Derivatives Rollover Report | July 27, 2018
Finally after couple of consecutive lethargic series, the benchmark index managed to surpass the important hurdle of
10900-10950 and thereafter, the march continued in the northward direction to clock new highs. The Nifty rallied
almost 6% and concluded the series at the highest point ever, which certainly is an achievement for our markets. The
beaten down midcap counters along with PSU banking displayed some strength in the ongoing rally; whereas, the
June series outperformer ‘Pharma’ had taken a back seat.
During the series, we witnessed good amount of long formation in Nifty Futures and stronger hands too actively participated
by adding longs in index as well as stock futures segment. Rollover in Nifty stands at 74%; which is substantially higher to the
3 month average; hinting long rollovers in the coming series. Stronger hands too rolled over their longs; as a result the
‘Long Short Ratio’ climbed to 58% from 35%. At current juncture, 11500 call and 11000 put options are attracting trader’s
attention. Considering the rollover data, we expect continuation of the ongoing move in the new series as well. At present,
10900-11000 is an immediate base; whereas, 11400-11500 shall be the levels to watch out for.
The banking index rollovers are also on the higher side in terms of percentage (78%) as well as open interest. Apart
from the private banking players who have been the real drivers since last many months, we also saw some recovery
in PSU banks that had undergone a severe pain in several months. In the coming series, we expect PSU banks to
strengthen further and should deserve a place in the buying list especially for the small to medium term traders.
Indices Change
NIFTY & PCR Graph
Price
Change
3 month
INDEX
Price
(%)
Rollover
avg.
NIFTY
11167.30
5.96
73.74
66.81
BANKNIFTY
27406.40
4.57
77.76
74.87
NIFTYIT
14468.10
4.50
73.80
77.30
NIFTYMID50
4933.10
2.71
99.94
99.94
NIFTYINFRA
3120.20
2.40
-
-
Monthly Gainers
Monthly Losers
Price
Ol
Price
Ol
Change Open
Change
Change Open
Change
Scrip
Price
(%)
Interest
(%)
Scrip
Price
(%)
Interest
(%)
ADANIENT
198.55
80.58
41012000
220.31
PCJEWELLER
84.15
(38.33)
7132500
(0.88)
ADANIPOWER
26.55
69.65
146260000
43.62
PVR
1122.60
(19.36)
871200
3.32
GRANULES
98.70
25.81
11915000
2.98
SOUTHBANK
17.90
(15.57)
142440018
(4.66)
BANKBARODA
139.55
22.74
61936000
(13.54)
SREINFRA
53.90
(15.32)
16842000
(16.31)
IGL
296.65
21.88
3357750
(46.70)
MCDOWELL-N
582.55
340.79
10871250
(77.88)
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
ICICIBANK (85.39%) corrected towards Rs. 260 levels
in the initial part of the series; however, we saw
strong recovery to surpass the hurdle of Rs. 276-277
levels. We also saw good amount of long formation
and these positions are still intact. Thus, any dips
towards, Rs. 282-285 will be an opportunity to add
fresh longs.
AXISBANK (88.73%) has been trading in the range of
500-560 since last
3 months. Last series, we
witnessed decent short covering move. Now, this
counter is light in open interest and we expect fresh
buying going ahead. Traders are advised forming
longs as we may soon see this counter surpassing the
hurdle of Rs. 560-565.
M&MFIN (92.19%) rallied
13% along with long
formation. We believe these longs have been rolled
too and may soon head towards Rs. 530-535 levels.
Auto & Auto Ancillaries
APOLLOTYRE (71.62%) rallied 15% but this move
was mainly due to short covering. At present, the
earlier resistance of Rs. 276-278 shall now act as a
support. Thus, traders shall look to add fresh
positions around above levels.
CEATLTD (84.51%) rallied from the strong support of
Rs. 1210-1220 levels last series. This counter has an
immediate resistance at Rs. 1404-1407 and any
move beyond this shall attract fresh buying.
For last entire series, MOTHERSUMI (92.54%) traded
in a range of Rs. 270-308. Yesterday, we saw this
counter surpassing the hurdle of Rs. 307-308 along
with long addition. We expect further upside towards
Rs. 330-335 going ahead.
