`

Daily Derivative Report

23RD Nov 2023

Nifty Futures View Volatility BankNifty Futures View

Nifty Active Futures 19884.00 India VIX Index 12.23 BankNifty Active Futures 43588.00
Nifty Active Futures OI 1,04,54,850 Nifty ATM Call IV 13.89 BankNifty Active Futures OI 20,94,420
Change in OI 262450 Nifty ATM Put IV 7.2 Change in OI 112695
Premium / Discount 72.00 PCR Index Options 1.02 Premium / Discount 138.00
Inference Long Build Up PCR F&O Total 0.89 Inference Short Build up
Nifty Options OI Distribution-Weekly
HIGHLIGHTS:
Nifty futures closed at 19884 yesterday on a positive note with 2.57%
increase in the open interest indicating Long Build Up.
It closed at a premium of 72 points compared to its previous day’s
premium of 58 points.
Bank Nifty closed at 43588 yesterday on a negative note with a 5.69%
decrease in open interest indicating Short Build Up.
It closed at a premium of 138 points compared to its previous day’s
premium of 103 points.

In Yesterday’s Trading Session FII's

Bought Index Futures to the tune of 369 Cr,
Sold Index Option worth 23736 Cr,
Sold Stock Futures to the tune of 1102 Cr,
Net Sellers in the derivative segment to the tune of 24299 Cr.
In Cash Segment
FII Sold 306.56 Cr & DII Bought 721.24 Cr.

The India VIX index is at 12.23 vs 12.23, ATM CE IV 13.89 & PE IV 7.20
Bank Nifty Options OI Distribution-Weekly
Index options PCR is at 1.02 vs 1.02 to its previous day closing.
Nifty Put options OI distribution shows that 19700 has the highest
OI concentration followed by 19800 and 19500 which may act as
support for current expiry.
Nifty Call options OI shows that 19800 has the highest OI
followed by 19900 which may act as resistance for current expiry.
BankNifty Put options OI distribution shows that 43500 has the
highest OI concentration followed 43600 which may act as
support for the current expiry.
BankNifty Call strike 43800 followed by 43700 witnessed
significant OI concentration and may act as resistance for the
current expiry.
SECURITIES IN BAN PERIOD: BHEL,
HINDCOPPER,IBULHSGFIN, INDIACEM, MANAPPURAM,
MCX,NMDC, RBLBANK, ZEEL
Stock Futures - Long Build Stock Futures - Short Build Up
% Open Fut Open
Symbol Fut Price % Chg Symbol % Chg % Chg
Chg Interest Price Interest

BPCL 402.15 3.45% 31320000.00 13.28% OFSS 4094.15 -1.70% 403000.00 12.76%

BATAINDIA 1618.70 1.17% 2452500.00 13.13% INDUSINDBK 1469.70 -2.22% 25571500.00 7.40%

IEX 144.05 1.12% 64683750.00 9.99% KOTAKBANK 1751.20 -1.07% 26882800.00 7.26%

BAJAJ-AUTO 5775.10 1.40% 2878000.00 8.48% SBIN 560.55 -0.56% 129616500.00 6.76%

For private circulation only 1

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Daily Derivative Report
23RD Nov 2023

