Daily Derivatives Report – 22 Jun 2021

Nifty June 2021 futures closed at 15757, at a discount of 15.75 points over spot closing of 15772.
Among the current series of futures, GMRINFRA and PEL gained the most while, AARTIIND and NAUKRI were the top losers. Among the futures with most position covering were COLPAL(-53.6%) and SHREECEM(-49.7%) while positions in SUNPHARMA(-39%) and RAMCOCEM(-37.8%) were unwinded out of the most. AARTIIND(67.7%) was shorted the most.
In the options segment, the highest OI addition were made at 15900(CE)/15800(CE) levels and most reductions at 15700(CE)/15000(PE) levels of Nifty.
Among the most active stock options, RELIANCE and MARUTI, highest OI additions were made at 2280(CE)/7200(PE) levels and most reductions at 20009(CE)/7000(CE) levels.
JUBLFOOD and LALPATHLAB gained the most market-wide position limits whereas AARTIIND and GUJGASLTD were the top losers.
IDEA and SUNTV were put in the FNO Ban list of the day.
In the capital market segment, FIis were the net buyers of Rs.669cr and Rs.6839cr worth index futures and options respectively.
However, they were the net sellers of Rs.337cr worth stock futures and a bought a net of nominal Rs.10cr worth of stock options.