Derivatives Rollover Report | January 29, 2018
Post some consolidation in the inceptive week of January series, the benchmark index extended its gains to register yet
another milestone of 11000 mark. The journey from 10800 to 11100 was indeed the effortless one; this was mainly
supported by the mesmerizing rally seen across the IT and Banking space. Rollover in Nifty is at 66%, in line with three
month average of 67.54%. During the series, we witnessed good amount of long formation in index futures and we
believe decent amount of these positions are still intact expecting continuation of pre-budget rally.
We witnessed good amount of short formation in index futures from FIIs desk; but in line to their last one year trend
they refrained from rolling their short positions. Now, their index futures ‘Long Short Ratio’ stands at 80%; suggesting
majority of their positions are on long side. After relentless selling for the five successive months, stronger hands were
net buyers in cash segment to the tune of Rs. 9518 crores. As far as Nifty options activities are concerned, build-up is
scattered between 11100-12000 call and 10500-11000 put options. Considering the above data points, we would
advise traders avoiding any bearish bets unless we see any relevant signs of profit booking.
BANKNIFTTY (71.05%) rollover in terms of percentage as well as open interest is on the higher side. Post last two
series underperformance; finally we saw a gigantic rally of 7% in this rate sensitive index along with significant long
formation. At this point in time, we are beginning February series with a higher open interest base after three
consecutive series; this clearly hints strong sentiment for this space.
Indices Change
NIFTY & PCR Graph
Price
Change
3 month
INDEX
Price
(%)
Rollover
avg.
NIFTY
11069.65
5.65
66.15
67.54
BANKNIFTY
27445.65
7.67
71.05
67.13
NIFTYIT
13117.85
14.10
69.30
71.67
NIFTYMID50
5468.65
(0.56)
99.61
-
NIFTYINFRA
3653.95
1.37
-
-
Monthly Gainers
Monthly Losers
Price
Ol
Price
Ol
Change Open
Change
Change Open
Change
Scrip
Price
(%)
Interest
(%)
Scrip
Price
(%)
Interest
(%)
NIITTECH
910.05
39.11
1600500
84.92
BHARTIARTL
452.00
(15.59)
51039100
43.88
JINDALSTEL
282.55
38.40
23917500
(33.22)
ENGINERSIN
174.70
(12.85)
11249000
(4.69)
ADANIENT
214.95
29.41
17944000
(23.84)
PAGEIND
22008.80
(12.83)
37750
10.70
JUBLFOOD
2225.05
29.10
2646500
12.04
MCX
828.15
(12.41)
3989000
15.21
PCJEWELLER
563.80
22.43
14041500
90.54
NATIONALUM
77.30
(11.20)
51088000
17.45
Note: Stocks which have more than 1000 contract in Futures OI.
Note: Stocks which have more than 1000 contract in Futures OI.
For Private Circulation Only
1
Derivatives Rollover Report
Banking and Financials
HDFC
(75.38%)
surpassed its hurdle of
Rs. 1800-1810 levels along with strong volume and
fresh long positions. At the same time, rollovers are
also on the higher side; thus, we expect continuation
of ongoing momentum for the next series.
ICICIBANK (74.61%) extended its gains and rallied
13% series on series with meaningful long formation.
Rollovers are also above averages; suggesting these
long has been rolled too. Hence, traders should hold
on to their long positions.
During the series, SBIN (77.37%) plunged below
Rs. 300 mark. However, we saw strong short covering
rallied emerged near its support zone Rs. 290-295
levels. Now, majority of the shorts formed are out
of the system and this counter has also become
light in terms of open interest. We expect fresh
buying going ahead; thus, one should look to
enter this stock on dips.
Auto & Auto Ancillaries
MARUTI (76.60%) traded in a narrow range for the
major part of January series. However, daily open
interest activity suggests decent short formations
which are still intact. At present, this stock has an
immediate support around Rs. 9230-9250 levels.
Thus, we expect short covering move soon.
ASHOKLEY (87.12%) is one the counter having low
rollovers. We hardly saw any meaningful build-up
during the series; resulting counter being light in
open interest. This stock has an immediate support
around Rs. 118-120 levels and we believe it may
soon attract fresh buying; hence, it’s a buy on dip
counter.
