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DAILY DERIVATIVE REPORT 
19 NOVEMBER 2014 
YOUR MINTVISORY Call us at +91-731-6642300 
 Post a flat start, the Nifty, traded in a tight band amid high volatility and stock specific action. It finally ended, 5 points lower. Nifty futures premium increased and settled at 26 points. India VIX fell 2.39% and settled at 14.06 
 FIIs sold 102 crore while DIIs 232 crore in the cash segment. FIIs sold164 crore in index futures and 31 crore in in- dex options. In stock futures, they bought 180 crore 
 The highest Put base is at the 8300 strike with 63 lakh shares while the highest Call base is at the 8500 strike with 56 lakh shares. The 8500 and 8400 Calls witnessed reduction of 2.36 and 1.85 lakh shares, respectively. The 8400 and 8500 Put strikes saw addition of 6.82 and 3.60 lakh shares, respectively 
 Nifty Future: The Nifty is likely to open positive on the back of strong global cues. It is likely to trade in the range of 8400-8480. 
 Bank Nifty Future: The current price ratio of Bank Nifty/Nifty has surpassed the hurdle of 2.09 clearly indicating the Bank Nifty is likely to outperform. OTM Call options have seen good activity with base formation around 17500-17600. 
NIFTY SNAPSHOT & PIVOT POINTS 
SPOT 
FUTURE 
COST OF CARRY 
TOTAL FUT OI 
PCR OI 
PCR VOL 
ATM IV 
CURRENT 
8426 
8452 
12.51 
25237675 
1.09 
1.23 
11.8 
PREVIOUS 
8431 
8453 
9.61 
25096425 
1.07 
1.14 
12.43 
CHANGE(%) 
-0.06% 
-0.01% 
- 
0.56% 
- 
- 
- 
PIVOT LEVELS 
S3 
S2 
S1 
PIVOT 
R1 
R2 
R3 
NIFTY FUTURE 
8377 
8414 
8433 
8451 
8470 
8488 
8525 
F&O HIGHLIGHTS 
INDEX OUTLOOK 
 After closing at record highs for past two trading sessions, the Indian equity market has finally taken a breather on account of some profit booking. The Nifty did manage to hit fresh life-time high during the day however was un- able to hold on to the momentum. 
 The Sensex and Nifty recorded a record high at 28,283 and 8,454, respectively.The IT, realty, oil & gas and the FMCG stocks were among the major losers. However, the Mid-Cap and the Small-Cap index managed to keep up the momentum as they outperformed the benchmark indices. 
MARKET ROUNDUP
DAILY DERIVATIVE REPORT 
19 NOVEMBER 2014 
YOUR MINTVISORY Call us at +91-731-6642300 
INTRADAY STRATEGY 
i) PUNJAB NATIONAL BANK 
ii) RANBAXY LABORATORIES LIMITED 
Buy Pnb Nov fut in range of 1000-1001 
Sell Ranbaxy Nov fut in range of 630-631 
View :Bullish 
View :Bearish 
Strategy : Buy Future 
Strategy : Sell Future 
Target1 : 1012 Target 2 : 1024 
Target 1 : 626 Target 2 : 620 
Stop loss : 988 
Stop loss : 637 
Market Lot : 250 CMP : 984.75 
Market Lot : 500 CMP : 631.90 
STOCK ANALYSIS 
OPEN INTEREST ACTIVITY 
LONG BUILD UP 
SHORT BUILD UP 
SYMBOL 
OI (LOTS) 
% CHNG 
PRICE 
%CHNG 
SYMBOL 
OI (LOTS) 
%CHNG 
PRICE 
%CHNG 
IDEA 
13226000 
7.72 
169.45 
2.54 
HINDALCO 
32264000 
8.39 
155.65 
1.67 
YES BANK 
8307500 
5.91 
696.50 
0.75 
M&M FIN 
5822000 
3.47 
312.05 
1.36 
IDFC 
54912000 
4.53 
163.00 
2.97 
OERIENT BANK 
4550000 
4.43 
291.05 
1.74 
SYNDICATE BANK 
13022000 
5.27 
129.90 
1.05 
CIPLA 
7099500 
4.79 
611.00 
0.79 
PNB 
4849250 
3.96 
980.30 
1.22 
SUNPHARMA 
9571000 
0.03 
871.40 
1.51 
 OI addition : We saw long build-up Idea, Yesbank, Idfc, Syndicate bank,Ifci short build up was seen in Hindalco, M&m fin, Orient bank, Cipla 
 OI Shedding : We saw short cover in Apollohospital, Irb infra, Allahabad bank, Sun tv while long unwind- ing was seen in Infosys, Coalindia, Lupin
DAILY DERIVATIVE REPORT 
19 NOVEMBER 2014 
YOUR MINTVISORY Call us at +91-731-6642300 
OI Chart Analysis: From the OI Chart we can see that in November Series addition of open interest on the calls front is existent in the band at strike price of 8400-8500 indicating it as resistance on the upside whereas on the put options front we can see that addition of open interest is existent at strike price of 8300-8200 indicating it as immediate support zone on the downside 
F&O TURNOVER 
INSTRUMENT 
NO. OF CONTRACTS 
TURNOVER(CR) 