Nifty 50 Open Interest (OI) Dashboard

HIGHEST OPEN INTEREST IN NIFTY 50 – STOCKS CE & PE HIGHEST OPEN INTEREST IN NIFTY 50 – STOCKS CE & PE

NIFTY 50 CE STRIKE CE OI CMP PE Strike PE OI NIFTY 50 CE STRIKE CE OI CMP PE Strike PE OI

ADANIENT 2300 1665600 2181 2200 648600 INFY 1400 2786800 1463.3 1400 1937200

ADANIPORTS 800 1850400 794.75 800 1545600 ITC 450 7233600 441.3 440 3420800

APOLLOHOSP 5600 236000 5549.5 5200 203375 JSWSTEEL 800 969300 771.6 780 567675

ASIANPAINT 3200 879400 3140.95 2800 235800 KOTAKBANK 1800 1637200 1751.2 1700 530000

AXISBANK 1000 3871875 1001.15 1000 1363125 LT 3100 1246200 3094.3 3000 497700

BAJAJ-AUTO 6000 128000 5775.1 5500 219250 LTIM 5600 147000 5576.9 5500 70500

BAJAJFINSV 1700 482000 1629.65 1500 623500 M&M 1600 1645000 1548.9 1500 525700

BAJFINANCE 7500 999625 7151.5 7000 626250 MARUTI 10500 571350 10515.15 10000 138650

BHARTIARTL 930 5193650 973.2 930 2843350 NESTLEIND 25000 35640 24446.65 24000 25120

BPCL 400 4093200 402.15 370 2145600 NTPC 235 23694000 253.95 235 10953000

BRITANNIA 4700 268600 4699.55 4500 264200 ONGC 184.25 20632150 191.55 184.25 11985050

CIPLA 1280 1098500 1276 1200 420550 POWERGRID 210 4676400 212.35 200 2606400

COALINDIA 344.75 7631400 333.2 304.75 4027800 RELIANCE 2400 3991750 2391.2 2300 1744000

DIVISLAB 3800 382800 3717.6 3300 299200 SBILIFE 1360 1068750 1432.4 1420 459750

DRREDDY 5700 355125 5685.25 5400 99750 SBIN 600 14656500 560.55 550 4459500

EICHERMOT 4000 269325 3846.55 3800 266175 SUNPHARMA 1150 3614100 1206.75 1150 1558200

GRASIM 2000 512525 1976.1 1900 138225 TATACONSUM 950 934200 932.1 900 1290600

HCLTECH 1290 1577100 1333.7 1250 1439200 TATAMOTORS 700 9815400 683.6 680 4803675

HDFCBANK 1500 6477900 1516.65 1500 3753750 TATASTEEL 130 16516500 126.25 125 13348500

HDFCLIFE 680 909700 670.4 600 732600 TCS 3600 1181250 3530.55 3500 661850

HEROMOTOCO 3500 486000 3419.2 3200 500700 TECHM 1220 906600 1218.15 1120 1013400

HINDALCO 500 3858400 502.2 480 1234800 TITAN 3500 680250 3434.1 3300 456750

HINDUNILVR 2600 786300 2528.2 2500 292500 ULTRACEMCO 8800 129400 8769.2 8200 88000

ICICIBANK 950 5098800 924.6 900 2510900 UPL 570 2697500 566.4 500 1417000

INDUSINDBK 1500 3223500 1469.7 1500 1415000 WIPRO 400 3676500 401.9 400 1921500

Participant wise Change in Open Interest for Today.

FII TODAY PREV DAY NET Net 1 Day Ago DII TODAY PREV DAY NET Net 1 Day Ago
INDEX FUT 3365 5998 -106160 -109525 INDEX FUT 543 -1114 17848 17305
INDEX CALL 10495 204348 -91143 -101638 INDEX CALL 0 0 0 0
INDEX PUT 10844 78795 21740 10896 INDEX PUT 2350 2267 81264 78914
STK FUT -15023 32402 39179 54202 STK FUT -13850 -8710 -1851598 -1837748

CLIENTS TODAY PREV DAY NET Net 1 Day Ago PRO TODAY PREV DAY NET Net 1 Day Ago
INDEX FUT -4208 -3189 62864 67072 INDEX FUT 300 -1695 25448 25148
INDEX CALL -242836 -355251 -8768 234068 INDEX CALL 232341 150903 99906 -132435
INDEX PUT -24445 -16240 -93941 -69496 INDEX PUT 11251 -64822 -9063 -20314
STK FUT 23538 -14168 1605468 1581930 STK FUT 5335 -9524 206951 201616

Inference:

Bought 3,365 Lots of Index Future,

Bought 10,495 Lots of Index Calls,
Bought 10,844 Lots of Index Puts,
Sold 15,023 Lots of Stock Future,

For private circulation only 2

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Daily Derivative Report
23RD Nov 2023

Inference as on Yesterday & Since Expiry Day.

Auto Stock Oct - Expiry Day As on Today As Compared to Previous Day Compared With Expiry Day
Diff Build
Price OI Basis Price OI Basis Diff Price Diff OI Build Up Diff OI
Price Up
-
APOLLOTYRE 370.75 12870700 424.6 13253200 0.16% -0.29% -0.84% LU 14.52% 2.97% LB
1.54%
ASHOKLEY 166.55 67480000 0.57% 178.05 77995000 0.17% 3.43% -7.23% SC 6.90% 15.58% LB

BAJAJ-AUTO 5259.4 2395500 0.76% 5685.95 2653000 0.17% 0.63% 2.31% LB 8.11% 10.75% LB

BALKRISIND 2556.05 1872600 0.45% 2466.15 2286300 0.44% -1.22% 4.30% SB -3.52% 22.09% SB
-
BHARATFORG 1017.6 8742000 0.57% 1077.75 7132500 0.16% 0.98% -1.14% SC 5.91% SC
18.41%
BOSCHLTD 19647.25 99300 0.18% 20718.15 144100 0.38% 0.68% -0.35% SC 5.45% 45.12% LB

