Your SlideShare is downloading. ×

SMC Global Derivative Report

64
views

Published on

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.

Published in: Economy & Finance

0 Comments
0 Likes
Statistics
Notes
  • Be the first to comment

  • Be the first to like this

No Downloads
Views
Total Views
64
On Slideshare
0
From Embeds
0
Number of Embeds
0
Actions
Shares
0
Downloads
0
Comments
0
Likes
0
Embeds 0
No embeds

Report content
Flagged as inappropriate Flag as inappropriate
Flag as inappropriate

Select your reason for flagging this presentation as inappropriate.

Cancel
No notes for slide

Transcript

  • 1. DERIVATIVE RESEARCH 1 ® August 18, 2014 Nifty level NIFTY LEVEL S1 S2 R1 R2 7792 7750 7680 7820 7850 Nifty snapshot 14-Aug 13-Aug Nifty Spot 7791.70 7739.55 Nifty Aug 7803.70 7746.35 Nifty Sep 7836.70 7779.55 Chg. OI (Aug) (%) 1.83% 9.92% Chg. OI (Sep) (%) 11.15% 10.19% 50 Day SMA 7631 7638 100 Day SMA 7259 7272 200 Day SMA 6735 6744 Stock is in ban period HDIL, IBREALEST, IRB, UNITECH Nifty v/s OI Date Nifty % Change Open Intrest % Change 06-Aug 7691 -1.0% 13730150 4.6% 07-Aug 7670 -0.3% 13092300 -4.6% 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% Fund flow (FII/DII) Net investment (in cr) FII INDEX FUTURE 604.91 FII INDEX OPTION -750.76 FII STOCK FUTURE 325.89 FII STOCK OPTION -134.36 FII CASH 625.18 DII CASH 135.75 Sentiment indicator 14-Aug 13-Aug 12-Aug 11-Aug 8-Aug Nifty premium / discount 12.00 6.80 21.20 15.45 23.10 Cost of carry% 0.78 0.75 0.77 0.75 0.73 PCR(OI) 1.25 1.15 1.11 0.93 0.93 PCR(VOL) 1.07 1.03 1.02 0.82 0.92 A/D ratio(Nifty 50) 0.22 1.08 0.28 1.94 11.50 A/D ratio(All FO stock) 6.00 2.29 0.15 0.75 0.31 Implied Volatality 12.54 15.58 17.03 14.03 16.42 VIX 13.22 13.76 13.47 14.00 14.00 HISTORY. VOL 16.44 16.65 17.15 16.51 16.63 *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 7720 on declines and 7820 on advances. Nifty outlook SGX Nifty 7785 (-12) Nifty option OI concentration Nifty option OI change Trading ideas Scrip Trade Enrty Sl Target Status ICICIBANK AUG 1500 CALL BUY 21-22 14 32 Intraday AMBUJACEM AUG 215 CALL BUY 3.5-3.6 1.7 7 Intraday Call Put 4.5 2.2 5.9 2.8 9.1 20.5 27.2 52.7 47.4 72.7 20.3 19.9 17.4 55.7 40.6 53.9 72.9 62.8 38.5 5.9 5.4 0.3 0 10 20 30 40 50 60 70 80 7000 7200 7300 7400 7500 7600 7700 7800 7900 8000 8100 In lakhs Call Put -0.03 -0.17 -6.73 -0.51 -0.93 2.64 5.31 0.95 -0.12 0.67 1.54 2.66 3.45 12.57 3.37 19.29 0.87 1.49 0.01 0.81 0.00 0.00 -10 -5 0 5 10 15 20 25 7550 7650 7700 7750 7800 7850 7900 7950 8000 8050 8100 In lakhs
