1
Derivatives Rollover Report | August 27, 2021
For Private Circulation Only
NIFTY & PCR Graph
Monthly Gainers
Scrip
Price
Price
Change
(%)
Ol
Change
(%)
TECHM
1456.10
28.54
(42.82)
MINDTREE
3510.05
25.05
(21.90)
ESCORTS
1349.50
18.22
24.09
CUMMINSIND
985.35
17.74
6.38
APOLLOHOSP
4725.95
16.63
26.97
Note: Stocks which have more than 1000 contract in Futures OI.
Monthly Losers
Scrip
Price
Price
Change
(%)
Open
Interest
Ol
Change
(%)
IDEA
6.00
(27.27)
300160000
(21.41)
AUROPHARMA
702.00
(22.81)
17149600
68.74
MANAPPURAM
161.90
(22.57)
23166000
48.61
IBULHSGFIN
220.00
(21.15)
34456500
(5.32)
SAIL
115.00
(19.30)
135299000
(18.27)
Note: Stocks which have more than 1000 contract in Futures OI.
Indices Change
INDEX
Price
Price
Change
(%)
Rollover
3 month
avg.
NIFTY
16636.90
5.32
83.98
83.78
BANKNIFTY
35617.55
2.60
79.08
81.41
FINNIFTY
17441.40
5.62
67.74
75.84
-
-
-
-
-
-
-
-
-
-
After a consolidation phase in June and July series, Nifty confirmed a breakout to mark fresh record highs in the August series. The
index first surpassed the much awaited level of 16000 and then continued the momentum to end the series above 16600 with gains
of more than 5 percent over last expiry.
During the series, we saw long formation in the Nifty along with open interest addition of 5%; whereas the Bank Nifty witnessed
marginal open interest build-up. Now if we compare the open interest base at the start of the series, Nifty is starting the September
series with higher open interest compared to last series while the Bank Nifty is starting the series with a lower open interest. If we
take a glance at the data, Nifty has rallied due to long formation whereas Bank Nifty has seen a relative underperformance due to
short formations. The rollover in Nifty is at 84% which is in line with its 3-month average and for Bank Nifty this figure stands at 79%,
which is tad lower than its average. Hence, the above mentioned open interest data indicates that long positions in Nifty have been
rolled to September series while the shorts in the banking space have not been rolled to the next series. FII’s are starting with their
‘Long Short Ratio’ at 65%, in line with their previous series data. However, they have rolled good amount of their long positions
in stock futures segment.
The above mentioned data is optimistic and hints that we should see a continuation of the rally in the near term. It would be crucial
to see how positions develop in the BankNifty index hereon and any addition of fresh long formation in this space, it could take the
leadership in lifting the benchmark higher. For the near term, 16500-16400 is the immediate support range, while 16800 and 17000
would be the levels to watch on the higher side.
Derivatives Rollover Report
