Daily Derivatives Report – 30 Jun 2021

Nifty July 2021 futures closed at 15747, at a premium of 25 points over spot closing of 15721.
Among the stock futures of the current series, CUMMINSIND and PFC gained the most whereas AUBANK and IDFCFIRSTB were the top losers.
For the current series, most long build up was seen in NAVINFLUOR(23.8%) and SRF(21.4%) whereas most short positions were made in CIPLA(25.9%) and IRCTC(22.7%).
Positions in MOTHERSUMI(-5.1%) and LALPATHLAB(-4.1%) were covered the most while most unwinding was done in MARICO(-8.9%) and UBL(-7.4%).
In the options segment, most OI additions were seen at 15850(CE)/15750(CE) levels of Nifty while most reductions were seen at 37000(CE) level of Bank Nifty and 16300(CE) level of Nifty.
Among the most active stock options, INFY and KOTAKBANK, most OI additions were made at 1620(CE)/1700(PE) levels whereas most reduction in OI was seen at 1560(CE)/1820(CE) levels respectively.
MARICO and UBL gained the most market-wide position limits whereas CIPLA and IRCTC were the top losers in this category.
NATIONALUM was the only derivative in the FNO Ban list of the day.
In the index derivatives segment, FIIs bought a net of Rs.446cr of futures and Rs.405cr worth of options. In the stock derivatives segment, FIIs were the net sellers of Rs.545cr and Rs.149cr worth of futures and options respectively.