Daily Derivatives Report – 22 Jul 2021

Nifty July 2021 futures closed at 15823, at a discount of 0.60 points over spot closing of 15824.
Among the stock futures of the current series, JUBLFOOD and MANAPPURAM gained the most whereas, PIIND and HINDUNILVR were the top losers.
Long build up was seen the most in JUBLFOOD(44.5%) and MPHASIS(33.3%) while, short build up was most seen in BAJAJ-AUTO(35.6%) and HINDUNILVR(36.3%). Short covering was done the most in SAIL(-21.1%) and PNB(-19.7%) whereas, most unwinding was seen in ACC(-13.25%) and ASIANPAINT(-11.7%).
In the index options segment, most OI addition was seen at 16000(CE) and 15800(PE) levels of Nifty. Most reduction in OI was seen at 15700(CE) and 15600(CE) levels.
Among the most active stock options, BAJFINANCE and HINDUNILVR, most OI additions was seen at 6200(PE) and 2500(CE) levels of the two options respectively. Most reductions were seen at 6200(CE) and 2400(PE) levels of the two.
ACC and INFY gained the most in terms of market-wide position limits whereas, JUBLFOOD and HINDUNILVR were at the bottom of the list.
CADILAHC, CANBK, IBULHSGFIN, NATIONALUM, NMDC and SUNTV were in the FNO Ban list of the day.
In the index derivatives segment, FIIs bought a net of Rs.1152cr of futures and sold a net of Rs.4439cr of options.
In the stock derivatives segment, a net of Rs.1497cr of futures were bought and Rs.382cr of options were bought.