Derivative Data

20th

November 2015

2015

Snapshot of Previous Day’s Trade

Securities in the ban period for today: DLF & JINDALSTEEL.

Nifty spot spread changed to 16 points premium from 0 point premium earlier.

The total traded turnover stood at Rs. 309,358 crore. This includes Rs. 15,316 crore

from the NSE Cash segment, Rs. 282,254 crore from NSE F&O, Rs. 2,554 crore from the

BSE Cash segment and the balance from BSE F&O, Rs. 9,234 crore.

The put call ratio of Nifty increased to 0.84 from 0.75 earlier, with call OI decreasing by

36.66 lakh shares and put options OI increasing by 36.26 lakh shares.

NSE saw advances in 1078 scrips and declines in 433 scrips with 79 scrips remaining

unchanged leading to a positive market breadth.

Index Future Price Change in Price (%)

Absolute Change

Future Prem / Disc

Nifty 7858.35 1.63% 126.4 15.6

CNXIT 11049.15 1.94% 210.7 16.3

BANKNIFTY 17091.8 1.67% 281.3 19.9

NFTYMCAP50 3279.7 1.23% 39.70 4.5

Nifty Spot 7842.75 1.43% 110.95 -

Singapore Nifty Futures 7843 -0.17% -13.00 -

(At the time of preparation of report)

Sensex Snapshot Price Change in Price (%)

Absolute Change

Future Prem / Disc

Sensex Future (BSX) 25906 1.61% 410 64.08

Sensex Spot 25841.92 1.41% 359.4 -

Current Change (%) Absolute Change

Prev. Close

India Volatility Index 15.84 -9.04% -1.58 17.41

Derivative data

Script Name Open Interest

(in lakh) Change in

OI (in lakh) Change

(%) Volume (in

lakh) Price Change (%)

ENGINERSIN 20.46 4.69 29.71 23.69 212.80 10.83

ARVIND 53.50 12.24 29.67 393.96 309.50 9.15

HEROMOTOCO 12.95 2.04 18.66 15.74 2595.10 0.88

DIVISLAB 28.40 3.20 12.71 13.52 1153.95 1.73

HAVELLS 59.44 5.58 10.36 15.40 274.30 4.12

Script Name Open Interest

(in lakh) Change in

OI (in lakh) Change

(%) Volume (in

lakh) Price Change (%)

MINDTREE 4.25 0.48 12.85 2.74 1424.90 -1.87

OFSS 45.08 4.99 12.45 1.38 361.25 -0.23

PETRONET 54.03 4.41 8.89 29.00 206.10 -1.39

DRREDDY 21.00 1.14 5.76 69.08 3296.00 -2.32

BEML 3.69 0.14 3.80 3.36 1044.55 -0.33

Script Name Open Interest

(in lakh) Change in

OI (in lakh) Change

(%) Volume (in

lakh) Price Change (%)

HEXAWARE 47.96 -2.94 -5.78 38.20 249.85 2.08

MARUTI 22.27 -0.91 -3.94 39.17 4650.20 2.54

ZEEL 94.82 -3.56 -3.62 70.04 391.85 3.21

APOLLOTYRE 124.47 -3.93 -3.06 111.40 160.95 1.90

FEDERALBNK 253.76 -7.84 -3.00 3.78 56.85 2.34

Script Name Open Interest

(in lakh) Change in

OI (in lakh) Change

(%) Volume (in

lakh) Price Change (%)

DLF 470.50 -22.50 -4.56 30.94 103.70 -2.72

RPOWER 720.72 -12.72 -1.73 67.72 48.30 -0.10

COALINDIA 147.34 -2.38 -1.59 43.15 333.75 -0.21

Rise in Open Interest & Rise in Price

Rise in Open Interest & Rise in Price

Rise in Open Interest & Rise in Price

Rise in Open Interest & Rise in Price Rise in Open Interest & Rise in Price

Rise in Open Interest & Fall in Price

Fall in Open Interest & Rise in Price

Fall in Open Interest & Fall in Price

Derivative data

Sensex Futures

RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^

25998 26095 26172 26261 26419 26570

SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v

25906 25786 25730 25640 25551 25393

Nifty Futures

RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^

7888 7921 7945 7974 8025 8074

SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v

7858 7821 7801 7772 7743 7692

ACC Futures

RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^

1336 1340 1343 1347 1351 1358

SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v

1332 1327 1324 1320 1313 1307

Bharti Airtel

Futures

RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^

341 344 346 348 352 355

SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v

339 336 335 333 331 327

DLF Futures

RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^

104 106 107 108 110 112

SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v

102 100 99 98 95 92

HDFC Futures

RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^

1225 1234 1243 1253 1270 1286

SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v

1215 1202 1197 1187 1178 1161

Hero MotoCorp

Futures

RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^

2595 2640 2646 2672 2698 2743

SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v

2568 2550 2518 2492 2447 2403

Derivative data

Infosys Futures

RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^

1056 1065 1071 1078 1091 1104

SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v

1048 1039 1034 1026 1019 1005

Maruti Futures

RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^

1303 1312 1316 1322 1334 1345

SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v

1297 1290 1284 1277 1271 1260

M&M Futures

RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^

4678 4706 4730 4757 4805 4850

SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v

4650 4613 4597 4570 4543 4496

Reliance Futures

RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^

944 951 956 962 973 983

SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v

938 929 925 919 913 902

Reliance Infra

Futures

RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^

415 419 422 425 431 436

SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v

412 407 405 402 399 393

SBI Futures

RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^

245 248 249 251 253 256

SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v

242 241 238 236 233 229

Tata Motors Futures

RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^

408 411 412 413 415 419

SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v

406 404 402 400 397 394

Tata Steel Futures

RESI MAJ.RESI LEVEL ^ LEVEL ^ LEVEL ^ LEVEL ^

229 231 232 233 234 237

SUPP MAJ.SUP LEVEL v LEVEL v LEVEL v LEVEL v

227 226 225 223 221 219

Derivative data

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