For Private Circulation Only
2
Scrip
Price
Price
Change
(%)
OI Futures
OI
Change
(%)
COC (%)
PCR-OI
Rollover
(%)
Average
Rollover
(3month)
(%)
AUTO & AUTO ANCILLARIES
AMARAJABAT
668.10
(4.12)
8877000
(11.40)
2.82
0.87
93.90
92.18
APOLLOTYRE
209.00
(3.82)
13565000
(0.75)
0.75
0.60
95.14
95.81
ASHOKLEY
117.40
(6.53)
35599500
21.39
-1.33
0.57
92.83
90.17
BAJAJ-AUTO
3698.75
(1.99)
2004250
13.52
2.08
0.62
95.25
90.20
BALKRISIND
2276.80
(1.71)
1202400
30.87
1.93
0.87
95.22
95.00
BHARATFORG
728.60
(7.57)
8637000
57.54
2.15
0.52
96.03
94.85
BOSCHLTD
13673.45
(8.56)
159550
38.62
1.86
0.64
95.23
97.43
EICHERMOT
2543.45
1.02
4116000
72.56
-14.28
0.43
96.48
94.60
ESCORTS
1349.50
18.22
5835500
24.09
4.93
0.42
95.42
95.97
EXIDEIND
157.65
(9.76)
24411600
63.79
2.32
0.81
93.08
94.18
HEROMOTOCO
2654.40
(3.57)
5139600
16.40
2.70
1.01
94.78
95.23
M&M
782.90
6.87
10780700
(0.21)
2.00
0.42
95.23
95.38
MARUTI
6637.10
(4.85)
3314600
27.04
4.50
0.65
97.03
95.22
MOTHERSUMI
212.20
(10.58)
30464000
26.04
-5.38
0.82
91.06
92.29
MRF
76777.15
(3.79)
45350
11.59
2.91
0.70
98.12
97.79
TATAMOTORS
284.90
(3.19)
105809100
0.26
2.20
0.60
96.58
92.98
TVSMOTOR
510.40
(9.40)
5394200
(7.56)
2.46
0.60
91.15
91.35
BANKING & FINANCIALS
AUBANK
1356.90
14.23
2130000
5.21
2.81
0.21
94.73
94.44
AXISBANK
747.90
3.92
26289600
(21.65)
2.17
0.68
98.52
96.34
BAJAJFINSV
16013.45
9.68
796200
(10.75)
3.58
0.51
83.97
85.36
BAJFINANCE
6959.95
8.42
4027500
(8.90)
4.20
0.59
92.78
93.97
BANDHANBNK
265.60
(9.51)
29143800
36.14
2.16
0.79
90.17
88.83
BANKBARODA
74.35
(8.21)
164080800
(2.94)
3.52
0.79
93.62
96.05
CANBK
153.55
2.37
61317000
2.59
4.78
0.75
82.99
90.03
CHOLAFIN
533.20
9.02
10166250
(15.49)
4.81
0.42
97.80
93.26
CUB
145.05
(3.65)
7241600
(20.73)
3.61
1.43
95.97
96.59
FEDERALBNK
78.35
(8.95)
80970000
(0.56)
2.00
0.69
95.51
96.42
HDFC
2708.10
11.91
12178200
(9.66)
2.99
0.54
96.13
94.54
HDFCAMC
2988.05
5.55
870000
(5.35)
3.64
0.74
97.91
95.70
HDFCBANK
1557.00
9.48
21657350
(27.96)
1.48
0.54
88.72
92.26
IBULHSGFIN
220.00
(21.15)
34456500
(5.32)
4.76
0.58
87.49
90.84
ICICIBANK
700.45
1.47
84506125
28.94
2.46
0.61
95.11
94.63
ICICIPRULI
654.95
2.50
5908500
2.39
4.96
0.50
96.07
93.38
IDFCFIRSTB
42.35
(18.71)
183093500
4.03
3.71
0.65
94.01
94.15
INDUSINDBK
1003.20
1.43
12221100
(21.18)
1.77
1.04
96.65
96.63
KOTAKBANK
1705.60
3.76
16214400
(9.81)
4.98
0.76
96.09
96.41
Derivatives Rollover Report
For Private Circulation Only
3
Scrip
Price
Price
Change
(%)
OI Futures
OI
Change
(%)
COC (%)
PCR-OI
Rollover
(%)
Average
Rollover
(3month)
(%)
L&TFH
81.50
(5.89)
57247460
(15.76)
3.85
0.64
94.71
94.64
LICHSGFIN
379.85
(8.76)
23888000
53.11
-17.28
0.66
94.40
92.37
M&MFIN
155.25
4.23
31428000
(27.69)
1.01
0.66
95.32
94.57
MANAPPURAM
161.90
(22.57)
23166000
48.61
3.23
0.61