  • 2. Nifty discount / premiumFII’S activity in Nifty future 2 ® Indices to out perform Closing % Change CNX AUTO 7271 0.55% CNX Finance 6357 0.52% CNX Pharma 9434 1.17% CNX Commodities 2932 1.67% CNX Realty 232 1.84% Indices to under perform Closing % Change CNX Smallcap 4862 1.39% CNX IT 10468 -0.12% CNX PSU Bank 3395 0.41% CNX Media 1867 -0.23% BANK Nifty 15090 1.20% Stocks to out perform Closing % Change ULTRACEMCO 2621 2.86% JSWSTEEL 1177.55 1.35% APOLLOHOSP 1069.8 3.53% HDFC 1116.3 4.99% M&M 1314.4 0.02% TATAMOTORS 476.35 5.99% Stocks to under perform Top 10 long build up LTP % change Openinterest % OI chng HDFC 1116.3 4.99% 6754750 18.58% APOLLOHOSP 1069.8 3.53% 282000 10.16% TITAN 351.35 2.24% 5848000 6.72% IOC 334.15 3.68% 3046000 6.43% CANBK 384.5 0.12% 9256000 6.21% IGL 357.05 0.45% 1174000 5.96% BHARATFORG 751.65 0.58% 2073000 5.66% ASIANPAINT 618.15 0.09% 2366000 5.32% KOTAKBANK 964.6 1.37% 4664000 5.06% VOLTAS 207.9 1.07% 5036000 4.96% Top 10 short build up LTP % change Openinterest % OI chng COLPAL 1482.55 -0.39% 344250 14.46% GMRINFRA 25.5 -0.97% 191090000 6.24% TATAPOWER 91.3 -0.11% 27508000 5.65% JISLJALEQS 95 -3.41% 28644000 5.51% IDEA 155.8 -2.69% 16362000 5.28% SUNTV 396.1 -0.14% 1150000 3.32% BHARTIARTL 368.9 -1.26% 8461000 2.30% HCLTECH 1521.45 -0.08% 2616000 1.73% DISHTV 57.55 -0.95% 38312000 1.63% AUROPHARMA 770.5 -0.28% 10904000 1.15% Closing % Change MRF 23485.85 0.12% HERO MOTOCO 2609.15 0.12% OFSS 3428.35 -0.76% JUSTDIAL 1764.75 -1.56% SBIN 2442.55 0.92% DRREDDY 2740.25 0.40% -1146 289 -201 -324 -419 -2720 162 1391 718 605 -3000.00 -2500.00 -2000.00 -1500.00 -1000.00 -500.00 0.00 500.00 1000.00 1500.00 2000.00 1-Aug 4-Aug 5-Aug 6-Aug 7-Aug 8-Aug 11-Aug 12-Aug 13-Aug 14-Aug 20.00 34.55 26.30 19.40 20.40 23.10 15.45 21.20 6.80 12.00 0.00 5.00 10.00 15.00 20.00 25.00 30.00 35.00 40.00 1-Aug 4-Aug 5-Aug 6-Aug 7-Aug 8-Aug 11-Aug 12-Aug 13-Aug 14-Aug In Cr.
  • 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 1331500 30.3% 1.4% Long Buildup Auto Ancillaries 264000 86.7% 0.6% Long Buildup PSU Banks 5860250 31.1% 0.9% Long Buildup Private Banks 1732750 124.5% 1.4% Long Buildup Capital goods 871500 17.1% 1.1% Long Buildup Cement 2108375 -24.0% 2.0% Long Buildup Fertilizers -163000 -3.3% -0.1% Long Unwinding FMCG 1151750 59.6% 0.8% Long Buildup IT 242625 16.8% 0.0% Short Buildup Real Estate 1958000 -31.0% 1.0% Long Buildup Sector overview Scrips/Indexs OI Volume Price Remark Change Change (%) Change Infrastructure -2000 -31.0% 0.8% Short Covering Media -1021000 -12.0% -0.2% Long Unwinding Metals 2399000 -23.4% 0.9% Long Buildup NBFC 2127500 -23.2% 2.1% Long Buildup Oil & Gas 3086000 -34.3% 2.6% Long Buildup Pharma 365125 -39.0% 1.1% Long Buildup Power 2985000 -2.9% 1.8% Long Buildup Textile 307000 0.0% 0.9% Long Buildup Telecom -363000 -45.9% 0.1% Short Covering 5.17 2.64 36.11 -5.40 2.8 -13.83 4.35 -11.82 2.05 17.54 0.02 10.41 -6.51 0.295 0.51 5.37 -15.06 3.07 16.61 -20 -10 0 10 20 30 40 Auto AutoAncillaries PSUBanks PrivateBanks Capitalgoods Cement Fertilizers FMCG IT RealEstate Infrastructure Media Metals NBFC Oil&Gas Pharma Power Textile Telecom %