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DAILY DERIVATIVE REPORT
05 OCT 2016
YOUR MINTVISORY Call us at +91-731-6642300
 The Indian stocks rallied for the third consecutive day today after the (RBI) cut its key lending rate or the repo rate
by 25 basis points to a six-year low of 6.25%, from 6.5% earlier.
 Finally, the BSE Sensex ended with a gain of 91 points at 28,335. It opened at 28,378, touched an intra-day high of
28,405 and low of 28,242. The Nifty closed with a gain of 31 points at 8,769. It opened at 8,770, hit an intra-day high
of 8,784 and low of 8,736.
 The Nifty continued to move higher while the rate cut by RBI lifted sentiments further. This led the Nifty at the end
31 points higher. Metal and PSU banking saw a strong up move. Nifty futures premium settled at 31 points. India VIX
declined further by 4% to 15 levels.
 FIIs bought 344 crore while DIIs sold 172 crore in the cash segment. FIIs bought 347 crore in index futures and 925
crore in index options. In stock futures, they sold 31 crore.
 The highest Put base is now at the 8600 strike with 41 lakh shares while the highest Call base is at the 9000 strike
with 57 lakh shares. The 8800 and 9000 Call strikes saw additions of 2.8 and 3.2 lakh shares, respectively, while the
8700 and 8800 Put strikes saw additions of 6.70 and 7.3 lakh shares, respectively.
 Nifty Future: The Nifty is likely to open flat on the back of stable global cues. Buy Nifty in range of 8750-8760 for
target of 8800, stop loss: 8735.
 Bank Nifty Future: The index continued to remain resilient and saw a resurgence of buying interest. The index ended
0.45% higher at 19673 as the highest point of the session post the rate cut by RBI. PSU banking stocks are seeing
strong price momentum. Thus, the index could move towards 20000, which is a high Call base. Buy Bank Nifty in the
range of 19610-19660, targets: 19750-19850, stop loss: 19540
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 8769 8800 5.53 23536050 0.97 0.98 14.42
PREVIOUS 8738 8779 4.52 23240625 0.94 1.14 13.20
CHANGE(%) 0.35 0.24 1.27 - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 8685 8740 8770 8795 8825 8850 8905
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUND UP
DAILY DERIVATIVE REPORT
05 OCT 2016
YOUR MINTVISORY Call us at +91-731-6642300
INTRADAY STRATEGY
i) JET AIRWAYS FUTURE ii BHARTI INFRATEL FUTURE
Buy future around 502-504 Sell future around 356-358
View : Bullish View : Bearish
Strategy : Buy Future Strategy : Sell Future
Target1: 506 Target 2 : 514 Target1: 354 Target 2 : 348
Stop loss : 498.50 Stop loss : 360
Market Lot : 1000 ,CMP : 496.30 Market Lot : 1400 ,CMP : 363.50
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG
HDIL 2099.00 265.7 85.20 2.00 DABUR 1658.00 183.4 279.75 [1.5]
HINDZINC 810.00 209.2 231.50 0.80
TORNT-
PHARM
299.00 151.3 1661.95 [0.6]
PTC 1214.00 174.7 78.95 0.50 RECLTD 4203.00 133.7 123.25 [49.7]
CESC 818.00 163 628.40 0.80 APOLLOHOSP 1021.00 110.1 1358.60 [0.3]
OFSS 1141.00 159.9 3325.55 0.10 HEXAWARE 1964.00 97.6 195.95 [1.0]
 OI addition : We saw long build-up in CESC, HDIL, MRF and Just Dial while short build-up was seen in Dabur,
Cummins India, Coal India and PFC
 OI Shedding : We saw short covering in Sintex, Union Bank, L&T Finance and Bhel whereas long closure was seen
in OIL, Reliance Communications, Colgate Palmolive and NIIT Tech
DAILY DERIVATIVE REPORT
05 OCT 2016
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 RELIANCE 29SEP2016 CE 1,100 12.25 10,509 58,497.30
OPTSTK AXISBANK 29SEP2016 CE 580 3.70 7,288 51,264.96
OPTSTK AXISBANK 29SEP2016 CE 600 1.25 6,803 49,162.83
OPTSTK AXISBANK 29SEP2016 CE 590 2.00 5,985 42,645.28
OPTSTK DLF 29SEP2016 CE 160 1.40 5,945 48,160.45
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK AXISBANK 29SEP2016 PE 560 12.15 4,473 30,468.64
OPTSTK AXISBANK 29SEP2016 PE 570 18.00 3,405 23,712.28
OPTSTK AXISBANK 29SEP2016 PE 550 7.90 3,379 22,510.63
OPTSTK RELIANCE 29SEP2016 PE 1,100 10.60 3,073 17,066.67
OPTSTK RELIANCE 29SEP2016 PE 1,080 4.35 3,022 16,387.40
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
30560 2120.35 25315 1734.69 479775 32490.21
INDEX OPTIONS
482713 34371.40 492401 35005.47 1380752 93829.32
STOCK FUTURES 138721 9521.88 144807 9871.27 939039 62910.17
STOCK OPTIONS 100642 7186.81 103179 7372.05 123415 8680.77
DAILY DERIVATIVE REPORT
05 OCT 2016
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.
