Derivatives Rollover Report | April 02, 2018
Post some recovery towards 10600 in the inceptive week of March series, the benchmark index resumed its recent downward
move to sneak tad below the important psychological support of 10000. However, a sharp short covering rally in the final
week concluded March expiry well above this important junction. At the end, Rollover in Nifty is seen at 68.73%, above its
three month average of 65.74%.
During the series, we saw good amount of short formation in index futures and looking at the rollover figure, we believe
these positions are still intact. Stronger hands too participated as they continued their selling streak in index futures for the
second consecutive series. Now, we are stepping into a new series with FIIs’ Long-Short Ratio at 18 per cent, which is lowest
since 2012. However, in the cash segment, they bought equities to the tune of Rs. 7905 crores. As far as Options activity is
concerned, the maximum open interest concentration is at 10000 followed by 9800 put options. Whereas, 11000 strike
followed by 10500 holds the maximum positions among Nifty call options. At current juncture, 10450-10500 seems to be a
strong hurdle for index and unless we don’t see index surpassing it along with relevant buying interest from stronger hands,
market may lose steam at higher levels. Hence, traders are advised to remain light and avoid taking undue risks.
BankNifty Rollovers in terms of percentage are above three month average; but, open interest wise is on the lower side.
In options front, 25000 call and 24000 put options are attracting traders’ attention. Banking counters, especially PSU banks
like CANBK, SBIN, UNIONBANK and SYNDIBANK have good short rollovers.
In
dices Change
NIFTY & PCR Graph
Price
Change
3 month
INDEX
Price
(%)
Rollover
avg.
NIFTY
10113.70
(2.28)
68.73
65.74
BANKNIFTY
24263.35
(2.59)
75.22
70.51
NIFTYIT
12511.55
(0.37)
46.69
61.14
NIFTYMID50
4975.30
(1.61)
100.00
99.81
NIFTYINFRA
3328.70
(1.44)
-
-
Monthly Gainers
Monthly Losers
Price
Ol
Price
Ol
Change Open
Change
Change Open
Change
Scrip
Price
(%)
Interest
(%)
Scrip
Price
(%)
Interest
(%)
TV18BRDCST
67.55
19.24
83215000
20.18
BALRAMCHIN
76.25
(33.75)
14451500
(12.02)
JUBLFOOD
2334.95
17.60
1745000
(17.86)
RNAVAL
27.55
(32.64)
39474000
19.71
JPASSOCIAT
19.05
15.11
193868000
(9.72)
HCC
22.40
(32.53)
41205000
(20.33)
TITAN
942.95
14.59
9658500
(4.99)
GAIL
330.40
(27.67)
14063091
41.37
BHARATFIN
1102.70
12.17
4280000
(12.02)
ADANIPOWER
23.90
(23.76)
95520000
(7.99)
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
INDUSINDBK (79.68%) is one of the counter that
outperformed in this segment. The stock surpassed
the important hurdle of Rs. 1750-1755 along with
good long formation and volumes in cash segment.
Rollovers are also above averages, hinting these
positions are still intact. Hence, this counter may
continue to strengthen going ahead.
Post some consolidation in the initial part of the
March series; we witnessed fresh buying interest in
M&MFIN (91.52%) which bought this counter above
the hurdle of Rs. 450-453. Rollovers are also above
averages, hinting longs formed are still intact. Any
upmove above Rs.
465-467 may bring it near
Rs. 500 level.
ICICIBANK rollovers surged to 85% from 66%
MoM. We witnessed huge short formation during
the series which has been rolled too. Thus, one
should avoid any kind of bottom fishing unless we
see any relevant change in F&O data.
Auto & Auto Ancillaries
In the recent rally in APOLLOTYRE (78.56%) from
255-275, we witnessed huge amount long positions.
Looking at the quantum of long rollovers, we expect
continuation of ongoing momentum.
ASHOKLEY (90.42%) once again outperformed its
peers. This stock rallied 9% due to long formation.
High rollovers suggest longs are still intact. This stock
has an immediate hurdle near Rs. 150-152, any
upmove above this may lead fresh buying.
BAJAJ-AUTO (84.42%) corrected nearly 8% MoM
along with decent short positions. We believe this
counter may remain under pressure which may bring
it’s near the strong support zone around Rs. 2700.
