Daily Derivatives Report – 8 Jun 2021

Nifty June 2021 futures closed at 15764, at a premium of 24 points over spot closing of 15740.
In the current series of futures, alongside a host of chemical and pharma peers, PEL and NAVINFLUOR gained the most whereas NMDC and NATIONALUM were the top losers.
TORNTPOWER and NAVINFLUOR saw the highest long build-up whereas BATAINDIA and POWERGRID were shorted the most. Positions in BOSCHLTD(-7.82%) and HCLTECH(-7.14%) were covered the most from while PNB(-4.32%) and ICICIPRULI(-3.87%) saw the most unwinding.
In the index options segment, highest OI additions were seen at 16000(CE) and 37000(CE) levels of Nifty and BankNifty respectively. Most reductions were made at 37500(CE) and 38000(CE) levels of BankNifty. Among the stock options, most additions and reductions were made at 2200(CE)/2000(PE) levels of RELIANCE and at 2200(CE)/2000(CE) levels of PEL.
BOSCHLTD and HCLTECH gained the most in terms of market-wide position limits while TORNTPOWER and NAVINFLUOR lost the most.
IBULHSGFIN, PNB, SAIL and SUNTV were added to the FNO Ban list of the day.
In the index segment, FIIs sold a net of Rs.67cr of futures and Rs.857cr of options contracts whereas in the stocks segment, they sold a net of Rs.523cr worth of futures and Rs.221cr worth of options contracts.