Consumer Goods & FMCG
TITAN (89.72%) rollovers jumped up substantially. Post
decent rally from 800 levels now this counter has
consolidated. We also saw decent longs adding in the
recent upmove, any move beyond Rs. 875-878 levels
shall lead to rally towards Rs. 905-910.
ITC (83.71%) ended July series on a strong note. It
surpassed the important hurdle of Rs. 287-290 levels
post 11 months of consolidation. Thus, this counter is
a buy on dips for us.
MCDOWELL-N (90.43%) underperformed its peers by
correcting 12%. We also saw decent short formation
and these positions have been rolled too. However,
this counter has a multi year’s support near Rs. 550
levels. Thus, this counter shall be bought for the target
of Rs. 640.
For Private Circulation Only
2
Derivatives Rollover Report
Pharmaceutical
LUPIN (87.51%) corrected 9% last series and we also
saw decent short addition. Rollovers are also above
averages, hinting these positions are still intact. Thus,
unless we don’t see any signs of short covering one
should avoid taking any directional positions
GRANULES (92.19%) outperformed this space. We
saw strong recovery post consistent pain; which was
due to both short covering and fresh long formation.
We expect extension of the recent rally near Rs. 110-
112 levels
Few counters that rallied 4-8% due to short covering
are CIPLA
(75.81%), TORANTPHARMA
(88.30%),
DIVISLAB (83.74%) and AJANTAPHARM (94.76%).
Metal & Mining
COALINDIA (76.47%) is the only counter in this space
that ended in green. This was mainly due to short
covering. Since past three consecutive series, this
counter has been taking support near Rs. 277 mark.
Thus, traders with longs shall maintain a stop loss
below 277 and hold on their longs.
TATASTEEL (91.99%) concluded the July series on a
flat note. At the same time, open interest too has just
decreased marginally. This counter has shown decent
recovery this week from the support of Rs. 493-498
levels. We expect extension of this upmove towards
Rs. 570-574 levels, hold on longs.
Some of the counters having high rollovers are
JSWSTEEL
(96.09%), VEDL
(90.28%) and NMDC
(90.26%).
Oil & Gas
RELIANCE (86.89%) once again outperformed this
space by rallying another 18% MoM. But, surprisingly
we hardly saw any relevant long formation. Thus,
traders are advised avoiding fresh longs unless we
don’t see any fresh positions.
Post consistent fall, finally we saw PETRONET
(73.87%) recovered 12% last series. This was mainly
due to short covering and fresh long formation.
Immediately, Rs. 225-258 shall be a support zone.
Any dips towards these levels shall be an opportunity
to re-enter.