Traders should look to exit their shorts around these
levels.
Oil & Gas
RELIANCE (90.84%) extended its loss in March series.
We saw huge amount of short formation and these
positions have been rolled too. Till the stock is trading
below Rs. 900-910, traders should avoid any fresh
longs.
BPCL (79.46%) concluded March series on a flat note.
However, good amount of short positions at the
average price of 434-438 are still intact. Thus, unless
we don’t see this counter surpassing these levels one
should remain short.
Other stocks wherein we saw short rollovers are
PETRONET (94.48%), CHENNPETRO (88.59%) and
IOC (88.41%).
For Private Circulation Only
2
Derivatives Rollover Report
Pharmaceutical
Post some shorting in the start of March series,
DIVISLAB (83.02%) rebounded and we also witnessed
good amount of longs at the average price of 1075.
Thus, those traders who are long shall maintain
above levels as a stop loss and hold the counter.
Although, SUNPHARMA (69.50%) corrected 9% MoM,
we hardly saw any meaningful shorting. This counter
has a strong support zone Rs. 490-495 levels. Hence,
one can expect fresh buying to attract this counter
soon.
DRREDDY (91.53%) has percentage rollover on the
higher side; but, open interest wise it’s on the lower
side. Thus, traders looking to form fresh positions are
advised to watch for next 2-3 days OI activity before
initiating any directional positions.
Consumer Goods & FMCG
UBL (87.39%) remained under pressure throughout
the series and also added huge positions. Now, we
believe this counter is short heavy and one may soon
see a relief rally towards 995-1000 levels. Hence,
traders can add fresh longs with a stop loss of 908.
Post some correction, MCDOWELL-N
(94.04%)
consolidated in a narrow range. In last 2-3 trading
sessions, we witnessed fresh buying. Thus, we expect
this counter to show strength going ahead.
JUBLFOOD (77.88%) rebounded from sub
2000
levels but this move was mainly due to short covering.
Now, this counter has an immediate resistance near
2396 levels. Thus, those traders who are holding
long positions shall look to book profit and re-enter if
we see buying near the resistance level.
Metal & Mining
HINDALCO (84.94%) corrected 11% last series; but,
we could hardly see any relevant open interest
addition series on series. Now, this stock has a very
strong support around 200 mark. Thus, one can
expect fresh buying soon. Hence, traders can add
fresh longs for the target of Rs. 228 and a stop loss of
Rs. 202.
TATASTEEL (70.36%) rollovers are below its averages,
which suggests shorts formed in last series haven’t
rolled to April series. This counter is now light in