EICHERMOT 3326.8 2968700 0.62% 3844.2 3094000 0.21% -0.06% -2.00% LU 15.55% 4.22% LB

ESCORTS 3133.55 1717650 0.56% 3261.6 1829850 0.11% 1.29% -3.06% SC 4.09% 6.53% LB

EXIDEIND 246.2 14940000 0.53% 285.6 19317600 0.40% 1.29% -1.20% SC 16.00% 29.30% LB

HEROMOTOCO 3111.95 3322200 0.59% 3376.5 3792300 0.22% 0.90% 0.02% LB 8.50% 14.15% LB

M&M 1506.1 13500200 0.58% 1559.75 14471100 0.37% 0.49% -0.12% SC 3.56% 7.19% LB

MARUTI 10424.2 2878600 0.64% 10535.15 2647250 0.13% -0.29% -2.43% LU 1.06% -8.04% SC

MOTHERSON 91.95 75458800 0.60% 88.5 81841700 0.11% -0.45% 3.02% SB -3.75% 8.46% SB

MRF 107482.65 41650 0.49% 111434.3 40730 0.45% 0.04% -1.67% SC 3.68% -2.21% SC

TATAMOTORS 626.55 68090775 0.49% 681.7 69179475 0.11% 1.10% -0.33% SC 8.80% 1.60% LB
-
TVSMOTOR 1577 6192200 1724.65 7584850 0.12% 0.31% 1.51% LB 9.36% 22.49% LB
0.01%
Banking Stock Oct - Expiry Day As on Today As Compared to Previous Day Compared With Expiry Day
Diff Build
Price OI Basis Price OI Basis Diff Price Diff OI Build Up Diff OI
Price Up
AUBANK 686.55 11582000 0.55% 719.8 14315000 0.40% -1.95% -1.45% LU 4.84% 23.60% LB

AXISBANK 972.05 49693125 0.65% 991.8 48806250 0.36% 0.31% -0.67% SC 2.03% -1.78% SC

BANDHANBNK 212.45 63807500 0.71% 213.9 68620000 0.21% -0.02% 0.83% SB 0.68% 7.54% LB

BANKBARODA 189.15 121522050 0.82% 195.75 136217250 0.20% -0.96% 0.11% SB 3.49% 12.09% LB

CANBK 359.4 44188200 0.57% 397.2 45945900 0.15% -0.49% -0.62% LU 10.52% 3.98% LB

CUB 129.4 38630000 0.70% 151 35875000 0.10% 0.47% -3.38% SC 16.69% -7.13% SC

FEDERALBNK 138.15 100890000 0.80% 146.7 108660000 0.31% -0.47% 0.39% SB 6.19% 7.70% LB

HDFCBANK 1463.4 151504100 0.71% 1517.95 160513100 0.15% 0.85% -0.04% SC 3.73% 5.95% LB

ICICIBANK 908.65 89456500 0.65% 926.1 97753600 0.18% 0.50% -2.01% SC 1.92% 9.28% LB

IDFCFIRSTB 84.95 246405000 0.65% 84.6 307897500 0.12% 0.24% -0.72% SC -0.41% 24.96% SB

INDUSINDBK 1414.65 22929500 0.59% 1502.05 23809500 0.06% -0.18% -1.92% LU 6.18% 3.84% LB

KOTAKBANK 1694.85 26502400 0.67% 1767.2 25063200 0.17% -0.19% 0.01% SB 4.27% -5.43% SC

PNB 69.85 276336000 0.57% 78.05 295472000 0.06% -0.45% 0.14% SB 11.74% 6.92% LB

RBLBANK 216.35 38920000 1.11% 236.15 58777500 0.19% 3.08% -2.55% SC 9.15% 51.02% LB

SBIN 547 92776500 0.47% 561.5 121414500 0.39% -0.40% 2.52% SB 2.65% 30.87% LB

For private circulation only 3

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Daily Derivative Report
23RD Nov 2023

Inference as on Yesterday & Since Expiry Day.

CapGood
Oct - Expiry Day As on Today As Compared to Previous Day Compared With Expiry Day
Stock
Diff Build
Price OI Basis Price OI Basis Diff Price Diff OI Build Up Diff OI
Price Up
ABB 3958.25 1287750 0.50% 4345.3 1380250 0.18% -0.04% 4.55% SB 9.78% 7.18% LB

ASTRAL 1781.85 3286852 0.07% 1941.4 3286485 0.42% 2.60% 0.53% LB 8.95% -0.01% SC

BEL 128.85 56435700 0.78% 142.85 67049100 0.42% -0.70% 5.13% SB 10.87% 18.81% LB

BHEL 117.85 97293000 0.68% 139.6 108291750 0.18% -0.96% -7.61% LU 18.46% 11.30% LB

CROMPTON 287.65 12117600 0.71% 291.3 12506400 0.41% 1.48% 2.86% LB 1.27% 3.21% LB

CUMMINSIND 1680.3 3942600 0.22% 1871.3 3816600 0.17% 0.95% -0.45% SC 11.37% -3.20% SC
-
DIXON 5340.95 1708800 0.80% 5461.5 1280000 0.45% 0.32% 0.58% LB 2.26% SC
25.09%
HAL 1819.45 8061600 0.30% 2144.3 7362900 0.11% -0.11% 1.48% SB 17.85% -8.67% SC

HAVELLS 1266.9 5515500 0.62% 1298.9 6592500 0.33% 1.81% 0.54% LB 2.53% 19.53% LB

LT 2864.6 8447700 0.73% 3074.85 8935200 0.32% -0.45% 3.85% SB 7.34% 5.77% LB

POLYCAB 4871.8 2914800 0.76% 5314.4 2792700 0.36% 0.03% -0.01% SC 9.08% -4.19% SC

SIEMENS 3406.7 2119150 0.60% 3589.05 2426100 0.11% 0.08% 2.21% LB 5.35% 14.48% LB

VOLTAS 828.9 6733800 0.50% 843.65 8252400 0.41% 1.85% 7.49% LB 1.78% 22.55% LB

Cement Stock Oct - Expiry Day As on Today As Compared to Previous Day Compared With Expiry Day
Diff Build
Price OI Basis Price OI Basis Diff Price Diff OI Build Up Diff OI
Price Up
ACC 1899.85 5367000 0.87% 1839.55 5018700 0.12% 0.61% -1.05% SC -3.17% -6.49% LU

