Derivatives
Rollover Report
May 26, 2017
May series was the historical one for our market as the Nifty ended the expiry above 9500 mark for the first time ever.
At the same time, the Nifty continued its winning streak by posting a positive expiry for the sixth consecutive month.
Last series began with low rollovers but this month, we witnessed decent amount of OI addition in the index. Now,
rollover in Nifty (74.09%) is higher than its quarterly average of 69.36%, thus indicating traders rolling over their long
positions to the June series. If we analyze it series-on-series, we can conclude that FIIs have added some short
positions in index futures; however, their ‘Long Short Ratio’ is still at 81% indicating their optimistic stance to continue.
At the same time, FIIs curbed liquidity in equities as they sold worth Rs. 1450 crores. On sectoral front, May series was
good for sectors like IT, FMCG, Auto and Private Banks, while, some carnage was seen in Pharma and Energy space.
In options segment, decent build-up was seen in 9500 - 9700 call options; whereas, in put options, 9200 - 9500 are
attracting trader’s attention as we see addition of fresh positions. At current juncture, highest open interest in June
series is placed at 9600 call and 9300 put options. Considering overall rollover activity, we continue to remain upbeat
on the market and thus, advice traders to trade with a positive bias.
BANKNIFTTY outperformed the benchmark index in May series along with decent amount of long formations. Rollover
in BANKNIFTY is on the lower side both in terms of percentage as well as open interest. However, decent amount of
longs formed since January series are still in system. Banking stocks like ICICIBANK (65.07%), KOTAKBANK (4.41%),
UNIONBANK (77.52%) and CANBK (78.88%) outperformed their peers with long formations. While YESBANK,
BANKINDIA and IDBI were major losers with short build-up.
Indices Change
NIFTY & PCR Graph
Price
Change
3 month
INDEX
Price
(%)
Rollover
avg.
NIFTY
9495.90
1.49
74.09
69.36
BANKNIFTY
23033.45
3.32
60.60
68.40
NIFTYIT
10677.00
6.63
62.82
70.81
NIFTYMID50
4437.85
5.24
-
-
NIFTYINFRA
3134.30
2.38
-
-
Monthly Gainers
Monthly Losers
Price
Ol
Price
Ol
Change Open
Change
Change Open
Change
Scrip
Price
(%)
Interest
(%)
Scrip
Price
(%)
Interest
(%)
CGPOWER
93.50
18.43
18300000
28.26
GLENMARK
615.40
(30.76)
7333900
169.82
FEDERALBNK
111.65
17.59
59994000
13.04
RCOM
26.15
(24.86)
103554000
8.92
ESCORTS
633.55
15.13
1380500
32.52
WOCKPHARMA
579.30
(19.50)
3287400
4.20
VOLTAS
474.20
15.13
7686000
5.61
UJJIVAN
317.30
(18.97)
5552400
17.47
ICICIBANK
315.45
14.73
72575000
1.15
IDBI
62.10
(17.37)
36584000
(9.41)
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
ICICIBANK (65.07%) was one of the biggest Nifty
gainer in May series and it also added long positions.
Rollover in open interest terms suggests that these
positions got rolled in June series. Thus, the stock
may continue its upward momentum and should be
traded with positive bias.
PNB (72.19%) remained under pressure in the May
series and added good amount of shorts. Rollover is
above its average and thus indicating that the shorts
are still intact in the system. The stock is trading
around its strong support of `145 - `147 and we
may see a decent short covering move in the counter.
SBIN (75.96%) ended marginally positive on M-o-M
basis. But, it’s daily derivative activity indicating
that the stock added good amount of short
positions in recent correction; but, these positions
were not rolled in June Series. Stock has strong
support at `280 - `282 levels and any positive
signal may result into decent rally.
Auto & Auto Ancillaries
Post a corrective move of first week of May series,
TATAMTRDVR (90.28%) rebounded piercingly along
with formation of long positions. High rollover clearly
indicating that the same got rolled to June series. The
stock may continue to move higher towards its
resistance zone of `293 - `295.
BAJAJ-AUTO (81.85%) remained flat on M-o-M basis
and added huge mixed positions. Rollover is also
above its average. Currently, the stock is hovering
around its strong support of `2750 - `2770 and till
the time stock holds the mentioned levels, a rally
towards `2940 - `3000 cannot be ruled out.
