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Derivatives Research is a daily futures and options market report, which provides derivative market information along with the technical recommendation, outlook for the market and short term trading …

Derivatives Research is a daily futures and options market report, which provides derivative market information along with the technical recommendation, outlook for the market and short term trading strategies in indices and individual stocks. This report aims to target the F/O traders, who aim to earn from the short term market fluctuations.

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  • 1. DERIVATIVE RESEARCH 1 ® August 20, 2014 Nifty level NIFTY LEVEL S1 S2 R1 R2 7897 7820 7780 7940 7980 Nifty snapshot 19-Aug 18-Aug Nifty Spot 7897.50 7874.25 Nifty Aug 7909.65 7877.70 Nifty Sep 7940.55 7909.15 Chg. OI (Aug) (%) 1.29 4.45 Chg. OI (Sep) (%) 13.74 22.05 50 Day SMA 7653 7646 100 Day SMA 7300 7286 200 Day SMA 6761 6753 Stock is in ban period UNITECH Nifty v/s OI Date Nifty % Change Open Intrest % Change 08-Aug 7592 -1.0% 12203000 -6.8% 11-Aug 7641 0.7% 12515100 2.6% 12-Aug 7748 1.4% 12858300 2.7% 13-Aug 7746 0.0% 14134150 9.9% 14-Aug 7804 0.7% 14393400 1.8% 18-Aug 7878 0.9% 15034500 4.5% 19-Aug 7910 0.4% 15228350 1.3% Fund flow (FII/DII) Net investment (in cr) FII INDEX FUTURE 451 FII INDEX OPTION 2853 FII STOCK FUTURE 834 FII STOCK OPTION -16 FII CASH 559 DII CASH -263 Sentiment indicator 19-Aug 18-Aug 14-Aug 13-Aug 12-Aug Nifty premium / discount 12.15 3.45 12.00 6.80 21.20 COST OF CARRY% 0.88 0.86 0.82 0.75 0.77 PCR(OI) 1.42 1.42 1.25 1.15 1.11 PCR(VOL) 1.09 1.16 1.07 1.03 1.02 A/D RATIO(Nifty 50) 15.67 1.27 0.22 1.08 0.28 A/D RATIO(All FO Stock) 4.40 0.29 6.00 2.29 0.15 Implied Volatality 12.54 12.47 12.54 15.58 17.03 VIX 13.91 13.50 13.22 13.76 13.76 HISTORY. VOL 16.24 16.69 16.44 16.65 17.15 *All Future Stock Today the markets are likely open on flat note. All emerging markets are trading mixed. The coming session is likely to witness a range of 7820 on declines and 7940 on advances. Nifty outlook SGX Nifty 7901 (-12) Nifty option OI concentration Nifty option OI change Trading ideas Scrip Trade Enrty Sl Target Status DLF 200 Aug Call buy 6.5-6.8 3 12 Intraday CROMPGREAV 210 Aug Call buy 4.5-4.8 2.4 8 Intraday In lakhs In lakhs Call Put 4.61 5.61 2.59 8.28 15.80 19.94 42.14 6.77 52.32 84.26 29.96 18.91 52.24 35.96 47.36 71.66 78.92 69.13 9.34 36.50 8.38 0.74 0.00 10.00 20.00 30.00 40.00 50.00 60.00 70.00 80.00 90.00 7000 7300 7400 7500 7600 7700 7800 7850 7900 8000 8100 Call Put -3.05 -1.05 -1.87 -0.58 0.91 -0.83 11.43 2.93 9.10 0.68 2.23 6.60 2.09 10.06 2.18 20.25 2.13 1.56 0.01 0.29 0.00 0.02 -5.00 0.00 5.00 10.00 15.00 20.00 25.00 7700 7750 7800 7850 7900 7950 8000 8050 8100 8150 8200
  • 2. Nifty discount / premiumFII’S activity in Nifty future 2 ® Indices to out perform Closing % Change CNX AUTO 7570 2.46% CNX Energy 9765 0.47% CNX Pharma 9616 0.54% BANK Nifty 15525 0.55% CNX MNC 8145 0.61% Indices to under perform Closing % Change CNX IT 10365 -0.51% CNX Service 9575 -0.06% CNX PSU Bank 3493 0.65% CNX Media 1917 0.70% CNX Finance 6442 -0.18% Stocks to out perform Closing % Change JUBLFOOD 1248.35 2.79% JSWSTEEL 1287.7 0.93% MCDOWELL-N 2443.55 3.13% APOLLOHOSP 1176.3 4.98% BPCL 673.5 3.60% Top 10 long build up LTP % change Openinterest % OI chng APOLLOHOSP 1176.3 4.98% 368750 21.70% BPCL 673.5 3.60% 3539000 16.88% ACC 1531.8 1.11% 1067250 16.83% COLPAL 1491.05 2.41% 654250 13.83% HDIL 99.5 4.74% 27072000 11.57% SRTRANSFIN 931.5 4.64% 1039000 10.18% HINDPETRO 452.5 2.50% 6621000 9.29% PFC 272.15 0.50% 8422000 8.17% DABUR 225.75 0.85% 2774000 8.11% IOC 359.6 1.65% 3912000 7.83% Top 10 short build up LTP % change Openinterest % OI chng SUNTV 366.75 -1.32% 2068000 23.83% RECLTD 284.9 -1.23% 7305000 12.94% TCS 2447.95 -1.51% 2944625 9.07% IGL 361.6 -1.86% 1183000 6.10% CESC 701.45 -1.07% 1120500 4.14% HDFCBANK 827.7 -0.74% 37433500 3.42% ASIANPAINT 617.85 -0.63% 2557500 2.48% ITC 349.7 -0.57% 19824000 1.56% RELIANCE 1012.7 -0.34% 22821750 1.52% TATASTEEL 546.05 -0.24% 17004000 1.40% Stocks to under perform Closing % Change HEROMOTOCO 2545.1 1.66% INFY 3554.7 -0.10% TCS 2447.95 -1.51% HDFC 1089.4 -2.44% SBIN 2442.2 0.73% In Cr. -1146 290 -201 -324 -419 -2720 162 1391 718 451 -3000 -2500 -2000 -1500 -1000 -500 0 500 1000 1500 2000 05-Aug 06-Aug 07-Aug 08-Aug 11-Aug 12-Aug 13-Aug 14-Aug 18-Aug 19-Aug 26.30 19.40 20.40 23.10 15.45 21.20 6.80 12.00 3.45 12.15 0.00 5.00 10.00 15.00 20.00 25.00 30.00 05-Aug 06-Aug 07-Aug 08-Aug 11-Aug 12-Aug 13-Aug 14-Aug 18-Aug 19-Aug
