Derivatives Rollover Report | October 27, 2017
October series was indeed a Diwali bonanza for our markets as the benchmark index registered a fresh record high
and achieved yet another milestone of 10350. Finally, post consolidation seen in last two series index gained
momentum and we also witnessed decent amount of long formation in index futures segment. Now, Nifty Rollovers is
at 72.69% which is above its 3 month average of 65% and in terms of open interest as well it’s on the higher side.
Historically, there has been a trend whenever FIIs start selling in equities, markets tends to take it negatively; but, this
time, history is not getting replicated. In fact, this entire selling has been completely overshadowed by the enormous
and relentless buying from domestic institutions (DIIs). However, FIIs did participate in the recent rally by forming good
amount of longs in index and stock futures. In addition, they also rolled majority of these positions; resulting their
Index Futures ‘Long Short Ratio’ surging back to 70%. At current juncture, 10500 call option is attracting traders
attention; while, maximum concentration of open interest in puts is placed at 10000 followed by 10200 strike.
Considering above data, we expect continuation of ongoing momentum in November series.
BANKNIFTTY (68.63%) rollover in terms of percentage is on the higher side; but, open interest has dropped series on
series. Post huge short rollovers in October series, we witnessed a healthy rally in PSU banks on the back of
recapitalization plan announced by government. Now, BankNifty as well as majority of the PSU bank are light in terms
of open interest. Hence, traders are advised to wait for fresh build-up before initiating any aggressive positions.
Indices Change
NIFTY & PCR Graph
Price
Change
3 month
INDEX
Price
(%)
Rollover
avg.
NIFTY
10360.55
5.86
72.69
66.84
BANKNIFTY
25080.65
4.36
68.63
67.18
NIFTYIT
10886.00
3.19
76.46
73.45
NIFTYMID50
5084.55
8.62
-
-
NIFTYINFRA
3601.55
11.63
-
-
Monthly Gainers
Monthly Losers
Price
Ol
Price
Ol
Change Open
Change
Change Open
Change
Scrip
Price
(%)
Interest
(%)
Scrip
Price
(%)
Interest
(%)
PNB
207.65
57.79
30320500
16.61
RCOM
15.95
(21.04)
111594000
0.15
UNIONBANK
187.05
44.55
15608000
(17.84)
STAR
842.25
(5.59)
4277500
99.05
SAIL
76.65
42.87
64152000
(5.81)
RELCAPITAL
571.05
(5.46)
11937000
33.14
BANKINDIA
193.15
38.46
13764000
(15.44)
YESBANK
333.55
(5.42)
52407250
39.15
CANBK
426.35
34.16
6164916
(37.08)
AXISBANK
485.70
(5.40)
48296400
53.32
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
HDFCBANK (84.34%) closed on a flat note last
series; but, added good amount of long position. At
the same time, rollover is above its averages. Thus,
any bounce back above immediate hurdle of
Rs. 1810-1830 levels shall be an opportunity to buy.
ICICIBANK (82.81%) rallied 8% series on series which
was mainly due to short covering. Though, rollovers
are above average; OI remains light. At present,
Rs. 280-283 is an immediate support; one shall look
for fresh longs at current levels.
FEDERALBNK (83.79%) started October series on a
light note; however, we saw meaningful long
formation last series. Open interest is up 36% series
on series, indicating longs formed in last series are
still intact. At present, this counter is hovering
around the support zone of Rs. 118-120; traders
are advised to add fresh longs.
Auto & Auto Ancillaries
Last series, APOLLOTYRES (75.10%) traded in a very
narrow range but added huge positions. Open
interest surged 46% series on series, we believe
majority of the positions formed are on short side. At
present, this stock is taking strong support around
Rs. 236-238 levels. Traders are suggested to go
long, once stock surpasses Rs. 242-243.
CASTROLIND (95.22%) has highest rollover in this
space. This counter added huge longs due to which
open interest jumped up to 52.42% series on series.
Thus, we believe this counter may continue its
momentum going ahead; buy on dips.
TATAMOTORS (87.18%) rallied 4.65% MoM with
good amount of long positions. Rollovers are also
above averages, indicating we may see some
strength going forward.