Other stocks where we witnessed short covering are
IGL (70.42%), BPCL (57.62%), IOC (68.64%) and
ONGC (78.33%).
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
792.75
12.24
998900
(28.93)
0.07
1.29
76.97
72.73
APOLLOTYRE
284.60
14.99
6996000
(16.54)
-8.18
0.57
71.62
75.20
ASHOKLEY
112.35
(8.36)
82724000
6.39
2.79
0.32
87.63
88.25
BAJAJ-AUTO
2637.70
(1.32)
3683250
26.71
7.65
0.22
86.19
87.40
BALKRISIND
1235.35
20.82
1039200
(17.05)
7.82
0.19
87.30
83.72
BHARATFORG
631.75
4.23
7588800
(14.26)
3.98
0.74
94.09
90.74
BOSCHLTD
18804.70
8.41
127170
(6.07)
5.82
0.00
98.13
91.82
CASTROLIND
164.15
1.30
8957200
(7.19)
-1.90
1.12
79.32
81.61
CEATLTD
1360.80
9.71
1365000
(16.24)
7.22
0.27
84.51
84.79
EICHERMOT
28358.80
(0.64)
228475
11.40
3.44
0.28
85.82
84.99
ESCORTS
895.60
7.70
4007300
(10.86)
7.62
0.78
91.03
88.25
EXIDEIND
274.00
10.44
8636000
15.27
3.25
0.45
85.00
81.07
HEROMOTOCO
3158.70
(9.22)
2137000
62.73
7.30
0.44
83.06
78.78
M&M
918.70
1.50
14725000
(2.35)
5.82
0.52
87.71
84.58
MARUTI
9376.60
6.46
2056650
(6.88)
-2.18
0.32
88.04
87.25
MOTHERSUMI
309.15
9.38
12280000
(13.89)
0.34
0.47
92.54
88.65
MRF
79168.90
8.05
23730
(5.72)
6.95
0.00
91.34
86.89
TATAMOTORS
259.60
(2.04)
79483500
(12.90)
5.45
0.60
90.98
87.47
TATAMTRDVR
143.80
(9.19)
28543200
13.80
6.57
0.92
92.97
83.28
TVSMOTOR
517.05
(6.83)
8967000
31.65
-10.58
0.51
92.02
88.88
BANKING & FINANCIALS
ALBK
44.80
8.61
12683000
9.60
9.40
0.50
96.81
88.21
ANDHRABANK
33.00
4.43
21606000
4.46
9.57
0.48
97.36
88.45
AXISBANK
543.80
7.37
39771600
1.85
4.14
1.55
88.73
84.89
BAJAJFINSV
7073.30
20.31
630500
(13.63)
5.63
0.98
82.30
83.14
BAJFINANCE
2701.75
18.26
5086500
4.52
7.82
0.88
85.47
83.41
BANKBARODA
139.55
22.74
61936000
(13.54)
5.26
0.78
87.40
88.28
BANKINDIA
96.05
12.21
20196000
(28.85)
4.91
0.88
84.51
82.21
BHARATFIN
1196.85
1.35
4163500
(24.89)
5.47
0.55
84.83
91.09
CANBK
280.20
12.30
11762000
(7.37)
4.86
0.87
88.29
87.37
CANFINHOME
353.85
4.98
3735000
(1.22)
3.40
0.71
98.35
87.22
CAPF
519.50
(2.12)
7186400
(9.10)
5.35
1.22
91.74
90.34
CHOLAFIN
1556.10
5.71
889000
2.95
7.90
0.08
66.84
75.93
DCBBANK
166.05
1.65
4500000
(29.23)
-10.57
0.67
92.85
86.93
DHFL
627.00
(2.03)
26467500
1.99
6.44
1.38
92.12
88.99
EQUITAS
140.95
4.10
22004000
11.63
7.83
0.79
95.90
92.37
FEDERALBNK
87.65
10.81
67254000
5.77
-7.09
0.52
89.89
86.55
HDFC
2037.15
8.82
24473500
4.80
7.09
0.40
88.37
87.08
HDFCBANK
2194.90
3.58
19706500
1.66
1.09
0.60
79.54
76.55
For Private Circulation Only
4
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
IBULHSGFIN
1298.95
13.95
13038000
(22.49)
1.00
0.27
80.24
79.72
ICICIBANK
286.00
5.38
125400000
34.90
1.28
