The Indian equity market closed with healthy gains on account of Nov series seeing a smooth rollovers. Long build-up was witnessed in the auto, banking and oil & gas stocks. On the other hand, the pharma and IT stocks witnessed short build up.

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 The Indian equity market closed with healthy gains on account of Nov series seeing a smooth rollovers. Long build-up
was witnessed in the auto, banking and oil & gas stocks. On the other hand, the pharma and IT stocks witnessed short
build up.
 The BSE Sensex opened at 25,770, touched an intra-day high of 25,016 and low of 25,770. It finally ended with a gain of
183 points at 25,959. The NSE Nifty opened at 7,837 hitting a high of 7,897 and low of 7,832, before ending with a gain
of 52 points at 7, 884.
 Post buying in the initial hour of trades, the Nifty remained in a tight and narrow band. However, some buying was seen
towards the end, helping the November series to end near 7900. Nifty December future started with OI of 1.9 crore with
45 points premium. India VIX rose 2.7% ending at 16.7
 Nifty rolls were at 68.31%, in line with 3M average of 67.23% while market wide rollover was at 83.48% vs. in line with
3M average of 82.62%
 Highest rollover was observed in Shriram Transport Finance (91.84%), Karnataka Bank (91.68%), Tata Chemical (91.19%),
Strides Arcolab (90.53%) and JSW Steel (90.08%). Rollover activities were marginally low in MindTree, Marico, Biocon
and Voltas
 FIIs sold | 398 crore while DIIs bought | 949 crore in the cash segment. FIIs sold | 307 crore in index futures and bought |
1278 crore in index options. In stock futures, they sold | 745 crore
 The highest Put base for the December series is at the 7500 strike with 44 lakh shares while the highest Call base is at the
8500 strike with 32 lakh shares Index Outlook
 Nifty Future: The Nifty is likely to open flat to mildly negative on the back of mixed global cues. It is likely to trade in the
range of 7870-7970. Buy Nifty in the range of 7900-7910 for targets of 7940-7960, stop loss: 7885
 Bank Nifty Future: For the fourth consecutive month, the Bank Nifty expired +/- 1% of 17200. Looking at the December
series options build up, ATM Put strike of 17000 has the highest OI. Hence, immediate support for the Bank Nifty is at
around current levels. Buy Bank Nifty in the range of 16980-17020, targets: 17140-17300, stop loss: 16890
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 7884 7929 6.98 19467825 +0.83 +1.07 +16.34
PREVIOUS 7832 7832 1.51 26473725 0.77 0.90 +15.14
CHANGE(%) 0.67% 1.24% -26.46% - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 7768 7840 7884 7912 7956 7984 8056
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUND UP

2. DAILY DERIVATIVE REPORT
27 NOV 2015
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INTRADAY STRATEGY
i) IBULHSGFIN FUTURE ii) HIND PETRO FUTURE
Buy future around 680-684 Buy future around 790-795
View : Bullish View : Bullish
Strategy : Future Strategy : Future
Target1: 690 Target 2 : 695 Target1: 805 Target 2 : 820
Stop loss : 675 Stop loss : 775
Market Lot : 800 ,CMP : 683.65 Market Lot : 600 ,CMP : 795.40
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG
RELINFRA 4593.00 11.5 419.30 5.90 OIL 2695.00 20.8 361.40 [1.5]
KOTAKBANK 14346.00 11 680.00 1.30
AJANT-
PHARM
1672.00 19.3 1329.30 [4.7]
BHARTIARTL 15239.00 8.9 336.15 0.70 DABUR 1685.00 19.2 262.15 [2.0]
AMBUJACEM 4289.00 7 195.20 1.00 HINDUNILVR 5224.00 8.8 784.90 [1.5]
ZEEL 7620.00 6.8 382.65 1.00 INFRATEL 1349.00 7.2 370.00 [2.1]
 OI addition : We saw long built up in relinfra, kotak bank, bharti airtel, ambuja cem while short built up
was seen in oil, Ajanta pharma, dabur, hind unilever.
 OI Shedding : We saw short covering in federal bank, glenmark, uco bank and long unwinding was seen in
jswsteel, Siemens, hexaware, auropharma.

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27 NOV 2015
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Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK SBIN 26NOV2015 CE 250 5.10 4,893 24,820.23
OPTSTK DRREDDY 26NOV2015 CE 3,500 88.00 3,901 20,909.98
OPTSTK LT 26NOV2015 CE 1,400 12.45 3,723 15,752.65
OPTSTK LT 26NOV2015 CE 1,350 32.75 2,869 11,854.08
OPTSTK ICICIBANK 26NOV2015 CE 270 4.45 2,696 12,566.22
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK MARUTI 26NOV2015 PE 4,500 21.05 1,850 10,476.90
OPTSTK TCS 26NOV2015 PE 2,350 18.70 1,681 7,972.08
OPTSTK SBIN 26NOV2015 PE 240 1.80 1,626 7,897.81
OPTSTK MARUTI 26NOV2015 PE 4,600 46.00 1,601 9,334.87
OPTSTK SBIN 26NOV2015 PE 230 0.50 1,468 6,775.41
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
24407 1386.19 35342 2032.16 284924 16377.9
INDEX OPTIONS
362217 20706.6 335467 19208.7 1282325 74367.4
STOCK FUTURES 63429 3137.36 70928 3495.44 967386 47361.3
STOCK OPTIONS 43775 2190.24 45265 2266.26 76284 3750.17

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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