Derivatives
Rollover Report
Sept 01, 2017
The beginning of the series was remarkable for our markets as we saw benchmark index hitting fresh record highs
during the first week. This was followed by some decent profit booking / selling at higher levels to hasten towards the
9700 mark. Price-wise, first couple of weeks were quite interesting from a traders’ point of view; but then the index
stuck in a tight range throughout the remaining part of the series.
Rollover in Nifty (57.96%) is lowest in past one year; while, the market wide rollover is in line at 77.59%. Open interest
of Nifty Futures plunged further, resulting September series beginning on a lighter note. In the series gone by the FIIs
have been relentless sellers in equities with a whopping figure of Rs. 17415 crores (Highest after November 2016). In
entire August series, FIIs formed huge amount of short positions in index futures and also rolled decent portion of it. At
the same time, they exited 35% of their longs formed in the preliminary stage of the rally seen this year. At present, FIIs
index future ‘Long Short Ratio’ is 71%, which is the lowest during start of any new series for this calendar year. Further,
if we analyze the options data, the upside seems restricted to 10000-10050; whereas, support is placed at 9650-9700
levels. All these evidences suggest limited steam left in the market and any unfavorable trigger could result into yet
another round of profit booking.
BANKNIFTTY (68.26%) rollover in term of percentage as well as open interest is on the lower side. In fact, open
interest has plunged to the lowest levels in last 9 months. We believe majority of the longs formed during the rally seen
this year are now out of the system. One should wait until we see relevant build-up in either direction.
Indices Change
NIFTY & PCR Graph
Price
Change
3 month
INDEX
Price
(%)
Rollover
avg.
NIFTY
9917.90
(1.02)
57.96
66.45
BANKNIFTY
24318.40
(2.42)
68.26
71.02
NIFTYIT
10558.25
(0.51)
73.72
79.87
NIFTYMID50
4707.70
(0.81)
-
-
NIFTYINFRA
3323.80
(1.55)
-
-
Monthly Gainers
Monthly Losers
Price
Ol
Price
Ol
Change Open
Change
Change Open
Change
Scrip
Price
(%)
Interest
(%)
Scrip
Price
(%)
Interest
(%)
PCJEWELLER
357.70
44.29
6660000
29.67
HDIL
62.60
(28.46)
24728000
(15.96)
HINDPETRO
490.75
32.71
23361975
(1.68)
ICIL
117.40
(24.91)
9796500
15.95
L&TFH
201.40
24.44
15817500
(21.17)
DRREDDY
2029.00
(22.99)
4168400
57.18
IOC
456.30
23.03
16299000
(22.00)
SUZLON
16.35
(18.25)
439230000
12.87
CHENNPETRO
450.20
21.68
1926000
53.59
INDIACEM
179.30
(17.22)
24759000
(4.92)
Note: Stocks which have more than 1000 contract in Futures OI.
Note: Stocks which have more than 1000 contract in Futures OI.
SEBI Registration No: INB 010996539
1
Derivatives Rollover Report
Banking and Financials
BANKBARODA (89.86%) corrected 14% with good
amount of short formation and these positions got
rolled too. At the average price of Rs. 145 we
witnessed this counter attracting huge shorts. Thus,
unless it surpasses Rs. 145-Rs.146 zone, it remains
sell on rise counter for us.
SBIN (79.31%) corrected from its resistance zone of
Rs. 312-315 levels and has been consistently adding
shorts. Rollovers are above average suggesting shorts
formed in the recent correction are still intact. At
present Rs. 285-Rs. 287 is an immediate hurdle, one
shall look to add shorts at these levels.
KOTAKBANK (67.81%) has lowest rollovers in this
space. This stock traded in a narrow range for the
major part of August series. Now, it is trading near
its resistance zone of Rs. 1000-1005. Traders are
advised to see the open interest activity before
initiating any position.