0.71
85.39
79.95
ICICIPRULI
413.50
11.10
4829500
(38.57)
0.25
0.57
78.38
80.71
IDBI
59.30
18.13
52730000
(4.01)
8.87
0.82
98.30
88.58
IDFC
45.70
(1.19)
125307600
(16.69)
9.21
0.72
92.88
87.85
IDFCBANK
38.55
(1.66)
161216000
(17.28)
9.55
0.66
94.00
82.50
IFCI
16.30
9.76
58525000
(8.27)
9.69
0.97
90.98
86.53
INDIANB
355.75
7.54
2078000
(8.30)
4.42
0.59
79.37
72.75
INDUSINDBK
1958.30
1.14
5198100
(15.73)
-1.09
0.33
72.21
75.19
KOTAKBANK
1313.90
(1.53)
11412000
13.57
2.11
0.38
75.54
71.69
KTKBANK
115.95
12.03
15187500
(25.43)
6.33
0.76
90.73
90.76
L&TFH
179.00
19.93
25938000
(14.42)
5.56
0.61
91.71
85.76
LICHSGFIN
521.90
10.82
9828500
(18.19)
-5.86
0.34
88.82
89.93
M&MFIN
515.95
13.22
9438750
11.59
8.05
0.46
92.19
91.21
MANAPPURAM
104.05
7.10
14250000
(23.76)
5.54
0.90
81.48
85.42
MFSL
474.30
11.32
2419200
(22.43)
6.19
2.41
95.36
92.44
MUTHOOTFIN
411.15
9.36
1501500
(9.08)
7.54
0.98
87.58
79.49
ORIENTBANK
74.25
2.98
13074000
2.25
4.94
0.82
98.78
88.23
PFC
81.05
9.23
72810000
(15.68)
7.13
0.75
83.95
84.88
PNB
81.50
10.96
84155500
(0.88)
8.38
0.73
92.40
89.05
RBLBANK
570.10
4.54
5298000
36.60
5.24
0.48
82.93
79.81
RECLTD
107.55
7.17
39270000
(4.05)
4.87
0.80
84.36
84.67
RELCAPITAL
393.95
0.81
8712000
3.49
-1.98
0.77
69.05
79.44
REPCOHOME
629.50
16.32
357300
(34.92)
4.66
0.00
95.66
86.04
SBIN
287.75
11.38
74934000
1.28
0.18
0.76
80.57
78.74
SOUTHBANK
17.90
(15.57)
142440018
(4.66)
5.86
0.42
88.11
90.01
SREINFRA
53.90
(15.32)
16842000
(16.31)
4.86
1.00
92.40
91.26
SRTRANSFIN
1416.50
8.73
3682200
(13.66)
4.06
0.90
86.09
90.11
SYNDIBANK
43.40
9.73
25137000
(4.71)
4.83
0.32
98.52
91.54
UJJIVAN
393.00
6.00
3864000
(10.65)
4.26
0.57
85.34
87.35
UNIONBANK
85.65
6.66
32496000
(1.42)
7.36
1.15
93.04
90.44
YESBANK
371.95
12.64
47393500
1.42
6.20
0.42
85.04
83.65
CAPITAL GOODS & INFRASTRUCTURE
ADANIPORTS
401.65
10.63
7565000
1.89
6.14
0.55
81.41
61.73
BEML
798.40
(0.68)
1720500
(9.52)
7.30
1.04
98.54
87.76
BHEL
71.10
1.35
43260000
(9.59)
5.90
0.64
86.62
86.41
CGPOWER
62.65
12.08
28788000
(9.20)
5.86
0.33
97.92
87.58
ENGINERSIN
134.85
11.17
6744500
(28.92)
7.40
1.24
88.60
79.90
GMRINFRA
18.00
17.65
213030000
(17.76)
8.76
0.55
92.48
88.07
HAVELLS
617.95
18.30
4324000
2.83
5.43
0.54
86.53
86.82
HCC
11.05
1.38
35586000
(17.25)
0.00
0.33
91.87
87.80
IRB
205.55
0.93
17022500
(5.22)
-3.29
0.50
95.55
87.57
JPASSOCIAT
29.05
27.13
170340000
7.74
10.88
0.41
87.34
88.77
For Private Circulation Only
5
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
JPASSOCIAT
15.15
(4.11)
184688000
1.27
6.93
0.33
98.09
93.41
LT
1298.65
4.78
12123750
(27.61)
-5.83
0.38
80.88
81.80
NBCC
67.90
(6.92)
23040000
5.96
