1
Derivatives Rollover Report |August 28, 2020
For Private Circulation Only
NIFTY & PCR Graph
Monthly Gainers
Scrip Price
Price
Change
(%)
Open
Interest
Change
(%)
ADANIENT 287.50
63.54
13636000
(12.21)
ZEEL 210.30
49.36
32955000
1.03
ASHOKLEY 73.40
49.04
17865000
(55.69)
TATAMOTORS 144.65
39.29
72110700
(9.20)
JSWSTEEL 289.85
34.97
49428900
18.72
Note: Stocks which have more than 1000 contract in Futures OI.
Monthly Losers
Scrip Price
Price
Change
(%)
Open
Interest
Change
(%)
CONCOR
395.05
(12.02)
4402971
7.85
MUTHOOTFIN
1197.40
(8.48)
2258250
(24.31)
SBILIFE
845.05
(7.79)
6737250
6.69
BHARTIARTL
512.75
(6.95)
104196492
26.26
BANDHANBNK
312.30
(6.87)
24579000
150.64
Note: Stocks which have more than 1000 contract in Futures OI.
Nifty started the August series tad above the 11100 mark. After some initial hiccup in the first couple of sessions of new
series, the index resumed its upmove an
d crept higher throughout the rest of the series. The intermediate declines were
bought into and the index eventually ended at its six months high at 11560.
During the series, Nifty witnessed long formations as price upmove was supported by rise in open
interest. The Banking
index consolidated in a range for most part of the series, but we witnessed good momentum in the expiry week which was
due to long formation. The rollover in Nifty is at 79.82 percent versus its average of 78.82 percent whereas rollo
ver in Bank
Nifty is at 77.91 percent which is also in line with its average. FII’s formed long positions in the index futures segment an
d
they have rolled their long positions to the September series. Their ’Long Short Ratio’ at the start of new series is
at 75
percent which is a bullish sign. For the initial part of the series, 11500 is seen as the immediate support for Nifty whereas
resistances are seen around 11800 followed by the 12000 mark.
The above rollover data and the FII’s positions indicate bullishness and hence, traders are advised to trade with a positive
bias and look for stock/sector specific buying opportunities from a near term perspective. If the index breaks the 11500
mark, then one should reassess the data and trade accordingly.
Indices Change
INDEX Price
Price
Change
(%) Rollover
3
month
avg.
NIFTY
11559.25 4.39
79.92
78.82
BANKNIFTY
23600.35 9.11
77.91
77.94
-
- -
- -
-
- - - -
-
- - - -
Derivatives Rollover Report
For Private Circulation Only
2
Scrip Price
Price
Change
(%) OI Futures
OI
Change
(%) COC (%) PCR-OI
Rollover
(%)
Average
Rollover
(3month)
(%)
AUTO & AUTO ANCILLARIES
AMARAJABAT 739.00
5.81
1008000
(25.88)
-4.92
0.06
96.09
92.25
APOLLOTYRE 135.45
24.78
13855000
27.11
-0.48
0.34
93.74
94.74
ASHOKLEY 73.40