92.41
89.52
MFSL
1027.50
(8.03)
3051750
23.91
3.10
0.36
97.85
96.67
MUTHOOTFIN
1490.40
(4.95)
2986500
(1.95)
3.51
0.62
93.74
94.32
NAM-INDIA
409.15
1.99
3585600
36.73
3.45
0.15
97.99
95.69
PFC
123.00
(4.02)
26474000
(13.28)
-13.80
0.73
90.05
94.13
PNB
35.95
(9.10)
283984000
(7.39)
4.37
0.87
94.06
96.03
RBLBANK
163.10
(15.10)
33550100
14.87
3.53
0.99
91.05
93.07
RECLTD
143.10
(4.60)
20514000
2.95
-7.24
0.96
88.21
88.60
SBIN
411.65
(7.18)
89601000
2.63
2.29
0.69
93.88
94.84
SRTRANSFIN
1270.35
(7.79)
4763200
26.49
4.04
0.49
97.49
91.43
CAPITAL GOODS & INFRASTRUCTURE
ADANIPORTS
725.05
9.51
86726250
3.04
4.84
0.49
98.62
98.23
BHEL
52.15
(13.73)
111079500
10.79
3.01
0.53
95.86
95.72
GMRINFRA
28.80
2.67
101002500
(7.19)
1.81
0.75
91.11
93.33
HAVELLS
1217.50
2.96
3996000
(5.82)
2.15
0.39
97.51
96.02
LT
1598.35
(0.18)
12513150
4.43
1.70
0.52
98.30
93.38
SIEMENS
2215.25
13.39
1811975
28.64
1.98
0.25
93.32
95.63
VOLTAS
959.75
(6.56)
3518500
16.76
2.56
0.59
92.35
#N/A
CEMENT
ACC
2280.15
(3.90)
2773000
(8.27)
2.13
0.44
96.27
91.08
AMBUJACEM
397.95
(2.56)
14175000
(6.14)
-1.05
0.50
84.97
79.63
GRASIM
1444.45
(6.42)
10269025
10.43
3.91
0.81
93.23
90.85
RAMCOCEM
968.40
(9.17)
1807950
5.98
-0.22
0.39
97.88
97.03
SHREECEM
26586.40
(4.24)
205825
22.17
1.17
0.29
97.70
91.48
CHEMICALS & FERTILIZERS
AARTIIND
905.55
0.99
2236350
(12.97)
-1.49
0.57
86.89
90.74
COROMANDEL
769.70
(11.32)
1346250
6.63
2.51
0.35
80.31
#N/A
DEEPAKNTR
2093.55
10.02
2754000
(6.05)
3.65
0.84
97.31
95.40
NAVINFLUOR
3603.25
1.85
408600
(14.22)
0.35
1.69
95.13
94.78
PIDILITIND
2232.35
(3.16)
2590000
38.24
2.20
0.53
97.31
91.53
PIIND
3148.55
6.82
928750
14.70
3.26
0.34
96.44
97.52
TATACHEM
828.20
9.84
10114000
15.02
2.02
0.49
95.43
95.41
UPL
722.25
(12.17)
24251500
4.19
3.77
0.76
96.28
94.69
Derivatives Rollover Report
For Private Circulation Only
4
Scrip
Price
Price
Change
(%)
OI Futures
OI Change
(%)
COC (%)
PCR-OI
Rollover
(%)
Average
Rollover
(3month)
(%)
Consumer Goods & FMCG
ASIANPAINT
3045.05
1.27
4835100
19.31
1.85
0.50
94.76
95.58
BERGEPAINT
788.20
(6.72)
4649700
33.05
2.19
0.50
96.51
92.70
BRITANNIA
3934.95
15.38
1320800
(24.26)
1.09
0.23
84.44
84.81
COLPAL
1659.55
(3.03)
2478000
24.63
3.28
0.43
96.51
96.21
DABUR
606.75
3.38
11140000
30.12
2.15
0.42
96.72
94.48
GODREJCP
1046.50
5.72
4838000
21.59
3.90
0.22
96.86
94.36
HINDUNILVR
2670.05
14.12
7107000
(1.03)
1.43
0.47
96.83
95.80
ITC
205.40
(0.68)
175952000
14.41
4.08
0.68
95.45
95.10
JUBLFOOD
3836.05
3.05
1624000
5.16
1.82
0.39
72.68
85.72
MARICO
524.90
(0.87)
10306000
58.26
5.79
0.40
94.59
94.47
MCDOWELL-N
687.95
7.53
14398750
8.68
5.41
0.41
97.57
97.16
NESTLEIND
20079.85
12.31
383200
23.63
1.42
0.37
97.47
97.62
TATACONSUM
855.25
13.49
7522200
5.19
2.38
0.33
94.84
94.39
TITAN
1823.30
4.50