CEAT
(76.13%) corrected
6% MoM without any
relevant short formation. This counter has strong
support around Rs. 1820-1825 levels; any buying at
current levels may bring this counter towards
Rs. 1940-1950 levels.
Pharmaceutical
LUPIN (87.13%) rallied 7% last series mainly due to
short covering. Looking at the historical data, we
believe good amount short positions are still intact;
hence, we expect extension of this short covering
move. Thus, any dip towards Rs. 920-930 shall be an
opportunity to buy.
SUNPHARMA (93.16%) is amongst the counter having
high rollovers in this space. Last series, we witnessed
mixed activity in this stock; however, majority of the
positions formed were on long side. Thus, we expect
further buying going ahead which may bring this
counter towards Rs. 620-630 levels.
Other stocks wherein we saw long rollovers are
BIOCON (88.55%), DRREDDY (87.98%) and CIPLA
(81.79%).
For Private Circulation Only
2
Derivatives Rollover Report
Consumer Goods & FMCG
MCDOWELL-N
(91.17%) has highest rollover
percentage in this space. We witnessed good amount
of short formation and rollover figure suggests these
positions have been rolled too. Hence, this counter
remains sell on rise for us.
TITAN (87.62%) is merely up 4%; but, open interest
has surged up 61% MoM. This clearly suggested
huge longs were formed in recent up move. Thus,
any dips towards Rs. 860-870 shall be an opportunity
to add fresh longs.
Post decent consolidation, ITC (84.09%) surpassed
the hurdle of Rs. 266-268 along with good amount
of long formation. We believe decent amount of
longs are still intact; hence, traders should hold on
the longs for the targets of Rs. 286-287 levels.
Oil & Gas
ONGC (79.49%) is the top gainer in this space. Post
some consolidation in the initial part of the series, we
witnessed decent long formation at the average price
of Rs. 200. We believe these positions are still in
system; hence, traders should hold on to their longs
until stock traders above 200 mark.
HINDPETRO
(83.34%) corrected below it strong
support zone of Rs.
400-404 levels. We also
witnessed decent amount of short formation and
some of these positions are also intact. Now, the
above levels should act as a strong hurdle for this
counter; hence, until stock remains below Rs.400-404
levels traders should avoid fresh buying.
Other stocks wherein we saw short rollovers are IGL
(81.17%), CHENNPETRO
(80.98%) and MGL
(89.35%).
Metal & Mining
Since last couple of days, HINDALCO (82.11%) has
been trading in a range of Rs. 250-265 due to mixed
activity. Hence, traders should wait for initiating fresh
positions as long as stock trades in the above
mentioned range.
TATASTEEL (72.28%) rallied 4% series on series along
with decent long formation. Rollover is also above its