49.04
17865000
(55.69)
16.18
1.07
61.93
80.33
BAJAJ-AUTO 3051.35
(0.23)
1703250
18.14
3.62
0.33
98.09
95.66
BALKRISIND 1384.75
8.96
1412000
(45.14)
5.77
0.67
93.24
87.27
BHARATFORG 513.00
32.66
4638000
(6.59)
5.36
0.32
84.07
91.46
BOSCHLTD 14193.60
9.85
102500
3.07
4.48
0.368
96.93
97.86
EICHERMOT 2245.30
6.38
2608550
(2.97)
5.22
0.31
92.45
94.02
ESCORTS 1161.40
2.35
2571800
27.76
5.92
0.35
97.50
89.62
EXIDEIND 174.60
13.12
9561600
(12.02)
1.87
0.30
96.62
91.67
HEROMOTOCO 3142.40
15.80
1959300
(50.36)
0.27
0.54
88.09
89.48
M&M 638.95
6.31
14277200
0.51
4.50
0.50
96.38
94.69
MARUTI 7124.90
14.38
2037500
(21.75)
4.86
0.83
92.73
95.92
MOTHERSUMI 117.60
25.31
24577000
14.29
7.81
0.77
89.82
93.07
MRF 59486.80
(3.00)
49350
150.51
3.75
0.47
98.90
95.98
TATAMOTORS 144.65
39.29
72110700
(9.20)
3.61
1.09
92.20
91.73
TVSMOTOR 452.65
14.32
5496400
8.06
-18.45
0.27
91.39
91.77
BANKING & FINANCIALS
AXISBANK 474.75
11.21
48273600
(11.39)
4.68
0.64
90.54
94.44
BAJAJFINSV 6548.45
5.61
718375
(12.58)
3.53
0.31
89.74
92.39
BAJFINANCE 3615.45
13.09
5047750
(15.55)
-6.10
0.78
95.61
93.32
BANKBARODA 49.00
6.41
55456600
31.91
8.03
0.49
96.11
93.94
CANBK 106.60
8.11
9265000
(4.88)
12.97
0.44
82.91
90.48
CHOLAFIN 238.25
12.91
5280000
12.58
-14.34
0.83
91.47
84.94
FEDERALBNK 56.25
3.69
93627500
91.53
3.49
0.55
69.62
86.30
HDFC 1869.65
2.89
26064300
(5.45)
3.88
0.75
95.28
97.69
HDFCBANK 1109.40
5.61
36715800
17.79
-3.16
0.60
93.62
94.83
IBULHSGFIN 221.55
10.64
15726300
46.36
13.07
0.47
92.93
86.14
ICICIBANK 393.10
13.58
123400750
(6.59)
2.99
0.62
94.97
96.26
ICICIPRULI 451.15
(0.64)
7957500
5.36
6.24
0.27
97.50
94.24
INDUSINDBK 607.75
16.46
33920800
29.98
4.09
0.96
97.13
96.93
KOTAKBANK 1413.25
2.52
11082400
28.69
-6.20
0.53
97.47
93.81
L&TFH 71.15
18.19
33843600
27.88
1.83
0.49
92.05
88.56
LICHSGFIN 297.50
15.02
9278000
12.35
-27.24
0.46
83.14
86.85
M&MFIN 141.65
4.28
17815812
10.42
6.94
0.36
87.31
83.43
MANAPPURAM 155.35
(5.48)
18444000
(5.94)
0.84
0.63
92.48
93.10
Derivatives Rollover Report
For Private Circulation Only
3
Scrip Price
Price
Change
(%) OI Futures
OI
Change
(%) COC (%) PCR-OI
Rollover
(%)
Average
Rollover
(3month)
(%)
MFSL 605.90
7.37
1974700
22.01
5.40
0.28
74.35
83.10
MUTHOOTFIN 1197.40
(8.48)
2258250
(24.31) 1.04
0.61
92.02
90.72
PFC 97.80
18.62
43542600
(16.58) 4.01
0.79
96.54
97.48
PNB 35.60
11.95
23352000
(56.95) 11.08
0.49
63.01
84.24
RBLBANK 203.40
22.57
21364200
37.94
3.86
0.49
94.13
92.11
RECLTD 111.10
9.73
19596000
2.35
4.12
0.56
96.31
94.72
SBIN 216.75
15.97
118104000
14.65
6.65
0.63
93.99
94.34
SRTRANSFIN 724.80
5.66
4682340
91.75
7.96
0.41
96.92
91.91
CAPITAL GOODS & INFRASTRUCTURE
ADANIPORTS 352.45
12.33
28082500
(9.78) 7.07
