1
Derivatives Rollover Report |June 25, 2021
For Private Circulation Only
NIFTY & PCR Graph
Monthly Gainers
Scrip Price
Price
Change
(%)
Open
Interest
Ol
Change
(%)
PEL 2381.90
31.12
3021150
(12.06)
GUJGASLTD 658.20
27.35
2078750
23.64
IBULHSGFIN 265.90
21.69
30420300
22.56
GMRINFRA 31.95
18.33
105390000
19.22
MUTHOOTFIN 1474.80
17.94
2667000
10.92
Note: Stocks which have more than 1000 contract in Futures OI.
Monthly Losers
Scrip Price
Price
Change
(%)
Open
Interest
Ol
Change
(%)
BHEL 65.05
(11.98)
82876500
(9.33)
AUROPHARMA 942.10
(9.16)
11352250
29.51
PAGEIND 29607.55
(7.55)
74640
(20.18)
NATIONALUM 68.80
(7.53)
77316000
(5.55)
ASHOKLEY 118.00
(7.20)
34659000
14.31
Note: Stocks which have more than 1000 contract in Futures OI.
Nifty continued its positive momentum in the first half of the June series and rallied to mark a new high of 15900. However,
we did not see any significant long addition i
n Nifty during this move and thus the index was unable to continue the
momentum. In the second half of the series, we first witnessed some long unwinding to drag
the index from 15900 to
15450 which was then followed by a consolidation within a range.
I
n June series, we did not see any addition of positions in Nifty but some shorts were formed in the banking index which led
to its underperformance. Now the rollover in Nifty is around 85 percent versus its 3-
month average of 76 percent while the
same data point for Bank Nifty is around 84 percent versus its average of 76 percent. FII's formed
mixed positions during
the series but their 'Long Short Ratio' at the start of new series is at 82 percent.
The immediate supports for Nifty are placed around 1570
0 and 15600 while the immediate resistance is seen around
15900-16000. The banking index could lead to a directional move in the
near term and hence, traders should be vigilant on
how the overall positioning happens at the start of the series.
Indices Change
INDEX Price
Price
Change
(%) Rollover
3 month
avg.
NIFTY
15790.45 2.89
84.61 76.06
BANKNIFTY
34827.00 (0.87)
83.88 76.41
FINNIFTY
16520.30 0.74
75.64 63.24
- - - - -
- - - - -
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 737.35 (0.95) 9583000 14.48 -5.63 0.82 88.20 91.28
APOLLOTYRE 217.85 (3.01) 14515000 1.34 -9.49 0.55 96.29 91.95
ASHOKLEY 118.00 (7.20) 34659000 14.31 -1.76 0.61 81.82 84.10
BAJAJ-AUTO 4114.15 (3.39) 1304500 (21.69) -27.82 0.49 80.46 84.70
BALKRISIND 2247.90 1.92
1128400 (11.57) 2.56 0.36 97.18 90.60
BHARATFORG 737.85 7.58
6361500 (11.90) 3.33 0.30 94.86 94.19
BOSCHLTD 14930.85 (1.27) 120350 0.38 -1.34 0.68 98.69 89.56
EICHERMOT 2712.25 3.45
1688400 (40.03) 2.12 0.49 90.54 92.06
ESCORTS 1154.45 0.14
5121050 20.92 -0.99 0.93 96.56 94.76
EXIDEIND 182.95 (3.53) 12736800 (8.81) 6.02 0.87 96.14 92.98
