Daily Derivatives Report – 24 Jun 2021

It was the weekly expiry day and Nifty July 2021 futures closed at 15839, at a premium of 48.65 points over spot closing of 15790.
Among the current futures series, COFORGE and  INFY gained the most whereas IDEA and RELIANCE were the top losers.
Among the ones with most position covering were PAGEIND(-75.7%)  and CUB(-57%) while most unwinding were done in TRENT(-69%) and TORNTPHARM(-647%).
In the options segment, highest OI addition were made at 16100(CE)/15700(PE) levels of Nifty whereas highest reductions were made at 34600(CE)/34000(CE) levels of Bank Nifty.
Among the most active stock options, HDFCBANK and INFY, highest OI additions were seen at 1600(CE)/1600(CE) levels and most reductions at 1400(PE)/1500(CE) levels.
NTPC and BATAINDIA were the top gainers in terms of market-wide position limits while RELIANCE and CUB were the top losers.
IDEA and SUNTV were in the FNO Ban list today as well.
In the capital market segment, FIIs bought a net of Rs.1780cr worth of index futures and sold a net of Rs.8811cr of index options. In the stock contracts, a net of Rs.23cr worth futures were sold and a net of Rs.1391cr of option contracts were bought.