AMBUJACEM 416.3 58680000 0.59% 420.15 60219000 0.37% -0.32% 0.01% SB 0.92% 2.62% LB
-
DALBHARAT 2015.6 2393000 0.72% 2212.4 2150500 0.09% 0.41% 0.10% LB 9.76% SC
10.13%
GRASIM 1849.55 9680025 0.69% 1977.45 10378275 0.34% 0.26% 2.49% LB 6.92% 7.21% LB

INDIACEM 209.35 21013400 0.81% 218.85 25491000 0.09% 0.05% -1.49% SC 4.54% 21.31% LB

JKCEMENT 3080.2 581750 0.58% 3526.8 746000 0.31% 0.70% 2.02% LB 14.50% 28.23% LB

RAMCOCEM 977.35 2835600 0.56% 981.85 3547050 0.46% -0.27% 2.94% SB 0.46% 25.09% LB

SHREECEM 25431.6 174050 0.75% 25937.05 195275 0.38% -0.06% 0.31% SB 1.99% 12.19% LB
-
ULTRACEMCO 8205.35 1374000 0.43% 8708.35 1168500 0.24% 0.54% 0.80% LB 6.13% SC
14.96%
Chemicals
Oct - Expiry Day As on Today As Compared to Previous Day Compared With Expiry Day
Stock
Diff Build
Price OI Basis Price OI Basis Diff Price Diff OI Build Up Diff OI
Price Up
AARTIIND 442.55 15037000 0.45% 521.1 13974000 0.11% 0.77% 0.77% LB 17.75% -7.07% SC
-
ATUL 6239.95 414225 -0.39% 6560.25 362025 0.48% 0.12% -1.85% SC 5.13% SC
12.60%
CHAMBLFERT 270 13723700 -0.19% 310.6 13539400 0.08% 1.95% -6.40% SC 15.04% -1.34% SC

COROMANDEL 1073.4 1094800 0.05% 1119.55 1488900 0.26% 0.62% 1.77% LB 4.30% 36.00% LB

DEEPAKNTR 1950.05 2377800 0.56% 2125.1 2453400 0.47% 0.34% 3.28% LB 8.98% 3.18% LB

GNFC 646.6 8992100 0.76% 707.45 8820500 0.08% -0.05% -1.60% LU 9.41% -1.91% SC

NAVINFLUOR 3429.85 923700 0.58% 3626.75 969150 0.41% 0.55% -1.63% SC 5.74% 4.92% LB

PIIND 3290.5 2360000 0.54% 3680 2196750 0.09% -0.25% -1.80% LU 11.84% -6.92% SC
-
TATACHEM 940.7 8145500 0.25% 961.3 13850100 0.59% 1.55% LB 2.19% 70.03% LB
0.11%
UPL 561.05 30082000 0.53% 563.05 32301100 0.13% 1.14% 0.02% LB 0.36% 7.38% LB

For private circulation only 4

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Daily Derivative Report
23RD Nov 2023

Inference as on Yesterday & Since Expiry Day.

Finance Stock Oct - Expiry Day As on Today As Compared to Previous Day Compared With Expiry Day
Diff Build
Price OI Basis Price OI Basis Diff Price Diff OI Build Up Diff OI
Price Up
ABCAPITAL 170.3 41239800 0.56% 171.65 59221800 0.44% 0.29% -0.50% SC 0.79% 43.60% LB