0.26
98.16
98.35
BHEL 39.55
7.18
30702000
(19.80) 11.64
0.51
73.43
86.58
GMRINFRA 26.00
16.07
65205000
(20.12) 15.22
0.78
75.31
86.45
HAVELLS 652.25
12.86
5779000
0.40
-1.70
0.33
97.55
97.78
LT 979.95
8.49
10469800
8.85
5.81
0.41
93.88
87.34
SIEMENS 1221.25
6.79
1779250
(5.90) 6.71
0.58
95.06
96.89
VOLTAS 657.90
11.55
1920000
(25.29) -9.83
0.16
88.77
87.59
CEMENT
ACC 1404.20
(2.89)
2500500
2.35
3.86
0.31
98.74
97.47
AMBUJACEM 222.20
0.38
13437000
(31.01) 5.01
0.29
90.59
95.93
GRASIM 686.65
13.65
18323600
6.14
3.04
0.49
98.10
97.39
RAMCOCEM 714.20
2.60
1144100
(19.59) 0.91
0.83
97.18
96.76
SHREECEM 21633.90
0.73
116900
(25.16) 6.41
0.43
95.20
95.84
ULTRACEMCO 4065.50
(2.57)
2102000
(15.06) 5.76
0.54
93.73
94.40
CHEMICAL & FERTILIZERS
PIDILITIND
CHEMICALS & FERTILIZERS
PIDILITIND 1475.30
8.99
3124500
(15.10)
3.90
0.40
96.33
97.52
TATACHEM 330.95
6.40
6520000
135.72
6.73
0.39
96.11
94.66
UPL
498.15
7.28
9828000
(37.09)
3.67
0.47
95.74
91.33
Consumer Goods & FMCG
ASIANPAINT 1992.55
13.95
4010400
(26.07)
6.61 0.60
95.37
97.02
BERGEPAINT 564.60
7.10
3281300
(10.77)
4.52 0.61
95.49
93.71
BRITANNIA 3832.20
0.33
928800
(29.70)
5.33 0.69
92.51
89.05
COLPAL 1409.90
(1.87)
3052000
(0.16)
5.20 0.83
98.26
97.85
CONCOR
556.00
(5.86)
7139784
40.51
7.43
0.32
99.05
94.03
Derivatives Rollover Report
For Private Circulation Only
4
Scrip Price
Price
Change
(%) OI Futures
OI
Change
(%) COC (%) PCR-OI
Rollover
(%)
Average
Rollover
(3month)
(%)
DABUR 494.45
0.56
10946250
10.82
3.44
0.45
97.94
88.53
GODREJCP 682.15
(0.23)
3994000
(6.68)
6.53
0.22
99.06
86.99
HINDUNILVR 2182.35
(1.00)
13978800
(8.42)
6.57
0.65
96.61
94.40
ITC 195.20
0.72
105094400
89.97
6.38
0.62
94.14
90.61
JUBLFOOD 2145.95
21.41
2591000
31.36
-13.35
0.51
80.27
84.09
MARICO 375.35
2.69
9358000
(14.12)
2.44
0.39
95.57
96.43
MCDOWELL-N 572.95
(0.90)
16161250
(1.79)
6.52
0.69
97.74
96.91
NESTLEIND 16191.45
(2.08)
423950
5.82
6.29
0.96
98.85
93.20
TATACONSUM 547.30
28.52
10343700
(30.62)
6.34
0.42
93.08
93.28
TITAN 1140.40
9.64
6027750
(2.79)
3.15
0.63
94.87
94.10
UBL
1049.70
9.05
1127700
1.64
5.61
1.45
95.16
87.99
METALS & MINING
COALINDIA 140.90
9.10
30961600
11.87
3.25
0.65
94.14
89.52
HINDALCO 194.35
20.15
19999300
(18.52)
-3.68
0.58
88.22
85.54
JINDALSTEL 217.20
18.88
21100000
31.71
6.33
0.69
94.85
91.33
JSWSTEEL 289.85
34.97
49428900
18.72
2.48
1.59
97.13
96.61
NATIONALUM 37.30
14.24
33592000
(11.98)
7.03
0.56
94.50
94.36
NMDC 96.45
10.86
33024300
(2.65)
4.75
0.57
96.03
96.59
SAIL 41.25
19.74
30020000
(13.47)
17.62
0.37
69.97
84.14
TATASTEEL 429.10
20.20
17129200
14.90
6.87
0.49
93.43
87.89
VEDL 128.40
14.80
72360200
(34.02)
5.61
3.60
66.25
85.12
Media
PVR 1319.90
25.17
1187626