Oil & Gas
GAIL
(67.50%) rallied
16% last series with good
amount of long formation. Rollover figure in
percentage terms is on the lower side but open-interest
wise its inline. Thus, any dip towards Rs. 457-460
shall be an opportunity to buy.
BPCL (65.49%) has lowest rollovers in this space. Post
some correction in September series, this counter
resumed its major trend and was up 15% last series.
However, this move was mainly due to short covering.
Thus, traders are suggested to exit from long if any.
Similar to BPCL, HINDPETRO (84.46%) rallied 15% in
October series due to short covering. At present, open
interest is lowest in last two series. Those, traders with
longs shall look to exit and one who wishes to take
new positions shall wait for fresh build-up.
For Private Circulation Only
2
Derivatives Rollover Report
Metal & Mining
HINDALCO (84.56%) extended its gains last series
and registered a fresh record high. We witnessed
huge long formation and rollover figure suggests
these positions have been rolled too. Thus, this
counter remains buy on dips for us.
JSWSTEEL (94.32%) has highest rollovers in this
space. This counter traded in a narrow range for
major part of October series. We saw some longs
and good amount of short covering. Now, this
counter has strong support at Rs. 256-258 levels. We
expect fresh buying coming in soon. Thus, traders are
advised to go long and fix stop loss of Rs. 255/-
Other stocks wherein we saw long rollovers are
NATIONALUM (90.96%), HINDZINC (82.62%) and
NMDC (84.09%).
Pharmaceutical
AUROPHARMA (93.09%) rallied 11% MoM; but, this
move was mainly due to short covering. However, the
momentum is very strong in this counter. Thus,
traders are advised to hold on to their existing longs.
DRREDDY (90.74%) traded in a narrow range for the
entire October series. However, we believe majority
of the shorts formed in July and August series have
been lightened; this is a positive sign for bulls. Thus,
we expect fresh buying attracting in this counter.
SUNPAHRMA (93.74%) rallied nearly 7% and also
added fresh longs. As rollovers are on the higher
side, we believe majority of these long positions have
been rolled over. Traders are advised to hold on to
their longs.
Consumer Goods & FMCG
Last series, ITC (80.07%) consolidated in a range and
formed mixed positions. However, the earlier shorts
are still in the system. Any positive trigger could lead
to some short covering and the prices could bounce
upto its resistance around Rs. 284/-.
UBL (91.90%) formed significant long positions which
have been rolled over to the November series.
Traders with long positions are advised to continue
holding their positions for a probable target of
around Rs. 1050-1160.
