Derivatives Rollover Report |July 30, 2020

Nifty started the July series around 10400 and rallied throughout the series with some in-between consolidations. The index
posted gains of about 8 percent while Bank Nifty underperformed the benchmark index and ended with gains of less than a
percent over last expiry’s close.

The rollover in Nifty is at 77.59 percent, which is in line with its 3-month average of 77.40 percent, whereas rollover in Bank
Nifty is at 75.30 percent v/s its average of 79 percent. During July series, FII’s formed long positions in the index futures
segment; their ‘Long Short Ratio’ at the start of new series is at 66 percent. The weekly options data hints at a probable
trading range of 11000-11300 in the initial part of the new series. A move beyond the mentioned range could then lead to
some directional move in the short term. The Bank Nifty has been an underperformer in the recent past and the rollovers
there are not much encouraging.

If we look at the sector specific build up, it is seen that the stocks from the Cement and the Pharma sector have added good
amount of long positions which have been rolled too. So, traders should look for stocks from these sectors for short term
trading opportunities.

Indices Change
NIFTY & PCR Graph
Price 3
Change month
INDEX Price (%) Rollover avg.
NIFTY 11102.15 8.27 77.59 77.40
BANKNIFTY 21646.85 0.89 75.30 79.01
- - - - -
- - - - -
- - - - -

Monthly Gainers Monthly Losers

Price Ol Price Ol
Open Change Open Change
Change Change
Scrip Price Interest Scrip Price (%) Interest (%)
(%) (%)
NIITTECH 1940.60 40.44 487500 (4.41) IDEA 8.10 (18.59) 124040000 (28.32)

INFY 964.85 38.02 45295200 (9.03) ZEEL 140.80 (18.42) 32619000 41.30

WIPRO 284.20 29.89 23846400 5.30 INFRATEL 190.95 (15.32) 11824400 31.68

HCLTECH 697.00 26.59 16732800 (7.74) L&TFH 60.20 (15.03) 26465600 19.39

RELIANCE 2115.40 23.15 33728950 (3.29) PNB 31.80 (14.86) 54250000 18.10

Note: Stocks which have more than 1000 contract in Futures OI. Note: Stocks which have more than 1000 contract in Futures OI.

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 Derivatives Rollover Report

Average
Price OI Rollover
Change Change Rollover (3month)
Scrip Price (%) OI Futures (%) COC (%) PCR-OI (%) (%)

AUTO & AUTO ANCILLARIES

AMARAJABAT 698.45 8.61 1360000 (24.28) -0.56 0.40 83.64 92.56

APOLLOTYRE 108.55 (3.60) 10900000 6.92 3.01 0.71 95.28 94.54
ASHOKLEY 49.25 (8.20) 40320000 31.49 2.65 0.57 94.90 92.32
BAJAJ-AUTO 3058.30 8.13 1441750 (19.38) 4.00 0.73 91.90 95.59
BALKRISIND 1270.90 2.66 2573600 206.09 6.44 0.49 94.56 86.48
BHARATFORG 386.70 7.97 4965000 (11.21) 4.91 0.38 93.61 94.82
BOSCHLTD 12920.60 12.59 99450 (24.05) -6.35 0.083 97.40 98.80
EICHERMOT 21107.20 16.55 268835 (2.39) -5.74 0.52 94.33 95.35
ESCORTS 1134.75 10.01 2013000 (22.49) 5.42 0.36 81.73 88.54
EXIDEIND 154.35 2.52 10868400 (0.07) 3.39 2.37 98.18 92.33
HEROMOTOCO 2713.65 7.14 1973400 (28.99) 4.68 0.57 84.78 90.60
M&M 601.00 18.73 14204400 (19.05) 5.77 0.49 91.33 94.66
MARUTI 6229.00 7.77 2603900 (9.77) -7.57 0.81 98.47 96.95
MOTHERSUMI 93.85 (2.65) 21504000 (5.07) 2.78 0.94 91.51 94.69
MRF 61325.95 (5.42) 19700 28.26 6.09 0.10 89.95 90.04
TATAMOTORS 103.85 (0.34) 79418100 1.86 2.52 0.83 93.92 93.67
TVSMOTOR 395.95 4.20 5086200 32.54 -20.10 0.66 89.64 93.27