Auto & Auto Ancillaries
BAJAJ-AUTO (81.65%) added 71.23% open interest
in the series gone by and we believe majority of the
positions formed are on short side. During last
2-3 days of August series we saw some short
covering rally. Now, we expect continuation of the
short covering bounce going ahead.
TATAMTRDVR (85.15%) underperformed this space
by correcting 17% series on series. it also added huge
short in recent fall which are still intact. This stock has
multi-year support around Rs. 213- Rs. 215 levels.
Thus, we expect short covering rally in near term.
HEROMOTOCO (81.10%) rallied
8% during last
series with good amount of long positions. Rollovers
are above averages suggesting longs formed are still
in intact. Thus, this counter may continue its upmove
in near term.
Pharmaceutical
WOCKPHARMA (89.96%) has highest rollover in this
space. However, open interest in this counter is quite
light. We believe majority of the shorts formed in the
recent correction are out of the system. Any upmove
above, Rs. 625-Rs. 627 may lead to fresh buying
which may bring it near Rs. 660 zone.
SUNPHARMA (87.07%) has been under pressure since
quite some time. Last series, this counter corrected
16% with huge shorts and these positions have been
rolled to September series as well. This counter has
immediate resistance near Rs. 495-Rs. 500 levels,
which should be utilize to exit long positions
Stocks like AJANTPHARM
(82.57%) and BIOCON
(84.43%), GLENMARK (90.89%) have rollovers on the
higher side.
For Private Circulation Only
SEBI Registration No: INB 010996539
2
Derivatives Rollover Report
Metal & Mining
HINDALCO (74.87%) has been one of the strong
counters in this space and it also added decent longs
at every dips. As the overall momentum is strong in
this counter, one should hold on to their long
positions.
COALINDIA (86.90%) has been under immense
pressure since quite some time. This counter has been
consistently adding shorts series on series and these
positions also got rolled. Thus, looking at the historic
data, we advise traders to avoid bottom fishing unless
we come across any major positive trigger.
Stock like JSWSTEEL (89.06%), TATASTEEL (81.59%)
and VEDL (83.34%) has given a fabulous return so
far. The momentum remains strong, avoid shorting
and traders with long positions are advised to hold
on same.
Oil & Gas
RELIANCE (80.17%) clocked new highs in this series;
however, corrected thereafter due to profit booking
and fresh short addition. In last two trading session,
we are seeing some short covering rally. We believe
this counter has scope for further strength here
onwards.
BPCL (86.78%) rallied 10% with good amount of
open interest addition. However, if we look at daily
open interest and price activity it seems mixed
positions got formed. Thus, traders are suggested to
avoid directional trade and prefer long straddle or
long strangle to trade for near term.
Liquid counters having high rollovers are MRPL
(82.22%), CHENNPETRO (83.16%), MGL (85.06%)
and ONGC (82.06%).
Information Technology
TECHM (80.07%) outperformed its peers by rallying
more than 13% in August series. We witnessed good
amount of long formation in this upmove which got
rolled too. This stock has immediate support around
Rs. 415-420 levels. Thus, this counter is a buy on dips
for us.
INFY (83.60%) plunged from Rs.1020-1030 levels on
account of news inflow regarding exit of senior
officials. This counter remained quite volatile and
added significant shorts. We believe Rs. 950-960 is a
strong hurdle for this counter. Short term traders
should avoid buying this counter unless we see
relevant short covering activity.
Looking at MINDTREE (85.72%) rollover data, it
may seem as if rollover is on higher side but open
interest doesn’t indicate same. Traders should wait
for further development before initiating fresh
positions.