Stocks like ESCORTS
(81.07%), MOTHERSUMI
(90.65%) and BOSCHLTD
(82.88%) added good
amount of long positions in May series and the same
got rolled to next expiry. These counters should be
traded with positive bias.
Metal & Mining
TATASTEEL (84.40%) was the biggest gainer in this
space. May series began with short positions and we
also witnessed fresh shorts in first fortnight of May
series. In last couple of weeks, huge short covering
move was seen from its support zone of `430 - `435.
However, some shorts are still intact in the system and
the short covering move may continue in upcoming
sessions too.
VEDL (76.87%) ended the May series with marginal
losses. But, its daily activity indicating that the stock
added good amount of shorts in last series. Rollover is
also in line with its average. The stock is expected to
trade within the range of `220 - `250 in upcoming
weeks.
JINDALSTEL (88.66%) had given a breakout from its
resistance of `116 - `117 along with formation of
good long positions. Rollover is on higher side and
thus indicating that the longs got rolled to June series.
This stock remains buy on dips counter for us.
For Private Circulation Only
SEBI Registration No: INB 010996539
2
Derivatives Rollover Report
IT
TCS (70.12%) out-performed its peers in last series.
We witnessed good amount of long formation in this
counter as it bounced from `2274 levels. Rollover is
higher than its quarterly average. We believe longs
formed during last series are still intact. Hence, the
ongoing optimism may continue towards `2750 level.
Rollover in INFY (84.07%) is on higher side than its
average. The stock formed mixed positions in the last
series. But, the shorts formed in previous expiries are
still intact in the system. Stock is expected to retest its
resistance zone of `1010 - `1040. Thus, traders
should use dips to initiate fresh longs in the counter.
TECHM (84.25%) underperformed its peers in the
recent past and corrected with formation of huge
short positions. However, the stock rebounded from
its strong support of `410 - `415 in last few sessions.
Good amount of shorts are there in the system and
we may see continuation in short covering move
towards `450 - `455 zone.
Oil & Gas
The entire Oil & gas sector remained under pressure
in May series and RELIANCE
(77.45%) was the
biggest loser in this space. The stock attracted good
amount of shorts in the recent correction and the
same got rolled to the June series. Currently, the
stock is hovering around its strong support of
`1280 - `1305 levels and any positive trigger may
lead to a decent short covering rally in the counter.
GAIL (71.49%) added decent amount of short build-
up in May series. Rollover is high in percentage
terms; but it’s lower in terms of open interest. We
believe most of the shorts are now out of the system.
Any fresh buying in the counter may lead to a decent
up move in the counter.
OMC counters like HPCL
(84.40%) and BPCL
(76.89%) added some fresh shorts in May series and
rollovers are also in-line with their average.
Capital Goods & Infra
LT (62.96%) has the lowest rollover in this space. The
stock ended the May series on a flat note and added
huge positions in last few sessions. The stock has a
major resistance at `1660 - `1670 and a sustainable
move above the same may lead to a decent rally in
the counter, trade accordingly.
CGPOWER
(82.97%) outperformed the Capital
Goods sector with huge open interest addition,
indicating long build-up in the stock. The long
positions have been rolled to June series. Traders
should hold their long positions in the stock.
VOLTAS (82.21%) had seen a sharp rally in the last
few sessions along with huge long build-ups.
Rollover is also above its quarterly average,
indicating long positions got rolled to June series.
Thus, traders should use declines to add on fresh
long positions in this counter.
