Axis Direct presents daily derivatives report presenting recommendations based on technical analysis. For trading in derivatives visit https://simplehai.axisdirect.in/offerings/products/derivatives https://simplehai.axisdirect.in/share-stock-prices/nse/Jet-Airways-(India)-Ltd-5586 https://simplehai.axisdirect.in/share-stock-prices/nse/Just-Dial-Ltd-41369 https://simplehai.axisdirect.in/share-stock-prices/nse/Coal-India-Ltd-12019 https://simplehai.axisdirect.in/share-stock-prices/nse/Yes-Bank-Ltd-25267

1. DAILY DERIVATIVES 09 November 2017
Source: NSE,SeeDiff,AXISDIRECT Research
HIGHLIGHTS:Nifty Options OI Distribution
Nifty Options -Change in OI
Nifty Futures closed at 10354.90 decreased by 0.53% with 0.34%
increased in open interest indicates short build. Nifty futures closed
with 51.75 points premium compared to previous day premium of
59.75 point.
FII's were sellers in Index Futures to the tune of 602 crores and were
sellers in Index Options to the tune of 517 crores, Stock Futures were
sold to the tune of 2288 crores. FII's were net sellers in derivative
segment to the tune of 3434 crores.
India VIX index is at 13.61 . Nifty ATM call option IV is currently at
11.33 whereas Nifty ATM put option IV is quoting at 11.55.
Index options PCR is at 0.85 and F&O Total PCR is at 0.83.
Among stock futures JETAIRWAYS, NCC, JUSTDIAL and TATAELXSI
have witnessed long build up and may show strength in coming
session.
Stocks which witnessed short build up are DCBBANK, COALINDIA,
COLPAL and YESBANK may remain weak in coming session.
Nifty put options OI distribution shows that 10200 has highest OI
concentration followed by 10000 and may act as good support for
current expiry.
Nifty call strike 10500 followed by 10600 witnessed significant OI
concentration and may act as resistance for current expiry.
DHFL, HDIL,IBREALEST, INDIACEM, INFIBEAM, JSWENERGY, JETAIRWAYS, RCOM
Market Indsite:
SECURITIES IN BAN PERIOD
Market Indsite:
Stock Futures - Long Build Up Stock Futures - Short Build Up
Nifty Active Futures 10354.9
Nifty Active Futures OI 26109150
Change in OI 90525
Premium / Discount 51.75
Inference Short Build up
Nifty Futures View
Nifty Futures closed at
10354.90 decreased by
0.53% with 0.34%
increased in open interest
indicates short build. Nifty
futures closed with 51.75
points premium compared
to previous day premium
of 59.75 point.
FII's were sellers in Index
Futures to the tune of 602
crores and were sellers in
Index Options to the tune
of 517 crores, Stock
Futures were sold to the
tune of 2288 crores. FII's
were net sellers in
derivative segment to the
tune of 3434 crores.
India VIX index is at 13.61 .
Nifty ATM call option IV is
currently at 11.33
whereas Nifty ATM put
option IV is quoting at
India VIX Index 13.61
Nifty ATM Call IV 11.33
Nifty ATM Put IV 11.55
PCR Index Options 0.85
PCR F&O Total 0.83
Volatility
INDEX FUTURES -602
INDEX OPTIONS -517
STOCK FUTURES -2288
STOCK OPTIONS -26
FII Net Activity -3434
FII Activity
Symbol Fut Price % Chg Open Interest % Chg
JETAIRWAYS 627.7 3.81 8335200 11.28
JUSTDIAL 465.7 5.8 4311600 9.74
NCC 105.5 0.48 22536000 9.02
TATAELXSI 893.7 1.99 1948800 9.98
Symbol Fut Price % Chg Open Interest % Chg
DCBBANK 176.9 -3.15 6777000 22.34
COALINDIA 278.45 -1.17 20668600 13.64
COLPAL 1027.65 -1.08 1661800 10.16
YESBANK 306.2 -2.34 67023250 9.20