For Private Circulation Only
SEBI Registration No: INB 010996539
3
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
AUTO & AUTO ANCILLARIES
AMARAJABAT
782.50
(7.88)
1178400
(32.23)
7.12
0.85
81.77
84.79
APOLLOTYRE
254.95
(3.43)
10335000
(11.12)
7.97
0.56
86.78
85.33
ASHOKLEY
107.70
1.80
43757000
1.66
7.30
0.52
86.55
84.02
BAJAJ-AUTO
2827.75
(1.15)
1401500
71.23
6.14
0.79
81.65
79.91
BALKRISIND
1577.35
(2.25)
535200
(7.85)
7.69
2.50
89.62
81.61
BHARATFORG
1133.55
(0.71)
5009400
0.23
6.65
1.75
86.57
81.90
BOSCHLTD
22122.60
(8.38)
89900
23.62
8.05
0.71
85.60
84.55
CASTROLIND
385.80
(5.08)
8852200
(7.54)
-10.06
1.17
91.31
85.47
CEATLTD
1712.60
(8.70)
1411900
22.24
5.27
0.81
79.32
76.54
EICHERMOT
31596.50
8.56
123025
36.66
6.04
0.43
79.60
74.01
ESCORTS
649.50
0.50
4573800
(2.49)
4.43
0.47
89.96
84.16
EXIDEIND
197.90
(8.59)
13804000
(3.90)
6.95
0.93
87.50
87.71
HEROMOTOCO
4015.85
7.84
877200
5.84
6.77
1.02
81.10
78.74
M&M
1351.15
(3.83)
3693000
1.81
6.16
0.44
77.95
78.57
MARUTI
7738.75
2.24
1852800
11.39
6.51
0.69
83.57
83.25
MOTHERSUMI
309.75
(3.62)
10661250
52.28
6.98
0.73
90.92
77.39
MRF
64479.60
(6.86)
45720
(4.84)
7.93
0.00
85.55
86.78
TATAMOTORS
378.70
(15.57)
37245000
1.23
7.44
0.42
84.71
82.59
TATAMTRDVR
220.10
(16.79)
19792500
2.28
8.04
1.02
85.15
85.47
TVSMOTOR
604.50
5.38
4742000
11.00
1.73
0.48
79.97
75.64
BANKING & FINANCIALS
ALBK
69.60
(7.26)
11500000
(16.67)
6.59
1.06
78.07
78.59
ANDHRABANK
52.50
(8.30)
17980000
(15.39)
3.74
0.85
76.77
80.54
AXISBANK
501.45
(5.15)
30168000
2.99
2.87
0.48
83.43
81.20
BAJAJFINSV
5539.65
11.57
417000
27.18
8.72
0.51
89.58
83.30
BAJFINANCE
1792.50
6.35
3857500
20.53
7.75
0.82
86.44
86.02
BANKBARODA
138.65
(14.41)
62072500
23.32
7.57
0.79
89.86
86.17
BANKINDIA
144.60
(7.49)
15570000
(12.24)
3.62
0.96
78.07
78.60
BHARATFIN
883.40
7.24
11685000
(7.28)
6.00
0.33
85.78
83.78
CANBK
341.45
(3.56)
8120172
(14.49)
6.52
0.95
80.79
79.49
CANFINHOME
2880.85
(8.21)
619250
13.99
6.96
0.79
89.33
86.74
CAPF
726.95
(5.26)
3405600
9.27
6.58
0.51
85.26
83.70
CHOLAFIN
1168.70
(1.28)
289000
(24.25)
6.56
0.20
79.29
79.38
DCBBANK
184.40
(7.01)
6507000
(3.54)
4.97
1.45
82.39
76.84
DHFL
507.95
11.93
22648500
22.84
7.10
0.59
90.77
89.82
EQUITAS
176.50
5.59
7696000
19.89
9.30
0.44
84.36
84.07
FEDERALBNK
108.85
(4.39)
56771000
(33.49)
6.02
1.19
82.31
84.71
HDFC
1780.10
2.63
9076000
28.98
2.35
0.86
77.80
76.52
HDFCBANK
1770.10
(0.58)
19851500
0.21
-4.66
0.50
82.69
80.64
For Private Circulation Only
SEBI Registration No: INB 010996539