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
842.65
(5.06)
1200000
(43.71)
6.48
1.06
78.19
74.37
APOLLOTYRE
225.20
(9.69)
9783000
(26.17)
-7.81
0.57
86.59
85.99
ASHOKLEY
86.50
(0.86)
65506000
0.06
4.24
0.71
85.91
81.46
BAJAJ-AUTO
2841.80
(1.35)
1393500
47.73
7.02
0.68
81.85
74.47
BALKRISIND
1506.75
-
213200
-
10.56
0.00
78.04
-
BHARATFORG
1116.15
(2.21)
3112200
(8.21)
3.33
1.04
73.94
71.81
BOSCHLTD
23619.80
4.54
98650
2.76
2.54
0.00
82.88
78.17
CASTROLIND
417.05
(4.29)
10743600
23.57
6.54
0.47
91.39
91.02
CEATLTD
1604.10
5.93
1099700
(38.80)
-46.94
0.86
70.93
75.98
EICHERMOT
28170.20
7.92
128200
(5.42)
5.99
0.48
76.71
73.51
ESCORTS
633.55
15.13
1380500
32.52
5.54
0.26
81.07
-
EXIDEIND
229.25
0.11
12840000
(18.09)
6.64
0.45
84.43
86.65
HEROMOTOCO
3634.80
9.83
996800
(6.35)
2.57
0.45
70.15
71.79
M&M
1336.25
(0.46)
2901500
(35.72)
6.87
0.79
66.77
69.39
MARUTI
7009.35
9.63
1400250
(25.44)
3.53
0.63
75.36
77.08
MOTHERSUMI
434.15
11.33
8412500
2.40
6.53
0.51
90.65
76.69
MRF
64275.70
(6.19)
48870
(7.60)
7.45
0.00
88.32
83.81
TATAMOTORS
477.40
4.13
34696500
(8.97)
3.07
0.67
74.81
78.51
TATAMTRDVR
283.55
1.89
22232700
10.64
4.99
0.59
90.28
83.15
TVSMOTOR
534.40
9.25
5794000
(13.91)
-16.61
0.53
74.34
72.91
BANKING & FINANCIALS
ALBK
74.85
(4.47)
16310000
17.34
7.72
0.89
76.21
77.92
ANDHRABANK
61.40
(7.18)
21760000
10.29
7.70
0.64
83.12
72.54
AXISBANK
509.15
0.03
39960000
21.00
3.49
0.54
75.94
76.41
BAJAJFINSV
4023.90
-
340250
-
6.99
0.63
92.81
-
BAJFINANCE
1267.15
(2.06)
4039000
(2.17)
6.88
1.05
87.97
79.99
BANKBARODA
181.40
(0.55)
38031000
0.80
-0.57
1.01
79.24
77.45
BANKINDIA
145.75
(12.41)
18234000
(7.60)
-22.40
0.59
76.68
70.87
BHARATFIN
739.20
(7.39)
15541000
(22.95)
6.39
0.33
80.37
86.33
CANBK
357.20
9.22
12866448
(5.89)
-4.22
0.77
78.88
79.39
CANFINHOME
2653.10
-
360250
-
4.72
0.15
91.67
-
CAPF
705.05
(8.26)
3873600
365.13
7.52
0.26
75.99
-
CHOLAFIN
1002.00
-
142000
-
10.09
0.00
72.63
-
DCBBANK
188.05
2.73
4518000
6.36
7.26
0.55
71.21
72.95
DHFL
408.55
(4.13)
21010500
(4.78)
7.84
1.51
90.89
87.53
EQUITAS
153.30
(9.96)
7990400
(7.48)
7.88
1.24
80.24
-
FEDERALBNK
111.65
17.59
59994000
13.04
7.53
0.83
82.34
84.79
HDFC
1549.10
(1.63)
7954500
19.44
6.33
0.35
75.54
62.34
HDFCBANK
1594.45
2.46
26470500
(12.20)
-14.64
0.44
68.67
70.39
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
1051.70
5.13
10918400
(25.38)
6.08
0.52
80.73
83.33
ICICIBANK
315.45
14.73
72575000
1.15
-7.39
0.77
65.07
69.72
IDBI
62.10
(17.37)
36584000
(9.41)
6.76
1.15
84.29
80.60
IDFC
57.90
(5.78)
77866800
(14.45)
5.43
0.65
73.52
77.33
IDFCBANK
57.75
(11.90)
96712000
(0.53)
6.36
0.75
86.21
83.20
IFCI
26.30
(10.54)
74096000
(5.66)
7.99
0.51
