Derivatives
Rollover Report
Sept 29, 2017
The benchmark index posted a new high in the mid of September series; but, this was followed by massive selling
which again pulled Nifty towards recent lows. We started-off last series on a lighter note; however, huge open interest
addition was witnessed during the series. Open interest surged 25% series on series and looking at the daily open
interest activity, it seems majority of the positions that got rolled are on short side. Rollover in Nifty is at 69.87%,
higher than its three month average of 65.41%.
If we glance at stronger hands activity during they series, they continue curbing liquidity through cash market segment
as they sold equities to the tune of Rs. 17094 crores last series and the total of Rs. 33094 crores in last two series. At
the same time, they formed significant shorts in index futures and rolled major chunk of these positions. In effect, their
index futures ‘Long Short Ratio’ plunged to 56% from 71% series on series post expiry; lowest in preceding ten series.
Taking into consideration the rollover activity, we believe market may remain under pressure going ahead. Traders are
recommended to form shorts at any bounce back towards 9900-9950.
BANKNIFTTY (68.26%) rollover in term of percentage is on the lower side; we believe majority of the longs formed
during the rally (24300 to 25000) are out of the system. PSU banking counters remained under pressure last series
and we saw good amount of short rollovers in this space. Hence, we expect weakness to persist in this rate sensitive
conglomerates. Traders are advised to avoid any bottom fishing and prefer buying 24000 put in any meaningful
bounce.
Indices Change
NIFTY & PCR Graph
Price
Change
3 month
INDEX
Price
(%)
Rollover
avg.
NIFTY
9787.00
(1.51)
69.87
65.41
BANKNIFTY
24032.55
(1.32)
64.64
69.67
NIFTYIT
10549.00
(0.31)
70.17
75.71
NIFTYMID50
4681.00
2.36
-
-
NIFTYINFRA
3226.25
(1.08)
-
-
Monthly Gainers
Monthly Losers
Price
Ol
Price
Ol
Change Open
Change
Change Open
Change
Scrip
Price
(%)
Interest
(%)
Scrip
Price
(%)
Interest
(%)
DIVISLAB
858.05
24.42
6161600
(11.91)
JPASSOCIAT
16.75
(30.64)
163676000
(1.67)
OIL
344.55
22.01
2390630
32.21
RELCAPITAL
604.00
(25.12)
8965500
32.70
DRREDDY
2376.35
17.12
3579000
(14.14)
SREINFRA
103.50
(19.64)
9050000
(2.79)
IGL
1465.60
14.64
956450
5.27
JETAIRWAYS
481.55
(17.12)
4276800
26.65
NIITTECH
551.65
13.04
709500
(30.65)
IDEA
76.05
(16.47)
55692000
23.23
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
LICHSGFIN (87.48%) corrected from Rs. 680 with
good amount of short formation and these positions
got rolled too. At present, 640-645 levels are an
immediate hurdle. Thus, any bounce towards these
levels shall be a selling opportunity.
As mentioned in our previous report, SBIN (85.55%)
corrected below support zone of Rs. 270-272 levels
and also added huge shorts. Rollovers are above
average suggesting shorts formed in the recent
correction are still intact. At present Rs. 245- 247 is
an immediate support, one shall look to add shorts at
bounce.
AXISBANK (77.90%) is up 2.38% series on series; we
hardly witnessed meaningful longs in the upmove
seen from Rs. 495 levels. Rollovers are also below
averages. Thus, traders are suggested to initiate
fresh shorts near resistance zone of Rs. 520-525.
Auto & Auto Ancillaries
Last series. HEROMOTOCO (83.20%) added 94%
open interest series on series. We believe, these are
short position that were formed and has been rolled
too. As this counter is short heavy we may see some
recovery towards Rs. 3900-3950 zone.
AMARAJABAT (83.47%) is the top loser in this space.
This counter added mixed positions during September
series and these positions have been rolled too. We
would suggest traders to look for fresh build-up in
either direction before initiating any fresh positions.
ASHOKLEY (87.27%) rallied more than 9% MoM
along with good amount of long positions. Rollovers
in October series are above averages, indicating
continuation of ongoing momentum.