terms of open interest and is also has strong support
around 550 levels. Thus, any fresh buying in the
coming week may bring this count back to 600 levels.
Other counters wherein we saw high rollovers are
JSWSTEEL (95.07%) and HINDZINC (89.27%) and
NMDC (87.91%).
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
798.35
(0.08)
1145900
(5.10)
5.30
0.43
80.36
81.37
APOLLOTYRE
273.80
3.97
10455000
1.63
-14.76
0.51
78.56
79.27
ASHOKLEY
145.80
9.42
51247000
3.83
3.03
0.53
90.42
88.58
BAJAJ-AUTO
2760.75
(7.71)
2073250
27.37
7.36
0.58
84.42
81.60
BALKRISIND
1069.70
(1.37)
840800
(19.59)
1.24
0.59
69.28
77.29
BHARATFORG
703.25
(7.13)
6915600
12.80
6.48
0.83
92.56
85.48
BOSCHLTD
18121.35
(4.11)
160750
30.35
7.25
0.00
63.32
71.80
CASTROLIND
201.50
6.50
10889200
(21.97)
-20.88
0.45
94.16
87.00
CEATLTD
1510.55
(4.35)
1039500
24.48
3.55
0.45
87.20
80.10
EICHERMOT
28493.55
5.65
188400
(12.74)
5.36
0.21
77.66
82.19
ESCORTS
823.55
(6.14)
3106400
5.14
8.38
0.62
88.03
82.00
EXIDEIND
223.05
7.16
8588000
(24.05)
1.13
0.29
91.91
89.64
HEROMOTOCO
3528.95
1.22
1310800
(7.60)
-4.92
0.84
72.68
75.05
M&M
742.60
2.37
13655000
(2.17)
6.30
0.36
80.78
77.82
MARUTI
8905.20
2.54
2173275
(0.86)
6.26
0.53
85.55
81.34
MOTHERSUMI
312.30
(0.18)
14297600
(21.34)
5.46
0.35
82.56
83.31
MRF
72694.35
3.25
34860
(16.52)
3.14
0.00
88.70
87.76
TATAMOTORS
328.20
(8.88)
66012000
(1.01)
5.20
0.54
86.31
83.47
TATAMTRDVR
184.15
(9.42)
28625000
(2.64)
5.84
1.43
90.16
89.96
TVSMOTOR
618.90
(2.00)
3199000
(12.45)
-0.81
0.98
82.19
76.17
BANKING & FINANCIALS
ALBK
48.65
(6.89)
13500000
(21.56)
-24.11
0.64
73.53
80.27
ANDHRABANK
41.85
(8.92)
20380000
(11.43)
7.56
0.53
85.88
85.34
AXISBANK
511.30
(4.03)
38745600
(16.13)
1.97
0.65
80.37
83.94
BAJAJFINSV
5179.70
3.94
612375
(15.62)
1.98
0.58
52.42
76.99
BAJFINANCE
1778.45
10.45
4763000
(15.85)
7.76
0.94
89.64
86.03
BANKBARODA
142.65
(1.04)
51492000
(10.85)
3.10
0.91
86.01
87.78
BANKINDIA
104.20
(19.51)
24540000
43.86
7.90
0.76
88.01
85.73
BHARATFIN
1102.70
12.17
4280000
(12.02)
6.71
0.52
86.20
85.02
CANBK
265.55
(14.64)
12024000
25.02
7.87
0.76
88.37
85.94
CANFINHOME
487.95
(6.20)
6026250
46.22
8.96
0.49
83.99
86.19
CAPF
620.35
(7.44)
7613600
10.14
8.99
1.02
93.29
91.23
CHOLAFIN
1456.95
5.45
317500
(18.49)
5.64
0.20
50.72
68.55
DCBBANK
162.20
(0.76)
4216500
(20.99)
5.06
2.45
83.14
81.16
DHFL
513.25
(7.42)
26998500
1.43
7.65
0.75
92.32
91.42
EQUITAS
144.60
3.47
17731200
(9.76)
4.37
0.77
94.96
92.88
FEDERALBNK
89.80
(0.39)
53465500
(27.39)
8.47
0.80
88.82
87.46
HDFC
1834.55
0.44
15493500
(3.58)
6.17
0.88
83.67
76.84
HDFCBANK
1890.40
1.97
15068500
(5.49)
2.87
0.65
76.39
72.78
For Private Circulation Only
4
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
