SMC Global Derivative Report
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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......

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 21, 2014 Nifty level NIFTY LEVEL S1 S2 R1 R2 7875 7820 7780 7940 7980 Nifty snapshot 20-Aug 19-Aug Nifty Spot 7875.30 7897.50 Nifty Aug 7890.70 7909.65 Nifty Sep 7922.10 7940.55 Chg. OI (Aug) (%) -1.04 1.29 Chg. OI (Sep) (%) 5.56 13.74 50 Day SMA 7657 7653 100 Day SMA 7313 7300 200 Day SMA 6769 6761 Stock is in ban period UNITECH Nifty v/s OI Date Nifty % Change Open Intrest % Change 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% 20-Aug 7891 -0.2% 15069500 -1.0% Fund flow (FII/DII) Net investment (in cr) FII INDEX FUTURE 277 FII INDEX OPTION -44 FII STOCK FUTURE 180 FII STOCK OPTION 21 FII CASH 251 DII CASH -481 Sentiment indicator 20-Aug 19-Aug 18-Aug 14-Aug 13-Aug Nifty premium / discount 15.40 12.15 3.45 12.00 6.80 COST OF CARRY% 0.89 0.88 0.86 0.78 0.75 PCR(OI) 1.34 1.42 1.42 1.25 1.15 PCR(VOL) 1.14 1.09 1.16 1.07 1.03 A/D RATIO(Nifty 50) 0.72 5.25 0.20 0.28 1.38 A/D RATIO(All FO Stock) 0.74 3.22 7.38 4.40 0.29 Implied Volatality 12.72 12.54 12.47 12.54 15.58 VIX 13.66 13.91 13.50 13.22 13.22 HISTORY. VOL 15.8 16.24 16.69 16.44 16.65 *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 7,889 (+6) Nifty option OI concentration Nifty option OI change Trading ideas Scrip Trade Enrty Sl Target Status HCL Tech Aug 1600 Call Buy 14-15 8 26 Intraday Biocon Aug 480 Call Buy 12-13 7 23 Intraday In lakhs In lakhs Call Put 18.51 51.33 33.37 47.13 65.77 77.25 66.09 9.74 38.28 8.21 0.73 0.00 10.00 20.00 30.00 40.00 50.00 60.00 70.00 80.00 90.00 100.00 7000 7300 7400 7500 7600 7700 7800 7850 7900 8000 8100 Call Put -0.39 0.69 0.75 3.55 3.20 4.75 0.59 1.44 0.04 0.22 0.00 2.94 0.40 1.78 -0.17 0.00 -0.01 0.00 -0.03 0.00 0.00 0.01 -1.00 0.00 1.00 2.00 3.00 4.00 5.00 6.00 7750 7850 7900 8000 8050 8100 8150 8200 8350 8400 9300
  • 2. Nifty discount / premiumFII’S activity in Nifty future 2 ® Indices to out perform Closing % Change CNX Pharma 9910 3.05% BANK Nifty 15482 -0.28% CNX Smallcap 5078 0.17% CNX AUTO 7524 -0.60% CNX Energy 9678 -0.89% Indices to under perform Closing % Change CNX FMCG 18767 -0.73% CNX IT 10399 0.33% CNX Metal 3276 -0.30% CNX Finance 6413 -0.44% CNX PSU Bank 3454 -1.12% Stocks to out perform Closing % Change JUBLFOOD 1270.5 1.77% GRASIM 3446.4 1.54% MCDOWELL-N 2456.2 0.52% DRREDDY 2891.6 2.28% JSWSTEEL 1286.9 -0.06% Top 10 long build up LTP % change Openinterest % OI chng GLENMARK 725.9 0.70% 482000 48.54% ARVIND 252.3 7.14% 7488000 24.06% IGL 369.8 2.25% 1423000 20.29% SUNTV 374.4 2.07% 2343000 13.30% KOTAKBANK 998.4 1.94% 5307500 8.25% HEXAWARE 157.5 2.64% 5832000 7.64% VOLTAS 239.5 2.59% 6784000 4.76% YESBANK 582.2 0.66% 8986000 4.59% SIEMENS 861.3 0.26% 1113500 4.41% BAJAJ-AUTO 2209.5 0.21% 1029875 4.40% Top 10 short build up LTP % change Openinterest % OI chng COLPAL 1480.5 -0.71% 726500 11.04% HINDPETRO 449.8 -0.61% 7249000 9.48% TCS 2446.6 -0.06% 3134000 6.43% ACC 1531.7 -0.01% 1135250 6.37% ONGC 425.6 -2.14% 19461000 4.70% ITC 346.0 -1.06% 20486000 3.34% UBL 738.0 -0.16% 663250 3.19% RELCAPITAL 558.7 -1.16% 12843000 2.94% CROMPGREAV 205.6 -1.32% 13672000 2.78% ULTRACEMCO 2690.9 -0.92% 862625 2.75% Stocks to under perform Closing % Change INFY 3561.1 0.18% HDFC 1076.2 -1.22% HEROMOTOCO 2539.7 -0.21% BHARATFORG 759.5 -0.68% HINDUNILVR 714.8 -0.88% In Cr. 19.40 20.40 23.10 15.45 21.20 6.80 12.00 3.45 12.15 15.40 0.00 5.00 10.00 15.00 20.00 25.00 06-Aug 07-Aug 08-Aug 11-Aug 12-Aug 13-Aug 14-Aug 18-Aug 19-Aug 20-Aug -324 -419 -2720 162 1391 718 605 218 451 277 -3000 -2500 -2000 -1500 -1000 -500 0 500 1000 1500 2000 06-Aug 07-Aug 08-Aug 11-Aug 12-Aug 13-Aug 14-Aug 18-Aug 19-Aug 20-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 -2497750 -44.2% -0.7% Long Unwinding Auto Ancillaries -30000 -22.5% -0.7% Long Unwinding PSU Banks -391750 -15.6% -1.4% Long Unwinding Private Banks 438750 -33.2% -0.1% Long Unwinding Capital goods 177250 -48.5% -0.7% Long Unwinding Cement -1618375 -48.1% -0.1% Long Unwinding Fertilizers -177000 -51.9% -0.4% Long Unwinding FMCG -905750 -57.9% -0.2% Short Buildup IT 331000 -42.8% 0.5% Long Buildup Real Estate -7788000 -45.2% -0.1% Short Buildup Sector overview Scrips/Indexs OI Volume Price Remark Change Change (%) Change Infrastructure -1058000 -45.2% -1.9% Long Unwinding Media -1047000 -20.9% 1.3% Short Covering Metals 188750 -16.4% -0.1% Long Unwinding NBFC -6698500 -14.2% -0.5% Long Unwinding Oil & Gas 1408000 -36.1% -0.6% Long Unwinding Pharma 599875 -26.4% 2.8% Long Buildup Power -6620500 -20.9% 1.2% Long Buildup Textile 1387000 -2.6% 3.9% Long Buildup Telecom 404000 45.7% -1.4% Long Unwinding In Lakhs -24.98 -0.30 -3.92 4.39 1.77 -16.18 -1.77 -9.06 3.31 -77.88 -10.58 -10.47 1.89 -66.99 14.08 6.00 -66.21 13.87 4.04 -100.00 -80.00 -60.00 -40.00 -20.00 0.00 20.00 Auto AutoAncillaries PSUBanks PrivateBanks Capitalgoods Cement Fertilizers FMCG IT RealEstate Infrastructure Media Metals NBFC Oil&Gas Pharma Power Textile Telecom