PERCENTAGE CHANGE 
INDEX FUTURES 
3,48,038 
9,391.92 
- 
STOCK FUTURES 
9,97,932 
30,376.90 
- 
INDEX OPTIONS 
55,29,420 
1,24,368.86 
1.22 
STOCK OPTIONS 
5,56,133 
17,765.99 
0.48 
F&O Total 
74,31,531 
1,81,904.56 
1.12 
NIFTY OPTION OI DISTRIBUTION 
0100000020000003000000400000050000006000000700000088008700860085008400830082008100800079007800 Open Interest Strike Price OI Concentration ChartCall OI (NOV)Put OI (NOV)
DAILY DERIVATIVE REPORT 
19 NOVEMBER 2014 
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 
27NOV2014 
CE 
3,000 
31.65 
24,560 
93,191.39 
OPTSTK 
RELIANCE 
27NOV2014 
CE 
1,000 
9.90 
9,294 
23,521.26 
OPTSTK 
RCOM 
27NOV2014 
CE 
115 
3.80 
6,124 
14,483.26 
OPTSTK 
RELCAPITAL 
27NOV2014 
CE 
520 
15.00 
5,539 
14,782.48 
OPTSTK 
TATASTEEL 
27NOV2014 
CE 
500 
5.15 
5,036 
12,722.45 
MOST ACTIVE CALLS 
MOST ACTIVE PUTS 
Instrument Type 
Symbol 
Expiry Date 
Option Type 
Strike Price 
LTP 
Traded Volume (Contracts) 
Traded Value (Lakhs) 
OPTSTK 
SBIN 
27NOV2014 
PE 
2,900 
31.00 
14,672 
53,721.16 
OPTSTK 
RELCAPITAL 
27NOV2014 
PE 
500 
5.35 
3,909 
9,883.32 
OPTSTK 
TATASTEEL 
27NOV2014 
PE 
480 
6.00 
2,970 
7,225.56 
OPTSTK 
RELIANCE 
27NOV2014 
PE 
980 
8.45 
2,780 
6,863.06 
OPTSTK 
RCOM 
27NOV2014 
PE 
110 
1.60 
2,394 
5,360.17 
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 FUTURE 
54728 
1262.10 
68245 
1657.00 
887097 
19510.12 
INDEX OPTION 
696948 
16634.80 
673998 
16051.59 
2677007 
64403.84 
STOCK FUTURE 
78486 
2376.02 
84209 
2577.87 
1664946 
49027.53 
STOCK OPTION 
78871 
2489.68 
79388 
2523.44 
92174 
2859.02
DAILY DERIVATIVE REPORT 
19 NOVEMBER 2014 
YOUR MINTVISORY Call us at +91-731-6642300 
DISCLAIMER 
The information and views in this report, our website & all the service we provide are believed to be reliable, but we do not accept any responsibility (or liability) for errors of fact or opinion. Users have the right to choose the product/s that suits them the most. Sincere efforts have been made to present the right investment perspective. The information contained herein is based on analysis and up on sources that we consider reliable. 
This material is for personal information and based upon it & takes no responsibility. The information given herein should be treated as only factor, while making investment decision. The report does not provide individually tailor-made investment advice. 
Epic research recommends that investors independently evaluate particular investments and strategies, and encourages investors to seek the advice of a financial adviser. Epic research shall not be responsible for any transaction conducted based on the information given in this report, which is in violation of rules and regulations of NSE and BSE. The share price projections shown are not necessarily indicative of future price performance. 
The information herein, together with all estimates and forecasts, can change without notice. Analyst or any person related to epic re- search might be holding positions in the stocks recommended. It is understood that anyone who is browsing through the site has done so at his free will and does not read any views expressed as a recommendation for which either the site or its owners or anyone can be held responsible for . 
Any surfing and reading of the information is the acceptance of this disclaimer. All Rights Reserved. Investment in equity & bullion mar- ket has its own risks. We, however, do not vouch for the accuracy or the completeness thereof. 
We are not responsible for any loss incurred whatsoever for any financial profits or loss which may arise from the recommendations above epic research does not purport to be an invitation or an offer to buy or sell any financial instrument. Our Clients (Paid or Unpaid), any third party or anyone else have no rights to forward or share our calls or SMS or Report or Any Information Provided by us to/with anyone which is received directly or indirectly by them. If found so then Serious Legal Actions can be taken. 
