Tuesday Rollover Report May21 Expiry.pdf
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Tuesday Rollover Report May21 Expiry.pdf
Tuesday Rollover (NB Research)
Nifty Highlights:
The Nifty May expiry rollover is at 39.47% on Tuesday compared to 37.84% on same day of previous expiry.
The Banknifty May expiry rollover is at 35.58% on Tuesday compared to 29.16% on same day of previous expiry.
The Market wide May expiry rollover is at 58.05% on Tuesday as compared to 54.27% on same day of previous expiry.
The Nifty May rollover is lower than its Three months average of 44.04% and its six months average of 41.22%.
The Banknifty May rollover is lower than its Three months average of 44.28% and its six months average of 39.75%.
The market wide rollover is higher than with its three months average of 50.85% and six months average of 53.6%.
Sector Highlights:
FMCG, Oil_Gas, Media, Finance and Technology sectors witnessed higher rollovers compared to same day of previous expiry.
Capital_Goods, Telecom, Pharma sectors witnessed lower rollovers compared to same day of previous expiry.
Highest rollover in current expiry: Cement, Realty, Media, Metals and FMCG.
Lowest rollover in current expiry: Capital_Goods, Infrastructure, Textile, Telecom and Power.
Stock Highlights:
TATACONSUM, SUNTV, GAIL, IBULHSGFIN and BRITANNIA saw higher rollovers compared to same day of previous expiry.
BHEL, FINNIFTY, LTTS, SUNPHARMA and SRF saw lower rollovers compared to same day of previous expiry.
Higher percentage rollover in current expiry: SAIL, AMARAJABAT, MGL, ALKEM and TATASTEEL.
Lower percentage rollover in current expiry: BHEL, GMRINFRA, NAVINFLUOR, MANAPPURAM and NTPC.
Nifty Highlights:
The Nifty May expiry rollover is at 39.47% on Tuesday compared to 37.84% on same day of previous expiry.
The Banknifty May expiry rollover is at 35.58% on Tuesday compared to 29.16% on same day of previous expiry.
The Market wide May expiry rollover is at 58.05% on Tuesday as compared to 54.27% on same day of previous expiry.
The Nifty May rollover is lower than its Three months average of 44.04% and its six months average of 41.22%.
The Banknifty May rollover is lower than its Three months average of 44.28% and its six months average of 39.75%.
The market wide rollover is higher than with its three months average of 50.85% and six months average of 53.6%.
Sector Highlights:
FMCG, Oil_Gas, Media, Finance and Technology sectors witnessed higher rollovers compared to same day of previous expiry.
Capital_Goods, Telecom, Pharma sectors witnessed lower rollovers compared to same day of previous expiry.
Highest rollover in current expiry: Cement, Realty, Media, Metals and FMCG.
Lowest rollover in current expiry: Capital_Goods, Infrastructure, Textile, Telecom and Power.
Stock Highlights:
TATACONSUM, SUNTV, GAIL, IBULHSGFIN and BRITANNIA saw higher rollovers compared to same day of previous expiry.
BHEL, FINNIFTY, LTTS, SUNPHARMA and SRF saw lower rollovers compared to same day of previous expiry.
Higher percentage rollover in current expiry: SAIL, AMARAJABAT, MGL, ALKEM and TATASTEEL.
Lower percentage rollover in current expiry: BHEL, GMRINFRA, NAVINFLUOR, MANAPPURAM and NTPC.
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All the posts appearing in the channel are only for educational and informational purposes.
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*Results on May 26*
Berger Paints India, Bharat Petroleum Corporation, Burger King India, Allsec Technologies, Arvind, Astra Microwave Products, Cummins India, LT Foods, Datamatics Global Services, FDC, Hindustan Composites, Hindustan Foods, J Kumar Infraprojects, Manappuram Finance, Mold-Tek Packaging, Pfizer, Pricol, Saksoft, Sharda Cropchem, Shreyas Shipping & Logistics, Sicagen India, The Investment Trust Of India, UFO Moviez India and Vardhman Holdings.
Berger Paints India, Bharat Petroleum Corporation, Burger King India, Allsec Technologies, Arvind, Astra Microwave Products, Cummins India, LT Foods, Datamatics Global Services, FDC, Hindustan Composites, Hindustan Foods, J Kumar Infraprojects, Manappuram Finance, Mold-Tek Packaging, Pfizer, Pricol, Saksoft, Sharda Cropchem, Shreyas Shipping & Logistics, Sicagen India, The Investment Trust Of India, UFO Moviez India and Vardhman Holdings.
