Daily Derivatives Report – 26 Jul 2021

Nifty July 2021 futures closed at 15818, at a discount of 6.45 points over spot closing of 15824.45.
Among the stock futures of the current series, the top gainers were COROMANDEL and APOLLOHOSP whereas, NAVINFLUOR and M&MFIN were the top losers.
Long build up was seen the most in PVR(15.5%) and SBILIFE(11.6%) whereas, short build up was seen in NAVINFLUOR(19.45%) and M&MFIN(0.64%). Short positions in EICHERMOTOR(-32.2%) and ULTRACEMCO(-27%) were covered the most while, most unwinding was done in CUMMINSIND(-23.5%) and MINDTREE(-23%).
In the index options segment, most OI addition was seen at 15800(CE) and 15900(CE) levels while, most reductions were made at 15000(PE) and 14800(PE) levels of Nifty.
Among the most active stock options, ICICIBANK and ITC, most OI additions were seen at 670(PE) and 215(CE) levels of the two options respectively. Most reductions in OI was seen at 670(CE) and 210(CE) levels.
BAJAJ-AUTO and ULTRACEMCO gained the most in terms of market-wide position limits while, NAVINFLUOR and SBILIFE lost most traction.
CADILAHC, CANBK, IDEA, NATIONALUM and SUNTV were in the FNO Ban list of the day.
In the index derivatives segment, a net of Rs.74cr of futures were bought and a net of Rs.3767cr of options were sold by the FIIs. In the stock derivatives segment, a net of Rs.709cr of futures and Rs.165cr of options were bought by the FIIs.