BANKING & FINANCIALS

AXISBANK 426.90 1.11 54481200 (15.32) 3.21 0.71 96.38 96.97

BAJAJFINSV 6200.50 2.63 821750 8.36 4.84 0.56 94.62 95.28
BAJFINANCE 3196.90 6.76 5977250 (8.35) -8.67 0.63 93.32 92.21
BANKBARODA 46.05 (11.78) 42041400 (2.10) 2.84 0.62 94.61 93.77
CANBK 98.60 (6.18) 9740000 (9.86) -9.84 1.53 95.16 93.44
CHOLAFIN 211.00 4.09 4690000 (32.40) -19.47 0.57 75.13 81.69
EQUITAS 50.75 (7.05) 10564000 (15.24) 2.57 0.84 89.74 88.15
FEDERALBNK 54.25 3.53 48883500 (18.41) 2.41 0.69 97.15 95.04
HDFC 1817.15 3.07 27565500 (7.17) 4.68 0.51 98.67 98.43
HDFCBANK 1050.45 2.47 31170700 (9.99) -0.25 0.47 94.94 95.73
IBULHSGFIN 200.25 (11.51) 10744600 (11.92) 3.59 0.57 82.43 86.40
ICICIBANK 346.10 (1.75) 132108625 18.25 4.35 0.55 96.36 97.05
ICICIPRULI 454.05 5.80 7552500 7.22 3.31 0.22 90.98 94.22
INDUSINDBK 521.85 9.28 26096800 (12.43) 5.02 0.91 97.79 96.91
KOTAKBANK 1378.55 0.50 8611600 (1.75) -6.26 1.04 94.25 93.53
L&TFH 60.20 (15.03) 26465600 19.39 2.17 0.53 94.35 89.50
LICHSGFIN 258.65 (3.87) 8258000 4.24 -25.93 0.72 92.68 88.83
M&MFIN 173.65 (3.34) 9824444 (13.14) -77.82 0.39 72.61 83.61

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 Derivatives Rollover Report

Average
Price OI Rollover
Change Change Rollover (3month)
Scrip Price (%) OI Futures (%) COC (%) PCR-OI (%) (%)

MANAPPURAM 164.35 4.15 19608000 37.48 1.19 0.42 94.97 93.89

MFSL 564.30 6.19 1618500 7.79 3.94 0.28 84.92 90.55
MUTHOOTFIN 1308.30 18.19 2983500 (0.53) 6.01 0.50 94.00 91.83
PFC 82.45 (8.84) 52197800 12.96 6.36 0.90 98.12 97.73
PNB 31.80 (14.86) 54250000 18.10 2.05 1.04 95.61 95.30
RBLBANK 165.95 (11.14) 15488200 (4.55) -23.53 0.73 92.56 87.41
RECLTD 101.25 (11.96) 19146000 40.14 4.52 0.80 96.03 95.01
SBIN 186.90 0.95 103014000 (1.80) 2.45 0.64 92.49 94.84
SRTRANSFIN 686.00 (0.77) 2441887 (5.44) 4.58 0.32 91.02 89.30
UJJIVAN 229.60 4.01 3141600 23.85 -17.64 0.41 87.45 90.44

CAPITAL GOODS & INFRASTRUCTURE

ADANIPORTS 313.75 (9.19) 31125000 1.10 5.21 0.26 97.53 98.51

BHEL 36.90 (3.02) 38283000 (22.39) 3.54 0.47 95.30 91.30
GMRINFRA 22.40 9.00 81630000 4.79 8.79 0.39 92.60 92.20
HAVELLS 577.95 (0.22) 5756000 12.49 -1.24 0.99 98.38 97.49
LT 903.25 (4.38) 9618950 5.52 -7.18 0.43 96.32 88.24
SIEMENS 1143.55 3.01 1890900 (17.06) 1.26 0.74 97.15 94.07
VOLTAS 589.80 6.88 2570000 (29.30) -11.94 0.42 84.18 86.69

CEMENT

ACC 1446.00 15.35 2443000 10.12 -1.08 0.38 95.02 95.19

AMBUJACEM 221.35 18.50 19476000 6.55 0.59 0.67 98.26 98.31
GRASIM 604.20 (0.74) 17263400 (7.15) 2.81 0.74 95.86 97.64
RAMCOCEM 696.10 11.32 1422900 42.83 -3.46 1.35 96.60 96.29
SHREECEM 21477.90 (2.99) 156200 14.26 5.05 0.55 94.27 96.85
ULTRACEMCO 4172.85 9.58 2474800 11.13 5.43 0.58 95.84 95.46
CHEMICALS & FERTILIZERS

PIDILITIND 1353.60 (2.26) 3680000 8.67 4.35 1.06 97.57 98.11

TATACHEM 311.05 (1.69) 2766000 93.97 4.20 0.22 95.78 93.42
UPL 464.35 5.61 15622100 68.49 -0.70 0.46 91.00 81.00
Consumer Goods & FMCG

ASIANPAINT 1748.65 3.26 5424900 2.68 3.96 0.73 98.54 97.17

BERGEPAINT 527.15 0.90 3677300 (11.58) 1.86 0.32 87.33 90.12
BRITANNIA 3819.70 10.39 1321200 (17.91) 4.71 0.33 88.08 87.59
COLPAL 1436.75 2.40 3056900 47.58 2.14 0.51 97.87 97.92
CONCOR 556.00
For Private Circulation Only (5.86) 7139784 40.51 7.43 0.32 99.05 94.03
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 Derivatives Rollover Report