(29.41)
-15.42
0.56
81.30
88.60
SUNTV 484.25
25.45
4179000
(2.00)
6.90
0.29
85.91
92.42
ZEEL 210.30
49.36
32955000
1.03
4.67
0.92
90.65
86.79
INFORMATION TECHNOLOGY
HCLTECH 711.95
2.14
12133800 (27.48)
3.30
0.42
87.69 89.92
INFY 951.55
(1.38)
39211200 (13.43)
6.26
0.44
92.91 95.34
MINDTREE 1152.05
6.38
1198400 (4.04)
3.01
0.48
97.02 94.41
COFORGE 1953.05
0.64
305250 (37.38)
8.60
0.14
88.67 88.02
TCS 2257.50
(1.38)
9724200 (2.79)
5.28
0.89
97.70 83.93
TECHM 738.90
9.04
9853200 (20.30)
5.85
0.35
93.54 95.90
WIPRO 273.20
(3.87)
23971200 0.52
4.31
0.51
89.44 92.01
Derivatives Rollover Report
For Private Circulation Only
5
Scrip Price
Price
Change
(%) OI Futures
OI
Change
(%) COC (%) PCR-OI
Rollover
(%)
Average
Rollover
(3month)
(%)
INFORMATION TECHNOLOGY
HCLTECH 564.00
(0.70)
22885800
(1.26)
8.14
0.58
98.56
96.78
INFY 730.55
3.77
24351600
(52.50)
2.86
0.74
55.98
79.52
MINDTREE 782.95
10.93
1041600
(14.29)
-15.63
0.59
93.13
93.37
NIITTECH 1606.65
6.68
578250
26.08
-2.03
0.46
89.76
82.99
TCS 2212.80
6.19
15671500
(17.22)
6.42
1.91
95.02
94.74
TECHM 775.75
1.00
15406800
8.21
9.05
0.65
96.29
97.15
WIPRO 249.90
3.65
18211200
(29.64)
-2.08
0.72
83.12
92.60
MISCELLANIOUS
ADANIENT 287.50
63.54
13636000
(12.21)
3.64
1.14
94.25
95.94
APOLLOHOSP 1653.70
(1.30)
980500
(22.34)
2.92
0.57
93.47
89.78
BATAINDIA 1357.45
7.23
1579600
(30.59)
6.08
0.41
93.40
93.61
BEL 109.75
15.04
28804000
17.37
-6.50
0.50
87.41
85.74
CONCOR 395.05
(12.02)
4402971
7.85
-1.48
1.01
85.60
85.20
CUMMINSIND 463.95
20.09
1586400
(8.51)
-18.01
0.45
93.69
95.78
INDIGO 1190.05
26.39
2400500
(14.31)
4.78
0.34
90.35
89.80
OIL & GAS
BPCL 414.15
(1.51)
18482400
(14.24)
3.79
0.69
93.99
93.82
GAIL 99.45
2.58
22685900
(12.92)
3.29
0.70
88.63
91.69
HINDPETRO 209.05
(6.61)
30790800
36.94
4.07
0.70
97.55
94.37
IGL 406.70
1.08
7983250
(3.52)
-0.64
0.61
85.24
88.71
IOC 87.60
(1.57)
49339200
3.24
5.98
0.51
93.79
93.48
MGL 971.85
(1.58)
1335000
65.92
-27.51
0.59
93.84
92.33
ONGC 80.40
3.08
47978700
23.68
4.07
0.49
97.37
89.27
PETRONET 244.60
(0.20)
10890000
(17.76)
6.70
0.49
95.05
90.71
RELIANCE 2117.10
0.08
33153250
(1.71)
3.98
0.62
97.25
95.28
PHARMACEUTICAL
AUROPHARMA 881.15
6.88
13014300
(1.78)
6.77
0.61
96.47
97.97
BIOCON 392.65
(2.92)
15922900
3.70
4.33
0.59
96.13
96.43
CADILAHC 390.90
6.41
8287400
(0.63)
6.03
0.54
95.95
90.46
CIPLA 760.40
10.34
13533000
5.64
7.24
0.43
93.20
93.91
DIVISLAB 3276.20
27.73
2918800
(23.09)
3.07
0.55
93.84
96.23
DRREDDY 4453.05
(1.52)
3080500
(9.71)
4.72
0.71
96.95
97.21
GLENMARK 499.35
12.58
7042600
29.53
4.19
0.42
88.83
87.59
LUPIN 985.85
11.30
7791950
(3.67)
3.51
0.49
95.53
90.93
PEL 1530.50
11.65
3322000
3.50
7.54
0.34
97.86
96.72
SUNPHARMA 536.00
