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.