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1. DAILY DERIVATIVES 11 October 2017
Source: NSE,SeeDiff,AXISDIRECT Research
HIGHLIGHTS:Nifty Options OI Distribution
Nifty Options -Change in OI
Nifty Futures closed at 10035.70 increased by 0.19% with 2.33%
increased in open interest indicates long buildup. Nifty futures closed
with 18 points premium compared to previous day premium of 2
point.
FII's were sellers in Index Futures to the tune of 391 crores and were
buyers in Index Options to the tune of 222 crores, Stock Futures were
bought to the tune of 436 crores. FII's were net buyers in derivative
segment to the tune of 371 crores.
India VIX index is at 11.11. Nifty ATM call option IV is currently at 7.77
whereas Nifty ATM put option IV is quoting at 11.43.
Index options PCR is at 1.04 and F&O Total PCR is at 0.95.
Among stock futures HAVELLS, RAYMOND, IGL and TVSMOTORS
have witnessed long build up and may show strength in coming
session.
Stocks which witnessed short build up are VEDL, PEL, IDEA and
ICICIBANK may remain weak in coming session.
Nifty put options OI distribution shows that 9800 has highest OI
concentration followed by 9700 and may act as good support for
current expiry.
Nifty call strike 10000 followed by 10100 witnessed significant OI
concentration and may act as resistance for current expiry.
BEML, DHFL, IBREALEST, JSWENERGY, JPASSOCIAT, RCOM, RELCAPITAL
Market Indsite:
SECURITIES IN BAN PERIOD
Market Indsite:
Stock Futures - Long Build Up Stock Futures - Short Build Up
Nifty Active Futures 10035.7
Nifty Active Futures OI 25564425
Change in OI 594525
Premium / Discount 18.75
Inference Long Build Up
Nifty Futures View
Nifty Futures closed at
10035.70 increased by
0.19% with 2.33%
increased in open
interest indicates long
buildup. Nifty futures
closed with 18 points
premium compared to
previous day premium of
2 point.
FII's were sellers in
Index Futures to the
tune of 391 crores and
were buyers in Index
Options to the tune of
222 crores, Stock
Futures were bought to
the tune of 436 crores.
FII's were net buyers in
derivative segment to
the tune of 371 crores.
India VIX index is at
11.11. Nifty ATM call
option IV is currently at
India VIX Index 11.11
Nifty ATM Call IV 7.77
Nifty ATM Put IV 11.43
PCR Index Options 1.04
PCR F&O Total 0.95
Volatility
INDEX FUTURES -391
INDEX OPTIONS 222
STOCK FUTURES 436
STOCK OPTIONS 104
FII Net Activity 371
FII Activity
Symbol Fut Price % Chg Open Interest % Chg
HAVELLS 535.3 5.19 4102000 26.00
RAYMOND 873.95 2.12 3943200 8.28
TVSMOTORS 683.7 1.07 6190000 7.32
IGL 1495.15 3.203 1244100 6.70
Symbol Fut Price % Chg Open Interest % Chg
VEDL 322.65 -0.81 50690000 7.35
PEL 2776.3 -0.21 1278600 6.44
IDEA 73.45 -1.48 63567000 5.20
ICICIBANK 271 -0.81 103658500 4.15

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
Others ADANIPORTS 396.85 0.80 8,708 2.56
Automobile AMARAJABAT 690.55 0.80 2,413 5.73
Automobile ASHOKLEY 126.45 2.14 62,083 6.33
Automobile BAJAJ-AUTO 3,134.70 0.30 1,884 3.32
Others BALRAMCHIN 165.30 5.35 15,988 4.96
FMCG BATAINDIA 778.70 2.43 2,545 4.52
Capital_Goods BEL 165.25 -0.63 15,513 3.43
Automobile BHARATFORG 653.60 1.39 7,711 3.05
Telecom BHARTIARTL 384.60 1.49 25,731 1.87
Pharma BIOCON 369.15 7.25 11,097 6.00
FMCG BRITANNIA 4,348.60 0.09 612 2.79
Pharma CADILAHC 493.05 -0.66 3,261 3.09
Finance CANFINHOME 2,624.35 -1.59 728 3.70
Automobile CEATLTD 1,754.30 0.63 1,625 3.02
Pharma CIPLA 590.15 0.79 8,063 2.60
Capital_Goods CUMMINSIND 906.85 -0.19 596 14.65
Banking FEDERALBNK 117.95 0.81 58,146 3.83
FMCG GODFRYPHLP 1,044.10 1.67 536 6.14
FMCG GODREJCP 991.80 1.08 1,886 5.17
FMCG GODREJIND 608.90 1.51 3,395 5.01
Cement GRASIM 1,153.95 -0.22 4,057 3.54
Fertilisers GSFC 140.00 2.94 17,393 5.17
Finance HDFC 1,744.75 -0.28 12,422 1.83
Automobile HEROMOTOCO 3,695.25 0.51 2,087 4.02
Technology HEXAWARE 279.25 4.94 2,697 29.73
Metals HINDALCO 252.05 1.02 38,038 3.08
Metals HINDZINC 313.40 -1.00 9,469 4.15
Finance IDFC 64.10 -0.62 1,52,830 4.22
Others INDIGO 1,116.80 1.40 2,297 3.43
Technology INFY 935.45 1.25 46,149 13.22
Oil_Gas IOC 410.85 -0.80 17,721 1.88
FMCG ITC 266.20 -0.67 63,864 2.48
Others KAJARIACER 721.00 -1.13 874 6.74
Technology KPIT 131.65 -0.15 11,240 2.37
Finance L&TFH 202.75 2.89 27,779 5.32
Capital_Goods LT 1,142.70 0.15 11,971 2.37
FMCG MARICO 316.65 0.92 6,006 1.81
FMCG MCDOWELL-N 2,369.20 0.71 1,981 2.17
Others MCX 1,106.20 3.18 1,198 3.90
Oil_Gas MGL 1,166.95 1.56 723 2.99
FMCG NESTLEIND 7,288.25 -0.09 97 2.86
Technology NIITTECH 604.45 6.35 821 11.63
Metals NMDC 120.50 -0.66 31,926 1.95
Power NTPC 175.50 0.34 27,716 2.11
Technology OFSS 3,535.25 -0.06 59 1.82
Oil_Gas OIL 352.50 2.06 2,699 6.43
Banking ORIENTBANK 120.00 -0.12 15,552 2.25
Finance PFC 123.45 0.24 29,466 3.13
FMCG PIDILITIND 800.25 -0.66 1,217 5.37
Power PTC 121.05 -0.57 16,016 5.54
Cement RAMCOCEM 694.70 -0.93 471 6.90

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