HEROMOTOCO 2890.20 (3.96) 3979500 11.74 -6.03 0.73 95.15 91.15
M&M 786.65 (5.39) 9121000 9.38 -6.78 0.38 95.08 87.43
MARUTI 7551.75 7.61
2066100 (2.37) 3.35 0.66 94.75 92.06
MOTHERSUMI 236.75 0.81
27370000 (2.74) 2.87 0.85 91.15 91.81
MRF 81210.80 (2.42) 41570 2.74 3.04 0.94 96.20 89.57
TATAMOTORS 335.95 4.80
87520650 (7.52) 4.05 0.65 96.62 93.80
BANKING & FINANCIALS
AXISBANK 743.40 (1.44) 32178000 (16.44) 6.00 0.79 94.31 88.22
BAJAJFINSV 12377.50 3.61
604575 (19.16) 3.84 0.45 84.78 89.20
BAJFINANCE 6064.10 6.15
3220875 (14.96) 3.54 0.59 92.85 92.04
BANKBARODA 81.30 (3.56) 150263100 (26.85) 5.80 0.77 97.35 92.30
CANBK 149.90 (3.57) 55506600 33.22 5.95 0.78 97.51 92.64
CHOLAFIN 532.90 (1.20) 6163750 (44.29) 5.61 0.61 88.70 89.02
FEDERALBNK 84.55 (4.68) 80920000 22.24 -3.69 0.56 97.20 94.39
HDFC 2502.30 (0.07) 15813300 (10.52) 6.25 0.58 98.86 94.07
HDFCBANK 1508.20 1.02
22471900 (11.62) 1.35 0.68 96.35 90.02
IBULHSGFIN 265.90 21.69
30420300 22.56 5.72 0.60 90.65 88.62
ICICIBANK 636.65 (3.05) 67529000 (0.74) 4.28 0.65 98.28 91.69
ICICIPRULI 604.60 13.75
4978500 (24.79) 6.16 0.25 95.76 91.28
INDUSINDBK 1001.95 (1.02) 18178200 14.64 1.30 0.64 96.34 88.16
KOTAKBANK 1745.55 (2.44) 14361600 8.85 4.59 0.73 96.07 92.29
L&TFH 94.90 6.45
57434864 11.37 6.64 0.58 96.52 94.03
LICHSGFIN 459.80 1.24
13420000 142.50 4.90 0.60 91.22 88.33
M&MFIN 155.95 0.10
45088000 9.69 0.33 0.97 95.78 89.89
MANAPPURAM 160.75 3.91
22584000 (25.49) 4.56 1.33 94.36 92.71
MFSL 1031.85 8.60
2249000 9.53 4.52 0.13 96.46 93.84
Derivatives Rollover Report
For Private Circulation Only
3
Scrip Price
Price
Change
(%) OI Futures
OI
Change
(%) COC (%) PCR-OI
Rollover
(%)
Average
Rollover
(3month)
(%)
MUTHOOTFIN 1474.80 17.94
2667000 10.92 6.15 0.80 91.67 92.54
PFC 120.75 2.20
39376200 7.01 -14.90 0.59 96.11 89.84
PNB 41.90 (1.53) 321696000 8.48 8.78 0.56 97.58 86.03
RBLBANK 208.55 (1.65) 21491900 1.27 5.53 0.93 94.99 92.19
RECLTD 142.30 (0.84) 22722000 56.04 7.01 0.71 92.66 85.80
SBIN 419.65 (0.94) 80239500 (19.89) 6.12 0.56 96.36 91.53
SRTRANSFIN 1368.55 (5.04) 4166400 41.60 3.56 0.62 78.94 85.06
CAPITAL GOODS & INFRASTRUCTURE
ADANIPORTS 714.95 (5.62) 80266250 11.67 7.42 0.63 97.44 97.39
BHEL 65.05 (11.98) 82876500 (9.33) 6.45 0.69 94.83 92.74
GMRINFRA
31.95
18.33
105390000
19.22
6.57
0.48
96.00
91.13
HAVELLS 995.55 (2.58) 6363000 82.84 4.21 0.88 98.26 94.31
LT 1506.65 1.04
13356675 3.39 1.80 0.65 85.53 90.47
SIEMENS 2038.70 (0.96) 1079925 31.21 6.82 0.29 95.87 88.49
VOLTAS 1023.90 2.32
2737000 14.86 0.25 0.42 88.08 87.04
CEMENT
ACC 2039.95 1.29
2374500 7.71 6.43 0.27 95.19 88.99
AMBUJACEM 348.30 5.05
17130000 3.31 5.42 0.33 88.80 91.73
GRASIM 1504.95 5.40
11427075 (15.88) 4.21 0.54 97.63 89.85
RAMCOCEM 1038.70 7.76