4616250
(3.19)
4.57
0.61
96.28
95.43
UBL
1439.55
1.58
1438500
(4.33)
2.87
0.58
92.44
95.16
METALS & MINING
COALINDIA
134.45
(5.42)
56817600
3.91
-21.65
90.13
HINDALCO
424.60
(6.88)
35879200
(5.61)
1.23
86.87
JINDALSTEL
371.55
(15.17)
35477500
(9.18)
0.84
96.81
JSWSTEEL
673.35
(10.35)
46399500
4.97
2.10
96.51
NATIONALUM
79.00
(15.24)
68799000
(12.95)
2.65
87.95
NMDC
150.15
(18.22)
62162600
(40.53)
11.23
82.28
SAIL
115.00
(19.30)
135299000
(18.27)
-2.26
90.46
TATASTEEL
1377.50
(5.71)
41698450
(4.15)
1.90
94.89
VEDL
288.95
0.03
126889200
8.70
5.08
96.93
INFORMATION TECHNOLOGY
COFORGE
4976.25
(3.33)
704800
27.36
1.62
85.87
HCLTECH
1169.05
15.82
16551500
3.92
1.43
89.74
INFY
1732.00
6.85
27789000
5.84
2.60
90.10
LTI
5160.65
11.08
665700
(10.11)
4.73
95.26
MINDTREE
3510.05
25.05
1713200
(21.90)
4.52
90.13
MPHASIS
2703.80
1.49
1111500
40.28
-14.98
80.66
NAUKRI
5817.25
11.39
928875
1.23
3.73
88.29
TCS
3679.30
14.69
8884200
3.81
2.12
92.49
TECHM
1456.10
28.54
9270000
(42.82)
4.75
91.36
WIPRO
630.35
6.34
27240000
(5.58)
2.32
95.28
Derivatives Rollover Report
For Private Circulation Only
5
Scrip
Price
Price
Change
(%)
OI Futures
OI
Change
(%)
COC (%)
PCR-OI
Rollover
(%)
Average
Rollover
(3month)
(%)
INFORMATION TECHNOLOGY
HCLTECH
564.00
(0.70)
22885800
(1.26)
8.14
0.58
98.56
96.78
INFY
730.55
3.77
24351600
(52.50)
2.86
0.74
55.98
79.52
MINDTREE
782.95
10.93
1041600
(14.29)
-15.63
0.59
93.13
93.37
NIITTECH
1606.65
6.68
578250
26.08
-2.03
0.46
89.76
82.99
TCS
2212.80
6.19
15671500
(17.22)
6.42
1.91
95.02
94.74
TECHM
775.75
1.00
15406800
8.21
9.05
0.65
96.29
97.15
WIPRO
249.90
3.65
18211200
(29.64)
-2.08
0.72
83.12
92.60
MISCELLANIOUS
ABFRL
201.20
(11.87)
9107800
15.53
4.42
0.65
94.47
#N/A
ADANIENT
1481.45
5.54
16376000
12.54
4.06
0.73
97.40
96.70
APOLLOHOSP
4725.95
16.63
2105750
26.97
5.67
0.56
86.12
84.51
ASTRAL
1977.10
#N/A
350625
#N/A
2.99
0.99
96.01
#N/A
BATAINDIA
1715.05
6.43
1756150
(9.39)
4.76
0.21
93.55
92.72
BEL
180.80
(4.39)
23415600
9.22
-2.88
0.53
90.07
89.91
CONCOR
655.30
3.59
7155414
(1.44)
3.59
0.58
93.26
90.23
CUMMINSIND
985.35
17.74
2362200
6.38
4.52
0.45
71.22
88.30
HDFCLIFE
700.10
5.46
21157400
1.77
1.87
0.55
95.97
92.54
ICICIGI
1476.55
(1.49)
1955000
50.62
3.83
0.36
97.79
92.66
INDHOTEL
138.05
(6.94)
7476300
20.57
3.03
0.84
90.90
#N/A
INDIGO
1750.10
5.84
2396000
(14.29)
1.40
0.36
97.32
95.05
IRCTC
2632.50
13.04
1805700
(1.44)
4.32
0.55
90.99
91.51
LALPATHLAB
3796.75
2.61
366500
(9.84)
-1.22
0.60
91.97
91.12
LTTS
3867.75
4.74
526800
15.48
3.50
0.17
94.71
86.91
METROPOLIS
2688.05
(12.81)
313800
12.39
0.06
0.60
95.15
#N/A
SBILIFE
1154.30
1.99
6034500
38.60
2.26
0.29
61.39
73.62
TRENT
946.45
3.27
1348500
30.89
5.59
0.12
96.77
96.75
MEDIA
PVR
1305.60
(4.32)
1671142
30.14
4.41
0.48
95.89
92.17
SUNTV