Pharmaceutical
Post decent rally in DIVISLB (81.41%) towards 1000
mark, this counter corrected back to 850 levels without
any short formation. Traders should look renter once
we witness fresh longs
DRREDDY (83.48%) rallied 17% last series and also
added decent longs. Rollovers are above averages
suggesting some long are still intact. The prior
resistance of Rs. 2250-2270 may now act as a good
support zone. Thus, traders are advised to form fresh
long at these levels
We saw good decent shorts when AUROPHARMA
(93.36%) corrected from Rs. 770 zone in the mid of
last series. At present, this stock is hovering near its
support zone of Rs. 665- 670. We expect some short
covering rally which may bring it near
Rs. 720-740 levels.
For Private Circulation Only
SEBI Registration No: INB 010996539
2
Derivatives Rollover Report
Oil & Gas
BPCL (84.05%) corrected Rs. 545 levels with good
amount of short formation. In the
terms of
percentage, rollover in this counter is slightly lower. At
present, this it trading near its support zone of Rs.
450-455; thus we expect some recovery from here
onwards.
GAIL (86.58%) has highest rollovers in this space.
This countered rallied from 380 to 420 levels during
the series and also added decent longs. However,
recent correct to 400 levels was mainly due to profit
booking. We believe, decent amount of longs are still
intact. Hence, traders are suggested to trade with
positive bias going ahead.
ONGC (88.43%) rallied near 10% last series; but this
move was mainly due to short covering. We believe
majority of the shorts formed in this counter are out
of the system, which is a positive sign.
Metal & Mining
COALINDIA (80.17%) rallied 12% MoM; but, this
move was mainly due to short covering. If we look at
the OI activity for this calendar year, it seems decent
amount of short are still intact. This counter has
immediate hurdle at Rs. 277-278, any rally above
this may being it towards Rs. 290-292 levels.
HINDALCO (72.72%) is marginally up series on
series. However, in the recent correction from Rs. 250
we saw some short formation which wasn’t rolled to
October series. Thus, we expect fresh buying to
attract this counter.
Liquid counters having high rollovers are JSWSTEEL
(94.80%), JINDALSTEEL
(89.11%), HINDZINC
(88.50%) and SAIL (85.83%).
Consumer Goods & FMCG
ITC (80.07%) corrected 7% MoM; but, at the same
time added huge short positions. OI in this counter is
up 53% series on series and rollovers are also above
average, indicating short rollovers. Thus, traders are
suggested to avoid bottom fishing.
MCDOWELL-N (91.90%) has highest rollovers in this
space. We witnessed good amount of short build-up
last series and rollover figure suggest these positions
have been rolled too. Thus, this counter is sell on rise
for us.
Other liquid counters having high rollovers are
DABUR
(90.18%),
TATAGLOBAL
(89.30%),
