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Derivatives Outlook – NSE – 5 JULY 2019

Highlights:

Extending gains for the fourth straight session, equity benchmarks ended on a positive note on Thursday after the Economic Survey projected India’s economic growth rebounding from a five-year low to 7 per cent this year.Investors were also cautious ahead of the Union Budget, to be presented Friday.The S&P BSE Sensex ended 69 points, or 0.17 %, higher at 39,908 levels with Bharti Airtel, Tata Motors and IndusInd Bank being the top gainers. The broader Nifty50 too settled at 11,947 levels, up 30 points, or 0.25%.Shares of IndiaMART InterMESH (IML) made a strong debut on the bourses, by listing at Rs 1,180, 21 per cent higher against its issue price of Rs 973 apiece on the National Stock Exchange (NSE) and BSE.

Among Nifty July series call options, 12100 strike witnessed OI additions of 2.41  lakhs shares.

Among Nifty July series put options, 11900 strike witnessed OI additions of 4.34 lakhs shares.

Nifty PSU BANK  Index was up by 1.28%. Major gainers were contributed by SYNDIBANK, ALBK, BANKBARODA, BANKINDIA & ORIENTBANK.

Nifty METAL  index was down by 0.99%.  Major losers were contributed by JINDALSTEL, NMDC, JSWSTEEL, HINDCOPPER & HINDALCO.

Index options PCR at 0.95 & Stock options PCR at 0.54.

India VIX ended 13.5300  down by 1.20%.

F&O Trade Figures for 4th July -2019

FII Product No. of Contracts Turnover (Rs. Cr.)

Index Futures 1,93,153 1440822.00%

Stock Futures 6,21,467 3863074.00%

Index Options 2,75,27,649 18,85,718.48

Stock Options 5,05,801 3275393.00%

F&O Total 2,88,48,070 19,71,511.37

*Note:  In case of Option Contracts “Turnover” represents “Notional Turnover”

 

Nifty July Series Change in Options OI

 

 

Nifty July Series Options OI

 

-50,000

0

50,000

100,000

150,000

200,000

250,000

300,000

350,000

400,000

450,000

500,000

11600 11700 11800 11900 12000 12100 12200 12300

Change in Call OI Change in Put OI

0 200,000 400,000 600,000 800,000 1,000,000 1,200,000 1,400,000 1,600,000 1,800,000 2,000,000

11600 11700 11800 11900 12000 12100 12200 12300

Call OI Put OI

 

 

 

 

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Nifty Future Activity-FIIs for 4th Jul -2019

 

BUY SELL OI AT EOD

 

No. of contracts

Amt in  Crores

No. of contracts

Amt in Crores

No. of contracts

Amt in Crores

Index Futures

27534 2202.98 29260 2207.15 203517 17051.26

Index Options

3604929 246852.09 3595041 246087.65 412327 35390.07

Stock Futures

144699 9202.03 139955 8889.12 1297713 84723.01

Stock Options

57519 3651.89 57649 3667.23 44343 2773.30

Product Close Change %Change

Nifty 11,946.75 30.00 0.25%

Bank Nifty 31,471.85 89.55 0.29%

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