476.90
(12.82)
13038000
4.96
2.96
0.95
94.49
86.86
ZEEL
166.35
(16.60)
70401000
21.89
-10.55
0.87
94.54
91.95
OIL & GAS
BPCL
468.30
3.89
40674600
5.97
3.46
0.49
93.06
95.06
GAIL
143.25
3.80
32744800
(3.71)
4.39
0.61
96.86
95.19
GUJGASLTD
709.95
0.14
1788750
22.73
1.84
0.49
88.55
85.53
HINDPETRO
256.10
(3.23)
21365100
28.65
2.45
0.46
96.77
95.11
IGL
522.50
(4.63)
9117625
12.56
-3.68
0.69
91.41
88.25
IOC
105.75
2.92
49764000
(18.67)
1.48
0.81
95.32
92.48
MGL
1107.60
(0.33)
1664400
(30.81)
-9.70
0.92
97.13
96.26
ONGC
114.40
(0.09)
45876600
(5.65)
-10.38
0.42
91.27
84.03
PETRONET
228.00
5.85
19851000
(17.27)
1.83
0.58
96.92
96.57
RELIANCE
2234.50
8.55
32060500
(13.26)
1.89
0.45
92.34
94.20
Derivatives Rollover Report
For Private Circulation Only
6
Scrip
Price
Price
Change
(%)
OI Futures
OI
Change
(%)
COC (%)
PCR-OI
Rollover
(%)
Average
Rollover
(3month)
(%)
PHARMACEUTICAL
ALKEM
3868.25
15.76
394600
(26.57)
1.50
0.20
93.86
89.14
APLLTD
737.85
(5.64)
1788050
(14.33)
2.76
0.92
90.23
85.68
AUROPHARMA
702.00
(22.81)
17149600
68.74
4.40
0.54
93.96
95.74
BIOCON
341.55
(10.87)
17001600
(13.76)
1.68
0.87
91.99
94.39
CADILAHC
541.60
(5.64)
19685600
(14.77)
1.83
0.62
91.58
95.25
CIPLA
911.90
3.49
12201150
(4.16)
0.69
0.80
96.34
94.73
DIVISLAB
4867.00
0.43
2006600
3.95
4.37
0.62
95.82
92.81
DRREDDY
4521.80
(3.60)
3205375
(9.76)
4.24
0.91
96.07
96.82
GRANULES
327.55
(12.18)
11194100
26.84
3.83
0.38
89.67
86.34
LUPIN
939.50
(13.74)
10471150
48.82
2.28
0.70
93.60
90.80
PEL
2574.85
10.72
2806375
(12.57)
3.17
0.34
96.85
96.35
PFIZER
5709.10
(2.16)
218000
(44.91)
2.60
1.00
97.05
92.55
STAR
584.40
(22.13)
1957500
#N/A
4.75
0.72
93.76
#N/A
SUNPHARMA
763.35
8.52
34367200
(23.86)
3.84
0.63
96.48
94.29
TORNTPHARM
3055.20
0.59
721500
5.68
0.84
0.19
99.01
96.72
GLENMARK
512.65
(13.46)
8267350
7.25
-0.41
0.60
93.45
93.96
POWER
NTPC
110.00
(5.70)
59382600
6.12
-25.44
0.62
89.50
82.80
POWERGRID
171.40
2.02
24275816
(8.58)
-10.24
0.52
78.77
77.43
TATAPOWER
125.85
2.15
122593500
(2.35)
1.66
0.79
94.36
94.77
TORNTPOWER
475.15
4.72
2340000
(10.86)
4.41
0.14
97.81
96.97
REAL ESTATE
DLF
309.15
(9.10)
45312300
(2.31)
5.43
0.58
96.45
93.15
GODREJPROP
1469.10
(6.39)
1866800
11.27
2.74
0.38
94.69
94.82
TELECOM
BHARTIARTL
589.40
3.75
90547218
(9.18)
4.44
0.50
92.24
94.78
IDEA
6.00
(27.27)
300160000
(21.41)
17.68
0.64
62.60
70.59
INDUSTOWER
215.50
(3.08)
11998000
(22.57)
1.45
1.03
93.36
90.62
TEXTILES
PAGEIND
30606.85
(3.41)
80580
15.98
4.63
0.27
99.33
98.53
SRF
9117.50
15.10
616625
39.71
6.26
0.55
94.45
93.11
NTPC
140.85
3.57
63643200
46.15
6.51
0.42
74.18
71.71
Derivatives Rollover Report
For Private Circulation Only
7
Research Team Tel: 022 - 39357600 (EXTN - 6844) Website: www.angelone.in
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