SMC Global Derivative Report  09 10-2013
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SMC Global Derivative Report 09 10-2013

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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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SMC Global Derivative Report  09 10-2013 SMC Global Derivative Report 09 10-2013 Document Transcript

  • NIFTY SNAPSHOT CURRENT PREVIOUS Nifty Spot 5928.40 5906.15 Nifty Oct 5959.45 5943.20 Nifty Nov 6001.4 5985.95 Chg. OI (Oct) (%) -3.50 -8.05 Chg. OI (Nov) (%) 7.72 5.89 Implied Volatility (%) 25.07 25.02 Nifty Support 5850 5850 Nifty Resistance 6030 6030 50 Day EMA 5695 5695 100 Day EMA 5804 5804 200 Day EMA 5840 5841 Put-Call Ratio 1.25 1.28 Historical Volatility (%) 29.50 30.40 Volatility Index 26.55 26.83 NIFTY STRATEGY NIFTY-TECHNICAL OUTLOOK Today the markets are likely open on flat to negative note. All emerging markets are trading mixed. The coming session is likely to witness a range of 5850 on declines and 6030 on advances. WORLD MARKET COMMENTARY In last session all leading American indices like Dow Jones Industrial Average, NASDAQ index and the S&P 500 (SPX) ended in red. Dow was down by 1.07% and closed at 14777; S&P 500 was shed by 1.23% at 1655. European indices ended in red. FTSE was down by 1.11%, DAX shed by 0.42% & CAC 40 was down by 0.77%. Today major stock markets in Asia are trading mixed. Shanghai Composite is down by 0.11% at 2196 and Hang Seng is down by 0.77% at 23000. Japan’s Nikkei is up by 0.44% at 13956 and Singapore’s Straits Times up by 0.41% at 3160 . Singapore Nifty future is currently down by 39.5 point at 5909. SECURITY IN BAN PERIOD No Security is in ban period for trade date Oct 09, 2013 F&O segment. 09.10.2013 We recommend the following trading strategy: Buy 1 Lot Oct Month Nifty 6100 CE around 80. Sell 1 Lot Oct Month Nifty 6200 CE around 48. Strategy Stop Loss: 210 (6100CE-6200CE) Lot size: 50 Max Profit: 3400 (68*50) Max Loss: 1600 (32*50)
  • FII’S ACTIVITY IN F&O IN LAST TEN SESSIONS (DERIVATIVE SEGMENT) BASIS GAP IN NIFTY NIFTY CHANGE IN OPEN INTREST FII’S ACTIVITY IN F&O IN LAST SESSION (DERIVATIVE SEGMENT) NIFTY TOTAL OPEN INTEREST -583.74 -250.46 838.66 226.74 155.96 -523.58 569.64 873.98 -931.09 -326.21 -1500.00 -1000.00 -500.00 0.00 500.00 1000.00 24-Sep 25-Sep 26-Sep 27-Sep 30-Sep 01-Oct 03-Oct 04-Oct 07-Oct 08-Oct 21.9 15.15 65.05 54.95 56.15 48.4 57.1 43.6 37.05 31.05 0 5 10 15 20 25 30 35 40 45 50 55 60 65 70 24-Sep 25-Sep 26-Sep 27-Sep 30-Sep 01-Oct 03-Oct 04-Oct 07-Oct 08-Oct -300000 -200000 -100000 0 100000 200000 300000 400000 5300 5600 5700 5800 5900 6000 6100 6200 6300 6400 Call Put Buy 49.49%Sell 50.51% 0 1000000 2000000 3000000 4000000 5000000 6000000 5200 5400 5500 5600 5700 5800 5900 6000 6100 6200 6300 Call Put  FII’s are net seller in (F&O segment) last session by INR 326.21 crores.  Nifty Oct futures closed at a premium of 31.05 points.  Maximum Call for Oct month stands at the levels of 6100.  Maximum Put for Oct month stands at the levels of 5700.  Nifty is up by 0.38% and open interest shed by 3.50%.
  • REC0MMENDATIONS: ITC View: Bullish CMP: 348.75 On the daily chart, stock tests 20 days moving average support. Momentum oscillators are neutral to positive. We recommend to: Buy Oct 360 Call Above 7.00 Target: 9.00 Stop Loss: 5.00 Lot size: 1000 M&M View: Bearish CMP: 866.85 On the daily chart, stock shows weakness against the market. Momentum oscillators are neutral to negative. We recommend to: Buy Oct 840 Put Above 20.00 Target: 26.00 Stop Loss: 17.00 Lot size: 250 SRTRANSFIN View: Bearish CMP: 555.60 On the daily chart, stock tests resistance and fell down. Momentum oscillators are neutral to negative. We recommend to: Sell Oct Fut Below 553.00 Target: 545.00 Stop Loss: 557.00 Lot size: 500 View slide
  • For Any Query or Suggestions email at researchfeedback@smcindiaonline.com Analyst Dhirender Singh Bisht Boardline : 011-30111000 Extn.649 dhirenderbisht@smcindiaonline.com 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. View slide