1775650 (22.40) 4.34 0.43 97.12 95.35
SHREECEM 28787.30 1.98
113075 (24.17) 4.19 0.39 92.32 89.25
ULTRACEMCO
6968.85
3.59
2021600
(14.69)
1.05
0.23
91.74
93.50
CHEMICALS & FERTILIZERS
PIDILITIND 2159.90 2.64
1896000 (28.14) 1.81 0.28 82.61 89.97
TATACHEM 709.40 3.40
6918000 (17.67) 5.10 0.53 96.34 92.60
UPL
807.80
(1.82)
20681700
24.56
-7.24
0.72
89.38
85.33
CUMMINSIND
550.20
0.79
1871300
(0.55)
6.91
1.39
96.43
95.0
5
Consumer Goods & FMCG
ASIANPAINT 3055.30 3.54
3838500 (14.87) 4.13 0.69 95.94 91.07
BERGEPAINT 815.45 1.72
2805000 (33.23) 2.89 0.56 86.50 89.60
BRITANNIA 3703.30 7.82
1713200 (9.18) 4.03 0.69 96.66 89.77
COLPAL 1703.75 0.72
2514750 (11.55) 6.19 0.33 97.77 96.04
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 574.70 8.35
6225000 (44.65) -0.91 0.47 89.36 92.41
GODREJCP 875.05 4.40
3676000 (25.51) 5.57 0.37 94.74 87.12
HINDUNILVR 2500.85 7.47
6171000 (10.68) 4.48 0.68 94.63 91.32
ITC 204.45 (2.83) 164377600 11.61 6.16 0.72 94.50 86.35
JUBLFOOD 3182.15 2.08
1339000 6.93 6.36 0.37 95.92 92.24
MARICO 519.90 9.31
5370000 (32.04) 6.36 0.19 92.33 93.04
MCDOWELL-N 679.15 12.03
10933750 (3.01) 6.18 0.45 96.86 93.90
NESTLEIND 17677.05 (0.84) 241650 2.63 3.44 0.66 97.77 92.11
TATACONSUM 761.85 17.66
6810750 1.16 6.06 0.38 93.37 75.10
TITAN 1787.00 11.46
4351500 4.71 3.60 0.55 93.17 89.95
UBL 1385.60 6.27
2388400 168.87 5.30 0.37 96.00 88.92
MEDIA
METALS & MINING
COALINDIA 146.90 1.07
58228800 18.75 3.56 0.54 89.98 86.59
HINDALCO
371.00
(4.37)
25567800
(6.57)
5.51
0.79
96.83
90.78
JINDALSTEL 388.25 (2.54) 30682500 (7.74) 5.13 0.67 97.64 92.36
JSWSTEEL 675.85 (1.64) 38776050 12.66 -4.84 0.97 93.90 90.23
NATIONALUM 68.80 (7.53) 77316000 (5.55) 5.33 0.78 96.15 95.04
NMDC 176.60 (1.83) 81987900 36.85 5.94 0.63 97.22 88.61
SAIL 125.65 1.91
164302500 7.37 5.42 0.67 95.07 86.26
TATASTEEL 1120.25 3.60
43864250 (0.55) 6.65 0.69 95.57 92.41
VEDL 252.60 (6.39) 121008500 (2.93) 6.86 1.03 97.85 87.59
Media
PVR 1392.05 7.66
1361415 (5.16) 3.57 0.49 85.51 79.21
SUNTV 543.55 (0.29) 10041000 (26.75) 16.57 0.44 81.78 92.14
ZEEL 215.50 1.72
69351000 (20.49) 3.64 0.59 87.21 93.44
INFORMATION TECHNOLOGY
HCLTECH 991.35 4.57
18096400 (14.64) 1.74 0.72 87.84 91.52
INFY 1563.40 11.87
30152400 (2.50) 2.81 0.80 89.95 90.67
MINDTREE 2530.40 9.03
1761200 (3.49) -0.93 0.28 92.07 84.45
COFORGE 4093.40 16.39
626200 (44.64) 5.24 0.26 85.51 79.16
TCS 3388.25 5.74
7755900 15.09 4.53 0.70 93.97 89.71
TECHM 1055.35 2.77
13608000 31.62 -23.80 0.60 92.73 91.95
WIPRO 552.10 2.13
28515200 (16.42) 5.79 0.50 95.38 88.37
Derivatives Rollover Report
For Private Circulation Only
5
Scrip Price
Price
Change
(%) OI Futures
OI
Change
(%) COC (%) PCR-OI
Rollover
(%)
A
verage
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 1517.65 14.16