BAJAJFINSV 1560 8337000 0.67% 1610.4 8463500 0.28% 1.04% -0.13% SC 3.23% 1.52% LB

BAJFINANCE 7421.8 4275000 0.50% 7103.15 7169750 0.42% 0.49% 4.05% LB -4.29% 67.71% SB

CANFINHOME 719.8 4113525 0.50% 779.7 4054050 0.18% 0.82% 1.22% LB 8.32% -1.45% SC

CHOLAFIN 1134.5 13053750 0.71% 1103.85 13663750 0.34% -2.02% 0.39% SB -2.70% 4.67% SB

HDFCAMC 2711.15 3307200 -0.01% 2878.7 2951700 0.35% 0.00% -0.86% SC 6.18% -10.75% SC

HDFCLIFE 605.85 14997400 0.48% 667.9 16272300 0.11% 2.38% 2.10% LB 10.24% 8.50% LB

IBULHSGFIN 154.95 53284800 0.81% 186.75 62153700 0.16% -1.43% -1.57% LU 20.52% 16.64% LB

ICICIGI 1355.65 2738500 0.39% 1464.75 2757500 0.25% 1.29% 2.21% LB 8.05% 0.69% LB

ICICIPRULI 510.85 8826000 0.61% 555.75 8829000 0.30% 1.08% 2.72% LB 8.79% 0.03% LB

IDFC 118.15 80820000 0.76% 118.2 86280000 -0.04% 0.60% -0.24% SC 0.04% 6.76% LB

L&TFH 131.4 59603396 0.65% 141.65 61852244 0.42% 1.58% -0.84% SC 7.80% 3.77% LB

LICHSGFIN 437.85 21310000 0.83% 462.05 23114000 0.34% -0.55% -0.49% LU 5.53% 8.47% LB

M&MFIN 269.8 34548000 -0.09% 275.15 37270000 -0.49% -0.11% 2.00% SB 1.98% 7.88% LB

MANAPPURAM 130.6 70302000 0.27% 153.45 68568000 -0.42% -0.55% -1.80% LU 17.50% -2.47% SC

MFSL 886.9 6743200 0.47% 979.25 7028800 0.40% 3.16% -0.06% SC 10.41% 4.24% LB

MUTHOOTFIN 1262.9 5431800 -1.27% 1329.35 6675900 0.01% 0.19% 0.22% LB 5.26% 22.90% LB

PEL 951.6 9405750 0.75% 927.4 11312250 0.41% -0.41% 0.62% SB -2.54% 20.27% SB

PFC 230.35 62294500 0.17% 319.55 66495000 -1.13% -1.45% -0.26% LU 38.72% 6.74% LB

RECLTD 265.75 59104000 0.30% 339.1 51434000 0.44% -2.21% -2.99% LU 27.60% -12.98% SC

SBICARD 772.5 8810400 0.74% 734.75 16398400 0.26% -1.10% 4.15% SB -4.89% 86.13% SB

SBILIFE 1305.6 6291750 0.52% 1423.65 7080750 0.12% 2.77% 7.66% LB 9.04% 12.54% LB

SHRIRAMFIN 1797.6 7455000 -0.10% 1999.85 7084200 0.34% 0.55% 0.64% LB 11.25% -4.97% SC

FMCG Stock Oct - Expiry Day As on Today As Compared to Previous Day Compared With Expiry Day
Diff Build
Price OI Basis Price OI Basis Diff Price Diff OI Build Up Diff OI
Price Up
ASIANPAINT 2960.25 5568200 0.15% 3133.25 5579000 0.30% -0.23% 0.18% SB 5.84% 0.19% LB

BALRAMCHIN 403.75 10206400 0.76% 448.35 11700800 0.37% 0.72% 0.33% LB 11.05% 14.64% LB

BATAINDIA 1554.6 1347750 0.17% 1593.65 2167875 0.40% 0.78% 1.21% LB 2.51% 60.85% LB

BERGEPAINT 537.75 9564720 0.59% 583.1 9720480 0.24% 0.07% 3.56% LB 8.43% 1.63% LB

BRITANNIA 4508.1 1763800 0.20% 4699.75 2082400 0.19% -0.26% 3.89% SB 4.25% 18.06% LB

COLPAL 2034.35 2843750 -0.22% 2178.4 3697400 -0.15% -0.14% 2.06% SB 7.08% 30.02% LB

DABUR 508.3 20357500 0.52% 540.85 20568750 0.20% -0.43% -0.46% LU 6.40% 1.04% LB

GODREJCP 963.8 8655000 0.60% 1000.45 8669500 0.18% 0.31% -0.79% SC 3.80% 0.17% LB

HINDUNILVR 2476.4 7860900 -0.15% 2505.25 8677800 0.37% -0.05% 2.56% SB 1.16% 10.39% LB

INDIAMART 2660.25 559800 0.70% 2593.35 1129200 0.34% -1.34% 9.55% SB -2.51% 101.71% SB

ITC 434.35 53112000 0.39% 436.25 56804800 0.34% -0.13% 1.30% SB 0.44% 6.95% LB

JUBLFOOD 506.05 22481250 -1.31% 518.45 23018750 0.04% -0.54% 1.00% SB 2.45% 2.39% LB

MARICO 537.25 11076000 0.03% 526.6 14098800 0.23% 0.16% 0.29% LB -1.98% 27.29% SB

MCDOWELL-N 1010.75 8687000 0.70% 1053.1 9249800 0.14% -0.65% 0.43% SB 4.19% 6.48% LB

NESTLEIND 23546.2 270040 0.19% 24373.45 349640 0.35% 0.29% 2.71% LB 3.51% 29.48% LB

PIDILITIND 2295.4 2193750 0.52% 2495.6 2678250 0.40% 0.49% 2.54% LB 8.72% 22.09% LB

TATACONSUM 880.35 9069300 0.53% 927.7 10530000 0.37% -0.34% 0.31% SB 5.38% 16.11% LB

TITAN 3100.8 4744500 0.57% 3394.45 5773300 0.23% 1.45% 1.76% LB 9.47% 21.68% LB

For private circulation only 5

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Daily Derivative Report
23RD Nov 2023

UBL 1570.75 2890400 0.75% 1582.05 3098800 0.41% 0.55% 0.00% LU 0.72% 7.21% LB

INDEX Oct - Expiry Day As on Today As Compared to Previous Day Compared With Expiry Day