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

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Epic research's daily derivative market report 5th october 2016

  • 1. DAILY DERIVATIVE REPORT 05 OCT 2016 YOUR MINTVISORY Call us at +91-731-6642300  The Indian stocks rallied for the third consecutive day today after the (RBI) cut its key lending rate or the repo rate by 25 basis points to a six-year low of 6.25%, from 6.5% earlier.  Finally, the BSE Sensex ended with a gain of 91 points at 28,335. It opened at 28,378, touched an intra-day high of 28,405 and low of 28,242. The Nifty closed with a gain of 31 points at 8,769. It opened at 8,770, hit an intra-day high of 8,784 and low of 8,736.  The Nifty continued to move higher while the rate cut by RBI lifted sentiments further. This led the Nifty at the end 31 points higher. Metal and PSU banking saw a strong up move. Nifty futures premium settled at 31 points. India VIX declined further by 4% to 15 levels.  FIIs bought 344 crore while DIIs sold 172 crore in the cash segment. FIIs bought 347 crore in index futures and 925 crore in index options. In stock futures, they sold 31 crore.  The highest Put base is now at the 8600 strike with 41 lakh shares while the highest Call base is at the 9000 strike with 57 lakh shares. The 8800 and 9000 Call strikes saw additions of 2.8 and 3.2 lakh shares, respectively, while the 8700 and 8800 Put strikes saw additions of 6.70 and 7.3 lakh shares, respectively.  Nifty Future: The Nifty is likely to open flat on the back of stable global cues. Buy Nifty in range of 8750-8760 for target of 8800, stop loss: 8735.  Bank Nifty Future: The index continued to remain resilient and saw a resurgence of buying interest. The index ended 0.45% higher at 19673 as the highest point of the session post the rate cut by RBI. PSU banking stocks are seeing strong price momentum. Thus, the index could move towards 20000, which is a high Call base. Buy Bank Nifty in the range of 19610-19660, targets: 19750-19850, stop loss: 19540 NIFTY SNAPSHOT & PIVOT POINTS SPOT FUTURE COST OF CARRY TOTAL FUT OI PCR OI PCR VOL ATM IV CURRENT 8769 8800 5.53 23536050 0.97 0.98 14.42 PREVIOUS 8738 8779 4.52 23240625 0.94 1.14 13.20 CHANGE(%) 0.35 0.24 1.27 - - - PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3 NIFTY FUTURE 8685 8740 8770 8795 8825 8850 8905 F&O HIGHLIGHTS INDEX OUTLOOK MARKET ROUND UP
  • 2. DAILY DERIVATIVE REPORT 05 OCT 2016 YOUR MINTVISORY Call us at +91-731-6642300 INTRADAY STRATEGY i) JET AIRWAYS FUTURE ii BHARTI INFRATEL FUTURE Buy future around 502-504 Sell future around 356-358 View : Bullish View : Bearish Strategy : Buy Future Strategy : Sell Future Target1: 506 Target 2 : 514 Target1: 354 Target 2 : 348 Stop loss : 498.50 Stop loss : 360 Market Lot : 1000 ,CMP : 496.30 Market Lot : 1400 ,CMP : 363.50 STOCK ANALYSIS OPEN INTEREST ACTIVITY LONG BUILD UP SHORT BUILD UP SYMBOL OI (LOTS) % CHNG PRICE %CHNG SYMBOL OI (LOTS) % CHNG PRICE %CHNG HDIL 2099.00 265.7 85.20 2.00 DABUR 1658.00 183.4 279.75 [1.5] HINDZINC 810.00 209.2 231.50 0.80 TORNT- PHARM 299.00 151.3 1661.95 [0.6] PTC 1214.00 174.7 78.95 0.50 RECLTD 4203.00 133.7 123.25 [49.7] CESC 818.00 163 628.40 0.80 APOLLOHOSP 1021.00 110.1 1358.60 [0.3] OFSS 1141.00 159.9 3325.55 0.10 HEXAWARE 1964.00 97.6 195.95 [1.0]  OI addition : We saw long build-up in CESC, HDIL, MRF and Just Dial while short build-up was seen in Dabur, Cummins India, Coal India and PFC  OI Shedding : We saw short covering in Sintex, Union Bank, L&T Finance and Bhel whereas long closure was seen in OIL, Reliance Communications, Colgate Palmolive and NIIT Tech
  • 3. DAILY DERIVATIVE REPORT 05 OCT 2016 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 RELIANCE 29SEP2016 CE 1,100 12.25 10,509 58,497.30 OPTSTK AXISBANK 29SEP2016 CE 580 3.70 7,288 51,264.96 OPTSTK AXISBANK 29SEP2016 CE 600 1.25 6,803 49,162.83 OPTSTK AXISBANK 29SEP2016 CE 590 2.00 5,985 42,645.28 OPTSTK DLF 29SEP2016 CE 160 1.40 5,945 48,160.45 MOST ACTIVE CALLS MOST ACTIVE PUTS Instrument Type Symbol Expiry Date Option Type Strike Price LTP Traded Volume (Contracts) Traded Value (Lakhs) OPTSTK AXISBANK 29SEP2016 PE 560 12.15 4,473 30,468.64 OPTSTK AXISBANK 29SEP2016 PE 570 18.00 3,405 23,712.28 OPTSTK AXISBANK 29SEP2016 PE 550 7.90 3,379 22,510.63 OPTSTK RELIANCE 29SEP2016 PE 1,100 10.60 3,073 17,066.67 OPTSTK RELIANCE 29SEP2016 PE 1,080 4.35 3,022 16,387.40 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 30560 2120.35 25315 1734.69 479775 32490.21 INDEX OPTIONS 482713 34371.40 492401 35005.47 1380752 93829.32 STOCK FUTURES 138721 9521.88 144807 9871.27 939039 62910.17 STOCK OPTIONS 100642 7186.81 103179 7372.05 123415 8680.77
  • 4. DAILY DERIVATIVE REPORT 05 OCT 2016 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. 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