IBULHSGFIN
1243.00
(2.32)
15476000
4.51
5.85
0.67
87.27
89.37
ICICIBANK
279.75
(12.46)
92350500
35.22
6.33
0.45
84.69
75.30
ICICIPRULI
390.25
(3.31)
4163900
(12.39)
5.34
0.36
80.76
75.18
IDBI
72.60
(2.68)
38180000
(20.16)
6.97
0.87
73.71
77.69
IDFC
48.90
(6.05)
164406000
(7.20)
3.87
0.82
93.32
92.63
IDFCBANK
47.70
(7.92)
183051000
8.32
9.30
0.75
93.68
91.73
IFCI
19.70
(13.79)
70070000
(4.73)
9.66
0.63
85.85
86.18
INDIANB
301.50
(6.32)
3302000
(9.14)
7.14
0.64
89.05
85.23
INDUSINDBK
1784.65
10.53
5346600
(2.09)
-8.48
0.59
79.68
76.70
KOTAKBANK
1053.60
(1.78)
9744800
(11.27)
6.97
0.48
81.34
73.12
KTKBANK
115.60
(10.87)
24236400
13.27
7.67
1.00
90.83
87.52
L&TFH
157.80
(1.00)
30672000
(9.01)
5.61
0.96
91.21
87.85
LICHSGFIN
537.55
5.41
12443200
(14.70)
7.42
0.46
92.37
89.58
M&MFIN
463.80
8.78
7410000
14.97
1.49
0.66
91.52
87.59
MANAPPURAM
109.75
3.49
17976000
(24.82)
8.08
0.43
89.94
88.06
MFSL
454.25
(8.68)
2722000
(24.18)
2.22
0.69
86.72
89.46
MUTHOOTFIN
407.35
9.22
1708500
(29.99)
-0.31
1.10
87.89
86.63
ORIENTBANK
92.10
(12.99)
13506000
5.14
6.87
1.02
83.74
79.86
PFC
86.10
(16.69)
70410000
16.29
6.61
0.89
85.04
86.76
PNB
95.90
(16.86)
72980000
26.07
7.92
0.76
87.87
83.62
RBLBANK
477.45
1.10
4261000
(12.77)
-6.30
0.63
86.34
88.90
RECLTD
125.35
(8.87)
36276000
(6.12)
6.56
1.16
88.50
83.44
RELCAPITAL
425.85
(7.24)
12979500
3.90
7.58
0.42
90.47
89.82
REPCOHOME
552.55
1.78
921600
(17.55)
-21.93
0.00
72.78
81.05
SBIN
251.20
(8.19)
76818000
20.63
6.55
0.76
84.73
79.38
SOUTHBANK
23.00
(13.53)
151785780
(1.82)
11.04
0.77
90.16
88.41
SREINFRA
73.80
(5.63)
13585000
(22.64)
5.14
2.38
80.27
85.12
SRTRANSFIN
1444.80
10.84
2436600
(10.63)
4.55
0.20
93.90
90.68
SYNDIBANK
55.85
(7.07)
30915000
9.08
9.08
0.54
90.09
89.99
UJJIVAN
347.55
(0.29)
4662400
3.92
7.65
0.59
91.18
88.54
UNIONBANK
94.50
(12.54)
30524000
14.37
6.69
0.85
86.57
84.83
YESBANK
306.80
(3.23)
46935000
6.55
8.05
0.63
82.95
84.00
CAPITAL GOODS & INFRASTRUCTURE
ADANIPORTS
356.25
(12.19)
13852500
24.54
7.64
1.24
86.00
80.46
BEML
1049.30
(12.71)
2377800
20.51
6.27
1.12
90.96
86.79
BHEL
81.80
(10.75)
48510000
16.29
6.96
0.70
87.21
82.14
CGPOWER
77.75
(4.48)
21384000
(2.30)
2.43
0.71
90.09
87.09
ENGINERSIN
157.85
(2.53)
6867000
(16.48)
-4.77
0.42
83.77
80.57
GMRINFRA
17.05
(3.94)
287145000
4.93
14.94
0.63
91.63
90.69
HAVELLS
490.70
(1.43)
4526000
(1.01)
7.35
0.81
85.69
85.03
HCC
22.40
(32.53)
41205000
(20.33)
11.34
0.52
83.62
84.49
IRB
224.15
2.47
14827500
(0.08)
6.49
0.83
87.94
88.13
For Private Circulation Only
5
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
JPASSOCIAT
19.05
15.11
193868000
(9.72)
9.99
0.81
88.03
91.06
LT
1318.35
1.89
11210250
(5.52)
7.15
0.79
71.30
74.00
NBCC
191.45
