Derivatives Rollover Report | December 01, 2017
Unlike previous five expiry days, finally, we witnessed some decent price on November’s expiry day. After hitting lows
of 10100, the index recovered in the midst of the last series; but, we hardly saw any relevant buying interest in F&O
segment. During this period, FIIs formed good amount of short positions in index and stock futures along with decent
longs in index put options.
Now, Nifty Rollovers is at 63.28% which is below its 3 month average of 68.61% and in terms of open interest as well;
suggesting decent amount of positions have been lightened up ahead of the upcoming events like RBI policy, US Fed
meet and more importantly, Gujarat poll results. FIIs too refrained from rolling their positions, resulting into a decline
in their index futures open interest by 37% series on series. However, they rolled over good amount of their short
positions formed in stock futures last series. For December series, maximum open interest concentration is placed at
10500 call and 10000 put options. Considering the overall rollover activity, we believe market may remain volatile
going ahead and 10300-10350 may now act as an immediate hurdle for the index.
BANKNIFTY (68.63%) rollover in terms of percentage is lowest since June 2016 and open interest is also lowest for the
rate sensitive index in past three years. At the same time, we saw decent amount of open interest reduction in most of
the heavy weight private sector banks. Thus, we would suggest traders to lighten up their long positions especially in
index and private sector banks.
Indices Change
NIFTY & PCR Graph
Price
Change
3 month
INDEX
Price
(%)
Rollover
avg.
NIFTY
10278.65
(0.79)
63.28
68.61
BANKNIFTY
25448.75
1.47
55.62
62.97
NIFTYIT
11165.00
2.56
72.36
72.99
NIFTYMID50
4732.30
(6.93)
-
-
NIFTYINFRA
3261.55
(9.44)
-
-
Monthly Gainers
Monthly Losers
Price
Ol
Price
Ol
Change Open
Change
Change Open
Change
Scrip
Price
(%)
Interest
(%)
Scrip
Price
(%)
Interest
(%)
TITAN
823.60
39.78
5242500
(3.29)
RNAVAL
39.25
(25.80)
13986000
13.60
TATAGLOBAL
288.80
36.71
25114500
(28.23)
RELCAPITAL
435.90
(23.67)
12198750
2.19
BALKRISIND
2156.65
31.17
405600
(32.58)
RCOM
12.65
(20.69)
91280000
(18.20)
TV18BRDCST
56.75
30.61
70618000
(22.83)
LUPIN
823.30
(17.76)
12361000
58.49
JUSTDIAL
533.30
30.26
2266000
(46.09)
INFRATEL
385.65
(15.90)
9683200
8.33
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
AXISBANK
(83.52%) rallied nearly
11%; but, we
hardly saw any meaningful buying interest. This
counter has an immediate support around
Rs. 532-535 levels and looking at the data, we
believe stock may not respect these support levels
now.
HDFCBANK (81%) rallied from Rs. 1800 levels last
series but this was mainly due to short covering.
Rollovers in terms of percentage and OI are on the
lower side. Stock has once again corrected from
Rs. 1875-1890 levels, suggesting strong hurdle at
above levels. Thus, traders should lighten up their
long if any.
L&TFH (83.79%) corrected 12% with huge amount of
short formation. Rollovers are also above if OI is
considered. Thus, traders can initiate fresh short
with the stop loss of Rs. 180 and target of Rs. 160
Auto & Auto Ancillaries
TATAMOTORS (83.26%) is hardly 3.5% down series
on series; but, OI has surged 64% MoM. If we look at
daily statistic, good amount of shorts were formed at
every decline. Rollovers are also on the higher side,
suggesting these shorts are still intact. Traders are
advised to buy 400 put options as we expect this
counter to correct 5-6% going ahead.
ASHOKLEY (91.35%) underperformed its peer groups
by correcting 10% MoM. We also witnessed good
amount of short formation and these positions have
been rolled too. Thus, this is a sell on rise counter for
us.
Other stocks wherein we saw high rollovers are MRF
(94.85%), BOSCHLTD (91.35%) and BAJAJ-AUTO
(89.73%).