HDFC Bank's NBFC arm holds IPO plans; to raise over Rs 8,600 crore via debt.
https://altiusinvestech.com/company/HDB-Financial-Services#press
https://altiusinvestech.com/company/HDB-Financial-Services#press
NAGARJUNA FERTLIZERS : Co. Says K Rahul Raju resigns from MD & CFO post.
Co. appoints Sudhakar Rao Annam as New CFO (negative)
Co. appoints Sudhakar Rao Annam as New CFO (negative)
FII / FPI & DII activity for 25-May-2021.
Net Trends in Fund Flows( in Cr. )
FIIs : 959.77
DIIs : -563.59
FII DERIVATIVES STATISTICS FOR 25-May-2021
INDEX FUTURES =
INDEX OPTIONS = 1,476.502,185.70
STOCK FUTURES = -1959.93
STOCK OPTIONS = -352.05
NIFTY 50 Closed for the day, Dated : May 25, 2021 3:30 PM at : 15208.45 with change of 10.75 (0.07 %) from Yesterdays Closing 15197.7 . Days High : 15293.85 || Days Low : 15163.4
Net Trends in Fund Flows( in Cr. )
FIIs : 959.77
DIIs : -563.59
FII DERIVATIVES STATISTICS FOR 25-May-2021
INDEX FUTURES =
INDEX OPTIONS = 1,476.502,185.70
STOCK FUTURES = -1959.93
STOCK OPTIONS = -352.05
NIFTY 50 Closed for the day, Dated : May 25, 2021 3:30 PM at : 15208.45 with change of 10.75 (0.07 %) from Yesterdays Closing 15197.7 . Days High : 15293.85 || Days Low : 15163.4
*WHAT THE BIG GUYS DID IN TUESDAY’S TRADING SESSION:*
*INSTITUTIONS ACTIVITY:*
25th May 2021.
FII: +7282.89 - 6323.12= +959.77 Cr
DII +4299.61 - 4863.20 = -563.59 Cr
Idxfut +7165.26 - 5688.76 = +1476.50 Cr
Idxopt +374417.54 - 372231.84 = +2185.70 Cr
Stkfut + 42160.87 - 43951.38 = -1790.51 Cr
Stkopt +43780.82 - 45740.75 = -1959.93 Cr
Week Till Date
FII: +1545.13 Cr
DII: -1271.28 Cr.
Month till Date:
FII: -8922.02 Cr.
DII: +938.44 Cr.
Year-Till-Date
FII: -20961.45 Cr.
DII: +12298.32 Cr.
*SGX Nifty at 7:12 PM: (+48, 15250)*
*INSTITUTIONS ACTIVITY:*
25th May 2021.
FII: +7282.89 - 6323.12= +959.77 Cr
DII +4299.61 - 4863.20 = -563.59 Cr
Idxfut +7165.26 - 5688.76 = +1476.50 Cr
Idxopt +374417.54 - 372231.84 = +2185.70 Cr
Stkfut + 42160.87 - 43951.38 = -1790.51 Cr
Stkopt +43780.82 - 45740.75 = -1959.93 Cr
Week Till Date
FII: +1545.13 Cr
DII: -1271.28 Cr.
Month till Date:
FII: -8922.02 Cr.
DII: +938.44 Cr.
Year-Till-Date
FII: -20961.45 Cr.
DII: +12298.32 Cr.
*SGX Nifty at 7:12 PM: (+48, 15250)*
*CALCULUS DERIVATIVES CORNER*
8 AM.
*Market Summary:*
• Nifty May Futures ended Tuesday’s session at a premium of +25 vs discount of -08.
• The 27th May expiry Put-Call Open Interest Ratio was at 1.05 for Nifty whereas it was 0.77 for Bank Nifty.
• The 27th May expiry Put-Call Volume Ratio was at 0.97 for the Nifty and 1.01 for Bank Nifty.
• For Nifty, Maximum Call Open Interest (OI) stands at 15500 Strike Price, followed by 15300 Strike Price for 27th May Series. Short buildup was seen at strike prices 15300-15500.