DATE 
SCRIP 
STRATEGY 
ENTRY LEVEL 
TARGET 
SL 
REMARK 
PROFIT/LOSS 
LOT 
18/11/14 
BHEL 
LONG 
250-251 
254-257 
247 
1ST TGT 
3000 
1000 
18/11/14 
VOLTAS 
SHORT 
273-272 
269-266 
276 
OPEN 
- 
1000 
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 
PERFORMANCE UPDATE

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Epic research daily derivative report 19 november 2014

  • 1. DAILY DERIVATIVE REPORT 19 NOVEMBER 2014 YOUR MINTVISORY Call us at +91-731-6642300  Post a flat start, the Nifty, traded in a tight band amid high volatility and stock specific action. It finally ended, 5 points lower. Nifty futures premium increased and settled at 26 points. India VIX fell 2.39% and settled at 14.06  FIIs sold 102 crore while DIIs 232 crore in the cash segment. FIIs sold164 crore in index futures and 31 crore in in- dex options. In stock futures, they bought 180 crore  The highest Put base is at the 8300 strike with 63 lakh shares while the highest Call base is at the 8500 strike with 56 lakh shares. The 8500 and 8400 Calls witnessed reduction of 2.36 and 1.85 lakh shares, respectively. The 8400 and 8500 Put strikes saw addition of 6.82 and 3.60 lakh shares, respectively  Nifty Future: The Nifty is likely to open positive on the back of strong global cues. It is likely to trade in the range of 8400-8480.  Bank Nifty Future: The current price ratio of Bank Nifty/Nifty has surpassed the hurdle of 2.09 clearly indicating the Bank Nifty is likely to outperform. OTM Call options have seen good activity with base formation around 17500-17600. NIFTY SNAPSHOT & PIVOT POINTS SPOT FUTURE COST OF CARRY TOTAL FUT OI PCR OI PCR VOL ATM IV CURRENT 8426 8452 12.51 25237675 1.09 1.23 11.8 PREVIOUS 8431 8453 9.61 25096425 1.07 1.14 12.43 CHANGE(%) -0.06% -0.01% - 0.56% - - - PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3 NIFTY FUTURE 8377 8414 8433 8451 8470 8488 8525 F&O HIGHLIGHTS INDEX OUTLOOK  After closing at record highs for past two trading sessions, the Indian equity market has finally taken a breather on account of some profit booking. The Nifty did manage to hit fresh life-time high during the day however was un- able to hold on to the momentum.  The Sensex and Nifty recorded a record high at 28,283 and 8,454, respectively.The IT, realty, oil & gas and the FMCG stocks were among the major losers. However, the Mid-Cap and the Small-Cap index managed to keep up the momentum as they outperformed the benchmark indices. MARKET ROUNDUP
  • 2. DAILY DERIVATIVE REPORT 19 NOVEMBER 2014 YOUR MINTVISORY Call us at +91-731-6642300 INTRADAY STRATEGY i) PUNJAB NATIONAL BANK ii) RANBAXY LABORATORIES LIMITED Buy Pnb Nov fut in range of 1000-1001 Sell Ranbaxy Nov fut in range of 630-631 View :Bullish View :Bearish Strategy : Buy Future Strategy : Sell Future Target1 : 1012 Target 2 : 1024 Target 1 : 626 Target 2 : 620 Stop loss : 988 Stop loss : 637 Market Lot : 250 CMP : 984.75 Market Lot : 500 CMP : 631.90 STOCK ANALYSIS OPEN INTEREST ACTIVITY LONG BUILD UP SHORT BUILD UP SYMBOL OI (LOTS) % CHNG PRICE %CHNG SYMBOL OI (LOTS) %CHNG PRICE %CHNG IDEA 13226000 7.72 169.45 2.54 HINDALCO 32264000 8.39 155.65 1.67 YES BANK 8307500 5.91 696.50 0.75 M&M FIN 5822000 3.47 312.05 1.36 IDFC 54912000 4.53 163.00 2.97 OERIENT BANK 4550000 4.43 291.05 1.74 SYNDICATE BANK 13022000 5.27 129.90 1.05 CIPLA 7099500 4.79 611.00 0.79 PNB 4849250 3.96 980.30 1.22 SUNPHARMA 9571000 0.03 871.40 1.51  OI addition : We saw long build-up Idea, Yesbank, Idfc, Syndicate bank,Ifci short build up was seen in Hindalco, M&m fin, Orient bank, Cipla  OI Shedding : We saw short cover in Apollohospital, Irb infra, Allahabad bank, Sun tv while long unwind- ing was seen in Infosys, Coalindia, Lupin
  • 3. DAILY DERIVATIVE REPORT 19 NOVEMBER 2014 YOUR MINTVISORY Call us at +91-731-6642300 OI Chart Analysis: From the OI Chart we can see that in November Series addition of open interest on the calls front is existent in the band at strike price of 8400-8500 indicating it as resistance on the upside whereas on the put options front we can see that addition of open interest is existent at strike price of 8300-8200 indicating it as immediate support zone on the downside F&O TURNOVER INSTRUMENT NO. OF CONTRACTS TURNOVER(CR) PERCENTAGE CHANGE INDEX FUTURES 3,48,038 9,391.92 - STOCK FUTURES 9,97,932 30,376.90 - INDEX OPTIONS 55,29,420 1,24,368.86 1.22 STOCK OPTIONS 5,56,133 17,765.99 0.48 F&O Total 74,31,531 1,81,904.56 1.12 NIFTY OPTION OI DISTRIBUTION 0100000020000003000000400000050000006000000700000088008700860085008400830082008100800079007800 Open Interest Strike Price OI Concentration ChartCall OI (NOV)Put OI (NOV)