87.53
85.17
INDIANB
328.05
3.67
1886000
(4.46)
-10.07
0.50
81.01
-
INDUSINDBK
1458.70
(1.18)
5806200
(7.15)
-2.07
0.49
62.33
67.31
KOTAKBANK
958.65
4.41
10832000
(3.18)
2.34
0.52
57.08
65.41
KTKBANK
160.20
2.73
25067500
(10.74)
7.54
0.60
82.56
79.40
L&TFH
129.45
0.82
17320500
(19.51)
6.08
0.55
82.95
81.83
LICHSGFIN
691.30
2.38
4988500
7.44
6.15
0.56
74.44
78.25
M&MFIN
305.00
(8.66)
9182500
(30.05)
7.75
0.74
79.71
75.05
MFSL
566.65
(14.03)
6006000
(16.16)
6.39
0.38
86.18
-
MUTHOOTFIN
392.15
(2.66)
1605000
3.18
7.36
0.38
81.99
-
ORIENTBANK
144.80
(8.61)
11064000
(10.40)
-56.54
1.17
83.40
76.10
PFC
142.45
(10.35)
37002000
27.31
7.00
0.66
83.63
80.45
PNB
150.05
(6.60)
49962500
7.06
-4.50
0.62
72.19
70.58
RECLTD
206.40
0.61
24972000
(9.29)
5.84
0.54
77.42
73.53
RELCAPITAL
581.20
(13.84)
11650500
(10.66)
8.87
0.47
89.93
86.22
SBIN
288.35
1.71
65805000
(5.77)
-6.29
0.66
75.96
72.47
SOUTHBANK
25.95
4.64
108205365
4.71
10.14
0.50
83.93
88.15
SRTRANSFIN
964.40
(7.97)
2518800
9.18
0.87
1.00
80.79
68.74
SYNDIBANK
79.95
4.31
12951000
(21.24)
7.89
0.58
81.02
80.32
UJJIVAN
317.30
(18.97)
5552400
17.47
10.62
0.63
86.96
#N/A
UNIONBANK
164.00
2.79
18508000
5.59
-1.90
0.59
77.52
74.46
YESBANK
1460.35
(10.89)
9434600
37.18
-2.78
0.68
67.96
69.98
CAPITAL GOODS & INFRASTRUCTURE
ADANIPORTS
343.10
5.68
10125000
(27.79)
7.19
0.75
76.29
75.85
BEML
1179.65
(16.82)
2527200
(3.86)
7.12
0.87
89.58
79.44
BHEL
153.10
(13.60)
34130000
37.15
7.20
0.46
84.47
74.56
CGPOWER
93.50
18.43
18300000
28.26
7.87
0.56
82.97
78.53
ENGINERSIN
155.50
(7.33)
15179500
(29.78)
6.75
1.03
81.22
79.57
GMRINFRA
15.35
(13.28)
264825000
(3.08)
10.29
0.71
87.84
87.70
HAVELLS
459.05
(4.26)
4274000
6.00
-2.72
1.39
66.86
70.30
IRB
224.55
(12.51)
16767500
(21.13)
-0.46
0.90
82.74
88.37
JPASSOCIAT
11.55
(15.69)
162996000
1.57
4.53
0.73
90.42
89.89
LT
1773.35
0.05
7286500
26.88
2.65
0.84
65.06
64.37
NBCC
188.50
-
3276000
-
8.65
0.10
83.42
-
RELINFRA
500.45
(14.65)
11960000
12.29
6.92
0.40
86.78
86.01
SIEMENS
1358.05
1.49
630500
(18.33)
6.41
0.56
78.52
74.85
VOLTAS
474.20
15.13
7686000
5.61
-1.21
0.67
85.21
79.59
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
(%)
(%)
CEMENT
ACC
1624.85
(1.21)
1132800
(29.76)
3.32
1.32
71.10
74.90
AMBUJACEM
241.50
(3.78)
13107500
(13.34)
6.30
0.67
83.97
76.92
DALMIABHA
2393.25
13.04
864900
(30.19)
7.99
0.33
89.34
-
GRASIM
1105.05
(4.81)
5304000
(3.00)
7.37
0.93
71.89
73.97
INDIACEM
198.45
(6.96)
24325000
20.62
6.34
0.61
87.34
83.05
SHREECEM
17750.3
(8.77)
28100
24.34
8.06
0.00
80.75
-
ULTRACEMCO
4185.45
(1.50)
1672800
5.98
5.77
1.03
80.69
74.82
CHEMICALS & FERTILIZERS
GSFC
123.45
-
6619500
-
5.52
1.08
89.86
-
PIDILITIND
744.35
2.39
1465000