GODREJCP (88.61%) and BRITANNIA (85.69%).
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
713.50
(8.82)
1599600
35.74
8.92
0.91
83.47
82.75
APOLLOTYRE
243.70
(4.41)
9972000
(3.51)
2.95
0.52
80.17
83.91
ASHOKLEY
117.70
9.29
53991000
23.39
10.61
0.46
87.27
85.25
BAJAJ-AUTO
3058.85
8.17
1504250
7.33
8.32
0.46
85.70
79.53
BALKRISIND
1714.65
8.70
460800
(13.90)
5.96
0.09
82.05
81.70
BHARATFORG
601.10
6.06
7827600
(21.87)
4.24
0.42
83.62
83.29
BOSCHLTD
20763.60
(6.14)
104225
15.93
5.11
2.00
84.74
83.83
CASTROLIND
361.55
(6.29)
9210600
4.05
8.16
0.79
87.10
84.77
CEATLTD
1703.85
(0.51)
1596000
13.04
8.74
1.33
86.36
79.95
EICHERMOT
30338.15
(3.98)
137300
11.60
6.61
0.31
81.86
73.28
ESCORTS
640.40
(1.40)
3681700
(19.50)
9.22
0.58
81.75
83.14
EXIDEIND
204.45
3.31
13044000
(5.51)
8.34
0.67
88.98
87.89
HEROMOTOCO
3753.65
(6.53)
1700000
93.80
4.74
1.23
83.20
78.16
M&M
1236.90
(8.46)
4844500
31.18
6.73
0.37
83.55
77.23
MARUTI
7933.50
2.52
1749150
(5.59)
5.97
0.39
85.41
84.25
MOTHERSUMI
340.25
9.85
9333750
(12.45)
3.46
0.62
79.27
81.32
MRF
62235.10
(3.48)
51855
13.42
7.77
-
88.35
86.56
TATAMOTORS
403.10
6.44
35566500
(4.51)
5.52
0.52
79.87
81.54
TATAMTRDVR
223.05
1.34
22843800
15.42
10.01
1.86
82.09
85.42
TVSMOTOR
644.85
6.67
4710000
(0.67)
0.30
0.46
89.82
79.39
BANKING & FINANCIALS
ALBK
66.90
(3.88)
11720000
1.91
8.83
0.84
83.59
80.56
ANDHRABANK
57.30
9.14
20490000
13.96
10.32
0.61
83.02
80.63
AXISBANK
513.40
2.38
31501200
4.42
4.08
0.77
77.90
78.78
BAJAJFINSV
5078.70
(8.32)
670000
60.67
9.03
1.48
90.07
85.81
BAJFINANCE
1847.25
3.05
4684500
21.44
3.11
0.58
78.09
83.34
BANKBARODA
139.55
0.65
57302000
(7.69)
9.41
0.96
80.24
84.45
BANKINDIA
139.50
(3.53)
16278000
4.55
8.94
0.93
79.17
78.24
BHARATFIN
947.20
7.22
11997000
2.67
6.57
0.67
91.36
85.15
CANBK
317.80
(6.93)
9797868
20.66
8.26
0.93
82.63
78.25
CANFINHOME
2651.55
(7.96)
639250
3.23
9.23
0.35
85.15
86.77
CAPF
724.15
(0.39)
3035200
(10.88)
7.97
1.26
83.72
82.64
CHOLAFIN
1089.00
(6.82)
446500
54.50
5.77
1.33
82.76
78.08
DCBBANK
180.60
(2.06)
6079500
(6.57)
9.09
0.91
85.56
81.11
DHFL
539.10
6.13
23793000
5.05
11.59
0.35
92.36
89.85
EQUITAS
153.10
(13.26)
11398400
48.11
9.87
0.68
74.15
79.32
FEDERALBNK
112.05
2.94
51216000
(9.78)
8.78
0.89
86.67
84.89
HDFC
1750.05
(1.69)
8802500
(3.01)
4.26
1.10
75.13
73.76
HDFCBANK
1790.35
1.14
19264500
(2.96)
-3.59
0.51
72.91
77.40
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
1217.05
(0.38)
6222400
(1.82)
7.38
0.61
80.07
77.09
ICICIBANK
276.85
(7.49)
84320500
7.85
4.25
0.54
74.06
79.99
ICICIPRULI
384.10
(10.61)
5679700
22.48
9.40
0.73
83.91
84.61
IDBI
52.95
(4.59)
30000000
(0.37)
9.92
1.00
85.77
87.61
IDFC
59.75
9.13
144566400
30.77
9.89
0.70
84.85
84.53
IDFCBANK
56.70
2.81
95742000
9.05
8.10
0.52
90.82
87.77
IFCI
23.00
(4.37)
72138000
4.39
8.56
0.45
91.26
88.17
INDIANB
260.40
(9.65)
3934000
(1.65)
8.06
0.63
80.55
82.99
INDUSINDBK
1685.20
1.29
4063200
2.05
3.45
