Daily Derivatives Report – 25 Jun 2021

Nifty July 2021 futures closed at 15894, at a premium of 34 points over spot closing of 15860.
In the July series futures, IDEA and NATIONALUM gained the most while BAJAJ-AUTO and NTPC were the top losers.
PAGEIND(10.3x) and PIIND(9.23x) witnessed the highest OI build-up while COLPAL(7.3x) and NESTLEIND(4.4x) were shorted the most. Positions in NTPC were unwinded the most whereas positions in FINNIFTY(-88.5%) were covered the most.
In the index options segment, most OI additions were made at 15000(PE)/16400(CE) levels of Nifty whereas most reductions in OI were made at 15800(CE)/34500(CE) levels of Nifty and Bank Nifty respectively.
Among the most active stock options, TATASTEEL and APOLLOHOSP, highest OI additions were made at 1200(CE)/3600(CE) levels and most reductions at 1100(CE)/3300(CE) levels.
In terms of market-wide position limits, PAGEIND and AUBANK gained the most whereas NAVINFLUOR and IDEA were the top losers.
In the index derivatives segment, FIIs sold a net of Rs.857cr and Rs.147cr worth of futures and options respectively.
In the stocks derivative segment, a net of Rs.43cr of futures was bought and Rs.297cr worth of options were sold.