(21.24)
5.71
0.12
89.33
83.57
TATACHEM
619.00
(5.99)
2800500
(16.84)
6.36
0.83
85.92
85.96
UPL
811.45
(1.21)
8005200
(10.31)
1.42
0.56
63.78
63.36
CONSUMER GOODS & FMCG
ASIANPAINT
1113.40
0.28
2665200
(24.90)
0.19
0.70
73.18
74.98
BERGEPAINT
244.45
-
607200
-
7.74
0.63
77.97
-
BRITANNIA
3542.70
(0.61)
298400
(0.93)
7.38
1.60
86.95
71.65
COLPAL
984.40
(5.48)
512400
(29.75)
4.63
2.00
63.71
67.79
DABUR
270.20
(7.20)
13422500
21.88
4.65
0.65
91.57
86.25
GODFRYPHLP
1217.30
-
471500
-
4.34
0.25
84.27
-
GODREJCP
1798.55
2.60
492400
64.57
6.30
0.75
75.85
70.48
HINDUNILVR
1037.35
9.16
8886600
25.26
-6.10
0.67
76.21
74.06
ITC
298.00
3.87
34315200
(27.09)
-7.13
0.53
62.00
63.67
JUBLFOOD
1009.20
(1.69)
1686500
1.63
-5.91
0.93
82.61
66.44
MARICO
318.00
(0.24)
5288400
5.88
6.77
0.53
80.78
80.58
MCDOWELL-N
2010.00
8.07
2772750
(25.14)
5.71
0.39
89.87
83.96
NESTLEIND
6545.15
-
63200
-
7.49
0.00
78.61
-
TATAGLOBAL
143.95
(5.95)
30618000
(2.66)
6.56
0.59
90.65
90.73
TITAN
466.15
(3.03)
4957500
(9.28)
5.06
1.57
86.86
78.14
UBL
784.75
0.82
816200
1.39
7.09
0.63
74.50
67.96
MEDIA
DISHTV
82.10
(13.76)
20587000
(19.49)
7.03
0.36
80.14
78.00
PVR
1472.75
(9.32)
361600
(19.29)
8.28
0.19
76.68
-
SUNTV
798.25
(14.19)
7054000
(2.43)
7.50
0.59
84.93
85.60
TV18BRDCST
35.95
(11.56)
90542000
4.95
10.25
0.85
92.85
90.60
ZEEL
514.50
(3.50)
8980400
11.03
5.09
0.82
85.17
79.46
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
266.80
(3.14)
19635000
(0.31)
5.30
0.70
79.42
77.44
HINDALCO
191.35
(2.30)
31290000
10.26
4.38
1.28
84.62
81.34
HINDZINC
236.00
(12.04)
19667200
14.84
8.02
0.72
84.71
81.48
JINDALSTEL
119.40
4.37
38650500
6.46
7.92
0.25
88.66
84.96
JSWSTEEL
192.00
(3.57)
54852000
6.81
-4.60
0.81
83.13
81.46
NMDC
117.90
(7.17)
29466000
(6.63)
8.02
0.84
85.04
83.25
SAIL
57.35
(4.81)
76716000
2.72
8.25
0.96
80.42
81.92
TATASTEEL
488.30
8.85
29908000
(5.38)
7.75
0.64
84.40
82.81
VEDL
233.30
(0.72)
51590000
(3.47)
3.14
0.82
76.87
77.05
INFORMATION TECHNOLOGY
HCLTECH
864.75
7.15
6232800
(4.72)
6.25
0.29
73.65
69.28
HEXAWARE
254.10
9.90
2412000
(25.00)
7.65
0.54
81.54
79.57
INFY
973.50
4.89
29736000
1.12
-10.39
0.90
84.07
77.73
KPIT
118.55
(8.42)
5836000
14.34
8.87
1.43
79.90
78.10
MINDTREE
545.00
10.68
2846400
0.00
2.11
0.54
74.69
74.15
NIITTECH
494.35
6.39
625500
27.91
4.24
0.50
76.09
64.82
OFSS
3575.80
(0.05)
129150
(37.88)
6.04
0.00
68.23
71.83
TATAELXSI
1342.40
(12.63)
1146000
7.55
9.80
0.40
87.16
81.27
TCS
2592.85
12.85
5138000
(0.12)
-12.62
0.72
70.12
66.12
TECHM
428.55
0.18
11786500
0.70
6.24
0.44
84.25
79.47
WIPRO
532.90
8.12
11421600
(6.17)
-6.90
0.56
78.06
73.61
MISCELLANIOUS
ABIRLANUVO
1614.90
(3.16)
2786400
(19.96)
4.64
1.94
82.59