averages, suggesting longs are intact. At present,
Rs. 790-793 levels is an immediate hurdle for this
counter and any move above this may lead to
extension of recent up move.
Other counters that rallied 10%-38% mainly due to
short covering are JINDALSTEL
(80.62%) and
COALINDIA (62.48%). Hence, traders holding these
stocks shall look to book profits at current levels.
For Private Circulation Only
3
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
AUTO & AUTO ANCILLARIES
AMARAJABAT
846.35
(0.69)
1908200
16.85
7.05
0.35
86.95
84.98
APOLLOTYRE
262.75
(2.40)
10272000
9.85
8.49
0.63
72.33
75.34
ASHOKLEY
122.95
3.89
53914000
(15.05)
6.93
0.50
87.12
89.67
BAJAJ-AUTO
3316.60
0.05
2048250
12.16
1.93
1.30
85.41
86.61
BALKRISIND
1127.35
(6.06)
1268800
0.38
7.33
2.78
81.25
80.45
BHARATFORG
724.45
(1.35)
5797200
1.47
5.97
0.61
79.04
85.44
BOSCHLTD
19594.45
(2.63)
133775
8.67
-3.19
0.00
70.78
80.72
CASTROLIND
184.10
(5.40)
20753600
20.56
8.55
1.81
83.08
85.70
CEATLTD
1844.10
(5.99)
921900
(11.67)
7.14
0.90
76.13
81.35
EICHERMOT
26700.95
(11.08)
277950
70.73
8.92
0.17
85.55
84.42
ESCORTS
840.50
8.08
2259400
(43.10)
5.61
0.56
71.57
83.91
EXIDEIND
228.45
3.72
15392000
14.76
7.75
0.44
92.34
88.07
HEROMOTOCO
3588.70
(4.09)
1556200
11.68
6.39
1.40
75.35
76.65
M&M
761.00
0.97
12379000
(18.82)
5.50
0.34
75.65
76.54
MARUTI
9334.15
(3.78)
2735025
23.78
7.86
0.29
76.60
78.28
MOTHERSUMI
372.75
(0.39)
10400000
(27.53)
9.16
0.55
80.70
82.92
MRF
67973.90
(7.91)
59700
(3.54)
8.30
0.00
87.24
91.72
TATAMOTORS
402.85
(4.19)
57990000
(11.40)
8.30
0.76
79.53
83.42
TATAMTRDVR
228.40
(4.54)
25935000
4.87
6.60
1.50
88.24
89.35
TVSMOTOR
709.25
(7.44)
4856000
23.22
8.60
1.80
77.17
77.61
BANKING & FINANCIALS
ALBK
70.60
(5.30)
17080000
17.15
9.30
0.68
86.18
83.93
ANDHRABANK
56.35
(4.97)
21120000
(0.38)
10.49
0.73
86.31
83.38
AXISBANK
617.15
12.29
45766800
1.58
2.22
0.55
85.18
85.70
BAJAJFINSV
4951.85
(7.01)
800750
28.33
4.97
0.84
88.42
84.54
BAJFINANCE
1718.85
(2.70)
5825500
10.24
6.52
0.96
82.91
82.78
BANKBARODA
168.05
2.47
52180000
(10.01)
7.02
0.61
89.82
89.15
BANKINDIA
170.10
(0.61)
15726000
(7.81)
5.39
0.56
84.90
84.95
BHARATFIN
1027.95
2.62
7658000
(15.98)
6.31
0.81
91.20
90.97
CANBK
363.35
0.14
10884800
(4.03)
7.22
0.52
86.86
82.98
CANFINHOME
445.25
(6.89)
6291250
10.83
8.55
0.35
86.96
86.55
CAPF
764.25
10.10
6700000
55.27
9.71
0.63
89.53
88.24
CHOLAFIN
1315.50
1.52
1134000
115.59
7.98
1.04
86.66
84.72
DCBBANK
183.75
(5.82)
7132500
14.86
8.57
0.84
79.21
83.88
DHFL
598.60
1.39
25773000
(5.54)
6.13
0.82
93.67
93.66
EQUITAS
147.00
(1.93)
25244800
34.30
9.83
0.59
91.58
91.62
FEDERALBNK
101.75
(7.16)
78661000
9.46
7.73
0.65
87.05
85.84
HDFC
1914.40
12.18
17804000
50.19
4.17
0.48
75.38
81.29
HDFCBANK
1971.45
5.31
21536000
8.84
-2.31
0.66
76.21
79.15
For Private Circulation Only
4