0.81
71.29
73.07
KOTAKBANK
1006.45
2.91
8514400
12.48
1.56
0.99
70.34
71.80
KTKBANK
140.90
(7.45)
22450400
4.05
8.85
0.94
82.86
85.66
L&TFH
191.45
(4.94)
23319000
47.43
7.53
0.48
87.22
82.87
LICHSGFIN
624.80
(7.69)
9914300
60.92
6.50
0.68
87.48
83.59
M&MFIN
403.20
(6.10)
5475000
(17.26)
6.01
0.61
79.64
79.14
MANAPPURAM
95.85
(4.10)
33366000
11.47
9.59
0.45
86.07
90.31
MFSL
588.20
(2.70)
4533000
14.53
9.60
0.20
86.15
88.66
MUTHOOTFIN
462.10
(3.44)
2214000
20.29
9.23
1.24
86.57
86.06
ORIENTBANK
120.55
(5.15)
13512000
1.62
9.81
1.04
76.18
78.78
PFC
122.75
0.04
24606000
(23.94)
8.01
1.10
85.26
81.90
PNB
131.60
(8.93)
26001500
26.95
8.47
0.91
79.23
74.79
RBLBANK
505.70
(6.96)
4221000
4.79
5.83
1.21
71.90
69.39
RECLTD
152.15
(8.76)
41574000
29.15
9.49
0.57
89.13
87.43
RELCAPITAL
604.00
(25.12)
8965500
32.70
9.35
0.36
84.18
83.04
REPCOHOME
620.05
(4.91)
882000
38.61
9.64
0.00
78.80
80.67
SBIN
253.75
(9.16)
87732000
29.12
6.19
0.52
85.55
79.40
SOUTHBANK
28.15
0.18
132630282
45.69
11.68
0.49
85.64
81.09
SREINFRA
103.50
(19.64)
9050000
(2.79)
10.15
0.50
80.88
83.54
SRTRANSFIN
1056.65
6.57
3427800
(30.16)
2.97
0.51
76.96
83.99
SYNDIBANK
62.85
(3.53)
16893000
5.39
10.45
0.38
77.66
80.39
UJJIVAN
317.35
(13.95)
6064800
(20.06)
10.56
0.51
84.08
85.81
UNIONBANK
129.40
(5.48)
18996000
21.68
10.66
0.99
86.53
82.97
YESBANK
352.65
0.03
37661750
(5.40)
6.87
0.27
85.23
81.60
CAPITAL GOODS & INFRASTRUCTURE
ADANIPORTS
373.40
(5.43)
6882500
8.64
4.73
0.70
82.65
77.26
BEML
1656.60
(6.25)
2459400
41.39
10.47
0.41
87.72
84.45
BHEL
83.10
(3.82)
50017500
23.71
7.10
0.82
83.01
84.29
CGPOWER
77.10
(4.58)
25824000
72.99
6.80
0.94
85.19
81.35
ENGINERSIN
149.80
(3.60)
10409000
7.21
10.08
0.86
85.46
85.49
GMRINFRA
16.10
(7.20)
292545000
9.00
12.26
0.55
89.76
89.69
HAVELLS
474.95
(3.45)
3028000
19.03
8.01
0.77
81.14
79.86
HCC
32.95
(5.72)
25704000
22.82
9.97
0.78
84.13
83.85
IRB
221.90
3.09
15695000
(4.40)
0.00
0.45
69.26
80.82
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
(%)
(%)
JPASSOCIAT
16.75
(30.64)
163676000
(1.67)
11.78
0.68
86.21
87.97
LT
1138.55
(0.28)
9816750
15.48
5.98
0.58
85.66
78.87
NBCC
212.05
3.57
2970000
3.23
8.98
0.21
81.48
82.85
RELINFRA
466.00
(7.40)
10600200
12.33
9.58
0.62
85.31
86.14
SIEMENS
1196.85
(7.36)
901500
73.03
8.77
0.33
81.95
80.83
VOLTAS
504.60
(4.37)
2394000
2.75
9.37
0.58
75.95
66.42
CEMENT
ACC
1657.20
(8.54)
2036000
70.29
8.99
0.32
72.46
73.24
AMBUJACEM
269.15
(4.32)
11705000
10.69
5.35
1.19
73.36
78.18
DALMIABHA
2559.85
(6.26)
584400
(10.97)
6.99
4.33
92.50
85.90
GRASIM
1134.25
(4.93)
3612750
69.85
7.69
1.22
85.68
86.20
INDIACEM
170.55
(4.88)
23331000
(5.77)
6.53
0.85
86.05
87.15
RAMCOCEM
681.25
(1.23)
359200
(22.05)
5.19
1.00
67.72
76.54
SHREECEM
18250.45
3.18
30300
30.04
3.77
-
75.28
78.53
ULTRACEMCO
3884.30
(3.39)
1177000
(11.05)
5.26
0.55
88.30
86.73
CHEMICALS & FERTILIZERS
GSFC
126.75
(13.66)
15696000
(7.55)
8.28
