The document summarizes daily derivatives data from NSE including: - Nifty futures closed up 0.31% with a decrease in open interest, indicating short covering. Premium was 25 points. - FII activity included buying index futures but selling index options and stock futures. Net FII selling was Rs 810 crores. - Volatility indexes and options data are provided. - Specific stocks that showed long or short build up are listed, which may influence these stocks in the coming session. - Nifty put and call options data indicates support and resistance levels for the current expiry.

1. DAILY DERIVATIVES 22 November 2017
Source: NSE,SeeDiff,AXISDIRECT Research
HIGHLIGHTS:Nifty Options OI Distribution
Nifty Options -Change in OI
Nifty Futures closed at 10351.90 increased by 0.31% with 2.36%
decreased in open interest indicates short covering. Nifty futures
closed with 25 points premium compared to previous day premium of
21 point.
FII's were buyers in Index Futures to the tune of 878 crores and were
sellers in Index Options to the tune of 266 crores, Stock Futures were
sold to the tune of 1434 crores. FII's were net sellers in derivative
segment to the tune of 810 crores.
India VIX index is at 13.71 . Nifty ATM call option IV is currently at
10.81 whereas Nifty ATM put option IV is quoting at 11.17.
Index options PCR is at 1.04 and F&O Total PCR is at 0.94.
Among stock futures HEXAWARE, NTPC, SUNTV and SAIL have
witnessed long build up and may show strength in coming session.
Stocks which witnessed short build up are POWERGRID,
AMBUJACEM, COALINDIA and ALBK 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.
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 10351.9
Nifty Active Futures OI 25356000
Change in OI -598350
Premium / Discount 25.00
Inference Long Build Up
Nifty Futures View
Nifty Futures
closed at
10351.90
increased by
0.31% with 2.36%
decreased in open
interest indicates
short covering.
Nifty futures
closed with 25
points premium
compared to
previous day
premium of 21
point.
FII's were buyers
in Index Futures
to the tune of 878
crores and were
sellers in Index
Options to the
tune of 266
crores, Stock
Futures were sold
to the tune of
India VIX Index 13.71
Nifty ATM Call IV 10.81
Nifty ATM Put IV 11.17
PCR Index Options 1.04
PCR F&O Total 0.94
Volatility
INDEX FUTURES 878
INDEX OPTIONS -266
STOCK FUTURES -1434
STOCK OPTIONS 12
FII Net Activity -810
FII Activity
Symbol Fut Price % Chg Open Interest % Chg
HEXAWARE 336 1.42 2895000 6.16
NTPC 182.8 1.36 34136000 14.63
SUNTV 852.55 1.68 5584000 5.80
SAIL 83.3 1.77 73344000 7.99
Symbol Fut Price % Chg Open Interest % Chg
POWERGRID 206.85 -0.93 25928000 8.56
AMBUJACEM 262.9 -0.9 9727000 6.98
COALINDIA 273.3 -1.8 21822000 5.50
ALBK 78.15 -1.82 14220000 5.26

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 400.80 0.55 10,725 2.90
Banking ANDHRABANK 63.80 -1.92 24,790 2.95
Automobile BAJAJ-AUTO 3,300.25 1.80 1,746 2.66
Automobile BALKRISIND 2,101.45 1.53 507 3.34
Banking BANKBARODA 180.35 -2.22 51,512 3.78
FMCG BATAINDIA 766.65 3.30 2,555 3.29
Capital_Goods BEL 177.45 -1.28 22,646 3.62
FMCG BERGEPAINT 247.70 -1.76 1,824 3.50
Telecom BHARTIARTL 503.25 2.15 46,526 2.47
Capital_Goods BHEL 87.45 0.23 48,578 1.55
Oil_Gas BPCL 511.50 1.40 11,612 1.94
Oil_Gas CASTROLIND 389.40 -0.85 13,804 4.18
Oil_Gas CHENNPETRO 416.85 0.18 2,097 3.86
Others CONCOR 1,357.05 -0.40 1,201 1.85
Capital_Goods CUMMINSIND 850.05 -0.66 955 5.43
Automobile EICHERMOT 30,420.55 -0.72 183 1.64
Infrastructure ENGINERSIN 184.05 -1.81 18,473 5.73
Automobile ESCORTS 695.65 0.48 4,709 3.96
Banking FEDERALBNK 111.85 -1.37 83,430 3.51
Pharma FORTIS 129.00 -1.49 50,218 2.28
Pharma GLENMARK 591.20 -0.22 8,161 2.69
FMCG GODREJIND 563.35 -1.25 4,430 4.16
Others HAVELLS 505.80 -0.96 5,202 3.05
Technology HCLTECH 837.70 -0.53 9,822 1.88
Finance HDFC 1,694.50 0.31 11,679 1.53
Oil_Gas HINDPETRO 418.70 0.76 31,648 3.43
Finance ICICIPRULI 397.85 2.21 7,276 1.73
Cement INDIACEM 170.40 -0.55 28,259 5.08
Others INDIGO 1,166.25 -0.47 2,351 2.11
Banking INDUSINDBK 1,648.60 -0.04 6,283 3.52
Oil_Gas IOC 396.15 0.81 19,851 2.94
Infrastructure IRB 229.35 -2.40 16,390 3.92
FMCG ITC 255.80 -1.31 84,461 2.11
Others JISLJALEQS 114.45 4.33 55,773 11.86
Others KAJARIACER 719.25 0.85 1,930 63.41
Finance L&TFH 178.50 -5.03 54,918 56.18
Finance LICHSGFIN 600.95 -0.77 16,713 9.74
Capital_Goods LT 1,222.65 -0.58 14,489 8.69
FMCG MARICO 305.35 0.49 6,794 1.87
Others MCX 961.75 -1.23 2,676 2.41
Automobile MRF 69,830.50 1.62 75 3.11
Oil_Gas MRPL 126.20 -0.55 13,136 2.06
Metals NATIONALUM 82.90 -2.87 40,016 6.88
Infrastructure NBCC 270.90 2.19 6,231 6.79
FMCG NESTLEIND 7,744.35 0.25 154 1.58
Power NHPC 27.35 -0.36 55,728 7.05
Banking ORIENTBANK 127.80 -1.46 17,742 3.75
Others PCJEWELLER 360.00 1.05 15,240 3.36
Oil_Gas PETRONET 252.50 -0.22 17,109 5.18
Banking PNB 186.30 -0.51 39,984 3.56
Banking RBLBANK 511.95 -0.57 6,314 2.52

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