Daily Derivatives Report – 29 Jul 2021

Nifty August 2021 futures closed at 15812.00, at a premium of 33.55 points over spot closing of 15778.45.
In the August series futures, COFORGE and HINDALCO gained the most while, POWERGRID and COLPAL were the top losers.
Short covering was seen the most in MOTHERSUMI(-63.4%) and VEDL(-61.6%) whereas, most unwinding was done in PAGEIND(-68.6%) and BOSCHLTD(-64.2%).
In the options segment, most OI addition was seen at 16000(CE) and 15000(PE) levels while most reduction was seen at 15700(CE) and 15600(CE) levels of Nifty.
Among the most active stock options, RELIANCE and TATASTEEL, most OI additions were seen at 2100(CE) and 1500(CE) levels whereas, most reduction in OI was seen at 2040(CE) and 1200(CE) levels.
LTTS and IDEA gained the most in terms of market-wide position limits whereas, MGL and LTI were the top losers.
IDEA and SUNTV were put in the FNO Ban list of the day.
In the index options segment, a net of Rs.1054cr of futures were bought and Rs.564cr worth of option contracts were sold. In stock derivatives segment, a net of Rs.1877cr of futures and Rs.1748cr of options were bought.