0.28
88.57
90.39
PIDILITIND
782.15
(7.03)
1082000
42.93
8.05
2.50
84.80
77.37
TATACHEM
639.55
8.84
4902000
11.16
8.51
0.49
74.53
83.09
UPL
769.30
(7.56)
7959600
48.12
5.27
0.59
78.09
83.98
CONSUMER GOODS & FMCG
ASIANPAINT
1136.15
(3.20)
2901600
(0.14)
7.09
0.42
77.24
76.72
BERGEPAINT
242.05
(2.24)
1962400
15.10
11.13
0.40
76.11
78.64
BRITANNIA
4362.40
2.91
505200
13.78
6.82
1.24
85.69
82.13
COLPAL
1075.55
(3.67)
1496600
56.40
-0.48
3.00
83.06
77.78
DABUR
312.00
(1.39)
12335000
1.79
5.03
0.39
90.18
86.19
GODFRYPHLP
1010.45
(1.24)
489500
(6.85)
8.70
0.13
78.19
75.65
GODREJCP
904.85
(3.09)
1606400
6.98
6.37
0.40
88.61
78.53
HINDUNILVR
1201.00
(1.68)
9076200
2.30
-1.95
0.50
83.17
83.09
ITC
262.65
(7.14)
54823200
53.24
5.48
0.49
84.74
76.28
JUBLFOOD
1383.10
(1.33)
1798500
16.86
6.87
0.32
81.99
76.33
MARICO
313.15
(1.15)
4487600
11.50
7.12
0.41
84.40
79.42
MCDOWELL-N
2418.75
(5.31)
1843750
14.20
9.06
0.45
91.90
87.40
NESTLEIND
7176.75
0.12
86600
(31.70)
7.15
0.00
80.93
83.58
TATAGLOBAL
204.65
2.76
27450000
(15.07)
9.63
0.49
89.30
89.93
TITAN
579.45
(6.56)
4357500
13.61
8.61
0.67
80.72
77.97
UBL
855.90
8.16
791000
7.72
7.27
0.24
70.32
78.95
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
267.80
12.14
21280600
(26.41)
0.00
0.42
79.07
81.92
HINDALCO
239.20
0.82
28913500
(12.46)
4.10
1.01
72.72
76.07
HINDZINC
293.95
(0.69)
8227200
(26.90)
11.18
1.15
88.50
80.61
JINDALSTEL
135.85
(1.49)
34978500
(5.07)
10.15
0.61
89.11
87.29
JSWSTEEL
240.80
(5.75)
52428000
5.60
10.37
0.73
94.80
89.21
NATIONALUM
76.70
5.43
19096000
71.85
6.83
0.46
82.00
84.23
NMDC
117.65
(6.96)
29760000
21.63
8.36
0.72
85.05
86.61
SAIL
53.65
(12.26)
68112000
30.63
11.03
0.68
85.83
87.44
TATASTEEL
653.50
1.85
21414000
6.35
7.62
0.62
78.16
82.24
VEDL
310.90
0.47
44842000
5.38
8.44
0.62
83.25
82.49
INFORMATION TECHNOLOGY
HCLTECH
874.15
0.98
6508600
2.38
-1.56
0.46
77.62
80.46
HEXAWARE
268.25
(2.47)
1671000
(11.16)
6.35
0.35
73.19
75.54
INFY
898.60
(2.14)
38259500
6.96
3.78
0.70
84.33
83.09
KPIT
122.00
3.79
10492000
1.27
11.86
0.63
90.51
86.56
MINDTREE
464.85
0.24
3450000
(7.53)
8.33
0.46
81.35
83.46
NIITTECH
551.65
13.04
709500
(30.65)
9.04
0.33
61.11
74.86
OFSS
3613.85
5.11
48450
(16.10)
7.46
1.01
83.68
80.36
TATAELXSI
813.10
(1.45)
1425600
(24.52)
10.02
0.52
82.08
84.21
TCS
2473.75
(1.36)
5844500
3.81
-1.42
0.72
85.40
81.44
TECHM
455.00
5.78
11090200
29.02
1.58
0.55
86.03
75.62
WIPRO
285.45
(3.76)
30962400
27.15
-2.05
0.74
88.75
83.52
MISCELLANIOUS
ADANIENT
116.05
(12.91)
26344000
19.44
8.48
0.68
85.36
85.08
APOLLOHOSP
998.15
(7.72)
1418000
(1.56)
7.55
1.20
83.76
78.38
BALRAMCHIN
158.60
(8.06)
11928000
10.69
9.10
0.83
80.85
76.96
BATAINDIA
696.55
1.74
1702800
(22.91)
5.26
0.45
82.12
79.06
BEL
164.45
(13.95)
14632200
(5.06)
7.17
0.61
83.36
83.27
CONCOR
1309.65
(0.69)
1231250
16.16
-9.58
1.50
74.99
77.44
CUMMINSIND
898.75
(2.15)
487200
(13.34)
6.63
0.78
70.06
74.67
GODREJIND