4
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
IBULHSGFIN
1221.70
5.29
6337600
(9.05)
6.65
0.42
78.68
78.56
ICICIBANK
299.25
(3.33)
78185250
(5.18)
5.25
0.66
83.11
80.03
ICICIPRULI
429.70
(2.57)
4637100
44.47
8.55
0.69
86.62
-
IDBI
55.50
(7.35)
30112000
(6.65)
9.46
0.72
88.42
88.60
IDFC
54.75
(5.85)
110550000
9.39
7.18
0.72
82.53
84.38
IDFCBANK
55.15
(7.47)
87795000
(8.85)
7.13
0.78
86.72
87.54
IFCI
24.05
(12.07)
69102000
(3.50)
8.18
0.55
87.86
86.65
INDIANB
288.20
(7.66)
4000000
0.40
8.19
0.54
85.36
82.20
INDUSINDBK
1663.80
3.06
3981600
(5.91)
5.55
0.52
70.78
77.43
KOTAKBANK
977.95
(2.80)
7569600
(14.56)
2.60
0.66
67.81
75.05
KTKBANK
152.25
(0.39)
21576400
(18.65)
6.45
0.73
89.47
86.43
L&TFH
201.40
24.44
15817500
(21.17)
7.16
0.61
81.31
81.04
LICHSGFIN
676.85
(8.14)
6161100
42.30
5.80
0.68
84.24
79.15
M&MFIN
429.40
6.48
6617500
(23.54)
5.79
0.29
75.74
78.90
MANAPPURAM
99.95
(5.13)
29934000
25.70
8.53
0.40
93.92
-
MFSL
604.55
(0.33)
3958000
3.21
6.50
0.48
91.11
88.81
MUTHOOTFIN
478.55
2.00
1840500
(24.40)
6.30
0.10
84.21
85.70
ORIENTBANK
127.10
(14.21)
13296000
2.69
4.63
1.31
76.68
82.12
PFC
122.70
0.37
32352000
(20.97)
6.41
1.12
76.03
82.20
PNB
144.50
(7.10)
20482000
(20.96)
6.35
1.12
72.70
76.05
RBLBANK
543.55
3.39
4028000
(62.89)
-2.51
0.40
64.00
76.91
RECLTD
166.75
(5.01)
32190000
1.98
-13.92
0.62
88.74
83.78
RELCAPITAL
806.65
21.53
6756000
(38.63)
2.19
0.37
77.55
79.23
REPCOHOME
652.10
(15.89)
636300
121.17
4.82
0.00
84.17
-
SBIN
279.35
(6.93)
67947000
22.34
7.51
0.67
79.31
74.10
SOUTHBANK
28.10
(8.32)
91038327
(9.46)
11.70
0.84
85.90
83.34
SREINFRA
128.80
7.07
9310000
18.45
5.59
0.18
88.84
-
SRTRANSFIN
991.50
0.44
4908000
(16.11)
8.60
0.59
88.91
87.00
SYNDIBANK
65.15
(14.95)
16029000
2.65
12.12
1.51
80.66
81.42
UJJIVAN
368.80
9.34
7586400
33.88
8.18
0.21
91.84
87.68
UNIONBANK
136.90
(12.27)
15612000
0.03
5.74
1.18
81.76
82.48
YESBANK
1762.70
(1.58)
7962500
(7.18)
7.18
0.47
83.39
80.93
CAPITAL GOODS & INFRASTRUCTURE
ADANIPORTS
394.85
0.46
6335000
24.28
6.30
0.67
77.37
76.43
BEML
1767.00
5.88
1739400
(13.95)
2.70
0.16
77.35
83.26
BHEL
129.60
(9.21)
26955000
1.85
7.08
1.03
86.27
85.58
CGPOWER
80.80
(5.22)
14928000
(11.65)
7.30
0.37
76.13
81.04
ENGINERSIN
155.40
(3.66)
9709000
(23.58)
-0.84
0.85
86.50
83.13
GMRINFRA
17.35
(11.25)
268380000
(1.99)
11.37
1.37
88.17
87.66
HAVELLS
491.90
6.00
2544000
(24.15)
9.48
0.63
83.25
80.22
HCC
34.95
(15.07)
20928000
(6.14)
9.39
1.79
81.53
83.90
IRB
215.25
(0.60)
16417500
(21.53)
7.00
0.79
86.97