Pharmaceutical
LUPIN (83.09%) continued it’s under performance in
last series as well. Open interest surged 58% series on
series; suggesting huge short formation. Rollover is
also on the higher side. Thus, short term traders are
advised to avoid any contra-positions unless we see
any change in data.
Though rollover in DRREDDY (90.74%) in terms of
percentage is on the lower side; contract-wise rollover
is still high. We witnessed good amount of short
formation last series and these positions are still intact.
At present, Rs. 1300-1320 is an immediate hurdle for
this counter and looking at the quantum of shorts we
expect it to remain under pressure going ahead.
From the midst of November series, AUROPHARMA
(88.28%) has been trading in a range of Rs. 690-720.
Thus, traders are suggested to remain light until stock
gives breakout from the above mentioned range.
For Private Circulation Only
2
Derivatives Rollover Report
Oil & Gas
ET (69.92%) corrected 3% MoM, and added
PETRON
huge positions. However, if we analyze daily activity,
it seems majority of the positions formed are on the
long side and have been rolled too. Thus, any dip
towards Rs. 240 zone may be an opportunity to
initiate fresh longs.
HINDPETRO (87.43%) is the top loser in this space.
We witnessed stock adding huge short positions in
the series gone by; rollovers are also above its
averages. Thus, this counter may continue to remain
under pressure for the initial part of next series.
RELIANCE (88.42%) rallied from Rs. 880 levels in the
midst of November series but hardly added any long
positions. This stock has been trading in a range of
Rs. 960-880, any move above or below this levels
may boost further movement.
Metal & Mining
VEDL (83.09%) has been under-pressure after hitting
highs of Rs. 346 last series. We witnessed huge shorts
forming and these positions have been rolled too.
Thus, this counter remains sell on rise for us.
HINDALCO (84.94%) corrected nearly 12% series on
series and has also added good amount of short
positions. Unless we don’t see any short covering
above Rs. 246-248 zone, stock may remain under
pressure.
Other stocks wherein we saw high rollovers are
JSWSTEEL (94.40%), TATASTEEL (90.32%), NMDC
(87.26%) and SAIL (88.66%).
Consumer Goods & FMCG
Though, MCDOWELL-N (92%) rallied 27% last series,
we could hardly trace any meaningful buying in F&O
segment. However, rollovers are on the higher side.
We would suggest traders to avoid any aggressive
trades unless we see fresh positions forming in either
direction.
TITAN (77.72%) outperformed the entire F&O space
by rallying 40% MoM. However, some long positions
formed last series were not rolled over. Thus, traders