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
IBULHSGFIN
1389.40
15.07
15802000
34.22
-4.30
0.33
90.23
85.69
ICICIBANK
357.15
12.84
89949750
61.77
-13.19
1.34
74.61
74.40
ICICIPRULI
432.65
10.38
4296500
(10.41)
8.34
0.26
56.37
74.04
IDBI
65.35
7.40
28610000
26.15
5.01
0.40
75.15
85.18
IDFC
57.05
(9.73)
199016400
31.79
10.36
0.69
89.89
92.16
IDFCBANK
58.50
7.24
177552000
30.55
6.72
0.46
90.00
90.59
IFCI
30.95
6.91
75086000
(4.50)
8.48
0.50
86.80
86.70
INDIANB
379.20
(1.01)
3928000
(2.39)
5.00
0.91
82.24
83.24
INDUSINDBK
1710.40
3.50
7276500
31.64
-14.92
0.48
79.95
80.38
KOTAKBANK
1093.00
8.05
12312800
61.55
0.78
0.62
70.88
72.46
KTKBANK
154.40
2.63
24240200
7.84
7.64
0.63
85.59
86.57
L&TFH
177.95
1.98
45396000
(1.19)
9.59
0.65
89.05
86.44
LICHSGFIN
558.95
(0.90)
16430700
7.62
7.27
0.60
87.67
86.95
M&MFIN
484.70
2.63
6237500
27.78
7.85
0.24
85.52
79.76
MANAPPURAM
119.05
(2.66)
31422000
(19.23)
5.50
0.90
86.88
90.07
MFSL
539.60
(10.68)
2884000
20.97
5.58
0.86
89.57
83.54
MUTHOOTFIN
428.95
(10.22)
2707500
72.07
9.18
1.73
87.71
84.26
ORIENTBANK
123.75
1.23
16482000
6.76
5.82
0.89
78.73
82.44
PFC
119.40
(0.91)
63822000
(3.26)
7.14
0.88
88.13
86.04
PNB
181.70
5.82
40188000
(25.85)
5.76
0.59
80.77
81.66
RBLBANK
513.30
0.60
5955000
(2.36)
7.41
0.33
89.52
88.52
RECLTD
153.15
(1.54)
44214000
(3.22)
-38.81
0.92
76.72
84.12
RELCAPITAL
508.85
(10.95)
13126500
7.14
7.99
0.50
89.57
88.76
REPCOHOME
665.90
(3.09)
835200
12.48
4.03
1.00
83.15
81.82
SBIN
314.45
1.21
65436000
(12.57)
5.41
0.59
77.37
78.58
SOUTHBANK
31.40
1.13
172465764
0.21
8.36
0.59
88.14
89.19
SREINFRA
98.35
(1.16)
19510000
26.40
6.66
2.14
85.33
85.76
SRTRANSFIN
1454.35
(0.75)
1938600
6.77
7.35
0.19
87.61
80.69
SYNDIBANK
77.00
(2.96)
27702000
7.02
5.95
0.51
89.53
88.44
UJJIVAN
396.45
0.29
6771200
(7.40)
8.61
0.70
88.98
87.01
UNIONBANK
141.55
(3.71)
22112000
8.63
-1.84
0.85
83.32
81.84
YESBANK
362.95
15.17
41968500
(21.95)
4.87
0.64
85.62
85.41
CAPITAL GOODS & INFRASTRUCTURE
ADANIPORTS
439.25
9.44
10407500
(3.39)
8.21
0.57
75.29
80.28
BEML
1489.25
(7.03)
2256900
4.85
7.66
1.01
87.00
87.48
BHEL
103.20
11.39
43717500
(23.49)
2.53
0.49
73.42
83.11
CGPOWER
92.65
(0.38)
24888000
(20.14)
7.78
0.82
88.56
87.87
ENGINERSIN
174.70
(12.85)
11249000
(4.69)
7.50
0.62
87.03
83.03
GMRINFRA
22.85
11.74
297720000
(3.51)
5.73
0.54
90.63
90.46
HAVELLS
584.20
5.44
3382000
1.26
8.20
0.56
84.55
83.32
HCC
40.05
(2.32)
57975000
23.96
6.54
0.81
85.76
88.69
IRB
245.10
4.23
15927500
11.44
5.88
0.74
89.12
88.04
For Private Circulation Only
5
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
JPASSOCIAT
22.20
(4.93)
250954000
29.49
11.85
0.65
94.33
90.49
LT
1412.20
11.99
13371000
12.25
-3.96
0.55
76.97
79.31
NBCC
236.40
(5.08)
12201000
9.89
8.05
0.96
87.71
86.69
RELINFRA
517.45
(7.50)
11545300
6.88
8.88
0.54
85.67
85.45
SIEMENS