88.16
For Private Circulation Only
SEBI Registration No: INB 010996539
5
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
JPASSOCIAT
24.15
(16.87)
166464000
(2.28)
13.64
0.76
90.37
88.75
LT
1141.75
(2.88)
8500500
9.12
6.25
0.46
83.09
74.05
NBCC
204.75
(2.01)
2877000
(27.62)
1.27
0.93
82.25
84.66
RELINFRA
503.25
(1.60)
9436700
10.72
-15.36
0.51
92.28
87.66
SIEMENS
1291.95
(7.63)
521000
(20.88)
7.05
0.09
79.18
77.95
VOLTAS
527.65
4.42
2330000
(12.08)
7.20
0.59
66.46
65.64
CEMENT
ACC
1811.90
3.97
1195600
19.13
8.44
0.29
81.02
76.93
AMBUJACEM
281.30
6.07
10575000
26.65
4.42
0.22
80.14
79.12
DALMIABHA
2730.85
3.30
656400
(8.11)
8.50
0.90
83.13
84.22
GRASIM
1193.10
10.60
2127000
(12.66)
-2.29
0.36
83.36
81.82
INDIACEM
179.30
(17.22)
24759000
(4.92)
9.52
1.55
89.74
88.08
RAMCOCEM
689.75
4.08
460800
(27.18)
-1.98
0.00
79.67
77.70
SHREECEM
17687.35
0.03
23300
(24.84)
7.14
0.00
80.62
79.72
ULTRACEMCO
4020.75
(1.18)
1323200
(5.57)
6.63
0.95
87.71
83.09
CHEMICALS & FERTILIZERS
GSFC
146.80
9.14
16978500
63.55
8.49
0.12
90.39
89.12
PIDILITIND
841.25
6.65
757000
(47.83)
8.34
0.25
71.21
79.30
TATACHEM
587.60
(4.46)
4410000
(6.93)
7.92
1.01
84.56
87.13
UPL
832.20
(4.64)
5373600
11.01
6.53
0.75
88.31
86.64
CONSUMER GOODS & FMCG
ASIANPAINT
1173.75
1.76
2905800
17.86
5.80
0.85
79.03
79.62
BERGEPAINT
247.60
(1.37)
1705000
60.46
8.48
0.17
89.29
81.40
BRITANNIA
4239.15
9.43
444000
47.70
2.53
0.40
76.66
80.03
COLPAL
1116.50
2.84
956900
(31.48)
4.63
0.17
77.41
78.42
DABUR
316.40
1.39
12117500
(6.10)
5.38
0.39
89.73
86.68
GODFRYPHLP
1023.10
(11.34)
525500
(28.26)
0.51
0.00
74.01
78.39
GODREJCP
933.70
(13.16)
1501600
20.40
6.17
1.13
77.59
75.78
HINDUNILVR
1221.50
3.94
8872200
3.80
1.87
0.37
88.98
84.47
ITC
282.85
(2.67)
35776800
(14.41)
2.77
0.62
72.31
76.09
JUBLFOOD
1401.80
9.65
1539000
(6.59)
6.82
0.81
74.71
76.89
MARICO
316.80
(3.58)
4024800
49.85
5.58
2.20
82.56
74.86
MCDOWELL-N
2554.35
(0.35)
1614500
(14.28)
5.87
0.42
82.64
84.52
NESTLEIND
7168.50
4.66
126800
45.25
8.65
0.00
83.04
84.67
TATAGLOBAL
199.15
18.97
32319000
14.33
7.57
0.39
90.34
91.09
TITAN
620.10
16.86
3835500
21.99
6.34
0.48
74.99
75.00
UBL
791.30
(3.22)
734300
(17.34)
5.38
0.90
81.83
79.69
For Private Circulation Only
SEBI Registration No: INB 010996539
6
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
METALS & MINING
COALINDIA
238.80
(7.15)
28918700
39.15
7.69
0.62
86.90
84.59
HINDALCO
237.25
6.89
33029500
2.13
-4.11
0.58
74.87
80.97
HINDZINC
296.00
6.69
11254400
13.97
6.42
0.51
67.57
81.45