are advised to lighten up their long positions and wait
for further development before initiating fresh
positions.
BRITANNIA (71.91% was up merely 3% last series;
but, has added 68.39% of open interest MoM; out of
which 53% of the position were added on the expiry
day. Traders should keep this stock on their watch list.
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
803.15
15.43
1857700
(17.26)
6.85
0.40
82.65
83.67
APOLLOTYRE
250.75
4.26
9021000
(38.10)
0.26
0.48
77.28
77.52
ASHOKLEY
118.85
(10.10)
63728000
18.16
11.06
0.56
91.35
88.38
BAJAJ-AUTO
3320.25
0.67
1812500
6.84
5.82
0.29
89.73
87.03
BALKRISIND
2156.65
31.17
405600
(32.58)
6.38
0.79
75.33
75.98
BHARATFORG
697.10
4.93
6626400
2.79
7.43
0.72
89.70
86.18
BOSCHLTD
20402.70
(3.64)
120250
16.66
4.42
0.11
90.87
87.06
CASTROLIND
399.85
(0.56)
11509400
(18.02)
0.49
0.38
81.61
87.98
CEATLTD
1794.40
6.30
1344350
(19.00)
7.53
0.60
81.36
82.80
EICHERMOT
30135.75
(4.97)
175400
22.87
8.35
0.50
85.70
84.18
ESCORTS
721.35
(0.91)
4255900
87.36
5.63
0.39
88.62
83.60
EXIDEIND
206.10
(0.10)
16344000
2.56
6.68
0.63
83.70
84.00
HEROMOTOCO
3649.90
(3.27)
1287400
(20.41)
5.83
1.56
75.01
79.03
M&M
1415.95
2.78
4259500
9.25
8.71
0.60
81.50
82.76
MARUTI
8626.40
6.32
1462350
(23.85)
4.14
0.66
80.84
83.80
MOTHERSUMI
366.55
2.39
12432800
3.64
4.82
0.34
85.13
84.26
MRF
69112.60
8.48
69930
51.02
10.06
0.00
94.85
90.64
TATAMOTORS
406.75
(3.58)
69742500
64.49
8.39
0.45
83.15
83.40
TATAMTRDVR
232.75
0.24
25325400
(2.17)
7.32
0.98
88.50
88.20
TVSMOTOR
721.65
1.13
4725000
(12.34)
9.74
0.39
78.13
82.29
BANKING & FINANCIALS
ALBK
77.00
(9.52)
13500000
5.72
7.66
0.59
79.55
81.10
ANDHRABANK
63.00
(10.26)
20630000
3.05
6.24
0.60
79.78
82.06
AXISBANK
539.00
10.97
45138000
(6.54)
8.77
0.43
83.52
82.12
BAJAJFINSV
5231.45
4.27
763250
(0.73)
4.34
0.07
88.22
90.27
BAJFINANCE
1739.40
(1.20)
5634500
(8.05)
9.32
1.06
79.87
81.85
BANKBARODA
170.15
(8.84)
52648500
46.78
8.09
0.51
88.64
83.19
BANKINDIA
196.35
1.66
12990000
(5.62)
4.66
0.52
85.14
79.39
BHARATFIN
984.80
0.41
11382000
(10.95)
5.85
1.55
90.94
90.14
CANBK
375.30
(11.97)
11634124
88.72
8.57
0.84
80.95
79.33
CANFINHOME
486.35
(3.27)
4432500
8.61
7.55
0.21
85.16
86.40
CAPF
705.20
(1.90)
3788800
33.86
6.41
0.88
85.41
86.19
CHOLAFIN
1287.85
14.67
448000
13.85
9.28
0.00
84.13
83.63
DCBBANK
185.90
3.57
5436000
(14.69)
3.87
0.53
86.29
84.32
DHFL
620.15
2.01
28642500
10.79
7.61
0.92
94.54
91.63
EQUITAS
148.35
0.99
17043200
22.86
6.62
0.51
90.83
82.90
FEDERALBNK
111.20
(7.60)
77995500
11.94
6.48
0.75
82.39
84.28
HDFC
1685.70
(0.96)
11410000
(3.86)
7.78
0.68
84.88
78.52
HDFCBANK
1857.50
3.23
17632000
(17.82)
2.67
0.49
81.00
79.42
For Private Circulation Only
4