8.52
1.30
89.57
86.49
RELINFRA
404.85
1.54
7182500
10.79
7.52
0.78
90.83
86.57
SIEMENS
975.15
1.39
1133000
2.53
7.97
0.50
98.01
89.50
VOLTAS
564.25
12.57
3619000
(26.16)
-8.25
0.48
78.81
78.11
CEMENT
ACC
1529.20
18.18
1658800
(12.03)
4.45
1.42
86.16
72.99
AMBUJACEM
225.05
11.27
14387500
19.42
7.23
0.66
83.37
85.80
DALMIABHA
2599.20
15.24
359100
(49.39)
-1.08
1.71
85.26
86.05
GRASIM
1024.60
1.75
5220000
2.25
0.41
1.10
78.97
81.56
INDIACEM
113.85
10.21
19582500
(15.76)
5.99
0.79
82.64
83.55
RAMCOCEM
714.65
5.12
728000
(17.27)
-9.18
1.06
91.73
83.44
SHREECEM
17490.60
12.27
97800
20.89
0.65
0.00
83.38
87.09
ULTRACEMCO
4150.25
11.68
1898200
(1.31)
1.88
0.90
81.46
85.43
CHEMICALS & FERTILIZERS
GSFC
109.70
7.50
13752000
(10.43)
4.30
1.57
81.69
86.64
PIDILITIND
1113.60
7.65
3666000
3.53
-0.70
0.75
94.92
81.17
TATACHEM
676.60
1.74
3323250
(1.97)
4.26
0.53
87.07
87.54
UPL
638.60
4.77
15290400
13.30
1.80
0.73
78.11
80.52
CONSUMER GOODS & FMCG
ASIANPAINT
1442.25
13.27
4491000
(10.34)
6.11
0.50
78.76
78.18
BERGEPAINT
318.65
13.84
1359600
(16.82)
4.77
0.59
89.18
79.39
BRITANNIA
6471.45
5.18
811600
11.76
3.42
0.76
92.37
92.17
COLPAL
1090.50
(5.96)
2145500
(1.45)
5.24
0.38
89.23
81.62
DABUR
376.05
(1.78)
18565000
26.08
7.68
0.46
96.13
94.13
GODFRYPHLP
781.05
8.27
494900
7.28
3.75
7.00
96.98
87.83
GODREJCP
1344.75
10.18
1512000
(26.20)
7.07
0.49
80.22
85.63
HINDUNILVR
1679.85
4.26
8903400
3.87
6.18
0.33
81.55
81.65
ITC
289.30
11.10
73756800
(6.79)
7.63
0.48
83.71
82.27
JUBLFOOD
1403.60
104.38
3590000
(47.54)
5.38
0.28
77.26
84.74
MARICO
365.55
9.17
5457400
22.18
3.00
0.30
92.02
88.67
MCDOWELL-N
582.55
340.79
10871250
(77.88)
7.48
0.49
90.43
90.36
NESTLEIND
10389.75
5.74
227500
(9.11)
6.65
0.20
94.32
88.85
TATAGLOBAL
240.75
(8.72)
14143500
14.54
7.20
1.09
84.65
84.44
TITAN
860.25
2.78
13204500
(9.17)
7.02
0.66
89.72
79.14
UBL
1097.85
(2.75)
1431500
0.94
2.91
0.43
99.08
86.34
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
266.10
2.60
14293400
(22.73)
3.93
1.00
76.47
81.02
HINDALCO
207.25
(6.62)
35598500
1.94
3.53
0.90
87.02
83.17
HINDZINC
270.80
(1.08)
9232000
(1.40)
-4.98
0.75
76.14
84.53
JINDALSTEL
196.30
(7.01)
29648250
(3.79)
5.61
0.67
88.86
87.58
JSWSTEEL
313.80
(2.41)
62841000
0.24
5.01
0.55
96.09
95.72
NATIONALUM
62.30
(0.16)
43896000
(8.04)
2.52
1.21
75.31
77.94
NMDC
102.40
(1.54)
22686000
(9.00)
4.09
1.17
90.26
86.15
SAIL
74.25
(9.01)
75228000
(9.53)
7.78
0.74
87.11
87.20
TATASTEEL
538.55
(0.45)
41241070
(2.71)
7.21
0.75
91.99
90.61
VEDL
217.95
(5.65)
42883750
(12.18)
6.98
0.43
90.26
85.36
INFORMATION TECHNOLOGY
HCLTECH
957.40
4.81
8941100
(9.42)
5.25
0.72
81.51
78.61
HEXAWARE