  • 4. DAILY DERIVATIVE REPORT 19 NOVEMBER 2014 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 27NOV2014 CE 3,000 31.65 24,560 93,191.39 OPTSTK RELIANCE 27NOV2014 CE 1,000 9.90 9,294 23,521.26 OPTSTK RCOM 27NOV2014 CE 115 3.80 6,124 14,483.26 OPTSTK RELCAPITAL 27NOV2014 CE 520 15.00 5,539 14,782.48 OPTSTK TATASTEEL 27NOV2014 CE 500 5.15 5,036 12,722.45 MOST ACTIVE CALLS MOST ACTIVE PUTS Instrument Type Symbol Expiry Date Option Type Strike Price LTP Traded Volume (Contracts) Traded Value (Lakhs) OPTSTK SBIN 27NOV2014 PE 2,900 31.00 14,672 53,721.16 OPTSTK RELCAPITAL 27NOV2014 PE 500 5.35 3,909 9,883.32 OPTSTK TATASTEEL 27NOV2014 PE 480 6.00 2,970 7,225.56 OPTSTK RELIANCE 27NOV2014 PE 980 8.45 2,780 6,863.06 OPTSTK RCOM 27NOV2014 PE 110 1.60 2,394 5,360.17 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 FUTURE 54728 1262.10 68245 1657.00 887097 19510.12 INDEX OPTION 696948 16634.80 673998 16051.59 2677007 64403.84 STOCK FUTURE 78486 2376.02 84209 2577.87 1664946 49027.53 STOCK OPTION 78871 2489.68 79388 2523.44 92174 2859.02
  • 5. DAILY DERIVATIVE REPORT 19 NOVEMBER 2014 YOUR MINTVISORY Call us at +91-731-6642300 DISCLAIMER The information and views in this report, our website & all the service we provide are believed to be reliable, but we do not accept any responsibility (or liability) for errors of fact or opinion. Users have the right to choose the product/s that suits them the most. Sincere efforts have been made to present the right investment perspective. The information contained herein is based on analysis and up on sources that we consider reliable. This material is for personal information and based upon it & takes no responsibility. The information given herein should be treated as only factor, while making investment decision. The report does not provide individually tailor-made investment advice. Epic research recommends that investors independently evaluate particular investments and strategies, and encourages investors to seek the advice of a financial adviser. Epic research shall not be responsible for any transaction conducted based on the information given in this report, which is in violation of rules and regulations of NSE and BSE. The share price projections shown are not necessarily indicative of future price performance. The information herein, together with all estimates and forecasts, can change without notice. Analyst or any person related to epic re- search might be holding positions in the stocks recommended. It is understood that anyone who is browsing through the site has done so at his free will and does not read any views expressed as a recommendation for which either the site or its owners or anyone can be held responsible for . Any surfing and reading of the information is the acceptance of this disclaimer. All Rights Reserved. Investment in equity & bullion mar- ket has its own risks. We, however, do not vouch for the accuracy or the completeness thereof. We are not responsible for any loss incurred whatsoever for any financial profits or loss which may arise from the recommendations above epic research does not purport to be an invitation or an offer to buy or sell any financial instrument. Our Clients (Paid or Unpaid), any third party or anyone else have no rights to forward or share our calls or SMS or Report or Any Information Provided by us to/with anyone which is received directly or indirectly by them. If found so then Serious Legal Actions can be taken. DATE SCRIP STRATEGY ENTRY LEVEL TARGET SL REMARK PROFIT/LOSS LOT 18/11/14 BHEL LONG 250-251 254-257 247 1ST TGT 3000 1000 18/11/14 VOLTAS SHORT 273-272 269-266 276 OPEN - 1000 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 PERFORMANCE UPDATE