Price OI Basis Price OI Basis Diff Price Diff OI Build Up Diff Price Diff OI Build Up

BANKNIFTY 42280.15 2475120 0.76% 43689.15 2424645 0.24% 0.24% -6.43% SC 3.33% -2.04% SC

FINNIFTY 18962.4 64320 0.21% 19612.1 88120 0.21% 0.48% 17.81% LB 3.43% 37.00% LB

MIDCPNIFTY 8648.25 677475 0.19% 9479.5 724425 0.06% 0.17% 0.57% LB 9.61% 6.93% LB

NIFTY 18857.25 11619200 0.61% 19783.4 12104650 0.29% 0.45% 1.09% LB 4.91% 4.18% LB

Infra Stock Oct - Expiry Day As on Today As Compared to Previous Day Compared With Expiry Day

Price OI Basis Price OI Basis Diff Price Diff OI Build Up Diff Price Diff OI Build Up

ADANIENT 2203.2 9327900 0.59% 2196.65 10430400 0.37% 2.18% 0.20% LB -0.30% 11.82% SB

ADANIPORTS 770.35 56738400 0.49% 801.35 57013600 0.27% -0.28% -1.80% LU 4.02% 0.49% LB

CONCOR 691.25 5488000 -0.12% 749.35 6669000 0.30% -0.21% 8.49% SB 8.41% 21.52% LB

GMRINFRA 53.5 132682500 0.56% 57.55 130286250 0.35% -0.26% 0.16% SB 7.57% -1.81% SC

INDIGO 2412.2 6096000 0.80% 2625.85 7051800 0.11% -0.21% -0.08% LU 8.86% 15.68% LB

IRCTC 645.05 11723250 0.72% 708.95 14341250 0.21% 1.09% 9.68% LB 9.91% 22.33% LB

Media Stock Oct - Expiry Day As on Today As Compared to Previous Day Compared With Expiry Day

Price OI Basis Price OI Basis Diff Price Diff OI Build Up Diff Price Diff OI Build Up

PVRINOX 1575.55 6139595 0.57% 1686.55 5970690 0.26% 1.01% 1.07% LB 7.05% -2.75% SC

SUNTV 623.55 7975500 0.30% 662.55 8211000 0.42% -2.59% 0.11% SB 6.25% 2.95% LB

ZEEL 238.65 86349000 0.67% 251.75 99939000 0.24% 3.35% -1.49% SC 5.49% 15.74% LB

Metals Stock Oct - Expiry Day As on Today As Compared to Previous Day Compared With Expiry Day

Price OI Basis Price OI Basis Diff Price Diff OI Build Up Diff Price Diff OI Build Up

COALINDIA 305.25 63386400 0.66% 334.2 64604400 0.19% -3.90% -1.59% LU 9.48% 1.92% LB

HINDALCO 456.65 27731200 0.66% 506.85 34297200 0.16% 1.92% 3.10% LB 10.99% 23.68% LB

HINDCOPPER 140.9 31974900 0.67% 158.6 39580400 0.22% 1.05% -1.50% SC 12.56% 23.79% LB

JINDALSTEL 645.05 24185000 0.60% 654.65 27755000 0.40% 0.75% 0.44% LB 1.49% 14.76% LB

JSWSTEEL 728.7 15731550 0.66% 775.8 17951625 0.29% 1.83% -0.91% SC 6.46% 14.11% LB
-
NATIONALUM 90.1 62437500 0.61% 93.7 69847500 1.19% -1.53% SC 4.00% 11.87% LB
0.85%
NMDC 152.05 92385000 0.69% 169.7 97542000 0.41% -0.59% -6.11% LU 11.61% 5.58% LB

SAIL 83.25 116496000 0.66% 90.65 135904000 0.44% 0.33% 1.32% LB 8.89% 16.66% LB

TATASTEEL 119.9 199864500 0.58% 126.25 199001000 0.32% 1.53% 0.36% LB 5.30% -0.43% SC

VEDL 212.25 67844000 0.52% 240.3 85403100 0.42% 0.31% 0.48% LB 13.22% 25.88% LB

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Inference as on Yesterday & Since Expiry Day.

OIL & GAS

Oct - Expiry Day As on Today As Compared to Previous Day Compared With Expiry Day
Stock
Diff Build
Price OI Basis Price OI Basis Diff Price Diff OI Build Up Diff OI
Price Up
BPCL 335 24280200 0.60% 398.65 28008000 0.28% 1.55% -0.08% SC 19.00% 15.35% LB