445.90
(1.08)
4471500
3.08
-14.64
0.35
97.39
86.92
INFY
1381.95
7.69
23112600
(17.14)
6.61
0.53
85.09
84.68
KPIT
287.40
7.92
4410000
4.14
0.36
0.73
97.42
81.58
MINDTREE
953.55
(0.31)
4218000
10.33
6.94
0.31
77.80
78.57
NIITTECH
1243.55
16.43
1248000
6.87
-14.92
0.42
93.64
83.17
OFSS
3774.20
(7.76)
63600
28.88
-29.05
0.00
95.50
61.25
TATAELXSI
1458.60
13.69
1670400
44.00
6.29
0.54
86.75
82.61
TCS
1969.05
6.56
9972000
(8.88)
2.31
0.56
84.46
79.75
TECHM
632.70
(3.40)
15578400
(5.28)
1.07
0.60
85.05
86.00
WIPRO
273.25
5.79
29594400
7.91
7.11
0.25
85.57
86.59
MISCELLANIOUS
ADANIENT
198.55
80.58
41012000
220.31
4.22
1.09
93.21
86.75
APOLLOHOSP
944.20
(7.27)
1075500
66.74
7.62
0.46
86.35
82.50
BALRAMCHIN
68.45
3.71
8358000
(41.30)
5.36
0.71
74.21
80.63
BATAINDIA
920.00
10.82
3034900
27.79
5.24
0.27
90.43
85.90
BEL
100.75
(3.40)
33551100
9.15
5.72
0.64
91.91
88.03
CONCOR
649.80
112.77
2021250
(66.42)
3.54
0.12
66.54
67.91
CUMMINSIND
665.45
3.23
613200
(27.24)
-15.90
0.56
71.16
75.67
GODREJIND
614.35
2.65
1338000
(8.70)
5.55
0.77
88.84
79.83
INDIGO
997.25
(8.81)
4632000
(5.64)
-11.89
1.40
90.84
81.62
INFIBEAM
176.05
16.94
38672000
(8.63)
-36.03
0.42
78.37
85.93
JETAIRWAYS
309.10
(7.39)
6720000
(0.16)
5.43
0.63
87.64
86.14
JISLJALEQS
80.60
1.00
42138000
12.66
7.82
1.66
94.83
89.23
JUSTDIAL
571.90
4.90
3333400
4.25
7.35
0.25
97.18
79.41
KAJARIACER
435.25
(10.44)
2425000
47.87
5.90
0.53
84.64
84.15
KSCL
596.10
9.99
1243500
(34.36)
0.44
0.23
87.36
83.32
For Private Circulation Only
7
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
MCX
828.40
13.18
3608500
3.66
-12.25
0.31
95.48
91.50
PCJEWELLER
84.15
(38.33)
7132500
(0.88)
6.86
0.79
81.55
77.99
VGUARD
204.85
10.10
1641000
(37.41)
-7.58
0.71
93.99
86.27
OIL & GAS
BPCL
385.50
5.99
5767200
(51.78)
-9.12
0.61
57.62
65.16
CHENNPETRO
280.85
(1.30)
1504500
(16.14)
-57.54
0.91
82.89
79.96
GAIL
370.90
16.20
13092303
3.17
2.54
0.33
77.00
77.33
HINDPETRO
278.65
6.01
20895525
(24.12)
6.97
0.73
87.74
84.45
IGL
296.65
21.88
3357750
(46.70)
5.66
0.49
70.42
75.26
IOC
159.05
3.89
19923000
(37.81)
1.64
0.95
68.84
71.85
MGL
895.80
11.88
1434000
(3.47)
-2.73
0.18
97.55
88.20
MRPL
79.40
1.79
5089500
(27.69)
5.94
0.60
89.13
81.86
OIL
209.45
5.33
2399694
(5.11)
4.75
1.42
94.13
76.88
ONGC
163.20
5.84
31950000
(25.00)
4.17
0.72
78.33
77.33
PETRONET
231.90
11.95
16182000
(4.50)
2.93
0.47
87.49
84.98
RELIANCE
1118.05
17.68
44633000
(7.74)
6.95
0.68
86.89
82.55
PHARMACEUTICAL
AJANTPHARM
1044.50
6.28
633500
(26.34)
0.90
1.08
94.76
82.21
AUROPHARMA
585.85
(3.06)
18931000
(4.10)
6.27
0.69
94.45
91.93
BIOCON
561.65
(9.35)
9003600
4.21
6.35
0.61
90.16
88.28