(1.01)
11082000
(0.38)
6.94
0.64
87.41
85.45
RELINFRA
427.75
(3.43)
9539400
(8.06)
0.74
0.78
91.58
87.72
SIEMENS
1079.55
(10.14)
747000
2.96
7.86
1.89
86.91
79.77
VOLTAS
623.95
6.92
2521000
(5.05)
6.18
0.26
84.15
77.22
CEMENT
ACC
1511.70
(7.18)
1128400
(0.91)
3.51
0.99
64.01
72.31
AMBUJACEM
232.70
(9.86)
11217500
13.05
-1.35
0.74
52.77
67.42
DALMIABHA
2862.00
3.80
571500
(24.76)
-5.32
0.50
83.92
84.20
GRASIM
1055.95
(5.51)
5382750
55.55
6.05
0.92
73.21
81.34
INDIACEM
142.45
(8.69)
22809500
0.59
6.22
0.86
90.29
88.96
RAMCOCEM
727.95
3.34
902400
31.47
7.30
0.00
64.24
72.25
SHREECEM
16301.60
(2.96)
55150
0.18
8.17
0.00
72.76
81.46
ULTRACEMCO
3960.20
(3.83)
1788400
11.93
3.25
2.63
88.14
84.83
CHEMICALS & FERTILIZERS
GSFC
114.85
(9.17)
18130500
(6.67)
8.27
0.68
84.87
85.07
PIDILITIND
922.50
3.45
1441000
56.80
6.45
0.39
77.93
81.18
TATACHEM
681.00
(2.82)
5211000
(17.40)
7.16
1.04
89.44
87.41
UPL
732.95
7.79
10878000
(12.47)
4.65
0.51
90.76
87.06
CONSUMER GOODS & FMCG
ASIANPAINT
1125.65
0.18
4237200
25.21
5.90
0.73
88.07
78.59
BERGEPAINT
253.50
4.58
1093400
2.47
-15.69
0.11
72.77
70.13
BRITANNIA
4969.95
1.71
850200
7.43
-0.16
0.69
87.49
81.91
COLPAL
1054.25
1.11
1351000
27.73
-3.16
0.25
78.49
76.17
DABUR
328.50
(0.24)
13705000
24.28
0.38
0.23
90.52
91.00
GODFRYPHLP
825.90
(5.54)
587000
(13.42)
7.13
0.00
90.45
82.77
GODREJCP
1099.45
4.98
2412800
43.01
6.67
6.50
89.18
84.46
HINDUNILVR
1339.50
0.39
8128800
0.89
5.81
0.60
92.04
81.75
ITC
256.90
(4.32)
86040000
7.29
6.90
0.76
89.95
80.14
JUBLFOOD
2334.95
17.60
1745000
(17.86)
4.92
0.42
77.88
80.50
MARICO
327.90
7.68
4846400
18.20
7.14
0.00
88.93
84.24
MCDOWELL-N
3145.00
(0.84)
2152750
5.20
6.17
0.98
94.07
91.93
NESTLEIND
8240.55
8.77
215300
8.74
5.68
0.42
92.96
85.56
TATAGLOBAL
260.05
(1.46)
22293000
(18.06)
6.32
0.90
88.32
87.17
TITAN
942.95
14.59
9658500
(4.99)
0.87
0.62
63.95
80.34
UBL
952.45
(9.61)
1134700
77.74
6.11
0.55
87.39
75.27
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
281.80
(2.10)
16799200
17.44
-6.66
0.58
68.90
64.80
HINDALCO
214.65
(10.97)
41128500
1.78
0.59
0.90
84.94
84.04
HINDZINC
302.85
(2.60)
14777600
27.36
9.63
0.39
89.27
78.50
JINDALSTEL
220.15
(12.60)
31270500
(2.29)
6.03
0.84
85.57
85.36
JSWSTEEL
289.60
(3.34)
66027000
20.05
6.33
0.77
95.07
90.82
NATIONALUM
66.75
1.83
36840000
(30.54)
5.68
0.96
81.82
85.21
NMDC
119.25
(4.68)
28650000
(20.15)
7.43
0.82
87.91
81.12
SAIL
70.65
(16.39)
91404000
10.10
8.07
0.70
82.88
85.48
TATASTEEL
573.45
(10.12)
21732463
(28.77)
5.29
0.46
70.36
76.27
VEDL
279.30
(13.45)
33789000
3.67
6.57
0.67
82.93
79.49
INFORMATION TECHNOLOGY
HCLTECH
947.40
(5.73)
10344600
(1.49)
7.30
1.34
77.99
79.44
HEXAWARE
344.60
(8.91)
3642000
(2.57)