1302.60
4.94
793000
(11.40)
6.54
0.76
78.21
80.65
VOLTAS
617.00
(5.97)
1960000
(21.82)
4.03
0.84
71.09
76.16
CEMENT
ACC
1737.05
(1.02)
1294400
9.92
8.04
0.68
81.66
85.87
AMBUJACEM
262.65
(3.51)
12760000
37.20
-1.73
0.60
73.75
80.89
DALMIABHA
3021.60
(7.01)
538200
(5.68)
7.90
0.46
76.80
84.90
GRASIM
1199.70
5.59
3037500
(26.38)
7.32
0.68
83.97
86.52
INDIACEM
176.20
(2.54)
27013000
8.75
8.19
0.51
91.61
90.43
RAMCOCEM
778.10
(2.27)
344000
(25.86)
-10.14
0.00
73.50
70.76
SHREECEM
18287.90
1.51
57100
47.93
9.05
0.00
87.44
83.97
ULTRACEMCO
4356.35
1.36
1646000
22.58
-1.08
0.84
82.34
85.05
CHEMICALS & FERTILIZERS
GSFC
149.95
(1.96)
21933000
7.40
7.87
0.36
84.96
88.02
PIDILITIND
881.30
(2.92)
1674000
36.88
6.02
1.29
87.60
83.32
TATACHEM
721.85
(2.01)
8817000
11.16
8.27
0.89
82.91
88.81
UPL
773.70
0.75
11931600
(6.51)
8.05
0.35
84.77
85.65
CONSUMER GOODS & FMCG
ASIANPAINT
1156.60
0.70
3896400
19.51
6.97
0.75
75.12
78.46
BERGEPAINT
253.80
(3.42)
1485000
(19.45)
3.35
3.86
72.42
77.65
BRITANNIA
4643.20
(1.24)
866600
(18.23)
4.96
0.59
72.96
77.82
COLPAL
1145.20
5.54
1064700
7.34
-6.57
0.28
75.45
74.57
DABUR
356.05
2.45
10210000
(7.52)
8.48
0.39
88.02
90.72
GODFRYPHLP
970.40
(2.47)
849000
27.67
10.36
1.22
83.24
81.09
GODREJCP
1080.15
8.78
1332000
(31.68)
6.25
1.41
73.19
81.56
HINDUNILVR
1378.95
1.06
9097800
1.40
5.89
0.33
76.78
81.54
ITC
281.65
7.01
88252800
4.58
1.85
0.70
75.18
78.61
JUBLFOOD
2225.05
29.10
2646500
12.04
8.76
0.80
81.68
85.76
MARICO
308.25
(3.46)
4992000
2.89
3.39
1.44
76.65
80.31
MCDOWELL-N
3390.80
(7.21)
2383500
31.79
9.00
0.38
91.17
86.08
NESTLEIND
7544.75
(2.78)
128400
4.82
9.40
0.83
80.45
83.07
TATAGLOBAL
306.30
(0.91)
30555000
9.71
8.78
0.59
87.13
88.01
TITAN
889.75
3.89
10467000
60.71
8.33
0.38
87.62
84.92
UBL
1133.25
4.93
1006600
(39.15)
-10.84
1.12
68.22
78.66
For Private Circulation Only
6
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
METALS & MINING
COALINDIA
291.55
10.54
16425200
(24.15)
-34.18
0.40
62.46
74.67
HINDALCO
260.30
(6.06)
37296000
4.80
6.80
0.65
82.11
81.31
HINDZINC
299.95
(4.41)
9545600
44.74
6.11
0.69
76.17
83.39
JINDALSTEL
282.55
38.40
23917500
(33.22)
10.93
0.98
80.62
83.13
JSWSTEEL
292.10
6.84
48249000
(11.61)
5.83
0.60
88.72
92.88
NATIONALUM
77.30
(11.20)
51088000
17.45
6.78
0.86
86.19
85.09
NMDC
144.20
3.33
39408000
36.04
4.54
0.46
74.70
83.59
SAIL
94.60
1.18
64788000
(25.46)
9.02
0.62
85.45
87.01
TATASTEEL
769.25
4.13
16909000
(17.43)
0.17
0.53
72.28
78.04
VEDL
347.75
3.88
42652750
(11.62)
8.11
0.48
86.04
86.82
INFORMATION TECHNOLOGY
HCLTECH
1004.95
13.92
10501400
20.16
-5.94
0.30
78.64
81.65
HEXAWARE
378.30
12.57
3738000
0.40
-10.43
0.54
77.68
75.37
INFY
1174.95
13.11
34382400
24.82
-0.50
0.59
86.34
83.54
KPIT
212.95
21.69
13576500
25.03
9.25
0.37
90.49
88.04
MINDTREE
753.65
22.17
2228400
19.11
7.13
