Your SlideShare is downloading. ×

SMC Global Derivative Report

64

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
1
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 Nifty outlook SGX Nifty 7,938 (+28) Today the markets are likely open on flat to positive note. All emerging markets are trading in green. The coming session is likely to witness a range of 7860 on declines and 7980 on advances. 26-Aug 25-Aug 22-Aug 21-Aug 20-Aug Nifty premium / discount 1.75 9.15 14.35 12.05 15.40 COST OF CARRY% 0.97 0.96 0.92 0.88 0.87 PCR(OI) 1.25 1.26 1.26 1.30 1.34 PCR(VOL) 0.99 1.08 1.10 1.04 1.14 A/D RATIO(Nifty 50) 0.85 0.67 1.27 0.79 0.72 A/D RATIO(All FO Stock) 0.68 0.32 1.18 0.88 0.74 Implied Volatality 12.30 12.73 12.27 12.79 12.77 VIX 13.90 13.79 13.62 13.73 13.73 HISTORY. VOL 14.05 14.49 14.94 15.35 15.8 1 ® August 27, 2014 Nifty level NIFTY LEVEL S1 S2 R1 R2 7905 7860 7820 7980 8000 Nifty snapshot 26-Aug 25-Aug Nifty Spot 7904.75 7906.30 Nifty Aug 7906.50 7915.45 Nifty Sep 7943.55 7952.35 Chg. OI (Aug) (%) -18.09 -10.67 Chg. OI (Sep) (%) 56.93 38.90 50 Day SMA 7680 7673 100 Day SMA 7364 7352 200 Day SMA 6801 6793 Stock is in ban period IBREALEST, IRB, JPASSOCIAT Sentiment indicator Nifty v/s OI Date Nifty % Change Open Intrest % Change 18-Aug 7878 0.9% 15034500 4.5% 19-Aug 7910 0.4% 15228350 1.3% 20-Aug 7891 -0.2% 15069500 -1.0% 21-Aug 7903 0.2% 14683750 -2.6% 22-Aug 7928 0.3% 14366300 -2.2% 25-Aug 7915 -0.2% 12832750 -10.7% 26-Aug 7907 -0.1% 10511100 -18.1% Fund flow (FII/DII) Net investment (in cr) FII INDEX FUTURE 269 FII INDEX OPTION -279 FII STOCK FUTURE 47 FII STOCK OPTION -146 FII CASH 365 DII CASH -259 *All Future Stock Nifty option OI concentration In lakhs 1.70 4.35 11.53 5.59 44.24 11.47 28.92 36.40 50.51 55.59 120.00 100.00 80.00 60.00 40.00 20.00 0.00 7300 7400 7500 7600 7700 7800 7850 7900 7950 8000 8100 Nifty option OI change In lakhs 6.27 25.63 60.09 25.62 97.52 32.34 64.20 24.58 47.89 9.68 8.07 0.80 Call Put -0.13 -0.72 -1.71 -3.33 0.52 -4.54 10.66 5.22 -1.63 0.01 -8.66 -0.28 -6.33 -1.11 -2.46 -2.11 -6.78 1.95 4.21 -6.97 -5.95 -2.57 15.00 10.00 5.00 0.00 -5.00 -10.00 7200 7500 7600 7700 7800 7850 7900 7950 8000 8050 8100 Call Put Trading ideas Scrip Trade Entry Sl Target Status Petronet Aug 185 Call Buy 3.0-3.1 1.5 6 Intraday Hindunilvr Aug 730 Call Buy 5.0-5.2 2.5 10 Intraday
  • 2. Nifty FII’S activity in Nifty future discount / premium 2 ® 25.00 20.00 15.00 10.00 5.00 Indices to out perform Closing % Change CNX FMCG 19111 1.14% CNX IT 10671 0.24% CNX Pharma 10115 1.15% BANK Nifty 15624 -0.29% CNX PSU Bank 3542 -0.67% Indices to under perform Closing % Change CNX Energy 9531 -0.88% CNX Metal 3108 0.60% CNX Smallcap 4990 -0.57% CNX Commodities 2915 -0.46% CNX Infra 3111 -1.01% Stocks to out perform Closing % Change TECHM 2354.7 1.77% SBIN 2498.9 -0.34% TCS 2533.0 0.41% BAJAJ-AUTO 2261.2 0.25% DIVISLAB 1576.8 0.04% 800 700 600 500 400 300 200 100 0 -100 -200 Top 10 long build up LTP % change Open interest % OI chng PETRONET 184.2 4.51% 2702000 0.22% Top 10 short build up LTP % change Open interest % OI chng Stocks to under perform Closing % Change ULTRACEMCO 2610.1 -0.81% JUSTDIAL 1706.3 0.18% ABIRLANUVO 1453.6 -2.04% GRASIM 3378.8 -1.58% JINDALSTEL 237.75 -6.12% In Cr. 162 718 605 218 451 277 -158 449 192 269 -300 12-Aug 13-Aug 14-Aug 18-Aug 19-Aug 20-Aug 21-Aug 22-Aug 25-Aug 26-Aug 21.20 6.80 12.00 3.45 12.15 15.40 12.05 14.35 9.15 1.75 0.00 12-Aug 13-Aug 14-Aug 18-Aug 19-Aug 20-Aug 21-Aug 22-Aug 25-Aug 26-Aug
  • 3. Sector overview Scrips/Indexs OI Volume Price Remark Change Change (%) Change Auto -9526875 38.8% 0.0% Long Unwinding Auto Ancillaries -357000 26.7% 2.0% Long Buildup PSU Banks -44907500 -24.6% -2.9% Long Unwinding Private Banks -32716500 88.0% -1.2% Long Unwinding Capital goods -2005500 42.6% -1.5% Long Unwinding Cement -33574875 -20.2% -0.2% Long Unwinding Fertilizers -1619000 16.3% -1.8% Long Unwinding FMCG -14789500 132.9% 0.0% Short Buildup IT -3806125 26.2% 0.4% Short Covering Real Estate -86474000 26.7% -3.0% Long Unwinding Change in sector open interest Sector overview Scrips/Indexs OI Volume Price Remark Change Change (%) Change Infrastructure -102814000 26.7% -1.4% Long Unwinding Media -5077000 14.5% -1.6% Long Unwinding Metals -39928500 1.6% -5.4% Long Unwinding NBFC -48082250 4.0% -2.4% Long Unwinding Oil & Gas -17276750 93.0% -0.9% Long Unwinding Pharma -8803750 -32.1% 0.4% Long Buildup Power -73848500 -11.3% -2.0% Long Unwinding Textile -1389000 51.3% 3.9% Long Buildup Telecom -8736000 -32.4% -0.6% Long Unwinding In Lakhs -134.37 -1.48 -199.18 -257.84 -33.69 -289.28 -15.75 -105.44 -21.96 -136.96 -199.18 -33.85 -369.61 -239.98 -99.93 0.00 -100.00 -200.00 -300.00 -400.00 -500.00 -600.00 -700.00 Auto Auto Ancillaries PSU Banks Private Banks Capital goods Cement Fertilizers FMCG IT Real Estate Infrastructure Media Metals NBFC Oil & Gas Analyst: Dhirender Singh Bisht Boardline : 011-30111000 Extn.649 dhirenderbisht@smcindiaonline.com SMC Research also available on Reuters -96.06 -650.17 -25.12 -105.02 Pharma Power Textile Telecom E-mail: researchfeedback@smcindiaonline.com 3 ® 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 ® 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.

×