Rally in JUBLFOOD (81.50%) was supported by short
covering as well as fresh long build-up. The long
positions seem to have been rolled and hence, the
stock could continue its uptrend. Traders should
adopt buy on dips strategy for this counter
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
695.80
(2.48)
2245200
40.36
8.23
1.54
84.89
83.38
APOLLOTYRE
240.50
(1.31)
14574000
46.15
8.30
1.11
75.10
80.68
ASHOKLEY
132.20
12.32
53935000
(0.10)
8.35
0.44
86.50
86.78
BAJAJ-AUTO
3298.10
7.82
1696500
12.78
4.67
0.70
85.66
84.34
BALKRISIND
1644.15
(4.11)
601600
30.56
8.79
1.38
70.54
80.74
BHARATFORG
664.35
10.52
6446400
(17.65)
3.94
0.24
85.23
85.14
BOSCHLTD
21174.50
1.98
103075
(1.10)
7.09
1.25
85.56
85.30
CASTROLIND
402.10
11.22
14039200
52.42
6.92
0.12
95.22
91.21
CEATLTD
1688.05
(0.93)
1659700
3.99
10.51
0.67
80.67
82.12
EICHERMOT
31712.65
4.53
142750
3.97
3.14
0.20
84.98
82.15
ESCORTS
727.95
13.67
2271500
(38.30)
8.59
0.48
80.44
84.05
EXIDEIND
206.30
0.90
15936000
22.17
-2.52
0.64
79.32
85.26
HEROMOTOCO
3773.35
0.52
1617600
(4.85)
6.26
0.56
78.87
81.06
M&M
1377.70
11.38
3899000
(19.52)
3.61
0.98
83.22
81.58
MARUTI
8113.30
2.27
1920450
9.79
5.85
0.44
85.15
84.71
MOTHERSUMI
358.00
5.22
11996250
28.53
8.22
0.42
88.37
86.19
MRF
63710.20
2.37
46305
(10.70)
9.15
0.00
88.71
87.53
TATAMOTORS
421.85
4.65
42399000
19.21
6.09
0.65
87.18
83.92
TATAMTRDVR
232.20
4.10
25886700
13.32
8.38
0.97
94.00
87.08
TVSMOTOR
713.60
10.66
5390000
14.44
-11.99
0.62
78.92
82.90
BANKING & FINANCIALS
ALBK
85.10
27.20
12770000
8.96
6.16
0.63
80.16
80.61
ANDHRABANK
70.20
22.51
20020000
(2.29)
5.23
0.39
83.38
81.06
AXISBANK
485.70
(5.40)
48296400
53.32
3.01
0.65
84.94
82.09
BAJAJFINSV
5017.05
(1.21)
768875
14.76
7.34
0.29
92.52
90.72
BAJFINANCE
1760.60
(4.69)
6128000
30.81
8.27
0.68
87.59
84.04
BANKBARODA
186.65
33.75
35868000
(37.41)
5.34
0.77
80.68
83.59
BANKINDIA
193.15
38.46
13764000
(15.44)
1.08
0.75
73.88
77.04
BHARATFIN
980.75
3.54
12781000
6.53
0.53
0.82
88.10
88.42
CANBK
426.35
34.16
6164916
(37.08)
5.53
0.92
74.42
79.28
CANFINHOME
502.80
(5.19)
4081250
27.69
8.89
0.34
88.89
87.79
CAPF
718.85
(0.73)
2830400
(6.75)
8.04
1.42
89.46
86.14
CHOLAFIN
1123.05
3.13
393500
(11.87)
8.71
0.00
83.99
82.01
DCBBANK
179.50
(0.61)
6372000
4.81
10.27
0.43
81.10
83.02
DHFL
607.95
12.77
25854000
8.66
7.43
0.36
88.01
90.38
EQUITAS
146.90
(4.05)
13872000
21.70
5.71
0.42
83.72
80.74
FEDERALBNK
120.35
7.41
69674000
36.04
7.86
0.60
83.79
84.26
HDFC
1702.10
(2.74)
11868000
34.83
6.01
0.71
75.54
76.16
HDFCBANK
1799.35
0.50
21454500
11.37
2.32
0.61
84.34
79.98
For Private Circulation Only
4
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
IBULHSGFIN
1248.20
2.56
7149600
14.90
-0.04
0.96
86.49
81.75
ICICIBANK
299.15
8.05
77907500
(7.61)
-0.35
0.77
82.81
79.99