-22.27
0.31
73.18
74.91
INFY
1162.25
(1.08)
38146800
10.95
1.39
0.88
84.50
84.01
KPIT
202.70
(4.81)
13572000
(0.03)
7.73
0.75
87.57
88.12
MINDTREE
745.50
(1.08)
1652400
(25.85)
6.96
0.35
77.19
77.37
NIITTECH
821.05
(9.78)
1279500
(20.06)
-1.96
0.22
75.49
79.03
OFSS
4119.35
(2.91)
112050
(10.54)
7.55
0.00
79.81
78.25
TATAELXSI
1004.35
(8.08)
1507200
(15.82)
6.99
0.71
79.33
83.73
TCS
3055.15
(2.50)
6951500
(0.13)
1.74
0.27
81.36
81.94
TECHM
604.95
0.84
10699200
(11.81)
4.19
0.43
82.89
81.63
WIPRO
294.30
(5.73)
28862400
(20.29)
6.05
0.32
83.38
84.53
MISCELLANIOUS
ADANIENT
157.40
(22.92)
18720000
21.15
8.05
0.33
87.72
83.28
APOLLOHOSP
1066.50
(12.93)
722000
5.79
2.19
1.42
81.21
79.38
BALRAMCHIN
76.25
(33.75)
14451500
(12.02)
9.98
0.28
78.80
82.34
BATAINDIA
734.35
4.54
2280300
20.66
7.59
0.38
90.05
83.15
BEL
142.15
(3.46)
25591500
13.03
6.23
0.96
82.93
80.46
CONCOR
1237.40
(7.84)
905625
9.86
-7.78
0.50
83.47
79.26
CUMMINSIND
682.45
(16.85)
2156400
423.91
-31.99
0.78
89.38
79.31
GODREJIND
552.25
1.79
1846500
(11.25)
5.38
0.59
89.33
82.31
INDIGO
1283.05
0.58
3030600
66.26
-7.22
0.51
72.80
75.82
INFIBEAM
146.90
(7.05)
39576000
14.08
-13.56
0.33
92.78
92.87
JETAIRWAYS
612.45
(17.10)
5940000
16.14
7.65
0.49
89.11
86.95
JISLJALEQS
107.10
(5.64)
34749000
3.90
7.69
1.45
84.60
88.46
JUSTDIAL
445.65
(1.82)
3704400
6.18
7.39
0.58
80.01
81.12
KAJARIACER
571.25
(1.35)
1181600
(9.61)
-2.86
0.50
78.52
82.59
KSCL
486.10
5.28
2092500
(39.43)
7.03
0.47
86.32
85.52
For Private Circulation Only
7
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
MCX
672.05
(10.48)
3428500
2.07
8.86
0.68
94.01
90.65
PCJEWELLER
322.10
(2.23)
6715500
(3.37)
7.47
0.27
82.53
77.68
RNAVAL
27.55
(32.64)
39474000
19.71
6.89
0.28
84.23
85.09
VGUARD
222.75
0.25
2022000
(32.60)
3.12
5.67
84.78
82.85
OIL & GAS
BPCL
429.60
0.09
10445400
21.66
6.33
0.82
79.46
73.97
CHENNPETRO
329.25
(6.90)
2515500
2.82
7.31
1.00
88.59
84.18
GAIL
330.40
(27.67)
14063091
41.37
7.09
0.70
83.29
73.53
HINDPETRO
345.70
(6.55)
24944850
20.48
3.10
0.66
84.01
83.80
IGL
281.05
(4.03)
5458750
13.82
7.21
0.74
85.67
82.97
IOC
176.70
(3.05)
39588000
42.83
0.71
0.45
88.41
72.86
MGL
963.75
(2.81)
889800
(9.13)
7.49
4.00
84.26
85.65
MRPL
110.45
(5.19)
4365000
(30.37)
6.87
0.57
84.27
80.05
OIL
216.25
(2.47)
3099888
(0.87)
-0.58
1.00
76.38
72.69
ONGC
178.60
(2.70)
30270000
(4.34)
5.66
0.36
82.84
79.15
PETRONET
231.25
(4.44)
16131000
17.07
1.63
0.49
94.48
90.40
RELIANCE
887.15
(4.36)
54373000
37.61
6.35
0.54
90.84
83.44
PHARMACEUTICAL
AJANTPHARM
1399.15
3.05
515000
(27.72)
7.97
0.80
80.78
78.88
AUROPHARMA
560.85
(5.06)
22460000
(5.62)
6.77
0.77
87.36
89.28
BIOCON
596.45
(2.45)
7106400
(12.75)
5.40
0.42
87.15
86.80
