Daily Derivatives Report – 23 Jul 2021

Nifty July 2021 futures closed at 15845, at a discount of 11 points over spot closing of 15856.
Among the stock futures of the current series, MPHASIS and JUBLFOOD gained the most whereas, IDEA and INDUSTOWERS were the top losers.
Long build up was seen the most in MPHASIS(28.5%) and MFSL(13.6%) whereas, short build up was seen in INDUSTOWERS(2.6%) and SIEMENS(1.7%). Positions in SUNPHARMA(-28.5%) and HDFCAMC(-16.3%) were covered the most while, most unwinding was seen in JSWSTEEL(27.7%) and NMDC(-17.5%).
In the index options segment, most OI additions were made at 15800(PE) and 16000(CE) levels while most reductions in OI was seen at 15700(CE) and 15750(CE) levels of Nifty.
Among the most active stock options, BHARTIARTL and ITC, most OI additions were made at 540(PE) and 215(CE) levels respectively while most reductions in OI was seen at 550(CE) and 210(CE) levels of the two.
In terms of market-wide position limits, HDFCAMC and MARICO gained the most whereas, MPHASIS and JUBLFOOD were the top losers.
CADILAHC, CANBK, IBULHSGFIN, NATIONALUM and SUNTV were in the FNO Ban list of the day.
In the index derivatives segment, a net of Rs.696cr of futures and Rs.989cr of options were bought by the FIIs. In the stock derivatives segment, a net of Rs.148cr of futures and Rs.256cr of options were bought.