JINDALSTEL
137.90
(10.16)
36846000
6.71
7.61
0.38
86.15
88.72
JSWSTEEL
255.50
18.51
49650000
(6.22)
5.64
0.61
89.06
83.82
NATIONALUM
72.75
2.83
11112000
8.43
9.02
0.40
90.37
83.51
NMDC
126.45
2.35
24468000
5.13
-2.06
0.44
88.61
88.03
SAIL
61.15
(4.15)
52140000
7.74
7.50
0.64
89.40
87.12
TATASTEEL
641.60
13.90
20136000
(4.84)
7.25
0.86
81.59
85.07
VEDL
309.45
9.77
42553000
5.80
2.32
0.56
83.34
83.44
INFORMATION TECHNOLOGY
HCLTECH
895.25
5.54
5382300
(13.22)
5.86
0.39
78.96
77.50
HEXAWARE
259.80
5.22
3804000
53.14
6.67
0.27
79.15
76.99
INFY
976.90
4.50
25303000
(23.42)
6.28
0.55
81.35
83.75
KPIT
124.20
(0.72)
14128000
249.70
-7.92
0.78
88.81
83.92
MINDTREE
485.45
(7.96)
4636800
24.32
7.90
0.37
83.29
77.85
NIITTECH
528.60
(7.70)
985500
124.23
8.85
0.20
74.66
72.10
OFSS
3630.55
1.04
64500
(18.71)
4.54
0.00
83.50
73.42
TATAELXSI
1751.25
9.48
1310400
14.03
8.83
1.77
90.60
88.55
TCS
2502.00
6.91
5283250
(16.18)
8.53
0.43
71.79
75.60
TECHM
379.75
(0.78)
8166400
(28.94)
6.91
1.16
60.76
77.85
WIPRO
290.35
12.10
19694400
(21.19)
2.34
0.95
78.88
82.28
MISCELLANIOUS
ADANIENT
133.25
(4.24)
22056000
(3.67)
6.88
0.41
83.55
85.62
APOLLOHOSP
1081.70
(16.86)
1440500
60.14
-1.08
1.43
86.26
76.09
BALRAMCHIN
172.50
11.61
10776500
(0.90)
5.69
0.50
81.91
79.10
BATAINDIA
684.65
19.12
2208800
(40.06)
7.28
0.21
79.34
81.16
BEL
191.10
7.00
15412500
(22.62)
7.55
0.28
86.12
84.34
CONCOR
1318.75
12.76
1060000
31.47
-1.14
0.85
85.18
79.19
CUMMINSIND
918.50
(5.07)
562200
54.62
8.43
1.43
82.92
78.67
GODREJIND
615.95
(8.50)
2212500
14.34
7.66
0.59
87.43
85.54
INDIGO
1234.10
(0.99)
1461000
(19.42)
6.16
1.31
86.38
80.73
INFIBEAM
150.75
11.38
39992000
211.85
9.58
0.41
78.27
71.83
JETAIRWAYS
581.05
0.55
3376800
(3.79)
5.75
0.66
81.12
78.33
JISLJALEQS
98.60
(7.55)
35334000
(2.65)
0.66
0.93
89.59
88.56
JUSTDIAL
393.40
2.97
3608400
(11.51)
7.00
0.11
59.10
74.87
KAJARIACER
706.15
7.28
479200
(0.83)
7.99
2.00
75.16
79.76
KSCL
560.30
(15.73)
3487500
(13.50)
9.37
0.11
90.33
85.57
For Private Circulation Only
SEBI Registration No: INB 010996539
7
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
MCX
1056.95
(4.92)
1146500
(14.95)
6.76
0.48
79.43
80.70
PCJEWELLER
357.70
44.29
6660000
29.67
7.70
0.25
85.16
79.65
RDEL
58.20
(7.62)
13257000
13.31
10.16
0.35
82.47
78.85
VGUARD
187.00
(4.10)
1647000
(50.41)
5.95
1.00
70.66
81.38
OIL & GAS
BPCL
531.25
10.65
12720600
32.51
5.54
0.49
86.78
81.60
CHENNPETRO
450.20
21.68
1926000
53.59
5.38
0.51
83.16
-
GAIL
380.15
0.57
8984000
0.09
6.37
0.62
86.04
85.38
