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Epic research daily derivative report 13 august 2015
1. DAILY DERIVATIVE REPORT
13 AUG 2015
YOUR MINTVISORY Call us at +91-731-6642300
Extending its slide for the fourth straight session, Indian equity market took a knock of over 1%, which dragged Sen-
sex and Nifty below crucial 27,550 and 8400 levels respectively, influenced by the turmoil in global currency markets
after China allowed the yuan to fall sharply for a second straight day, forcing investors to scurry in safe-haven gov-
ernment debt
The Sensex finally ended with a significant loss of 354 points at 27,513. The BSE index has now declined around 785
points in the last four trading sessions. The NSE Nifty tumbled to a low of 8,338 in trades yesterday, and eventually
ended 109 points lower at 8,354.
The Nifty opened below 8500 and remained subdued on the back of Parliamentary logjam, devaluation of the Yuan
and a huge sell-off in most sectors. IT tried to give some support but the index ended 122 points down. Nifty future
premium settled at 16 points. India VIX rose 9.9% and ended at 17.4
FIIs sold 1855 crore while DIIs bought 1224 crore in the cash segment. FIIs sold 2501 crore in index futures and
bought 2732 crore in index options. In stock futures, they bought 333 crore
The highest Put base is at the 8200 strike with 59 lakh shares while the highest Call base is at the 8700 strike with 51
lakh shares. The 8400 and 8500 Calls saw additions of 13.8 and 10.8 lakh shares, respectively. The 8500 and 8400 Put
strikes saw reductions of 6.8 and 4.6 lakh shares, respectively
Nifty Future: The Nifty is likely to open flat on the back of mixed global cues. It is likely to trade in the range of 8330
-8430. Sell Nifty in the range of 8395-8400 for targets of 8365-8345, stop loss: 8415
Bank Nifty Future: The index witnessed huge short formation falling close to 3%. Writing activity has shifted to
18500 Calls after breaching the important support. We feel the index is likely to face a hurdle around 18500. Sell
Bank Nifty in the range of 18370-18420, targets: 18250-18150, stop loss: 18480
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 8349 8365 4.66 16934425 0.87 0.94 16.52
PREVIOUS 8462 8491 7.67 17463800 0.92 0.94 14.73
CHANGE(%) -1.33% -1.48% - -3.03% - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 8150 8200 8250 8360 8450 8550 8600
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUND UP
2. DAILY DERIVATIVE REPORT
13 AUG 2015
YOUR MINTVISORY Call us at +91-731-6642300
INTRADAY STRATEGY
i) AJANTA PHARMA FUTURE ii) TATA STEEL FUTURE
Buy future around 1700-1720 Sell future around 255-260
View : Bullish View : Bearish
Strategy : Future Strategy : Future
Target1: 1750 Target 2 : 1780 Target1: 250 Target 2 : 245
Stop loss : 1660 Stop loss : 268
Market Lot : 250 ,CMP : 1720 Market Lot : 1000 ,CMP : 248.50
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS) %CHNG PRICE
%
CHNG
MOTHERSUMI 10249.00 5.6 350.70 2.10 TVSMOTOR 5942.00 11 222.90 [4.2]
AJANTPHARM 3529.00 4.4 1720.40 4.10 SKSMICRO 8984.00 10.1 531.20 [1.3]
CIPLA 23597.00 3.4 725.00 1.30 SBIN 60999.00 9.7 269.00 [5.3]
TCS 23592.00 2.7 2610.70 1.50 APOLLOTYRE 8114.00 9.7 182.80 [12.9]
BOSCHLTD 1910.00 2.4 26584.90 2.60 IOB 1411.00 8.5 37.30 [1.8]
OI addition : We saw long built up in motherson sumi, Ajanta pharma, cipla, tcs, while short built up was
seen in tvs motor, sks micro, sbin, apollotyre.
OI Shedding : We saw short covering in exide ind, federal bank, tata chem, infy and long unwinding was seen in
mrf, ceat ltd, pidilite ind, hind zinc.
3. DAILY DERIVATIVE REPORT
13 AUG 2015
YOUR MINTVISORY Call us at +91-731-6642300
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK SBIN 27AUG2015 CE 300 1.20 27,709 83,916.71
OPTSTK SBIN 27AUG2015 CE 290 2.20 23,952 70,593.73
OPTSTK SBIN 27AUG2015 CE 280 4.00 12,413 35,641.45
OPTSTK SBIN 27AUG2015 CE 310 0.60 10,251 31,939.04
OPTSTK SBIN 27AUG2015 CE 295 1.65 8,402 25,104.34
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK SBIN 27AUG2015 PE 270 7.95 17,622 48,460.50
OPTSTK SBIN 27AUG2015 PE 280 14.60 12,795 36,909.74
OPTSTK SBIN 27AUG2015 PE 260 3.65 10,953 28,760.39
OPTSTK SBIN 27AUG2015 PE 275 10.90 5,180 14,591.54
OPTSTK SBIN 27AUG2015 PE 250 1.60 4,359 10,944.14
FII ACTIVITY (IN RS. CRORE)
BUY SELL OPEN INTEREST AT THE
END OF THE DATE
DERIVATIVE
PRODUCT
NO.OF
CON-
TRACTS
AMOUNT
IN CRORES
NO.OF
COTRACTS
AMOUNT
IN CRORES
NO. OF
CONTRACTS
AMOUNT
IN CRORES
INDEX FUTURES
36159 858.28 71194 1716.02 678143 15983.30
INDEX OPTIONS
542975 12898.13 483946 11640.71 2733594 71969.50
STOCK FUTURES 88746 2503.34 94123 2594.58 1845063 50937.50
STOCK OPTIONS 102419 2838.83 104270 2869.74 119419 3245.42
4. DAILY DERIVATIVE REPORT
13 AUG 2015
YOUR MINTVISORY Call us at +91-731-6642300
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PRICE VOLUME OI MARKET
RISING UP UP STRONG
RISING DOWN DOWN WEAK
DECLINING UP UP WEAK
DECLINING DOWN DOWN STRONG
GENERAL RULES FOR OPEN INTEREST & VOLUME