4.86
32057200
5.52
9.18
0.53
98.18
97.40
TORNTPHARM 2761.95
12.81
1506500
(12.92)
6.98
0.71
97.76
98.23
Derivatives Rollover Report
For Private Circulation Only
6
Scrip Price
Price
Change
(%) OI Futures
OI
Change
(%) COC (%) PCR-OI
Rollover
(%)
Average
Rollover
(3month)
(%)
POWER
NTPC 103.15
18.90
40276200
(27.18)
6.99
0.45
90.47
88.66
POWERGRID 182.15
4.44
8744000
(36.23)
-21.47
0.54
85.49
80.05
TATAPOWER 61.90
28.29
80311500
43.83
6.35
0.53
96.25
92.42
TORNTPOWER 346.10
7.77
2238000
57.72
7.58
0.43
92.67
92.47
REAL ESTATE
DLF 175.30
25.12
22436700
8.21
-4.45
0.64
92.02 83.75
TELECOM
BHARTIARTL 512.75
(6.95)
104196492
26.26
4.08
0.72
97.53
96.83
IDEA 8.85
9.26
338380000
172.80
0.00
0.59
84.16
71.80
INFRATEL 200.10
4.79
10936800
(7.51)
1.30
0.67
98.07
94.42
TEXTILES
PAGEIND 20189.85
2.98
130260
40.88
6.64
0.25
99.11
87.73
SRF 4255.20
13.18
564000
(18.14)
5.20
0.42
93.26
95.80
Derivatives Rollover Report
For Private Circulation Only
7
Technical and Derivatives Team:
Sameet Chavan Chief Analyst - Technical & Derivatives sameet.chavan@angelbroking.com
Ruchit Jain Senior Analyst - Technical & Derivatives [email protected]roking.com
Rajesh Bhosale Technical Analyst rajesh.bhosl[email protected]ing.com
Sneha Seth Derivatives Analyst [email protected]lbroking.com
Research Team Tel: 022 - 39357600 (EXTN - 6844) Website: www.angelbroking.com
For Technical & Derivative Queries E-mail: [email protected]ngelbroking.com
DISCLAIMER
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CDSL and Portfolio Manager and Investment Adviser with SEBI. It also has registration with AMFI as a Mutual Fund Distributor.
Angel Broking Limited is a registered entity with SEBI for Research Analyst in terms of SEBI (Research Analyst) Regulations, 2014
vide registration number INH000000164. Angel or its associates has not been debarred/ suspended by SEBI or any other regulatory
authority for accessing /dealing in securities Market. Angel or its associates/analyst has not received any compensation / managed
or co-managed public offering of securities of the company covered by Analyst during the past twelve months.
This document is solely for the personal information of the recipient, and must not be singularly used as the basis of any
investment decision. Nothing in this document should be construed as investment or financial advice. Each recipient of this
document should make such investigations as they deem necessary to arrive at an independent evaluation of an investment in the
securities of the companies referred to in this document (including the merits and risks involved), and should consult their own
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