Daily Derivatives Report – 27 Jul 2021

Daily Derivatives Report – 27 Jul 2021

Nifty July 2021 futures closed at 15733.90, at a discount of 12.55 points over spot closing of 15746.45.
Among the stock futures of the current series, MANAPPURAM and PFIZER gained the most whereas, APLLTD and DRREDDY were the top losers.
Long build up was seen in PFIZER(25.8%) and HINDALCO (9.5%) whereas, short build up was seen the most in DRREDDY(53.3%).
Short positions in MFSL(-39.3%) and JINDALSTEL(-38.4%) were covered the most while, most unwinding was seen in TORNTPOWER(-46.7%) and SUNTV(-46.6%).
In the index options segment, most OI addition was seen at 15850(CE) and 15700(CE) levels whereas, most reductions in OI was seen at 15800(PE) and 15750(PE) levels of Nifty.
Among the most active stock options, DRREDDY and BAJFINANCE, most OI additions was seen at 5000(CE) and 6400(CE) levels of the two options respectively. Most reductions in OI was seen in 5200(PE) and 6200(CE) levels.
GUJGASLTD and BAJAJ-AUTO gained the most in terms of market-wide position limits while, DRREDDY and PFIZER were the top losers in this regard.
CANBK, IDEA, NATIONALUM and SAIL were in the FNO Ban list of the day.
In the index derivatives segment, a net of Rs.608cr of futures were sold and Rs.3547cr worth of options were bought. In the stock derivatives segment, a net of Rs.105cr of futures and Rs.272cr of options were sold by the FIIs.


Open a Demat account with

– No. 1 Broker in India
– For Indian Stocks & MFs
– For Residents & NRIs
– Flat Brokerage per Order
– Best User Experience


Start investing in

– Start-Ups with Revenue
– Early & Growth Stages
– All Sectors
– Seed Stage to Series B
– Moderate to High Risk
– 3X to 10X Potential

Privacy Settings
We use cookies to enhance your experience while using our website. If you are using our Services via a browser you can restrict, block or remove cookies through your web browser settings. We also use content and scripts from third parties that may use tracking technologies. You can selectively provide your consent below to allow such third party embeds. For complete information about the cookies we use, data we collect and how we process them, please check our Privacy Policy
Consent to display content from - Youtube
Consent to display content from - Vimeo
Google Maps
Consent to display content from - Google
Consent to display content from - Spotify
Sound Cloud
Consent to display content from - Sound
Cart Overview

Startup Investing

Zerodha Account

Request a Report

We will do our best to share it within 2 working days:

For e.g. 15th March '20 to 18th March '20