Average
Price OI Rollover
Change Change Rollover (3month)
Scrip Price (%) OI Futures (%) COC (%) PCR-OI (%) (%)

DABUR 491.70 6.89 9877500 (19.31) -0.66 0.45 79.70 88.10

GODREJCP 683.75 0.74 4280000 (30.89) 2.10 0.24 62.69 85.49
HINDUNILVR 2204.50 1.59 15264600 (10.95) 5.28 0.44 95.03 90.51
ITC 193.80 (3.29) 55321600 (23.04) 3.03 0.41 91.38 87.62
JUBLFOOD 1767.55 (0.46) 1972500 (15.03) -1.95 0.55 85.00 86.79
MARICO 365.50 6.67 10896000 0.59 3.58 0.36 94.60 97.16
MCDOWELL-N 578.15 (4.21) 16455000 26.97 5.78 0.57 94.90 96.90
NESTLEIND 16535.25 (1.65) 400650 (21.03) 0.87 0.65 81.62 92.88
TATACONSUM 425.85 10.52 14909400 18.12 2.91 0.33 89.45 92.37
TITAN 1040.15 6.05 6201000 (2.20) -2.13 0.64 90.53 94.20
UBL 962.60 (7.96) 1109500 53.73 -3.31 1.22 73.96 87.96

INFORMATION TECHNOLOGY

HCLTECH 697.00 26.59 16732800 (7.74) 2.91 0.63 90.37 91.67

INFY 964.85 38.02 45295200 (9.03) 4.61 0.87 95.81 96.88
MINDTREE 1083.00 19.08 1248800 (4.76) -0.84 0.31 93.31 91.60
NIITTECH 1940.60 40.44 487500 (4.41) 2.69 0.55 82.80 87.63
TCS 2289.00 13.61 10003800 26.84 5.46 0.94 96.17 83.26
TECHM 677.65 23.06 12362400 (26.16) 5.60 0.49 95.34 97.30
WIPRO 284.20 29.89 23846400 5.30 0.46 0.56 93.15 93.80

METALS & MINING

COALINDIA 129.15 (8.14) 27676000 (17.93) 5.58 0.85 83.80 90.79

HINDALCO 161.75 10.00 24544400 (22.08) -2.01 0.61 74.34 86.84
JINDALSTEL 182.70 21.60 16020000 19.55 1.07 0.66 95.87 90.28
JSWSTEEL 214.75 11.67 41634000 7.01 2.43 0.83 93.96 96.23
NATIONALUM 32.65 (4.81) 38165000 4.22 6.02 0.61 93.70 93.74
NMDC 87.00 2.72 33922100 31.88 2.25 0.49 96.59 97.57
SAIL 34.45 11.13 34694000 (15.74) 7.61 0.67 91.94 88.64
TATASTEEL 357.00 11.84 14907300 (5.88) -34.14 0.59 88.25 86.30
VEDL 111.85 0.45 109678000 2.55 11.17 0.97 95.59 94.03

Media

PVR 1054.50 3.97 1682538 41.48 -34.66 0.74 95.89 88.26

SUNTV 386.00 (7.07) 4264500 (22.95) -1.35 1.35 93.21 94.08
ZEEL 140.80 (18.42) 32619000 41.30 5.58 0.62 93.53 89.28

For Private Circulation Only

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 Derivatives Rollover Report

Average
Price OI Rollover
Change Change Rollover (3month)
Scrip Price (%) OI Futures (%) COC (%) PCR-OI (%) (%)

MISCELLANIOUS
INFORMATION TECHNOLOGY

ADANIENT
HCLTECH 175.80
564.00 8.25
(0.70) 15532000
22885800 (13.00)
(1.26) 5.59
8.14 0.35
0.58 96.14
98.56 96.08
96.78
APOLLOHOSP
INFY 1675.50
730.55 16.14
3.77 1262500
24351600 10.99
(52.50) -30.88
2.86 0.57
0.74 80.49
55.98 90.61
79.52
BATAINDIA
MINDTREE 1265.90
782.95 (3.98)
10.93 2275900
1041600 72.20
(14.29) 3.87
-15.63 0.89
0.59 91.31
93.13 94.61
93.37
BEL
NIITTECH 95.40
1606.65 13.44
6.68 24540400
578250 42.00
26.08 -3.41
-2.03 0.64
0.46 75.83
89.76 82.07
82.99
CONCOR
TCS 449.00
2212.80 5.50
6.19 4082556
15671500 (11.91)
(17.22) -2.75
6.42 0.47
1.91 73.14
95.02 89.20
94.74
CUMMINSIND
TECHM 386.35
775.75 (4.58)
1.00 1734000
15406800 38.15
8.21 -37.68
9.05 0.89
0.65 96.98
96.29 91.16
97.15
INDIGO
WIPRO 941.55
249.90 (9.85)
3.65 2801500
18211200 14.86
(29.64) 4.10
-2.08 0.86
0.72 96.35
83.12 89.33
92.60