GAIL 118.5 147809100 0.51% 126.4 140818500 0.40% -0.35% 1.47% SB 6.67% -4.73% SC

GUJGASLTD 403.85 9671250 0.43% 422.15 8603750 0.38% 0.07% 0.31% LB 4.53% -11.04% SC

HINDPETRO 242.15 48735000 0.64% 320.25 57037500 0.41% 2.12% 0.24% LB 32.25% 17.04% LB

IGL 386.85 15911500 0.19% 388.1 16926250 0.26% 0.21% 5.24% LB 0.32% 6.38% LB

IOC 86.2 101068500 0.52% 104.1 162405750 0.29% 2.36% 1.59% LB 20.77% 60.69% LB

MGL 989.65 2384800 0.71% 1053.8 2061600 0.04% 1.15% 8.46% LB 6.48% -13.55% SC

ONGC 180.9 29363950 0.53% 201.8 58431450 0.12% 1.15% 11.24% LB 11.55% 98.99% LB

PETRONET 218.8 21975000 0.80% 197.45 44187000 0.33% -0.20% 1.99% SB -9.76% 101.08% SB

RELIANCE 2226.5 51116500 0.56% 2360.7 44978750 0.19% 0.18% -1.31% SC 6.03% -12.01% SC

Pharma Stock Oct - Expiry Day As on Today As Compared to Previous Day Compared With Expiry Day
Diff Build
Price OI Basis Price OI Basis Diff Price Diff OI Build Up Diff OI
Price Up
ABBOTINDIA 22232.55 72640 0.72% 23950.6 76600 0.40% -0.11% 3.51% SB 7.73% 5.45% LB

ALKEM 3560.65 655800 0.74% 4488.3 939000 0.27% 2.23% 3.03% LB 26.05% 43.18% LB

APOLLOHOSP 4760.3 2209750 0.53% 5466.8 2200000 0.31% -0.13% -2.33% LU 14.84% -0.44% SC

AUROPHARMA 854.05 15066700 0.73% 1027.25 19457900 0.21% 2.92% 5.57% LB 20.28% 29.15% LB

BIOCON 222.1 34552500 0.65% 233.7 40227500 0.28% -0.55% 0.46% SB 5.22% 16.42% LB

CIPLA 1150.85 9595300 0.45% 1253.25 9649900 0.38% 0.49% 2.53% LB 8.90% 0.57% LB

DIVISLAB 3406.4 2253200 0.72% 3721.6 2687600 0.24% 1.32% 1.13% LB 9.25% 19.28% LB

DRREDDY 5422.05 2635750 0.71% 5646.45 3198375 0.36% 0.75% 2.14% LB 4.14% 21.35% LB

GLENMARK 749.1 8483950 0.77% 777.6 11128025 0.44% -0.97% 0.12% SB 3.80% 31.17% LB

GRANULES 324.4 8286000 0.65% 367.25 12018000 0.44% 0.03% 3.53% LB 13.21% 45.04% LB

IPCALAB 979.75 2265900 0.33% 1074.9 2276950 0.22% 1.33% 1.65% LB 9.71% 0.49% LB

LALPATHLAB 2349.25 877500 0.67% 2714.05 1024500 0.17% 0.62% -2.65% SC 15.53% 16.75% LB

LAURUSLABS 359.1 15145300 0.54% 373.7 14246000 0.44% 1.54% -1.21% SC 4.07% -5.94% SC

LUPIN 1141.6 5021800 0.78% 1221.55 9847250 0.47% 1.92% 4.44% LB 7.00% 96.09% LB

METROPOLIS 1407 1660000 0.75% 1635.3 1657200 0.45% -0.36% 0.15% SB 16.23% -0.17% SC

SUNPHARMA 1103.7 21025900 0.40% 1201.4 22937600 0.23% 1.13% 1.85% LB 8.85% 9.09% LB

SYNGENE 682.9 4335000 0.81% 722.6 3822000 0.44% -0.48% 3.07% SB 5.81% -11.83% SC

TORNTPHARM 1889.65 1658500 0.90% 2119.65 1854000 0.21% 0.42% 0.24% LB 12.17% 11.79% LB

ZYDUSLIFE 571.3 6813000 0.81% 639.05 6007500 0.41% 0.48% 2.96% LB 11.86% -11.82% SC

Power Stock Oct - Expiry Day As on Today As Compared to Previous Day Compared With Expiry Day
Diff Build
Price OI Basis Price OI Basis Diff Price Diff OI Build Up Diff OI
Price Up
IEX 123.45 52488750 0.73% 141.85 58807500 0.42% 2.79% 12.55% LB 14.90% 12.04% LB

NTPC 231.65 73476000 -0.45% 250 94440000 0.10% -0.42% 2.27% SB 7.92% 28.53% LB

POWERGRID 198.95 47811600 -0.78% 208.95 64278000 0.34% -0.17% -0.16% LU 5.03% 34.44% LB

TATAPOWER 234.4 87010875 0.70% 262.65 93801375 0.27% 0.69% 0.11% LB 12.05% 7.80% LB

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Inference as on Yesterday & Since Expiry Day.