579.25
(5.96)
3070500
38.78
9.98
0.67
88.42
86.25
INDIGO
1085.95
(12.00)
2395800
63.98
8.70
0.62
68.26
79.13
INFIBEAM
130.10
(13.70)
44988000
12.49
12.14
0.44
91.19
75.04
JETAIRWAYS
481.55
(17.12)
4276800
26.65
7.49
0.59
82.25
80.99
JISLJALEQS
94.05
(4.61)
38952000
10.24
10.48
0.54
91.10
89.51
JUSTDIAL
373.60
(5.03)
3853200
6.78
8.61
0.34
81.19
73.68
KAJARIACER
708.40
0.32
774400
61.60
8.61
2.69
76.34
78.90
KSCL
520.15
(7.17)
3853500
10.49
10.10
0.44
85.12
87.18
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
(%)
(%)
MCX
1030.15
(2.54)
1046500
(8.72)
13.88
0.91
86.03
86.11
PCJEWELLER
319.95
(10.55)
8505000
27.70
9.44
0.34
86.25
84.62
RNAVAL
52.80
(9.28)
11700000
(11.74)
11.21
0.43
83.33
83.39
VGUARD
181.20
(3.10)
1902000
15.48
7.23
0.63
71.88
76.39
OIL & GAS
BPCL
465.00
(12.47)
13876200
9.08
6.06
0.65
84.05
81.79
CHENNPETRO
393.80
(12.53)
2268000
17.76
9.00
1.41
86.75
82.32
GAIL
398.05
4.71
10538000
17.30
5.92
0.72
86.58
85.64
HINDPETRO
416.60
(15.11)
24896025
6.57
1.57
0.48
83.34
84.32
IGL
1465.60
14.64
956450
5.27
5.81
0.75
78.55
77.99
IOC
398.25
(12.72)
16053000
(1.51)
2.79
0.80
87.81
84.71
MGL
1091.30
5.09
718200
18.75
8.60
0.25
85.44
83.90
MRPL
122.90
(11.80)
5994000
(26.16)
8.54
0.25
81.07
77.27
OIL
344.55
22.01
2390630
32.21
-14.04
0.44
66.31
80.02
ONGC
172.15
9.58
43773750
(19.29)
4.56
0.42
88.43
83.17
PETRONET
225.05
0.74
12360000
19.80
7.57
0.71
84.36
78.22
RELIANCE
788.75
(1.39)
37259000
26.07
3.81
0.36
79.33
77.75
PHARMACEUTICAL
AJANTPHARM
1151.15
(4.30)
834400
41.62
11.25
0.82
83.24
79.68
AUROPHARMA
679.05
(6.93)
17484000
31.14
6.27
0.58
91.36
88.57
BIOCON
332.10
(1.95)
9131400
0.20
6.91
0.46
88.41
82.79
CADILAHC
468.90
(6.72)
3262400
59.05
3.48
0.70
86.73
84.43
CIPLA
583.40
1.58
7057000
2.10
1.68
0.51
80.43
77.78
DIVISLAB
858.05
24.42
6161600
(11.91)
7.64
0.72
81.41
85.13
DRREDDY
2376.35
17.12
3579000
(14.14)
0.52
0.42
83.48
84.38
FORTIS
146.10
(0.61)
38874600
(2.08)
5.38
0.47
91.73
90.85
GLENMARK
598.70
(1.89)
6000400
1.64
8.99
0.79
88.93
87.96
GRANULES
113.05
(11.78)
13945000
25.24
9.29
0.64
84.26
82.99
LUPIN
1007.85
2.25
6696800
(6.64)
3.89
0.90
83.17
82.41
PEL
2588.60
(5.11)
1144800
50.89
10.69
0.91
84.03
84.06
STAR
892.10
(1.62)
2149000
7.96
9.42
0.46
89.78
89.44
SUNPHARMA
501.05
4.42
37296000
4.60
4.83
0.61
90.97
83.71
TORNTPHARM
1230.15
1.77
227200
4.60
9.02
0.52
76.96
75.32
WOCKPHARMA
611.10
1.16
2747200
(6.99)
8.48
0.70
88.53
88.16
REAL ESTATE
DLF
163.30
(11.37)
38920000
5.42
11.68
1.28
80.64
82.50
HDIL
56.25
(10.14)
31696000
28.18
9.34
0.68
86.24
84.35
IBREALEST
209.05
(11.63)
38640000
(1.80)
10.69
0.78
95.27
93.46
NCC
82.45
(2.94)
23944000
18.72
11.16
0.56
86.65
84.82
For Private Circulation Only
SEBI Registration No: INB 010996539
8
Derivatives Rollover Report
POWER
ADANIPOWER
29.55
(11.79)
97740000
6.17
11.12
0.82
92.84
89.27
CESC
988.10
(3.35)
4985200
(20.48)
8.43
0.65
78.84
86.25
JSWENERGY