83.97
ADANIENT
117.10
1.69
21576000
(26.97)
7.63
0.66
84.55
82.89
APOLLOHOSP
1213.45
(3.21)
1861700
(19.50)
7.10
1.54
85.54
84.44
BALRAMCHIN
166.55
-
9152500
-
7.89
0.50
91.82
-
BATAINDIA
531.00
(9.61)
4515500
5.23
7.32
0.67
89.75
85.07
BEL
173.25
(4.12)
24367500
7.38
7.58
0.71
91.25
84.36
CONCOR
1163.90
(4.58)
1216250
16.11
8.17
1.46
81.56
77.84
CUMMINSIND
932.05
(9.03)
544800
(14.34)
7.89
0.52
72.47
74.64
GODREJIND
588.45
9.60
1795500
(23.71)
8.13
1.08
85.50
78.27
INDIGO
1080.20
(4.06)
1363800
18.39
7.88
0.34
88.79
-
INFIBEAM
973.25
(7.06)
1204800
85.81
-68.85
0.00
67.76
-
JETAIRWAYS
471.25
(8.67)
4095200
(19.39)
5.11
0.44
79.89
79.38
JISLJALEQS
97.30
(14.61)
36495000
4.27
8.10
1.27
85.91
86.39
JUSTDIAL
435.10
(13.75)
2964000
1.40
-78.16
0.33
76.09
72.37
KSCL
523.55
(8.30)
3292500
34.42
-3.28
0.55
78.79
77.22
MCX
999.20
-
1630500
-
7.04
0.95
78.94
-
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
(%)
(%)
PCJEWELLER
455.20
6.70
1086000
(5.61)
5.99
0.73
71.90
70.56
RDEL
58.05
(11.44)
13770000
11.03
8.15
0.50
73.28
-
SINTEX
26.05
-
9312375
-
8.07
0.20
88.61
87.86
VGUARD
183.35
-
2253000
-
8.02
2.75
84.29
-
OIL & GAS
BPCL
726.75
(1.70)
9194400
(7.39)
-0.14
0.64
76.89
78.53
GAIL
402.75
(3.88)
9662000
(16.24)
4.55
0.82
71.49
67.58
HINDPETRO
511.95
(5.91)
18039000
(3.59)
6.46
0.78
84.40
83.69
IGL
989.50
(6.43)
1833150
(17.13)
5.35
2.21
80.70
74.41
IOC
438.65
(0.85)
13234500
(12.70)
-0.71
0.31
80.90
74.71
MGL
965.25
-
328800
-
9.93
0.00
82.16
-
MRPL
131.00
-
2817000
-
6.81
0.89
73.56
-
OIL
309.30
(4.83)
1592998
(2.63)
7.47
0.30
78.99
69.94
ONGC
175.35
(2.50)
52350000
4.80
7.19
0.87
84.28
80.67
PETRONET
433.15
(0.03)
6058500
6.49
6.79
0.97
91.03
87.68
RELIANCE
1308.35
(6.95)
17055500
31.17
4.72
0.53
77.45
71.40
PHARMACEUTICAL
AJANTPHARM
1623.45
(1.81)
406800
(23.65)
4.71
1.60
82.15
72.62
AUROPHARMA
529.30
(13.34)
15930100
5.95
7.44
0.66
83.80
80.87
BIOCON
937.80
(16.73)
5205600
64.13
4.24
1.18
75.96
74.04
CADILAHC
429.40
(3.71)
2401600
(7.46)
6.60
0.49
82.79
78.47
CIPLA
507.20
(10.02)
7363000
1.33
6.62
0.55
80.36
76.51
DIVISLAB
553.50
(12.57)
9983200
7.53
7.11
0.66
87.57
84.30
DRREDDY
2439.60
(6.40)
3032200
1.12
5.11
0.45
89.10
80.69
FORTIS
204.10
-
14833800
-
7.98
0.69
92.80
-
GLENMARK
615.40
(30.76)
7333900
169.82
5.97
0.59
76.27
78.13
GRANULES
137.80
(9.22)
14510000
2.04
8.39
0.30
86.19
87.15
LUPIN
1143.70
(15.00)
8481200
11.91
3.20
0.73
78.79
72.29
PEL
2713.15
8.92
743100
141.66
6.98
0.52
83.97
-
STAR
903.55
(16.52)
2049500
(7.56)
7.26
0.44
86.86
79.37
SUNPHARMA
594.35
(7.05)
25380300
(6.51)
4.94
0.79
84.70
79.90
TORNTPHARM
1225.30
(13.71)
194000
(4.34)
4.49
3.00
63.73
65.62
WOCKPHARMA
579.30
(19.50)
3287400