HINDPETRO
490.75
32.71
23361975
(1.68)
6.41
0.31
82.00
86.99
IGL
1278.45
8.42
908600
(6.72)
2.91
0.49
85.11
80.33
IOC
456.30
23.03
16299000
(22.00)
4.59
0.51
80.33
85.38
MGL
1038.45
5.39
604800
(18.05)
-6.74
0.46
85.06
81.98
MRPL
139.35
19.36
8118000
(14.05)
4.69
0.24
82.22
73.34
OIL
282.40
0.39
1808268
(11.14)
-12.57
0.27
87.89
85.46
ONGC
157.10
(4.06)
54232500
16.00
1.25
0.66
82.06
82.37
PETRONET
223.40
7.84
10317000
(24.35)
-21.80
0.63
74.49
70.73
RELIANCE
1599.75
(0.43)
14777500
27.15
4.29
0.66
80.17
78.71
PHARMACEUTICAL
AJANTPHARM
1202.85
(15.36)
589200
(4.41)
9.72
0.85
82.57
78.51
AUROPHARMA
729.65
(1.95)
13332800
23.65
7.91
0.69
88.52
84.77
BIOCON
338.70
(15.87)
9113400
5.66
6.58
0.35
84.43
78.43
CADILAHC
502.70
(7.63)
2051200
(9.34)
7.04
0.78
83.96
81.99
CIPLA
574.30
0.49
6912000
33.03
5.47
0.41
76.67
79.00
DIVISLAB
689.65
3.92
6994400
(4.47)
-12.64
0.54
91.19
86.35
DRREDDY
2029.00
(22.99)
4168400
57.18
5.22
0.63
82.32
85.65
FORTIS
147.00
(10.80)
39700800
24.21
8.48
0.53
91.93
90.68
GLENMARK
610.25
(15.02)
5903800
27.23
2.46
0.81
90.89
87.89
GRANULES
128.15
(7.31)
11135000
(20.78)
4.59
0.60
77.06
84.49
LUPIN
985.65
(11.72)
7172800
11.64
8.25
1.04
82.20
77.23
PEL
2728.10
(4.75)
758700
8.31
6.92
1.08
87.87
-
STAR
906.80
(16.63)
1990500
7.42
2.30
2.00
91.08
88.85
SUNPHARMA
479.85
(16.76)
35655200
23.69
-3.52
0.55
87.07
81.92
TORNTPHARM
1208.80
(5.60)
217200
10.59
5.74
0.00
72.98
70.92
WOCKPHARMA
604.10
(3.04)
2953600
(12.10)
7.92
0.87
89.96
89.05
REAL ESTATE
DLF
184.25
(6.52)
36920000
(10.10)
-5.64
0.60
86.00
81.26
HDIL
62.60
(28.46)
24728000
(15.96)
10.50
1.06
85.20
82.79
IBREALEST
236.55
4.00
39350000
(10.43)
14.77
0.94
93.20
89.75
NCC
84.95
(5.35)
20168000
(14.28)
8.49
0.70
84.15
80.78
For Private Circulation Only
SEBI Registration No: INB 010996539
8
Derivatives Rollover Report
POWER
ADANIPOWER
33.50
(2.19)
92060000
(3.78)
5.86
0.34
89.29
88.11
CESC
1022.35
12.94
6268900
(3.50)
8.53
0.59
89.19
90.45
JSWENERGY
68.15
0.59
65008000
0.07
13.53
1.86
93.48
93.19
NHPC
29.15
(4.58)
24570000
(14.47)
4.49
0.69
85.21
81.58
NTPC
167.15
0.72
26752000
77.12
-12.36
0.59
59.63
67.97
POWERGRID
216.70
(0.46)
9848000
25.17
-15.16
0.64
66.29
63.87
PTC
117.35
2.22
12824000
(0.74)
-24.52
0.94
84.86
82.88
RPOWER
40.80
(9.83)
54360000
(2.60)
11.28
0.71
87.08
89.19
SUZLON
16.35
(18.25)
439230000
12.87
4.00
0.35
82.45
74.81
TATAPOWER
79.50
(2.21)
26253000
18.29
4.11
0.53
86.43
87.12
TORNTPOWER
211.85
16.98
6246000
80.57
10.55
0.38
84.70
80.78
TELECOM
BHARTIARTL