CADILAHC
379.50
(5.73)
5336000
1.00
5.50
0.88
87.60
81.78
CIPLA
544.55
(8.20)
8774000
5.84
-2.08
0.50
87.99
82.99
DIVISLAB
1096.90
7.00
2284800
28.71
7.74
0.29
83.02
77.45
DRREDDY
2093.00
(1.82)
3993500
(5.00)
7.53
1.34
91.53
87.59
GLENMARK
528.75
0.48
5125500
(24.25)
5.86
0.67
92.36
89.33
GRANULES
104.05
(8.16)
14520000
5.75
9.75
1.07
84.91
84.37
LUPIN
740.00
(8.10)
14076000
11.18
7.10
1.18
91.09
88.78
PEL
2447.25
(6.07)
1740124
9.11
7.45
0.73
93.24
90.93
STAR
673.85
(1.94)
3261000
(16.98)
8.84
1.34
90.99
88.47
SUNPHARMA
497.45
(8.88)
56101100
4.53
5.97
0.36
92.27
92.22
TORNTPHARM
1254.25
(4.83)
641000
(8.43)
4.53
1.00
86.97
84.22
WOCKPHARMA
730.20
(4.81)
3386700
(2.97)
6.41
0.30
91.83
90.60
REAL ESTATE
DLF
202.45
(8.52)
46385000
7.00
7.50
0.71
90.98
88.95
HDIL
38.80
(22.09)
26406000
(19.62)
6.52
0.51
79.97
86.68
NCC
118.00
(4.65)
25024000
(10.01)
4.82
1.13
83.50
83.21
For Private Circulation Only
8
Derivatives Rollover Report
POWER
ADANIPOWER
23.90
(23.76)
95520000
(7.99)
10.62
0.93
90.82
89.23
CESC
969.65
(1.30)
5728250
(5.16)
4.49
0.47
85.92
86.63
NHPC
27.85
3.92
30537000
(31.58)
6.82
0.63
67.85
68.00
NTPC
168.50
4.59
29596000
16.21
-8.90
0.44
84.86
76.38
POWERGRID
194.30
1.46
21240000
(20.79)
6.84
0.37
84.09
79.74
PTC
87.80
(11.36)
21984000
4.41
5.76
0.73
90.39
89.24
RPOWER
36.30
(17.31)
62621000
2.73
6.97
0.47
85.88
86.19
SUZLON
10.80
(14.96)
344820000
(6.72)
11.76
0.60
89.13
87.40
TATAPOWER
79.25
(6.76)
53586000
(7.93)
3.98
0.81
83.10
84.80
TORNTPOWER
229.80
(10.32)
4020000
12.13
3.02
0.69
79.38
80.99
TELECOM
BHARTIARTL
400.05
(4.29)
54413600
1.39
4.26
0.62
94.01
90.62
IDEA
76.40
(6.37)
103523000
27.37
8.29
0.58
90.05
88.79
INFRATEL
334.60
3.59
5349900
(57.46)
-5.80
0.32
77.25
79.22
RCOM
21.90
(20.07)
87640000
8.61
8.68
0.47
85.59
84.54
TATACOMM
623.75
0.10
5736000
(18.66)
7.31
0.72
92.40
89.35
TEXTILES
ARVIND
385.45
(2.29)
5390000
(4.30)
8.22
0.65
87.27
84.43
CENTURYTEX
1146.35
(0.89)
5872350
(5.75)
4.13
0.76
93.49
91.76
PAGEIND
22468.90
0.53
25000
(24.70)
-11.97
0.00
74.07
70.33
RAYMOND
903.30
(2.79)
4621600
(7.35)
7.78
0.32
92.59
90.54
SRF
1958.85
3.18
635500
48.31
2.38
0.37
80.14
69.90
MEDIA
DISHTV
71.60
(4.47)
47201000
(0.06)
6.18
0.55
90.83
89.38
PVR
1222.75
(12.22)
619200
33.10
7.77
1.50
86.97
80.47
SUNTV
852.15
(6.80)
4232000
9.13
5.27
0.68
85.62
87.17
TV18BRDCST
67.55
19.24
83215000
20.18
8.44
0.46
88.61
87.64
ZEEL
578.50
1.51
7083700
5.54
6.56
0.35
86.19
81.41
For Private Circulation Only
9
Derivatives Rollover Report
Research Team Tel: 022 - 39357800 Extn-6824
Website: www.angelbroking.com
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Derivative Research Team
[email protected]
For Private Circulation Only
10