ICICIPRULI
387.60
0.91
6280300
10.57
0.13
0.74
91.25
87.26
IDBI
68.40
29.18
19640000
(34.53)
6.91
0.47
80.36
84.85
IDFC
66.45
11.21
129439200
(10.46)
2.36
0.61
79.52
82.30
IDFCBANK
57.55
1.50
113454000
18.50
7.30
0.59
92.77
90.10
IFCI
26.00
13.04
78012000
8.14
10.12
0.30
89.19
89.44
INDIANB
321.50
23.46
3640000
(7.47)
7.19
0.60
84.57
83.49
INDUSINDBK
1628.30
(3.38)
5512800
35.68
6.90
0.68
83.94
75.34
KOTAKBANK
1022.20
1.56
7992800
(6.13)
3.38
0.33
78.27
72.14
KTKBANK
156.95
11.39
23677800
5.47
6.69
0.73
88.89
87.07
L&TFH
197.75
3.29
33322500
42.90
8.24
0.56
90.87
86.47
LICHSGFIN
620.10
(0.75)
11214500
13.11
8.22
0.83
90.53
87.42
M&MFIN
419.70
4.09
9832500
79.59
7.63
0.32
87.81
81.06
MANAPPURAM
98.85
3.13
30354000
(9.03)
5.83
0.79
84.30
88.10
MFSL
576.75
(1.95)
4228000
(6.73)
5.18
0.60
87.36
88.21
MUTHOOTFIN
489.35
5.90
1737000
(21.54)
6.22
0.57
69.55
80.11
ORIENTBANK
147.15
22.07
13584000
0.53
7.14
0.51
81.56
78.14
PFC
141.05
14.91
44736000
81.81
-18.88
0.39
81.20
80.83
PNB
207.65
57.79
30320500
16.61
-29.05
1.60
70.67
74.20
RBLBANK
534.70
5.73
6132000
45.27
8.16
0.41
90.58
75.49
RECLTD
167.80
10.29
38430000
(7.56)
4.68
0.51
73.89
83.92
RELCAPITAL
571.05
(5.46)
11937000
33.14
8.56
0.43
90.53
84.09
REPCOHOME
621.75
0.27
785400
(10.95)
6.33
17.75
85.19
82.72
SBIN
321.00
26.50
60531000
(31.00)
1.63
0.79
75.23
80.03
SOUTHBANK
31.55
12.08
169516215
27.81
10.01
0.43
91.03
87.52
SREINFRA
118.25
14.25
10030000
10.83
8.89
0.40
89.87
86.53
SRTRANSFIN
1121.75
6.16
3172800
(7.44)
2.75
0.53
85.91
83.93
SYNDIBANK
82.50
31.26
18333000
8.52
7.64
0.34
80.80
79.71
UJJIVAN
325.15
2.46
6628800
9.30
9.87
0.43
90.17
88.70
UNIONBANK
187.05
44.55
15608000
(17.84)
3.64
1.01
75.90
81.40
YESBANK
333.55
(5.42)
52407250
39.15
7.40
0.43
89.47
86.03
CAPITAL GOODS & INFRASTRUCTURE
ADANIPORTS
416.90
11.65
7122500
3.49
6.54
0.59
81.26
80.43
BEML
1703.15
2.81
2365200
(3.83)
1.26
0.71
88.39
84.48
BHEL
97.25
17.03
47040000
(5.95)
7.56
0.53
85.06
84.78
CGPOWER
82.85
7.46
27132000
5.07
8.89
0.81
89.72
83.68
ENGINERSIN
169.90
13.42
12498500
20.07
3.08
0.35
81.01
84.32
GMRINFRA
18.65
15.84
291645000
(0.31)
11.30
0.34
91.28
89.74
HAVELLS
488.25
2.80
5720000
88.90
8.72
0.52
83.58
82.65
HCC
39.35
19.42
25104000
(2.33)
9.36
0.69
85.74
83.80
IRB
238.20
7.35
15347500
(2.21)
1.10
0.47
79.59
78.61
For Private Circulation Only
5
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
JPASSOCIAT
18.35
9.55
163064000
(0.37)
8.59
0.80
88.91
88.50
LT
1224.95
7.59
10757250
9.58
1.24
0.61
80.62
83.12
NBCC
258.15
21.74
4560000
53.54
7.53
0.51
86.27
83.33
RELINFRA
494.75
6.17
10779600
1.69
8.39
0.70
91.84
89.81
SIEMENS
1266.40
5.81
926500
2.77
7.59
0.62
87.61
82.92
VOLTAS
538.30
6.68
2304000
(3.76)
8.10
0.46
81.76
74.72
CEMENT
ACC
1793.70
8.24
1409200