• Maximum Put Open Interest (OI) was seen at strike price 14000 followed by 15000 strike prices for 27th May series. Short buildup was seen at strike prices 15300-15400.
• For Bank Nifty, Maximum Call Open Interest (OI) stands at 37000 Strike Price and Maximum Put Open Interest stands at 34000 Strike Price.
• As per Tuesday’s Provisional Data available on the NSE, FIIs bought shares worth Rs. 959.77 crores in the Indian Equity Market. DIIs on the other hand sold shares worth Rs. 563.59 crores in the Indian Equity market.
• Long Buildup: TATAPOWER, TATASTEEL, JSWSTEEL, MCDOWELL.
• Short Buildup: AXISBANK, RELIANCE, HDFC.
• Short Covering: ASHOKLEY, INFY, HCLTECH, GRASIM.
• Long Unwinding: ADANIPORTS, L&TFH, HDFCBANK, MOTHERSUMI.
• Stocks banned in F&O segment: AMARARAJABAT, CANBK, PNB.
• New in Ban: AMARARAJABAT.
• Out of Ban: BHEL.
8 AM.
*Market Summary:*
• Nifty May Futures ended Tuesday’s session at a premium of +25 vs discount of -08.
• The 27th May expiry Put-Call Open Interest Ratio was at 1.05 for Nifty whereas it was 0.77 for Bank Nifty.
• The 27th May expiry Put-Call Volume Ratio was at 0.97 for the Nifty and 1.01 for Bank Nifty.
• For Nifty, Maximum Call Open Interest (OI) stands at 15500 Strike Price, followed by 15300 Strike Price for 27th May Series. Short buildup was seen at strike prices 15300-15500.
• Maximum Put Open Interest (OI) was seen at strike price 14000 followed by 15000 strike prices for 27th May series. Short buildup was seen at strike prices 15300-15400.
• For Bank Nifty, Maximum Call Open Interest (OI) stands at 37000 Strike Price and Maximum Put Open Interest stands at 34000 Strike Price.
• As per Tuesday’s Provisional Data available on the NSE, FIIs bought shares worth Rs. 959.77 crores in the Indian Equity Market. DIIs on the other hand sold shares worth Rs. 563.59 crores in the Indian Equity market.
• Long Buildup: TATAPOWER, TATASTEEL, JSWSTEEL, MCDOWELL.
• Short Buildup: AXISBANK, RELIANCE, HDFC.
• Short Covering: ASHOKLEY, INFY, HCLTECH, GRASIM.
• Long Unwinding: ADANIPORTS, L&TFH, HDFCBANK, MOTHERSUMI.
• Stocks banned in F&O segment: AMARARAJABAT, CANBK, PNB.
• New in Ban: AMARARAJABAT.
• Out of Ban: BHEL.
IMP EARNINGS (net income adj. ests. in INR where available):
Berger Paints India (BRGR) 4Q 1.9b (12 analysts)
Bharat Petroleum Corp. (BPCL) 4Q 19.8b (16)
Burger King India (BURGERKI) 4Q
Cummins India Ltd. (KKC) 4Q 1.77b (12)
FDC Ltd/India (FDCLT) 4Q
Future Market Networks (FMNL) 4Q
Gabriel India Ltd. (GABR) 4Q
J.Kumar Infraproject (JKIL) 4Q
Jtekt India Ltd. (JTEKT) 4Q
Karnataka Bank Ltd. (KBL) 4Q
Pfizer India (PFIZ) 4Q
Sharda Cropchem Ltd. (SHCR) 4Q 1.29b (3)
V-Guard Industries (VGRD) 4Q 636m (7)
Berger Paints India (BRGR) 4Q 1.9b (12 analysts)
Bharat Petroleum Corp. (BPCL) 4Q 19.8b (16)
Burger King India (BURGERKI) 4Q
Cummins India Ltd. (KKC) 4Q 1.77b (12)
FDC Ltd/India (FDCLT) 4Q
Future Market Networks (FMNL) 4Q
Gabriel India Ltd. (GABR) 4Q
J.Kumar Infraproject (JKIL) 4Q
Jtekt India Ltd. (JTEKT) 4Q
Karnataka Bank Ltd. (KBL) 4Q
Pfizer India (PFIZ) 4Q
Sharda Cropchem Ltd. (SHCR) 4Q 1.29b (3)
V-Guard Industries (VGRD) 4Q 636m (7)