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
IBULHSGFIN
1212.15
(2.89)
10195600
42.60
6.81
0.53
83.16
83.24
ICICIBANK
309.70
3.53
75289500
(3.36)
9.11
0.46
84.26
80.38
ICICIPRULI
378.30
(2.40)
7082400
12.77
8.15
0.64
85.69
86.95
IDBI
60.95
(10.89)
21006000
6.96
8.61
0.77
88.84
84.99
IDFC
62.50
(5.94)
140896800
8.85
3.14
0.69
93.03
85.80
IDFCBANK
55.30
(3.91)
133380000
17.56
9.50
0.63
91.10
91.56
IFCI
24.95
(4.04)
81752000
4.79
7.88
0.39
87.15
89.20
INDIANB
395.45
23.00
4268000
17.25
9.30
0.90
83.33
82.82
INDUSINDBK
1659.10
1.89
5148300
(6.61)
-2.24
0.48
79.37
78.20
KOTAKBANK
1006.60
(1.53)
7536800
(5.71)
8.21
0.59
72.82
73.81
KTKBANK
155.95
(0.64)
22944400
(3.10)
7.57
0.81
85.57
85.77
L&TFH
173.90
(12.06)
54702000
64.16
9.82
0.55
84.96
87.68
LICHSGFIN
585.95
(5.51)
15390100
37.23
9.75
0.96
86.07
88.03
M&MFIN
440.90
5.05
6047500
(38.49)
7.43
0.40
86.16
84.54
MANAPPURAM
105.95
7.18
38706000
27.52
7.42
0.73
91.74
87.37
MFSL
550.30
(4.59)
3786000
(10.45)
5.59
1.17
82.11
85.20
MUTHOOTFIN
445.30
(9.00)
2473500
42.40
8.55
1.53
84.87
80.33
ORIENTBANK
127.35
(13.46)
13164000
(3.09)
8.24
1.31
82.08
79.94
PFC
121.85
(13.61)
58980000
31.84
10.79
0.81
84.20
83.55
PNB
177.35
(14.59)
44091000
45.42
9.25
0.59
81.38
77.09
RBLBANK
520.05
(2.74)
5890000
(3.95)
8.32
0.37
86.57
83.01
RECLTD
155.10
(7.57)
43920000
14.29
8.89
0.85
88.56
83.86
RELCAPITAL
435.90
(23.67)
12198750
2.19
8.28
0.71
87.73
87.48
REPCOHOME
632.35
1.70
927500
18.09
9.03
2.00
87.86
83.95
SBIN
322.20
0.37
63996000
5.72
7.53
0.54
75.38
78.72
SOUTHBANK
33.05
4.75
179756784
6.04
5.94
0.37
92.35
89.68
SREINFRA
102.70
(13.15)
13855000
38.14
7.66
0.83
85.95
85.57
SRTRANSFIN
1335.20
19.03
2446200
(22.90)
7.51
0.16
84.53
82.47
SYNDIBANK
93.35
13.15
18612000
1.52
8.43
0.35
89.72
82.73
UJJIVAN
390.55
20.11
7553200
13.95
10.60
0.51
82.37
85.54
UNIONBANK
164.20
(12.22)
13636000
(12.63)
0.79
0.76
74.81
79.08
YESBANK
308.15
(7.62)
55504750
5.91
5.31
0.43
83.45
86.05
CAPITAL GOODS & INFRASTRUCTURE
ADANIPORTS
400.60
(3.91)
10600000
48.82
8.52
0.63
85.66
83.19
BEML
1677.45
(1.51)
2086200
(11.80)
6.05
0.93
85.46
87.19
BHEL
92.50
(4.88)
50160000
6.63
7.08
0.59
89.75
85.94
CGPOWER
87.20
5.25
27048000
(0.31)
9.79
0.53
87.06
87.33
ENGINERSIN
188.70
11.07
14434000
15.49
7.64
0.36
79.98
82.15
GMRINFRA
18.50
(0.80)
280800000
(3.72)
10.66
0.97
90.64
90.56
HAVELLS
512.80
5.03
3998000
(30.10)
8.96
1.15
79.29
81.34
HCC
38.75
(1.52)
31131000
24.01
8.46
0.75
89.45
86.44
IRB
231.15
(2.96)
15875000
3.44
7.94
0.68
86.77
78.54
JPASSOCIAT
For Private Circulation Only
5
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
JPASSOCIAT
18.30
(0.27)
171258000
5.03
14.40
1.27
90.54
88.56
LT
1223.10
(0.15)
12546750
16.64
7.02
0.45
83.23
83.17
NBCC
264.80