(30.79)
6.58
0.59
79.56
77.68
AMBUJACEM
278.20
3.36
10202500
(12.84)
6.60
0.45
79.41
77.64
DALMIABHA
2847.60
11.24
540900
(7.44)
7.02
1.36
83.78
86.47
GRASIM
1201.15
5.90
3421500
(5.29)
6.68
0.80
91.29
86.78
INDIACEM
197.50
15.80
25718000
10.23
8.25
0.53
92.21
89.33
RAMCOCEM
728.35
6.91
496800
38.31
7.57
0.75
80.34
75.91
SHREECEM
19316.55
5.84
30800
1.65
8.60
0.00
88.76
81.55
ULTRACEMCO
4494.10
15.70
1289000
9.52
2.37
1.33
83.67
86.56
CHEMICALS & FERTILIZERS
PIDILITIND
795.05
1.65
1325000
22.46
9.06
0.43
80.79
78.93
TATACHEM
763.60
19.40
6304500
28.61
7.98
0.58
86.66
81.91
UPL
816.70
6.16
7976400
0.21
4.75
0.73
89.21
85.20
CONSUMER GOODS & FMCG
ASIANPAINT
1195.35
5.21
2866200
(1.22)
3.68
0.63
75.11
77.13
BERGEPAINT
273.20
12.87
1155000
(41.14)
8.08
0.09
78.59
81.33
BRITANNIA
4636.80
6.29
732600
45.01
7.28
0.15
92.64
84.99
COLPAL
1061.35
(1.32)
1494500
(0.14)
6.63
1.80
83.20
81.22
DABUR
322.90
3.49
11110000
(9.93)
0.32
0.32
89.11
89.67
GODFRYPHLP
1013.60
0.31
495500
1.23
9.66
0.60
80.63
77.61
GODREJCP
929.50
2.72
1716000
6.82
7.29
0.86
89.64
85.28
HINDUNILVR
1270.50
5.79
9301800
2.49
-2.62
0.24
88.79
86.98
ITC
269.60
2.65
55996800
2.14
4.66
0.64
82.52
79.86
JUBLFOOD
1654.70
19.64
1892500
5.23
7.65
0.50
81.50
79.40
MARICO
314.75
0.51
4648800
3.59
4.33
0.49
73.91
80.29
MCDOWELL-N
2597.05
7.37
2291500
24.28
9.07
0.29
90.98
88.50
NESTLEIND
7188.45
0.16
93400
7.85
6.36
2.00
80.94
81.64
TATAGLOBAL
211.25
3.23
34992000
27.48
7.21
0.46
90.69
90.11
TITAN
589.20
1.68
5421000
24.41
8.12
0.70
86.19
80.63
UBL
947.40
10.69
1227100
55.13
6.37
0.44
82.22
78.12
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
290.90
8.63
15546500
(26.95)
-8.71
0.32
67.36
77.77
HINDALCO
274.10
14.59
38108000
31.80
4.59
0.56
84.56
77.38
HINDZINC
317.70
8.08
9129600
10.97
1.81
0.40
82.62
79.57
JINDALSTEL
169.15
24.51
31666500
(9.47)
6.20
0.63
81.32
85.53
JSWSTEEL
262.20
8.89
50106000
(4.43)
9.03
0.73
94.32
92.73
NATIONALUM
91.75
19.62
23192000
21.45
0.57
0.15
90.96
87.78
NMDC
128.00
8.80
31368000
5.40
6.15
0.63
84.09
85.92
SAIL
76.65
42.87
64152000
(5.81)
-4.07
0.66
86.98
87.41
TATASTEEL
734.45
12.39
23528000
9.87
7.51
0.88
82.84
80.86
VEDL
344.20
10.71
38297000
(14.60)
4.11
0.44
72.35
79.65
INFORMATION TECHNOLOGY
HCLTECH
872.45
(0.19)
8142400
25.10
4.08
0.48
88.38
83.60
HEXAWARE
285.30
6.36
1722000
3.05
2.93
1.33
74.35
73.94
INFY
927.85
3.26
35215500
(7.96)
-21.47
0.47
74.26
80.73
KPIT
138.65
13.65
11032000
5.15
9.49
0.39
92.55
87.81
MINDTREE
486.40
4.64
3290400
(4.63)
-0.21
0.35
87.63
84.91
NIITTECH
614.70
11.43
649500
(8.46)
9.59
0.16
73.64
74.52
OFSS
3550.80
(1.74)
45150
(6.81)
9.63
0.00
76.98
78.19
TATAELXSI
846.05
4.05
1725600
21.04
7.26
0.83
85.22
82.42
TCS
2554.10
3.25
5789250
(0.95)
6.26
0.74
83.50
85.34
TECHM
479.65