2. Source: NSE,SeeDiff,AXISDIRECT Research
Nifty Options OI Distribution
Nifty Options -Change in OI
Market Indsite:
SECURITIES IN BAN PERIOD
Market Indsite:
Nifty Options OI Distribution
Market Indsite:
Stock OI Data
Market Indsite:
DAILY DERIVATIVES
S ector Scrip spot price % chg Futures OI (in 000's) % chg
Banking ALBK 77.75 -2.32 13,740 0.81
Others APOLLOHOSP 989.00 -1.40 2,271 3.98
Banking BANKBARODA 162.30 -1.79 54,787 2.66
Banking BANKINDIA 193.90 -0.64 12,804 1.62
Finance BHARATFIN 992.95 0.51 12,012 0.40
Telecom BHARTIARTL 495.30 -3.70 51,984 24.50
Finance CAPF 692.95 -2.16 3,795 2.40
Power CESC 991.30 0.67 5,196 0.75
Power CGPOW ER 86.55 -1.59 29,292 2.56
Oil_Gas CHENNPETRO 459.15 1.21 1,736 12.66
Capital_Goods CUMMINSIND 879.90 -0.84 697 1.93
Pharma DRREDDY 2,346.60 -1.32 4,988 2.91
Infrastructure ENGINERSIN 188.90 -2.23 15,082 2.72
Automobile ESCORTS 700.10 -0.75 4,147 1.84
Automobile EXIDEIND 198.15 -1.39 20,012 1.60
FMCG GODREJIND 551.20 -1.89 3,671 1.54
Fertilisers GSFC 150.70 -4.04 23,067 7.60
Infrastructure HCC 38.80 4.72 29,067 6.51
Finance HDFC 1,747.45 -0.97 10,187 0.98
Automobile HEROMOTOCO 3,622.55 -1.60 1,785 5.36
Metals HINDALCO 263.05 -1.44 43,176 2.13
Oil_Gas HINDPETRO 434.75 -2.24 28,199 0.35
FMCG HINDUNILVR 1,235.30 0.09 9,443 1.39
Finance IBULHSGFIN 1,195.70 0.04 10,614 7.02
Finance ICICIPRULI 375.55 -1.52 6,920 0.91
Telecom IDEA 98.80 1.54 64,239 2.70
Finance IDFC 59.35 -2.30 1,40,395 0.47
Finance IFCI 24.40 -1.01 85,118 0.47
Others INDIGO 1,179.90 -2.34 2,119 5.75
Banking INDUSINDBK 1,674.40 1.22 5,544 4.34
Telecom INFRATEL 435.15 1.90 7,699 3.85
Oil_Gas IOC 397.00 -0.80 16,748 1.57
Infrastructure IRB 236.65 -0.96 15,603 3.45
Others JISLJALEQS 101.45 -2.59 50,337 1.82
Realty JPASSOCIAT 16.90 -3.70 1,87,748 0.84
Banking KTKBANK 154.55 -2.31 23,332 1.19
Finance LICHSGFIN 585.40 -2.68 15,501 2.86
Pharma LUPIN 841.25 -2.17 11,435 2.65
Finance M&MFIN 413.55 -2.60 8,725 0.52
Others MCX 979.25 -1.39 2,143 2.66
Finance MFSL 544.70 -1.29 4,514 2.03
Oil_Gas MGL 1,223.05 -2.69 734 2.60
Oil_Gas MRPL 127.05 -2.90 12,137 2.47
FMCG NESTLEIND 7,828.75 1.73 160 9.20
Power NHPC 28.00 -2.27 45,900 2.10
Banking ORIENTBANK 127.50 -5.73 15,660 7.14
Others PCJEWELLER 334.35 -4.87 12,585 3.17
Power PTC 118.00 -2.68 20,384 5.07
Cement RAMCOCEM 702.75 -1.46 662 1.85
Textile RAYMOND 957.70 -1.18 4,114 0.41
Banking RBLBANK 508.35 -1.32 6,015 1.26

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