2.58
6726000
47.50
9.67
0.93
85.97
84.57
RELINFRA
442.30
(10.60)
9302800
(13.70)
6.96
0.88
85.82
87.66
SIEMENS
1204.20
(4.91)
961000
3.72
7.13
0.62
84.48
84.68
VOLTAS
638.10
18.54
2410000
4.60
3.07
0.53
78.89
78.87
CEMENT
ACC
1676.15
(6.55)
1672000
18.65
6.45
1.04
90.14
80.72
AMBUJACEM
263.70
(5.21)
9115000
(10.66)
5.96
0.67
88.62
80.47
DALMIABHA
3173.30
11.44
664200
22.80
8.27
0.77
91.37
89.22
GRASIM
1176.30
(2.07)
3564750
4.19
7.13
1.07
87.32
88.10
INDIACEM
174.60
(11.59)
27818000
8.17
5.62
0.87
89.13
89.13
RAMCOCEM
705.15
(3.19)
568000
14.33
9.50
1.00
85.85
77.97
SHREECEM
17267.65
(10.61)
39650
28.73
5.32
0.00
79.06
81.03
ULTRACEMCO
4225.85
(5.97)
1209400
(6.18)
6.84
0.90
87.17
86.38
CHEMICALS & FERTILIZERS
PIDILITIND
847.80
6.63
945000
(28.68)
8.67
1.00
80.22
81.94
TATACHEM
732.10
(4.13)
6919500
9.75
9.60
0.59
90.88
84.02
UPL
733.60
(10.18)
11786400
47.77
4.01
0.86
83.15
83.48
CONSUMER GOODS & FMCG
ASIANPAINT
1154.40
(3.43)
2849400
(0.59)
8.70
0.76
82.43
78.26
BERGEPAINT
257.80
(5.64)
1412400
22.29
-3.78
5.50
75.89
76.86
BRITANNIA
4798.35
3.48
1233600
68.39
-4.67
0.38
71.91
83.41
COLPAL
1038.00
(2.20)
1152200
(22.90)
1.70
0.44
79.10
81.79
DABUR
346.30
7.25
10525000
(5.27)
7.57
0.16
89.33
89.54
GODFRYPHLP
1009.95
(0.36)
578500
16.75
8.25
0.00
80.63
79.82
GODREJCP
967.15
4.05
1680000
(2.10)
7.66
0.25
79.55
85.93
HINDUNILVR
1278.50
0.63
8565600
(7.91)
6.20
0.41
88.18
86.71
ITC
257.80
(4.38)
77678400
38.72
8.91
0.55
83.21
83.49
JUBLFOOD
1787.90
8.05
1768500
(6.55)
9.33
1.15
83.46
82.32
MARICO
308.05
(2.13)
5215600
12.19
8.73
1.57
77.84
78.72
MCDOWELL-N
3307.15
27.34
2108750
(7.98)
8.93
0.36
92.00
91.63
NESTLEIND
7688.90
6.96
157200
68.31
4.32
0.29
86.71
82.86
TATAGLOBAL
288.80
36.71
25114500
(28.23)
7.72
0.30
86.59
88.86
TITAN
823.60
39.78
5242500
(3.29)
7.48
0.53
77.72
81.54
UBL
1088.60
14.90
1467200
19.57
6.26
1.75
79.45
77.33
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
274.10
(5.78)
20526900
32.04
-8.04
0.68
80.71
75.71
HINDALCO
241.65
(11.84)
44744000
17.41
6.51
0.56
84.94
80.74
HINDZINC
301.35
(5.15)
6140800
(32.74)
8.49
1.48
82.93
84.69
JINDALSTEL
173.20
2.39
32328000
2.09
9.48
0.67
83.64
84.69
JSWSTEEL
256.45
(2.19)
51555000
2.89
8.18
0.55
94.40
94.51
NATIONALUM
82.30
(10.30)
37280000
60.75
7.17
0.54
85.79
86.25
NMDC
128.25
0.20
29592000
(5.66)
6.64
0.41
87.26
85.47
SAIL
77.35
0.91
79728000
24.28
9.34
0.38
88.66
87.16
TATASTEEL
697.95
(4.97)
24681000
4.90
7.14
0.52
90.32
83.77
VEDL
297.35
(13.61)
45941000
19.96
8.38
0.41
87.63
81.08
INFORMATION TECHNOLOGY
HCLTECH
852.00
(2.34)
8414700
3.34
6.15
0.50
84.64
83.54
HEXAWARE
339.05
18.84
3261000
89.37
7.54
0.39
74.55
74.03
INFY
977.65
5.37
33179400
(5.78)
2.07
0.32
83.12
80.57