Realty Stock Oct - Expiry Day As on Today As Compared to Previous Day Compared With Expiry Day
Diff Build
Price OI Basis Price OI Basis Diff Price Diff OI Build Up Diff OI
Price Up
DELTACORP 127.45 9685200 1.06% 139.15 16000000 0.14% 1.57% -0.59% SC 9.18% 65.20% LB

DLF 522.35 31805400 0.69% 634.45 39114900 0.39% 1.31% 1.93% LB 21.46% 22.98% LB

GODREJPROP 1576.9 3838000 0.68% 1890.85 3629475 0.15% 2.19% 5.13% LB 19.91% -5.43% SC

INDHOTEL 374.8 24388000 0.77% 420.8 19044000 0.10% 0.29% 0.09% LB 12.27% -21.91% SC

OBEROIRLTY 1069.45 7235900 0.43% 1406.6 7835100 0.02% 4.27% 6.33% LB 31.53% 8.28% LB

IT Stock Oct - Expiry Day As on Today As Compared to Previous Day Compared With Expiry Day
Diff Build
Price OI Basis Price OI Basis Diff Price Diff OI Build Up Diff OI
Price Up
BSOFT 528.9 7784000 0.51% 615.9 6319000 0.40% -0.89% 2.07% SB 16.45% -18.82% SC
-
COFORGE 4904.4 1138350 5625.4 1214400 0.42% -1.45% 0.14% SB 14.70% 6.68% LB
0.01%
HCLTECH 1231.8 10262700 0.36% 1326.6 13418300 0.13% 0.09% 1.63% LB 7.70% 30.75% LB

INFY 1359.35 24103600 0.66% 1439 25967200 0.40% 0.17% 4.07% LB 5.86% 7.73% LB

LTIM 5170.55 1408800 0.04% 5520.25 1458300 0.35% -0.65% 3.28% SB 6.76% 3.51% LB

LTTS 4139.2 954600 0.33% 4596.5 788800 0.17% 1.47% -8.51% SC 11.05% -17.37% SC

MCX 2234 1724800 0.66% 2905.9 3687200 0.10% 0.95% -1.21% SC 30.08% 113.78% LB

MPHASIS 2105.35 2641650 0.78% 2336.1 2267650 0.32% -0.57% -0.66% LU 10.96% -14.16% SC

NAUKRI 4048.85 1434150 0.37% 4739.05 1543800 0.41% -0.55% 1.43% SB 17.05% 7.65% LB

OFSS 3901.8 260600 0.51% 4153.7 357400 0.27% -0.98% -2.08% LU 6.46% 37.15% LB
-
PERSISTENT 5866.55 1208550 0.28% 6465.6 1698425 -0.23% 4.03% SB 10.21% 40.53% LB
0.43%
TCS 3336.75 10993675 0.49% 3510.2 12457375 0.05% -0.27% -1.23% LU 5.20% 13.31% LB
-
TECHM 1115.45 13852200 1204.5 15176400 0.32% -0.60% -0.89% LU 7.98% 9.56% LB
0.75%
WIPRO 378.25 46252500 0.50% 400.65 43716000 0.10% 0.11% -1.05% SC 5.92% -5.48% SC

Telecom Stock Oct - Expiry Day As on Today As Compared to Previous Day Compared With Expiry Day
Diff Build
Price OI Basis Price OI Basis Diff Price Diff OI Build Up Diff OI
Price Up
BHARTIARTL 905.5 33876050 0.57% 970.85 37104150 0.11% 0.98% -0.78% SC 7.22% 9.53% LB

IDEA 10.75 1469760000 0.93% 13.85 1692160000 0.00% -2.12% 0.43% SB 28.84% 15.13% LB

INDUSTOWER 170.2 73011600 0.56% 187.35 73137400 0.29% -2.52% 3.07% SB 10.08% 0.17% LB

TATACOMM 1559.25 7162000 0.73% 1707.3 7062500 0.28% -0.91% 2.85% SB 9.49% -1.39% SC

Textile Stock Oct - Expiry Day As on Today As Compared to Previous Day Compared With Expiry Day
Diff Build
Price OI Basis Price OI Basis Diff Price Diff OI Build Up Diff OI
Price Up
-
ABFRL 213.65 32518200 213.55 35313200 0.44% -0.40% 0.34% SB -0.05% 8.60% SB
0.19%
PAGEIND 37072.75 155715 0.31% 37704.35 128580 0.30% 0.48% -0.81% SC 1.70% -17.43% SC

SRF 2106.35 3804375 0.62% 2353.55 3702000 0.23% 1.04% -0.16% SC 11.74% -2.69% SC

TRENT 2031.1 3201200 0.81% 2613.75 3736400 0.39% -0.34% 0.28% SB 28.69% 16.72% LB

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Disclosures:

The following Disclosures are being made in compliance with the SEBI Research Analyst Regulations 2014 (herein after referred to as the
Regulations).

1. Axis Securities Ltd. (ASL) is a SEBI Registered Research Analyst having registration no. INH000000297. ASL, the Research Entity
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Research Team
Sr. No Name Designation E-mail
1 Rajesh Palviya Technical & Derivative Analyst - (Head) [email protected]
2 Rahil Vora Derivative Analyst [email protected]
3 Hemang.Gor Derivative Analyst [email protected]

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Axis Securities Limited, SEBI Single Reg. No.- NSE, BSE & MSEI – INZ000161633, ARN No. 64610, CDSL-IN-DP-CDSL-693-2013, SEBI-
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