16722000 (11.92) 6.33 0.81 94.28 88.62
APOLLOHOSP 3222.30 0.35
1721250 (1.46) 6.20 0.80 97.74 90.37
BATAINDIA 1658.10 6.39
1091750 28.40 6.01 0.46 90.02 85.70
BEL 171.90 15.37
26911600 (30.34) 4.57 0.48 94.24 89.54
CONCOR 700.85 4.43
5965971 (23.32) 3.13 0.37 89.60 89.06
CUMMINSIND 835.60 7.40
2588400 (3.51) 4.64 0.59 97.16 90.73
INDIGO 1697.25 (2.55) 2674500 (22.46) 4.38 0.68 92.56 85.58
OIL & GAS
BPCL 468.00 (0.57) 33168600 (25.77) 4.25 1.11 95.63 93.49
GAIL 153.10 (0.46) 29743600 (7.02) 5.82 0.60 94.92 71.87
HINDPETRO 297.15 5.20
20954700 (17.83) 6.18 0.52 94.42 91.58
IGL 516.90 (0.78) 8966375 46.70 6.19 0.77 98.10 91.40
IOC 111.85 0.72
47846500 (31.48) 3.74 0.58 86.23 86.41
MGL
1143.25
(5.92)
1881000
16.59
4.77
0.89
94.29
94.05
ONGC 122.35 8.61
78463000 73.03 2.99 0.52 75.91 82.01
PETRONET 225.10 (6.64) 24804000 49.46 -12.36 0.92 96.84 94.47
RELIANCE 2168.45 9.25
39996250 38.53 7.24 0.51 93.04 92.28
PHARMACEUTICAL
AUROPHARMA 942.10 (9.16) 11352250 29.51 4.34 0.80 96.45 95.99
BIOCON 397.50 3.66
13340000 (23.48) 6.07 0.67 95.39 88.85
CADILAHC 618.30 (1.79) 24206600 8.54 0.51 0.68 98.10 93.94
CIPLA 953.10 0.67
8556600 (18.55) 2.41 0.63 92.61 89.52
DIVISLAB 4271.75 3.87
2338800 0.15 5.25 0.87 98.32 92.45
DRREDDY 5270.30 (0.55) 2342000 (12.16) -1.50 0.95 98.26 91.89
GLENMARK 632.95 3.52
7238100 (13.90) 2.89 0.39 96.97 92.01
LUPIN 1138.45 (5.84) 6312950 (12.51) -1.14 0.70 82.92 86.69
PEL
2381.90
31
.12
3021150
(12.06)
-
7.39
0.71
93.95
94.45
SUNPHARMA 667.05 (5.20) 37314200 (18.59) 3.53 0.73 97.62 95.60
TORNTPHARM
2897.60
6.68
600750
(27.16)
4.45
0.27
95.58
93.28
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 116.90 5.36
48678000 (25.04) -9.72 0.44 71.43 79.50
POWERGRID 231.35 1.00
16580000 0.80 0.90 0.47 75.87 78.10
TATAPOWER 119.65 13.52
123970500 (6.90) 7.02 0.67 93.57 94.74
TORNTPOWER 446.85 4.62
3432000 70.87 -1.40 0.55 96.79 91.72
REAL ESTATE
DLF 292.00 2.40
34026300 16.92 6.29 0.65 97.33 94.68
GODREJPROP 1391.45 1.88
1772550 12.59 5.95 0.71 95.65 90.46
TELECOM
BHARTIARTL 530.90 1.34
108213162 (5.94) 4.24 0.84 98.45 96.48
IDEA 9.70 14.12
460530000 (21.00) 16.38 0.46 64.27 78.90
TEXTILES
PAGEIND 29607.55 (7.55) 74640 (20.18) 3.44 0.33 99.32 95.87
SRF 6963.05 6.40
278500 (17.76) 4.03 0.16 94.61 91.71
Derivatives Rollover Report
For Private Circulation Only
7
Technical and Derivatives Team:
Sameet Chavan Chief Analyst - Technical & Derivatives sameet.cha[email protected]g.com
Ruchit Jain Senior Analyst - Technical & Derivatives ruc[email protected]roking.com
Rajesh Bhosale Technical Analyst rajesh.bhosl[email protected].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: techn[email protected]ngelbroking.com
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