0.34
78.09
78.60
NIITTECH
910.05
39.11
1600500
84.92
-5.78
0.59
80.23
82.72
OFSS
4243.00
3.63
125250
60.89
3.76
0.00
84.51
77.64
TATAELXSI
1092.60
14.98
1790400
(13.79)
5.87
0.20
88.01
85.67
TCS
3133.55
19.09
6960500
19.80
5.22
0.92
82.12
83.40
TECHM
599.90
20.41
12132000
(0.85)
3.16
0.55
77.52
84.40
WIPRO
312.20
4.34
36208800
(7.38)
1.04
0.43
86.75
85.54
MISCELLANIOUS
ADANIENT
214.95
29.41
17944000
(23.84)
3.34
0.37
80.61
86.17
APOLLOHOSP
1133.70
(8.29)
612500
(32.54)
0.00
1.70
79.49
67.68
BALRAMCHIN
122.75
(6.76)
17937500
17.49
10.71
0.60
86.35
86.81
BATAINDIA
710.95
(4.91)
2295700
36.85
8.58
0.44
77.67
78.52
BEL
177.65
(2.87)
26848800
44.26
5.53
0.46
75.24
80.86
CONCOR
1433.85
3.90
1061250
3.60
-5.93
0.41
83.44
87.73
CUMMINSIND
915.75
(0.32)
573000
0.21
6.65
0.80
78.54
72.91
GODREJIND
623.70
2.95
1546500
(27.65)
7.67
0.58
75.86
82.44
INDIGO
1243.50
2.57
2628600
8.41
5.74
0.38
79.86
86.79
INFIBEAM
158.20
(4.06)
34924000
(4.09)
0.00
0.18
93.10
86.47
JETAIRWAYS
770.65
(6.50)
5109600
(5.88)
8.26
0.69
84.50
84.33
JISLJALEQS
146.55
13.25
48573000
8.46
8.51
0.36
92.35
93.17
JUSTDIAL
581.75
10.22
2839200
(20.90)
6.53
0.63
79.81
77.20
KAJARIACER
701.30
(1.47)
1224000
(13.12)
10.68
1.15
83.79
80.92
KSCL
515.20
(6.27)
3783000
(2.47)
9.43
0.76
82.53
84.38
For Private Circulation Only
7
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
MCX
828.15
(12.41)
3989000
15.21
7.44
1.24
89.10
91.13
PCJEWELLER
563.80
22.43
14041500
90.54
5.11
0.10
79.40
85.28
RNAVAL
49.85
1.73
33570000
109.90
11.87
0.33
84.31
82.62
VGUARD
232.40
(2.43)
2754000
(8.57)
9.89
0.33
78.60
77.98
OIL & GAS
BPCL
472.80
(9.18)
7567200
(7.34)
-21.29
0.64
67.43
69.29
CHENNPETRO
422.15
(2.04)
2893500
27.16
7.77
0.27
80.98
81.75
GAIL
489.50
(3.18)
11584000
(4.11)
-11.22
0.73
62.46
66.39
HINDPETRO
384.75
(9.25)
25223625
4.52
2.04
0.76
83.34
85.97
IGL
309.35
(6.31)
7551500
42.80
8.70
1.05
81.17
83.90
IOC
381.85
(3.00)
10468500
9.49
-34.72
0.56
74.06
67.09
MGL
1036.55
(5.45)
1374000
24.80
0.00
0.58
89.35
84.52
MRPL
128.30
(1.12)
9504000
2.57
7.67
0.39
77.62
79.05
OIL
371.15
(0.51)
2463142
(3.81)
-36.03
0.06
74.10
73.23
ONGC
208.95
7.54
38272500
0.14
2.81
0.88
79.49
79.32
PETRONET
244.50
(3.03)
17199000
(2.05)
2.67
0.81
86.56
81.30
RELIANCE
969.40
4.35
40581000
(14.46)
4.72
0.53
79.10
83.10
PHARMACEUTICAL
AJANTPHARM
1503.55
1.42
950000
28.64
8.95
0.36
73.05
79.04
AUROPHARMA
643.50
(6.52)
24688800
11.53
7.74
0.73
89.93
89.22
BIOCON
609.95
12.68
7588800
(5.53)
5.36
0.36
88.55
87.59
CADILAHC
420.70
(1.59)
6312000
(4.62)
7.95
0.76
87.39
86.54
CIPLA
624.15
2.56
8326000
12.86
5.77
0.33
81.79
84.93
DIVISLAB
1124.60
0.13
1781600
(38.29)
5.00
0.57
62.22
77.35
DRREDDY
2512.05
2.64
4740000
18.53
2.24
0.36
87.98
85.94
FORTIS
158.35
(3.09)
54089000
11.99
8.70
0.71
96.48
95.49
GLENMARK
637.05
7.18
5511600