5.42
10891100
(1.80)
5.24
0.56
83.84
83.31
WIPRO
300.85
5.39
33033600
6.69
-5.00
0.39
87.62
86.44
MISCELLANIOUS
ADANIENT
132.10
13.83
30248000
14.82
8.76
0.67
89.15
86.02
APOLLOHOSP
1029.30
3.12
1677000
18.27
6.32
1.60
87.55
85.85
BALRAMCHIN
159.75
0.73
15456000
29.58
8.89
0.47
83.59
82.12
BATAINDIA
777.35
11.60
1353000
(20.54)
2.49
0.37
64.98
75.48
BEL
171.15
4.07
14795550
1.12
7.98
0.42
84.67
84.72
CONCOR
1377.05
5.15
1200625
(2.49)
6.75
1.43
83.12
81.10
CUMMINSIND
914.15
1.71
534000
9.61
7.41
0.47
83.88
78.95
GODREJIND
575.80
(0.60)
3309000
7.77
9.32
0.81
79.41
85.09
INDIGO
1178.10
8.49
2098200
(12.42)
8.39
1.10
91.19
81.94
INFIBEAM
131.85
1.35
45220000
0.52
8.77
0.00
84.10
84.52
JETAIRWAYS
534.35
10.96
4952400
15.80
10.15
0.65
88.51
83.96
JISLJALEQS
95.80
1.86
46341000
18.97
8.78
0.47
88.75
89.81
JUSTDIAL
409.40
9.58
4203600
9.09
7.57
0.42
82.42
74.24
KAJARIACER
698.65
(1.38)
873600
12.81
8.27
0.92
79.30
76.93
KSCL
580.95
11.69
4195500
8.88
7.69
0.20
90.28
88.58
For Private Circulation Only
7
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
MCX
1063.90
3.28
1721000
64.45
10.85
1.15
86.59
84.01
PCJEWELLER
343.70
7.42
9813000
15.38
8.87
0.47
78.97
83.46
RNAVAL
52.90
0.19
12312000
5.23
9.95
0.46
88.95
84.92
VGUARD
209.40
15.56
1551000
(18.45)
8.79
0.58
75.04
72.52
OIL & GAS
BPCL
536.50
15.38
9635400
(30.56)
0.10
0.39
65.49
78.77
CHENNPETRO
444.80
12.95
1482000
(34.66)
6.61
0.33
78.54
82.81
GAIL
461.05
15.83
11916000
13.08
-9.53
0.60
67.50
80.04
HINDPETRO
479.10
15.00
21067200
(15.38)
-4.55
0.38
84.46
83.27
IGL
1604.45
9.47
947650
(0.92)
8.72
0.76
80.40
81.35
IOC
434.75
9.17
13251000
(17.45)
-4.18
0.48
71.63
79.93
MGL
1190.25
9.07
665400
(7.35)
8.44
0.53
78.10
82.87
MRPL
135.30
10.09
7636500
27.40
6.98
0.43
83.68
82.32
OIL
347.35
0.81
2449546
2.46
-13.04
0.59
70.01
74.74
ONGC
175.30
1.83
41463750
(5.28)
-12.05
0.46
74.71
81.73
PETRONET
260.40
15.71
9531000
(22.89)
8.07
0.42
83.32
80.72
RELIANCE
952.75
20.79
37311000
0.14
5.89
0.65
86.16
81.89
PHARMACEUTICAL
AJANTPHARM
1181.00
2.59
954000
14.33
9.13
1.22
92.05
85.95
AUROPHARMA
753.35
10.94
16233600
(7.15)
6.06
0.65
93.09
90.99
BIOCON
363.75
9.53
9286200
1.70
-12.74
0.39
80.71
84.52
CADILAHC
486.65
3.79
2764800
(15.25)
5.60
1.81
80.04
83.57
CIPLA
616.20
5.62
7562000
7.16
8.02
0.28
86.02
81.04
DIVISLAB
865.10
0.82
3995200
(35.16)
7.89
0.67
82.98
85.19
DRREDDY
2359.55
(0.71)
3528000
(1.42)
6.76
0.61
90.74
85.51
FORTIS
147.10
0.68
41631300
7.09
9.30
0.41
95.28
92.98
GLENMARK
601.25
0.43
6880300
14.66
4.62
0.64
86.33
88.72
GRANULES
139.05
23.00
16250000
16.53
8.70
0.18
88.24
83.19
LUPIN
1001.05
(0.67)
7799200
16.46
8.45
1.08
84.78
83.38
PEL
2645.80
2.21
1463100
27.80
6.38
0.39
89.18
87.03
STAR
842.25
(5.59)
4277500
99.05
8.99
0.54
91.54
90.80