KPIT
172.20
24.20
9620000
(12.80)
11.84
1.04
87.33
90.13
MINDTREE
542.25
11.48
2028000
(38.37)
7.37
0.24
80.86
83.28
NIITTECH
643.95
4.76
859500
32.33
10.10
0.14
86.56
73.77
OFSS
3720.65
4.78
55800
23.59
9.39
0.00
77.99
79.55
TATAELXSI
949.15
12.19
2048000
18.68
8.78
0.51
85.16
84.16
TCS
2651.00
3.79
6229500
7.60
6.92
0.31
85.75
84.88
TECHM
492.75
2.73
11493600
5.53
9.33
1.00
91.19
87.02
WIPRO
290.30
(3.51)
34159200
3.41
-7.15
0.15
86.41
87.59
MISCELLANIOUS
ADANIENT
147.60
11.73
26632000
(11.95)
8.89
0.47
89.83
88.11
APOLLOHOSP
1112.25
8.06
1909000
13.83
7.01
1.90
48.14
73.15
BALRAMCHIN
160.35
0.38
16530500
6.95
9.83
0.42
91.25
85.23
BATAINDIA
739.60
(4.86)
1895300
40.08
9.50
0.95
74.14
73.75
BEL
187.20
9.38
19443600
31.42
9.82
0.43
88.03
85.36
CONCOR
1315.85
(4.44)
1248125
3.96
7.82
1.50
88.76
82.29
CUMMINSIND
873.05
(4.50)
679200
27.19
8.11
2.06
79.00
77.65
GODREJIND
581.30
0.96
3249000
(1.81)
7.90
1.63
83.92
83.92
INDIGO
1129.80
(4.10)
2226600
6.12
9.59
0.94
88.84
82.76
INFIBEAM
171.05
29.73
40604000
(10.21)
7.67
0.00
86.08
87.12
JETAIRWAYS
684.20
28.04
6038400
21.93
8.63
0.32
85.09
85.28
JISLJALEQS
120.65
25.94
48393000
4.43
8.70
0.26
93.30
91.05
JUSTDIAL
533.30
30.26
2266000
(46.09)
7.75
0.30
68.53
77.38
KAJARIACER
727.75
4.17
1555200
78.02
6.66
0.34
81.37
79.01
KSCL
547.00
(5.84)
3831000
(8.69)
9.00
0.69
86.69
87.37
For Private Circulation Only
7
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
MCX
964.90
(9.31)
2518000
46.31
9.66
0.74
91.60
88.07
PCJEWELLER
397.95
15.78
12685500
29.27
8.41
0.28
89.29
84.84
RNAVAL
39.25
(25.80)
13986000
13.60
-4.96
1.84
83.32
85.20
VGUARD
230.65
10.15
2868000
84.91
6.82
0.40
75.39
74.10
OIL & GAS
BPCL
506.05
(5.68)
10459800
8.56
5.69
0.65
78.42
75.99
CHENNPETRO
427.75
(3.83)
1986000
34.01
8.43
0.30
80.68
81.99
GAIL
466.55
1.19
15090000
26.64
-5.15
0.54
79.40
77.82
HINDPETRO
418.20
(12.71)
26341875
25.04
4.69
0.83
87.43
85.07
IGL
328.80
2.47
5607250
18.34
8.78
0.36
88.12
82.35
IOC
393.75
(9.43)
12486000
(5.77)
0.83
0.88
61.68
73.71
MGL
1110.95
(6.66)
1131600
70.06
2.82
0.34
82.25
81.93
MRPL
122.90
(9.16)
11448000
49.91
6.40
2.03
70.98
78.58
OIL
360.00
3.64
2449546
0.00
-7.02
0.58
75.28
70.53
ONGC
181.95
3.79
42318750
2.06
9.38
0.37
87.58
83.57
PETRONET
252.50
(3.03)
17022000
78.60
4.66
0.76
69.92
79.20
RELIANCE
927.75
(2.62)
39907000
6.96
8.77
0.48
88.42
84.64
PHARMACEUTICAL
AJANTPHARM
1373.50
16.30
786000
(17.61)
3.23
0.43
77.64
84.31
AUROPHARMA
697.85
(7.37)
21536000
32.66
9.41
0.58
88.28
90.91
BIOCON
435.90
19.84
9518400
2.50
11.31
0.24
89.69
86.27
CADILAHC
431.65
(11.30)
5112000
84.90
8.82
1.20
82.99
83.25
CIPLA
605.15
(1.79)
7285000
(3.66)
9.22
0.43
88.54
85.00
DIVISLAB
1046.05
20.92
3483200
(12.82)
