Derivative Stock report of 12th december 2013

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Derivative Stock report of 12th december 2013

  1. 1. DERIVATIVE REPORT 12th December 2013 SWASTIKA INTELLIGENCE GROUP NIFTY VS OPEN INTEREST Market Internals  FII were net buyer by 963cr in cash market where we seen buying in ICICIBANK, Axisbank, HDFC counter in last half an hour.  DII were net seller in cash market by amount of 841cr.  Some long builds up in index future by FII where they bought 86cr.  Some bit of writing and no fresh long in higher level call option created some resistance around 6400 mark  US 10-yr treasury yield rises to 2.85 mark whereas dollar index slipped below 80 mark which is trading at 79.88 mark.  IndiaVIX has fallen sharply with fall in premium of put options which shows downside is limited for the market. Derivative Activity: Nifty closed at 6308 mark while nifty December future closed at 6343 mark with premium of 35 points. Nifty (Jan) Contract closed at 6396 level with premium of 88 points. The cost of carry for December month contract placed at 13.5% vs. 13%, whereas total OI is positioned at 26193750, where nifty December future adds 0.3 % in open interest. At the money option implied volatility placed at 15.81% vs. 16.15% mark. OPEN INTEREST GAINERS Scrips Price % Price Change Open Interest (Change) % OI Change 19105.1 273.65 2.88% 0.13% 9750 171000 24% 18% SIEMENS 655.4 0.67% 175500 18% COALINDIA 289.4 1.24% 587000 8% ASHOKLEY 17.1 1.48% 1044000 6% MRF GODREJIND Scrips VOLTAS Price OPEN INTEREST LOOSERS % Price Change Open Interest (Change) % OI Change 118 -5.26% -1276000 -18% NTPC 139.8 1.93% -3298000 -13% BHARATFORG 313.6 -2.59% -97000 -6% NMDC HINDZINC 140.05 134.1 -1.75% -1.76% -670000 -312000 -6% -6% Swastika Intelligence Group, 1st Floor , Bandukwala Building, British Hotel Lane, Fort Mumbai
  2. 2. DERIVATIVE REPORT 12th December 2013 SWASTIKA INTELLIGENCE GROUP OPTION DATA ANALYSIS: OI CONCENTRATION CHART CHANGE IN OI ON CALL OPTION FRONT:  On call option front highest open interest has been shifted to 6500 mark while 6400 will act as an immediate hurdle.  Long liquidation is seen at higher levels while some shorts are built up at 6300 and 6500 marks. ON PUT OPTION FRONT:  On put option front highest open interest shifted to 6000 mark while 6200 will be strong support for nifty at any correction.  Aggressive short builds up at 6200-6300 mark while liquidation is seen at 6100 mark.  IndiaVix down by 2.45% which closed at 17.54 level.  PCR OI stands at 1.01 mark while PCR volume stands at 0.96 mark.  VIX/PCR ratio stands at 17.27 level which shows comfort among the bulls. Swastika Intelligence Group, 1st Floor , Bandukwala Building, British Hotel Lane, Fort Mumbai
  3. 3. DERIVATIVE REPORT 12th December 2013 SWASTIKA INTELLIGENCE GROUP TOATL VOLUME SUMMARY FII STATISTICS Dec 11’13 (IN RS. Cr.) Open Interest Product Net Product No of Contracts Traded Value (Crs) INDEX FUTURES 324892 10066.8 523725 15394.7 574225 18140.75 1.92 -167.98 1679426 52817.06 -0.73 STOCK FUTURES -491.92 1148621 32143.08 -0.32 INDEX OPTIONS 2755861 87253 3.25 46879 1279.42 1.61 STOCK OPTIONS 243376 7140.84 -570.05 TOTAL Values 86.60 INDEX FUTURES INDEX OPTIONS STOCK FUTURES STOCK OPTIONS Contracts Change (In %) 3449151.00 104380.32 2.49 F&O TOTAL 3847854 119855 DERIVATIVE FOLIO MOST ACTIVE NIFTY CALL OPTION Symbol NIFTY NIFTY NIFTY NIFTY NIFTY Strike Price 6400 6500 6300 6600 6700 Traded Qty. 19833150 11814550 9942150 6983550 6065600 Open Interest 4710700 5342950 4278300 3752500 2500800 MOST ACTIVE STOCK CALL OPTION Symbol SBIN SBIN RELIANCE SBIN SBIN Strike Price 1900 1850 900 1800 2000 Traded Qty. 1048875 748875 714250 335750 321125 Open Interest 405125 349375 734000 135250 389125 MOST ACTIVE NIFTY PUT OPTION Symbol NIFTY NIFTY NIFTY NIFTY NIFTY Strike Price 6300 6200 6100 6000 6400 Traded Qty. 15518900 12490250 7977450 5499000 5133500 Open Interest 3799900 4482700 4053800 4887100 1681250 MOST ACTIVE STOCK PUT OPTION Symbol SBIN SBIN SBIN SBIN TATASTEEL Strike Price 1800 1700 1750 1850 420 Traded Qty. 723375 558000 327125 256375 1645000 Open Interest 251875 140625 155500 121750 804000 Swastika Intelligence Group, 1st Floor , Bandukwala Building, British Hotel Lane, Fort Mumbai
  4. 4. DERIVATIVE REPORT 12th December 2013 SWASTIKA INTELLIGENCE GROUP Report Prepared by Santosh Meena RESEARCH TEAM Santosh Sahu Amit Khare Vishnu shreekar Sonakshi Bahety Saloni Gupta Designation Derivative & Technical Analyst E-mail ID santosh.meena@swastika.co.in SWASTIKA INTELLIGENCE GROUP Sr. Technical Analyst Commodity Analyst Commodity Analyst Research Associate Research Associate research@swastika.co.in Santosh.sahu@swastika.co.in amit.khare@swastika.co.in vishnu.shreekar@swastika.co.in Sonakshi.bahety@swastika.co.in Salony.gupta@swastika.co.in Disclaimer- The document is solely for the personal information of the intended recipient and must not be exceptionally used as the basis for any investment decision. Nothing in this document should be construed as investment, Legal, taxation or financial advice. Swastika Investmart Ltd. is not soliciting any action based upon it. Each recipient of this document should make necessary investigations as they consider important to arrive at an independent evaluation of an investment in the securities of the companies referred to in this document (including the merits and risks involved). This report has been made based on information that we consider reliable and are publicly available but we do not state that it is accurate or complete and it should not be solely relied upon such, as this document is for. Swastika Investmart Limited, its affiliates, directors, it s proprietary trading and investment businesses may, from time to time, make investment decisions that are inconsistent with or contradictory to the recommendations expressed herein. The views contained in this document are those of the analyst, and the company may or may not subscribe to all the views expresse d within this document. Swastika Investmart Limited or any of its affiliates/ group companies, or employees shall not be in any way held responsible for any loss or damage that may arise to any person from any inadvertent error in the information contained in this report. Swastika Investmart Limited has not independently verified the information contained in this document. Accordingly, we cannot testify, nor make any representation or warranty, express or implied, to the accuracy, contents or data contained within this document. This document is being supplied to you solely for your information, and its contents, information or data may not be reproduced, redistributed or passed on, directly or indirectly. Swastika Intelligence Group, 1st Floor , Bandukwala Building, British Hotel Lane, Fort Mumbai

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