73.95
8.51
58548000
(9.94)
14.26
2.76
92.46
92.73
NHPC
26.95
(7.55)
30942000
25.93
7.30
0.59
80.53
81.31
NTPC
166.45
(0.42)
22916000
(14.34)
3.14
0.67
80.08
68.33
POWERGRID
209.50
(3.32)
11644000
18.24
3.12
0.51
70.26
58.88
PTC
122.70
4.56
12712000
(0.87)
8.56
0.72
79.81
81.46
RPOWER
41.30
1.23
54108000
(0.46)
7.94
0.50
88.36
89.08
SUZLON
15.55
(4.89)
431160000
(1.84)
12.70
0.42
84.01
76.45
TATAPOWER
77.90
(2.01)
36468000
38.91
10.97
0.27
69.65
80.51
TORNTPOWER
210.25
(0.76)
6594000
5.57
9.05
0.55
87.12
82.69
TELECOM
BHARTIARTL
384.35
(10.59)
24136600
(7.45)
7.85
0.74
91.07
83.93
IDEA
76.05
(16.47)
55692000
23.23
6.89
0.59
81.78
75.51
INFRATEL
394.15
4.41
5870100
(12.91)
5.15
0.14
84.63
69.07
RCOM
20.20
(13.86)
111426000
17.49
19.65
0.50
86.66
83.74
TATACOMM
676.85
3.06
7417200
(13.64)
9.60
0.42
87.21
89.11
TEXTILES
ARVIND
370.30
0.11
6530000
35.20
7.08
0.58
82.78
75.28
CENTURYTEX
1226.10
(1.71)
7134050
(7.84)
8.78
0.97
91.33
93.21
ICIL
103.20
(12.10)
10668000
8.90
8.90
0.64
84.57
84.63
PAGEIND
18559.25
4.13
19100
(11.78)
10.58
0
72.76
70.54
RAYMOND
816.65
4.32
3162400
59.27
9.57
0.78
87.05
88.92
SRF
1546.75
0.48
599000
6.87
9.38
1.75
87.64
84.40
MEDIA
DISHTV
76.35
(4.50)
14455000
10.96
3.42
0.95
87.46
74.76
PVR
1200.90
(9.54)
716000
23.62
6.82
0.93
80.45
79.18
SUNTV
737.95
5.41
5669000
(17.92)
7.55
0.46
81.23
85.13
TV18BRDCST
38.90
2.23
85680000
10.21
8.43
0.56
92.78
89.65
ZEEL
521.75
(0.02)
5447000
(2.94)
4.39
0.95
88.92
80.83
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 Exchange Limited and Metropolitan Stock Exchange Limited. It is also registered as a Depository Participant
with CDSL and Portfolio Manager and Investment Adviser with SEBI. It 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/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.
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 they deem necessary to arrive at an independent evaluation of an investment in the securities of the
companies referred to in this document (including the merits and risks involved), and should consult their own advisors to determine
the merits and risks of such an investment.
Reports based on technical and derivative analysis center on studying charts of a stock's price movement, outstanding positions and
trading volume, as opposed to focusing on a company's fundamentals and, as such, may not match with a report on a company's
fundamentals. Investors are advised to refer the Fundamental and Technical Research Reports available on our website to evaluate
the contrary view, if any.
The information in this document has been printed on the basis of publicly available information, internal data and other reliable
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Derivative Research Team
[email protected]
For Private Circulation Only
SEBI Registration No: INB 010996539
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