OIL & GAS

BPCL 420.50 13.24 21551400 16.37 4.35 0.58 91.66 94.69

GAIL 96.95 (6.06) 26053100 (24.66) 4.72 0.80 92.15 94.78
HINDPETRO 223.85 5.04 22485600 39.45 4.68 0.52 89.94 81.21
IGL 402.35 (9.64) 8274750 8.06 0.32 0.59 91.29 90.86
IOC 89.00 4.22 47788800 (10.95) 6.62 0.78 89.31 93.85
MGL 987.50 (7.97) 804600 21.69 0.53 0.39 89.28 93.53
ONGC 78.00 (4.70) 38792600 (45.25) 5.03 0.55 72.61 88.14
PETRONET 245.10 (6.40) 13242000 6.34 2.66 0.43 91.69 91.95
RELIANCE 2115.40 23.15 33728950 (3.29) 4.05 0.78 94.33 92.19

PHARMACEUTICAL

AUROPHARMA 824.40 4.07 13249600 18.65 5.80 0.46 98.46 97.32

BIOCON 404.45 (0.31) 15354800 1.54 3.23 0.49 97.50 91.72
CADILAHC 367.35 0.73 8340200 44.03 6.06 0.77 97.96 90.30
CIPLA 689.15 8.15 12810200 4.73 6.08 0.46 93.12 87.70
DIVISLAB 2564.90 9.69 3795200 20.76 1.32 0.25 96.04 97.69
DRREDDY 4521.60 13.14 3411750 5.91 1.44 0.91 97.01 97.24
GLENMARK 443.55 (3.89) 5437200 44.32 6.35 0.36 90.89 90.14
LUPIN 885.75 (5.30) 8088600 15.61 -6.81 0.62 86.50 91.23
PEL 1370.85 2.77 3209800 (18.62) 0.71 0.70 97.53 97.08
SUNPHARMA 511.15 4.54 30380000 (6.67) 3.07 0.59 96.94 96.85
TORNTPHARM 2448.25 (2.21) 1730000 47.11 5.72 0.33 98.55 97.35

For Private Circulation Only

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 Derivatives Rollover Report

Average
Price OI Rollover
Change Change Rollover (3month)
Scrip Price (%) OI Futures (%) COC (%) PCR-OI (%) (%)

POWER

NTPC 86.75 (9.78) 55307100 (8.18) 2.26 0.78 78.07 91.37

POWERGRID 174.40 (2.79) 13712000 (56.62) -18.06 0.88 59.60 84.53
TATAPOWER 48.25 9.91 55836000 4.18 6.79 0.72 97.36 91.47
TORNTPOWER 321.15 (1.86) 1419000 (19.28) 4.28 0.52 92.02 91.65

REAL ESTATE

DLF 140.10 (11.19) 20733900 (21.22) 0.00 0.80 65.12 85.94

TELECOM

BHARTIARTL 551.05 (1.29) 82523133 5.04 -3.89 0.61 96.32 93.81

IDEA 8.10 (18.59) 124040000 (28.32) 16.29 0.23 47.74 66.31
INFRATEL 190.95 (15.32) 11824400 31.68 -10.50 0.85 90.45 92.39

TEXTILES

CENTURYTEX 298.40 (2.86) 2427600 0.81 -8.46 0.34 96.55 88.90

PAGEIND 19605.55 (3.56) 92460 (18.23) 0.13 1.80 84.05 80.17
SRF 3759.55 4.03 689000 35.03 -0.21 0.30 97.49 97.33
CENTURYTEX 487.95 4.96 3472200 3.19 9.28 0.26 98.91 84.95

For Private Circulation Only

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 Derivatives Rollover Report

Technical and Derivatives Team:

Sameet Chavan Chief Analyst - Technical & Derivatives sameet.chavan@angelbroking.com

Ruchit Jain Senior Analyst - Technical & Derivatives ruchit.jain@angelbroking.com

Rajesh Bhosale Technical Analyst rajesh.bhosle@angelbroking.com

Sneha Seth Derivatives Analyst sneha.seth@angelbroking.com

Research Team Tel: 022 - 39357600 (EXTN - 6844) Website: www.angelbroking.com

For Technical & Derivative Queries E-mail: technicalresearch-cso@angelbroking.com

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