Daily Derivatives Report – 7 Jul 2021

Nifty July 2021 futures closed at 15897.65, at a premium of 18.00 points over spot closing of 15879.65.
Among the stock futures of the current series, BHEL and NATIONALUM were the top gainers. TITAN and PVR were the top losers.
Long build up was seen the most in INDHOTEL(105%) and BERGEPAINT(33%) whereas short build up was seen in TITAN(20.2%) and TATAMOTORS(15.5%). Positions in NATIONALUM(-7%) and NMDC(-6.8%) were covered the most while maximum unwinding was seen in ALKEM(-2.7%) and PNB(-1.7%).
In the index options segment, most OI additions were made at 15800(PE) and 15750(PE) levels whereas most reductions in OI were seen at 16200(CE) and 16050(CE) levels of Nifty.
Among the most active stock options, TATAMOTORS and TATASTEEL, most OI additions were made at 320(CE) and 1200(PE) levels respectively. Highest reductions in OI in the two options were made at 330(PE) and 1200(CE) levels.
NATIONALUM and NMDC gained the most positions market-wide whereas, INDHOTEL and BERGEPAINT were the top losers in terms of market-wide position limits.
IBULHSGFIN, PNB, NATIONALUM and NMDC were in the FNO Ban list of the day.
In the index derivatives segment, a net of Rs.318cr futures was sold and a net of Rs.91cr options were bought. In the stock derivatives segment, a net of Rs.196cr of futures were bought and a net of Rs.109cr worth of option contracts were sold.