SMC Global Derivative Report

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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. NIFTY SNAPSHOT CURRENT PREVIOUS Nifty Spot 6796.20 6695.05 Nifty Apr 6835.50 6736.70 Nifty May 6877.85 6779.75 Chg. OI (Apr) (%) 4.32 2.22 Chg. OI (May) (%) 12.67 9.97 Implied Volatility (%) 12.72 12.67 Nifty Support 6680 6620 Nifty Resistance 6900 6800 50 Day EMA 6347 6334 100 Day EMA 6283 6275 200 Day EMA 6068 6062 Put-Call Ratio 1.52 1.41 Historical Volatility (%) 13.85 12.43 Volatility Index 26.91 24.95 NIFTY STRATEGY NIFTY-TECHNICAL OUTLOOK 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 6680 on declines and 6900 on advances. WORLD APRKET COMMENTARY In last session all leading American indices like Dow Jones Industrial Average, NASDAQ index and the S&P 500 (SPX) ended in green. Dow was up by 1.11% and closed at 16437; S&P 500 was gained by 1.09% at 1872. European indices ended in green. FTSE was up by 0.68%, DAX gained by 0.16% & CAC 40 was up by 0.40%. Today major stock markets in Asia are trading mixed. Shanghai Composite is down by 0.05% at 2104 and Hang Seng is down by 0.01% at 22840. Japan’s Nikkei is up by 0.69% at 14398 and Singapore’s Straits Times down by 0.49% at 3194. Singapore Nifty future is currently down by 17 point at 6828. SECURITY IN BAN PERIOD HDIL and L&TFH are in ban period for trade date Apr 10, 2014 F&O segment. 10.04.2014 We recommend the following trading strategy: Buy 1 Lot Apr Month Nifty 6900 CE around 41. Sell 1 Lot Apr Month Nifty 7000 CE around 16. Strategy Stop Loss: 12 (6900 CE + 7000 CE). Lot size: 50 Max Profit: 3750 (75*50) Max Loss: 1250 (25*50)
  • 2. 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 1145.32 2163.14 1672.48 -169.75 247.85 1374.00 -124.61 -929.45 -758.02 1472.38 -1500.00 -1000.00 -500.00 0.00 500.00 1000.00 1500.00 2000.00 2500.00 26-Mar 27-Mar 28-Mar 31-Mar 01-Apr 02-Apr 03-Apr 04-Apr 07-Apr 09-Apr 11.15 41.25 32.75 35.45 35.2 37.65 32.35 49.85 41.65 39.30 0.00 5.00 10.00 15.00 20.00 25.00 30.00 35.00 40.00 45.00 50.00 55.00 26-Mar 27-Mar 28-Mar 31-Mar 01-Apr 02-Apr 03-Apr 04-Apr 07-Apr 09-Apr -1500000 -1000000 -500000 0 500000 1000000 1500000 6300 6400 6500 6600 6650 6700 6750 6800 6900 7200 Call Put Buy 52.04% Sell 47.96% 0 1000000 2000000 3000000 4000000 5000000 6000000 7000000 6000 6200 6300 6400 6500 6600 6700 6800 6900 7000 7100 Call Put  FII’s are net buyer in (F&O segment) last session by INR 1472.38 crores.  Nifty Apr futures closed at a premium of 39.30 points.  Maximum Call for Apr month stands at the levels of 7000.  Maximum Put for Apr month stands at the levels of 6700.  Nifty is up by 1.51% and open interest added by 4.32%.
  • 3. REC0MMENDATIONS: SYNDIBANK View: Bullish CMP: 103.15 On the daily chart, stock makes strong bull candle. Momentum oscillators are neutral to positive. We recommend to: Buy Apr 107.5 Call at 2.50-2.60 Target: 6.00 Stop Loss: 1.50 Lot size: 4000 COALINDIA View: Bullish CMP: 290.20 On the daily chart, stock tests support and bounce back. Momentum oscillators are neutral to positive. We recommend to: Buy Apr 290 Call at 7.50-7.80 Target: 16.00 Stop Loss: 4.80 Lot size: 1000 TECHM View: Bearish CMP: 1751.00 On the daily chart, stock shows weakness against the market. Momentum oscillators are neutral to negative. We recommend to: Buy Apr 1750 Put At 48.00-50.00 Target: 80.00 Stop Loss: 36.00 Lot size: 250
  • 4. 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 Aprket 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.