4.20
8.35
1.00
79.92
80.29
REAL ESTATE
DLF
195.75
2.62
29975000
0.33
4.28
0.80
75.39
79.58
HDIL
87.10
(6.14)
22312000
3.60
7.23
0.52
83.48
76.56
IBREALEST
161.25
2.35
22180000
42.27
10.12
0.41
79.44
80.18
NCC
86.30
(9.49)
19688000
(23.71)
5.47
0.50
76.76
79.72
For Private Circulation Only
SEBI Registration No: INB 010996539
8
Derivatives Rollover Report
POWER
ADANIPOWER
28.70
(13.16)
115440000
2.25
1.82
1.03
86.72
85.80
CESC
892.60
(4.62)
7212700
0.18
5.40
1.39
88.54
86.47
JSWENERGY
64.10
(5.04)
58145000
(15.48)
7.37
1.47
91.10
88.72
NHPC
29.50
(6.50)
20844000
11.40
8.91
0.83
80.08
76.26
NTPC
157.05
(4.85)
17608000
(12.19)
4.67
0.68
72.53
72.45
POWERGRID
200.30
(4.02)
23996000
(15.50)
7.08
0.61
85.41
75.42
PTC
92.15
(2.33)
15632000
5.62
8.56
0.71
87.54
82.34
RPOWER
42.60
(13.33)
60552000
(4.50)
6.16
0.81
89.15
88.48
SUZLON
19.40
(5.13)
363870000
30.04
2.69
0.34
88.63
-
TATAPOWER
80.70
(4.89)
21249000
(31.15)
3.89
0.85
73.55
77.58
TORNTPOWER
197.25
(13.75)
3534000
(4.92)
-7.61
0.21
89.24
87.59
TELECOM
BHARTIARTL
371.15
3.83
30186900
(9.22)
1.27
1.01
75.32
74.20
IDEA
79.60
(6.95)
70868000
(5.00)
6.59
1.04
88.71
77.39
INFRATEL
374.40
1.64
6113600
(9.30)
2.51
1.23
74.54
70.62
RCOM
26.15
(24.86)
103554000
8.92
8.04
0.62
83.82
84.69
TATACOMM
656.80
(9.67)
5873000
(23.31)
2.31
1.27
79.14
84.70
TEXTILES
ARVIND
373.35
(7.70)
5652000
(15.26)
6.18
0.92
65.58
73.23
CENTURYTEX
1065.30
(7.26)
7281450
(8.10)
6.55
0.63
91.30
89.69
ICIL
172.90
(15.37)
9674000
(10.08)
8.21
0.29
80.16
83.73
PAGEIND
14340.50
0.08
23450
(11.34)
4.65
0.00
71.17
71.28
RAYMOND
681.15
-
1276800
-
4.38
0.19
85.90
-
SRF
1625.75
(10.05)
463500
(35.08)
5.61
1.03
75.74
75.02
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
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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 including its relatives/analyst
do not hold any financial interest/beneficial ownership of more than 1% in the company covered by Analyst. 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. Angel/analyst has not served as an officer, director or employee of company covered by Analyst and has not been engaged in market
making activity of the company covered by Analyst.
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
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Reports based on technical and derivative analysis center on studying charts of a stock's price movement, outstanding positions and trading volume,
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Derivative Research Team
[email protected]
For Private Circulation Only
SEBI Registration No: INB 010996539
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