SUNPHARMA
534.20
6.62
38179200
2.37
7.97
0.52
93.74
90.59
TORNTPHARM
1257.05
2.19
512400
125.53
7.44
0.42
91.24
80.40
WOCKPHARMA
630.05
3.10
2904000
5.71
6.58
0.55
87.11
88.53
REAL ESTATE
DLF
183.50
12.37
43920000
12.85
8.31
0.79
88.23
84.96
HDIL
58.10
3.29
31520000
(0.56)
9.05
0.34
85.84
85.76
IBREALEST
209.45
0.19
43840000
13.46
12.60
0.38
96.37
94.95
NCC
109.40
32.69
21504000
(10.19)
4.79
0.51
82.99
84.60
For Private Circulation Only
8
Derivatives Rollover Report
POWER
ADANIPOWER
32.95
11.51
103360000
5.75
11.20
0.43
93.59
91.91
CESC
1038.40
5.09
4944500
(0.82)
8.25
0.56
88.73
85.59
JSWENERGY
84.50
14.27
62781000
7.23
9.97
0.94
95.83
93.93
NHPC
28.25
4.82
36504000
17.98
9.31
0.37
84.71
83.48
NTPC
183.45
10.21
23332000
1.82
-6.78
0.21
69.61
69.77
POWERGRID
212.65
1.50
12340000
5.98
3.20
0.84
61.30
65.95
PTC
120.05
(2.16)
16832000
32.41
8.76
0.80
88.74
84.47
RPOWER
40.35
(2.30)
62172000
14.90
9.13
0.55
90.64
88.69
SUZLON
16.00
2.89
430020000
(0.26)
9.87
0.53
89.28
85.25
TATAPOWER
82.80
6.29
32148000
(11.85)
8.25
0.41
85.56
80.54
TORNTPOWER
266.90
26.94
5055000
(23.34)
7.28
0.59
73.55
81.79
TELECOM
BHARTIARTL
513.60
33.63
30627200
26.89
4.69
1.08
86.79
87.98
IDEA
97.25
27.88
55706000
0.03
5.93
0.67
76.48
76.69
INFRATEL
458.55
16.34
8938600
52.27
7.21
0.97
82.95
74.42
RCOM
15.95
(21.04)
111594000
0.15
9.90
0.88
88.68
88.84
TATACOMM
682.20
0.79
7852600
5.87
10.03
0.42
88.71
88.55
TEXTILES
ARVIND
399.15
7.79
5182000
(20.64)
7.50
0.39
85.46
76.81
CENTURYTEX
1360.45
10.96
7200050
0.93
8.50
0.86
91.58
91.89
ICIL
121.65
17.88
10101000
(5.31)
7.77
0.40
87.14
86.34
PAGEIND
20011.80
7.83
17650
(7.59)
5.34
0.00
75.59
71.59
RAYMOND
880.75
7.85
4184800
32.33
8.48
0.07
90.47
89.39
SRF
1657.35
7.15
734500
22.62
9.49
1.05
78.22
82.54
MEDIA
DISHTV
77.15
1.05
21490000
48.67
4.07
0.34
85.18
81.32
PVR
1428.40
18.94
491200
(31.40)
5.10
0.25
74.61
77.89
SUNTV
820.85
11.23
5391000
(4.90)
6.33
0.51
87.12
84.89
TV18BRDCST
43.45
11.70
91511000
6.81
8.47
0.46
93.86
91.07
ZEEL
534.40
2.42
7581600
39.19
5.69
0.71
86.08
85.49
For Private Circulation Only
9
Derivatives Rollover Report
Research Team Tel: 022 - 39357800 Extn-6824
DISCLAIMER
Angel Broking Private Limited (hereinafter referred to as “Angel”) is a registered Member of National Stock Exchange of India
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managed or co-managed public offering of securities of the company covered by Analyst during the past twelve months.
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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
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the contrary view, if any.
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Derivative Research Team
For Private Circulation Only
10
