Daily Derivatives Report – 30 Jul 2021

On the first day of August Futures, the index closed at 15785, at a premium of 21.95 points over spot closing of 15763.05.
Among the stock futures of the August series, SUNPHARMA and SRF gained the most while, MOTROPOLIS LALPATHLAB were the top losers.
Long build up was seen the most in VEDL(881%) and ADANIPORTS(735%) whereas short build up was seen the highest in JSWSTEEL(638%) and NESTLEIND(594%). Short positions in LTTS(-30.2%) and ONGC(-2.8%) were covered the most.
In the index options segment, most OI additions were seen at 15900(CE) and 16300(CE) while, most reductions were seen at 16100(PE) and 14900(PE) levels of Nifty.
Among the most active stock options, SUNPHARMA and TECHM, most OI additions were seen at 800(CE) and 1300(CE) levels while, most reductions in OI were at 700(CE) and 1140(CE) levels.
MGL and RAMCOCEM gained the most in terms of market-wide positions whereas, LALPATHLAB and SRF lost the most ground.
In the index derivative segment, a net of Rs.1884cr of futures and Rs.1887cr of options were sold by the FIIs. In the stock derivatives segment, Rs.2313cr worth of futures were bought and Rs.744cr worth of option contracts were sold.