6.32
0.20
85.29
83.23
DRREDDY
2299.15
(2.56)
4105650
16.37
8.62
0.79
82.26
85.49
FORTIS
145.55
(1.05)
50480000
21.25
6.30
0.62
95.97
94.33
GLENMARK
567.00
(5.70)
8006000
16.36
6.70
0.98
89.15
88.14
GRANULES
129.15
(7.12)
17590000
8.25
10.17
0.33
84.16
85.56
LUPIN
823.30
(17.76)
12361000
58.49
8.93
0.47
83.09
83.68
PEL
2786.50
5.32
1549200
5.88
5.94
0.17
90.63
87.95
STAR
804.95
(4.43)
4328700
1.20
9.95
1.57
87.52
89.62
SUNPHARMA
543.70
1.78
45365200
18.82
9.05
0.38
94.04
92.92
TORNTPHARM
1291.90
2.77
514800
0.47
5.83
0.00
82.39
83.53
WOCKPHARMA
726.45
15.30
2937400
1.15
11.50
1.09
88.10
87.91
REAL ESTATE
DLF
234.70
27.90
41710000
(5.03)
8.10
0.64
89.56
86.14
HDIL
63.10
8.61
34737000
10.21
10.41
0.29
88.43
86.84
NCC
123.80
13.16
22640000
5.28
7.95
0.23
83.75
84.46
TEXTILES
For Private Circulation Only
8
Derivatives Rollover Report
POWER
ADANIPOWER
35.75
8.50
110540000
6.95
9.18
0.49
91.84
92.76
CESC
1015.55
(2.20)
4871350
(1.48)
3.09
0.38
85.70
84.42
JSWENERGY
84.50
0.00
57502500
(8.41)
11.67
0.75
87.29
91.86
NHPC
28.45
0.71
45927000
25.81
4.60
0.37
80.77
82.01
NTPC
182.15
(0.71)
32500000
39.29
7.20
0.50
78.44
76.04
POWERGRID
207.25
(2.54)
20240000
64.02
7.59
0.74
78.73
70.10
PTC
116.90
(2.62)
20280000
20.48
7.85
0.80
84.11
84.22
RPOWER
38.30
(5.08)
59128000
(4.90)
10.29
0.93
91.46
90.15
SUZLON
14.05
(12.19)
430480000
0.11
9.34
0.41
88.10
87.13
TATAPOWER
95.35
15.16
49284000
53.30
8.95
0.40
82.83
79.34
TORNTPOWER
285.55
6.99
5097000
0.83
-3.87
0.45
81.57
80.74
TELECOM
BHARTIARTL
498.70
(2.90)
35972000
17.45
5.91
0.91
80.38
86.08
IDEA
95.00
(2.31)
44898000
(19.40)
7.59
0.50
70.02
76.09
INFRATEL
385.65
(15.90)
9683200
8.33
6.62
0.58
68.35
78.64
RCOM
12.65
(20.69)
91280000
(18.20)
5.17
1.00
87.18
87.51
TATACOMM
693.25
1.62
7406100
(5.69)
6.42
0.51
90.44
88.79
TEXTILES
ARVIND
439.40
10.08
5344000
3.13
7.76
0.33
84.10
84.11
CENTURYTEX
1320.05
(2.97)
7456900
3.57
8.10
1.38
90.63
91.18
ICIL
120.35
(1.07)
10452500
3.48
13.13
1.18
84.69
85.47
PAGEIND
22355.90
11.71
23550
33.43
0.38
0.00
80.24
76.20
RAYMOND
971.20
10.27
4158400
(0.63)
8.10
0.71
89.25
88.92
SRF
1840.85
11.07
853000
16.13
6.73
0.35
82.46
82.77
MEDIA
DISHTV
82.20
6.55
25123000
16.91
10.39
0.77
87.41
86.68
PVR
1315.70
(7.89)
504800
2.77
-0.25
0.75
77.61
77.56
SUNTV
874.30
6.51
5941000
10.20
7.05
0.75
90.61
86.32
TV18BRDCST
56.75
30.61
70618000
(22.83)
13.93
0.31
91.00
92.55
ZEEL
572.00
7.04
5289700
(30.23)
8.83
0.50
81.41
85.47
For Private Circulation Only
9
Derivatives Rollover Report
Research Team Tel: 022 - 39357800
E-mail: [email protected]
Website: www.angelbroking.com
DISCLAIMER
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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