CADILAHC
370.50
(2.63)
8942400
24.20
-1.69
0.71
93.31
89.55
CIPLA
628.80
4.58
7122000
(6.77)
1.58
0.69
75.81
77.75
DIVISLAB
1081.70
7.74
2154400
(21.62)
5.82
0.48
83.74
78.50
DRREDDY
2145.90
(5.85)
4912500
11.54
6.43
0.40
88.46
84.48
GLENMARK
572.60
(0.74)
4205000
(5.06)
6.23
0.45
93.51
89.03
GRANULES
98.70
25.81
11915000
2.98
1.06
0.62
92.19
87.01
LUPIN
813.65
(9.40)
11691400
16.95
1.03
1.51
87.51
85.29
PEL
2707.10
6.74
1890822
(7.12)
8.88
0.54
95.38
92.52
STAR
357.25
(8.49)
3864800
(0.23)
5.58
0.79
83.34
83.71
SUNPHARMA
557.30
(2.31)
40223700
(2.68)
3.57
0.61
91.61
91.08
TORNTPHARM
1504.55
6.81
543500
(7.88)
6.91
0.82
88.30
77.93
WOCKPHARMA
573.45
(8.95)
2916000
(1.61)
5.85
0.82
98.93
88.75
REAL ESTATE
DLF
190.75
2.39
30340000
(6.48)
3.02
0.99
90.69
88.45
NCC
91.85
0.33
43000000
(5.54)
-2.27
0.55
89.52
86.11
For Private Circulation Only
8
Derivatives Rollover Report
POWER
ADANIPOWER
26.55
69.65
146260000
43.62
9.91
0.35
98.06
91.53
CESC
913.20
2.66
5236000
(14.37)
4.47
0.44
93.63
93.09
NHPC
24.30
7.05
23301000
(21.26)
2.15
0.40
91.52
86.20
NTPC
153.80
(0.39)
34828000
(21.70)
3.06
0.46
79.69
80.50
POWERGRID
182.80
(0.44)
41976000
(26.78)
5.45
0.70
82.83
77.22
PTC
76.90
4.34
15568000
(11.46)
2.72
1.26
68.35
79.32
RPOWER
32.65
2.35
45383000
(6.98)
8.05
0.75
97.98
88.51
SUZLON
7.90
5.33
271350000
(5.32)
13.37
0.39
94.50
87.72
TATAPOWER
71.30
0.64
46539000
6.99
6.62
0.46
93.22
86.10
TORNTPOWER
240.70
5.18
1779000
6.65
10.72
0.95
96.58
67.68
TELECOM
BHARTIARTL
357.35
(5.33)
47390900
1.90
-0.87
1.26
95.13
89.36
IDEA
57.25
0.26
133441000
2.48
8.26
0.52
95.35
92.09
INFRATEL
288.30
0.75
6281500
25.51
5.27
0.41
80.89
68.15
RCOM
13.90
3.73
85092000
1.17
7.56
0.51
97.53
86.20
TATACOMM
570.00
(2.56)
3239200
(0.39)
-1.10
0.63
95.74
81.92
TEXTILES
ARVIND
434.30
11.65
4358000
(8.18)
5.92
0.55
85.79
86.01
CENTURYTEX
924.95
3.82
5328950
(11.08)
5.90
0.89
94.19
92.39
PAGEIND
28960.45
6.43
59500
20.69
7.73
0.00
92.28
83.65
RAYMOND
844.20
(5.99)
4602400
(4.50)
7.72
0.49
96.22
91.86
SRF
1650.50
(0.07)
854000
20.54
3.61
1.21
95.79
75.41
MEDIA
DISHTV
67.70
(4.98)
48336000
(18.48)
6.20
1.55
88.32
83.13
PVR
1122.60
(19.36)
871200
3.32
3.21
0.47
93.84
85.35
SUNTV
771.25
(1.66)
5068000
(25.14)
6.12
0.80
88.39
85.64
TV18BRDCST
49.00
(5.13)
54561500
(17.71)
6.42
1.13
99.14
91.05
ZEEL
522.45
(2.97)
9292400
17.90
7.44
0.48
86.56
80.70
For Private Circulation Only
9
Derivatives Rollover Report
Research Team Tel: 022 - 39357800 Extn-6824
Website: www.angelbroking.com
DISCLAIMER
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Derivative Research Team
[email protected]
For Private Circulation Only
10