr worth of contracts.
In the stock futures, FIIs sold a net of Rs.1004 cr and bought a net of Rs.499 cr worth of contracts.