  • 3. 3 ® Disclaimer : This report is for the personal information of the authorized recipient and doesn’t construe to be any investment, legal or taxation advice to you. It is only for private circulation and use .The report is based upon information that we consider reliable, but we do not represent that it is accurate or complete, and it should not be relied upon as such. No action is solicited on the basis of the contents of the report. The report should not be reproduced or redistributed to any other person(s) in any form without prior written permission of the SMC. The contents of this material are general and are neither comprehensive nor inclusive. Neither SMC nor any of its affiliates, associates, representatives, directors or employees shall be responsible for any loss or damage that may arise to any person due to any action taken on the basis of this report. It does not constitute personal recommendations or take into account the particular investment objectives, financial situations or needs of an individual client or a corporate/s or any entity/s.All investments involve risk and past performance doesn’t guarantee future results. The value of, and income from investments may vary because of the changes in the macro and micro factors given at a certain period of time. The person should use his/her own judgment while taking investment decisions. Please note that we and our affiliates, officers, directors, and employees, including persons involved in the preparation or issuance if this material;(a) from time to time, may have long or short positions in, and buy or sell the securities thereof, of company (ies) mentioned here in or (b) be engaged in any other transaction involving such securities and earn brokerage or other compensation or act as a market maker in the financial instruments of the company (ies) discussed herein or may perform or seek to perform investment banking services for such company(ies) or act as advisor or lender/borrower to such company(ies) or (c) may have any other potential conflict of interest with respect to any recommendation and related information and opinions.All disputes shall be subject to the exclusive jurisdiction of Delhi High court. Corporate Office: 11/6B, Shanti Chamber, Pusa Road, New Delhi - 110005 Tel: +91-11-30111000 www.smcindiaonline.com Mumbai Office: Dheeraj Sagar, 1st Floor, Opp. Goregaon sports club, link road Malad (West), Mumbai - 400064 Tel: 91-22-67341600, Fax: 91-22-28805606 Kolkata Office: 18, Rabindra Sarani, "Poddar Court", Gate No. 4, 4th Floor, Kolkata - 700001 Tel: 91-33-39847000, Fax: 91-33-39847004 E-mail: researchfeedback@smcindiaonline.com ® Analyst: Dhirender Singh Bisht Boardline : 011-30111000 Extn.649 dhirenderbisht@smcindiaonline.com SMC Research also available on Reuters Change in sector open interest Sector overview Scrips/Indexs OI Volume Price Remark Change Change (%) Change Auto 3741875 23.6% 3.3% Long Buildup Auto Ancillaries 5000 14.4% -0.4% Long Unwinding PSU Banks -598250 103.3% 0.3% Long Buildup Private Banks 569750 -31.9% 1.1% Short Covering Capital goods -369500 25.7% 1.1% Long Buildup Cement -2942000 316.1% 1.4% Long Buildup Fertilizers -522000 103.9% 0.0% Short Covering FMCG 410500 -3.1% 1.1% Short Covering IT 19500 2.0% 0.0% Long Unwinding Real Estate -4264000 2.7% 3.5% Long Buildup Sector overview Scrips/Indexs OI Volume Price Remark Change Change (%) Change Infrastructure 1376000 2.7% 1.9% Long Buildup Media -842000 -0.3% 0.2% Long Buildup Metals 1321750 1.7% 0.8% Long Buildup NBFC -4322250 6.4% 0.5% Long Buildup Oil & Gas 175750 -1.9% 0.7% Long Buildup Pharma -526000 7.3% 0.3% Long Buildup Power -3464000 7.1% 1.0% Long Buildup Textile 58000 12.5% 0.3% Short Covering Telecom -1837000 -4.8% 0.4% Long Buildup In Lakhs 37.42 0.05 -5.98 5.70 -3.70 -29.42 -5.22 4.11 0.20 -42.64 13.76 -8.42 13.22 -43.22 1.76 -5.26 -34.64 0.58 -18.37 -50.00 -40.00 -30.00 -20.00 -10.00 0.00 10.00 20.00 30.00 40.00 50.00 Auto AutoAncillaries PSUBanks PrivateBanks Capitalgoods Cement Fertilizers FMCG IT RealEstate Infrastructure Media Metals NBFC Oil&Gas Pharma Power Textile Telecom