429.85
2.57
26079700
(7.73)
6.55
0.77
86.07
81.46
IDEA
91.05
(2.41)
45192000
(20.34)
5.75
0.56
71.81
75.80
INFRATEL
377.50
(8.82)
6740500
63.10
7.99
0.81
55.67
65.36
RCOM
23.45
(9.63)
94836000
(3.28)
8.39
0.42
91.16
82.75
TATACOMM
656.75
(3.35)
8589000
(3.97)
9.70
1.24
89.73
87.82
TEXTILES
ARVIND
369.90
0.74
4830000
(11.12)
-2.81
0.75
62.18
72.08
CENTURYTEX
1247.45
6.38
7740700
5.21
7.99
0.44
92.77
94.12
ICIL
117.40
(24.91)
9796500
15.95
7.26
0.92
87.31
85.43
PAGEIND
17823.00
6.25
21650
(24.83)
5.48
0.00
66.41
68.84
RAYMOND
782.80
(1.47)
1985600
(1.19)
9.48
1.44
90.65
89.30
SRF
1539.40
(0.58)
560500
(12.69)
5.23
1.95
81.77
82.58
MEDIA
DISHTV
79.95
(2.20)
13027000
(19.78)
7.38
0.42
71.30
72.48
PVR
1327.50
(1.18)
579200
7.82
5.97
0.65
78.61
81.47
SUNTV
700.05
(12.54)
6907000
7.14
6.74
0.65
86.33
87.58
TV18BRDCST
38.05
(6.85)
77741000
(4.81)
-3.42
0.66
86.56
89.33
ZEEL
521.85
(3.58)
5612100
1.31
5.90
0.93
81.47
81.29
For Private Circulation Only
SEBI Registration No: INB 010996539
9
Derivatives Rollover Report
Research Team Tel: 022 - 39357800
E-mail: [email protected]
Website: www.angelbroking.com
DISCLAIMER
Angel Broking Private Limited (hereinafter referred to as “Angel”) is a registered Member of National Stock Exchange of India
Limited, Bombay Stock Exchange Limited and Metropolitan Stock Exchange Limited. It is also registered as a Depository Participant
with CDSL and Portfolio Manager and Investment Adviser with SEBI. It also has registration with AMFI as a Mutual Fund Distributor.
Angel Broking Private 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 advisors to determine
the merits and risks of such an investment.
Reports based on technical and derivative analysis center on studying charts of a stock's price movement, outstanding positions and
trading volume, as opposed to focusing on a company's fundamentals and, as such, may not match with a report on a company's
fundamentals. Investors are advised to refer the Fundamental and Technical Research Reports available on our website to evaluate
the contrary view, if any.
The information in this document has been printed on the basis of publicly available information, internal data and other reliable
sources believed to be true, but we do not represent that it is accurate or complete and it should not be relied on as such, as this
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Derivative Research Team
[email protected]
For Private Circulation Only
SEBI Registration No: INB 010996539
10