(27.89)
5.75
0.34
85.26
87.93
GRANULES
137.65
(0.29)
15380000
(9.10)
7.62
0.55
83.68
85.15
LUPIN
954.00
7.64
11364000
(22.84)
5.97
0.69
87.13
86.26
PEL
2784.40
(2.70)
1441500
(9.56)
6.21
0.50
87.73
89.58
STAR
793.95
(4.84)
4446600
2.76
8.76
1.10
90.30
89.82
SUNPHARMA
583.25
2.06
53006800
7.05
7.64
0.61
93.16
92.41
TORNTPHARM
1428.15
1.64
372500
(10.35)
6.19
0.07
81.24
82.34
WOCKPHARMA
916.15
(0.44)
3424500
18.72
7.37
1.27
90.60
87.23
REAL ESTATE
DLF
255.15
(3.97)
44495000
19.42
7.97
0.56
88.16
87.50
HDIL
59.80
0.59
31347000
(6.19)
9.88
0.94
90.49
87.82
NCC
128.70
(4.60)
28176000
7.38
8.15
0.41
78.70
81.82
For Private Circulation Only
8
Derivatives Rollover Report
POWER
ADANIPOWER
38.35
(6.69)
118320000
5.70
5.12
0.54
89.41
91.68
CESC
1076.80
2.34
6662150
39.81
8.90
0.90
89.08
86.43
NHPC
28.85
(9.84)
53568000
18.94
-37.31
0.65
66.02
74.06
NTPC
169.45
(4.13)
24640000
(3.70)
-18.95
0.34
68.77
70.99
POWERGRID
194.25
(3.21)
27528000
10.25
-0.34
1.05
77.67
79.15
PTC
111.50
(4.09)
20928000
6.99
7.64
0.76
88.38
85.87
RPOWER
47.50
5.09
61295000
(9.31)
9.68
0.42
83.51
88.55
SUZLON
14.70
(3.61)
410585000
(1.32)
8.93
0.41
87.32
87.67
TATAPOWER
90.60
(2.16)
69822000
13.94
9.42
0.49
85.16
85.53
TORNTPOWER
286.05
4.51
4542000
(18.95)
8.25
0.87
82.46
83.13
TORNTPOWER
286.05
4.51
4542000
(18.95)
8.25
0.87
82.46
83.13
TELECOM
BHARTIARTL
452.00
(15.59)
51039100
43.88
-2.02
0.43
87.47
84.39
IDEA
95.50
(7.10)
60865000
50.59
5.48
0.73
86.92
78.75
INFRATEL
344.65
(6.76)
9911000
15.56
4.55
0.76
82.14
75.93
RCOM
28.60
(6.99)
71904000
(2.54)
11.50
0.58
82.76
80.23
TATACOMM
622.95
(9.03)
8152800
(4.27)
7.79
0.82
88.97
89.32
TEXTILES
ARVIND
446.80
(1.07)
4862000
(31.54)
7.78
0.39
83.08
84.65
CENTURYTEX
1404.55
(2.03)
7342500
2.53
5.31
0.48
90.03
91.90
PAGEIND
22008.80
(12.83)
37750
10.70
3.15
0.00
65.20
74.88
RAYMOND
1080.10
2.35
4868000
15.71
6.49
1.36
88.19
90.89
SRF
1848.65
(5.74)
634000
(2.08)
6.38
0.98
66.74
79.16
MEDIA
DISHTV
73.95
(10.04)
42210000
12.42
7.09
0.80
89.97
89.15
PVR
1474.30
4.07
408000
(9.01)
6.62
1.13
74.62
76.66
SUNTV
1039.35
3.19
4305000
(11.62)
7.13
0.44
87.39
87.38
TV18BRDCST
60.20
(0.91)
75123000
(2.51)
6.53
0.62
92.91
92.15
ZEEL
599.00
1.75
7620600
51.94
6.89
0.33
80.96
79.20
For Private Circulation Only
9
Derivatives Rollover Report
Research Team Tel: 022 - 39357800 Extn-6824
Website: www.angelbroking.com
DISCLAIMER
Angel Broking Private Limited (hereinafter referred to as “Angel”) is a registered Member of National Stock Exchange of India
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decision. Nothing in this document should be construed as investment or financial advice. Each recipient of this document should
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Derivative Research Team
[email protected]
For Private Circulation Only
10