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1. WEEKLY DERIVATIVES 30 October 2017
Source: NSE,SeeDiff,AXISDIRECT Research
HIGHLIGHTS:Nifty Options OI Distribution
Nifty Options -Change in OI
Nifty Futures closed at 10356.85 decreased by 0.04% with 2.73%
increased in open interest indicates long buildup. Nifty futures closed
with 33 points premium compared to previous day premium of 17
point.
FII's were sellers in Index Futures to the tune of 66 crores and were
buyers in Index Options to the tune of 1155 crores, Stock Futures were
sold to the tune of 224 crores. FII's were net buyers in derivative
segment to the tune of 871 crores.
India VIX index is at 11.47. Nifty ATM call option IV is currently at 7.61
whereas Nifty ATM put option IV is quoting at 13.25.
Index options PCR is at 0.95 and F&O Total PCR is at 0.85.
Among stock futures CHENNPETRO, ITC, PVR and AJANTPHARM have
witnessed long build up and may show strength in coming session.
Stocks which witnessed short build up are BPCL, HAVELLS,
REPCOHOME and MARICO may remain weak in coming session.
Nifty put options OI distribution shows that 10000 has highest OI
concentration followed by 9900 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.
IBREALEST, JSWENERGY
Market Indsite:
SECURITIES IN BAN PERIOD
Market Indsite:
Stock Futures - Long Build Up Stock Futures - Short Build Up
Nifty Active Futures 10356.85
Nifty Active Futures OI 23779350
Change in OI 649275
Premium / Discount 33.80
Inference Long Build Up
Nifty Futures View
Nifty
Futures
closed at
10356.85
decreased
by 0.04%
with
2.73%
increased
in open
interest
indicates
long
buildup.
Nifty
futures
closed
with 33
points
premium
compared
to
previous
day
premium
of 17
India VIX Index 11.47
Nifty ATM Call IV 7.61
Nifty ATM Put IV 13.25
PCR Index Options 0.95
PCR F&O Total 0.85
Volatility
INDEX FUTURES -66
INDEX OPTIONS 1155
STOCK FUTURES -224
STOCK OPTIONS 6
FII Net Activity 871
FII Activity
Symbol Fut Price % Chg Open Interest % Chg
CHENNPETRO 451.1 1.42 1692000 14.17
ITC 270.2 0.22 61262400 10.35
PVR 1431.1 0.19 589200 20.54
AJANTPHARM 1205.55 2.08 1209200 26.00
Symbol Fut Price % Chg Open Interest % Chg
BPCL 525.15 -2.12 10825200 12.50
HAVELLS 458.85 -0.49 6164000 8.94
REPCOHOME 604.85 -2.72 847000 7.84
MARICO 312.85 -0.6 4966000 6.82

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:
WEEKLY DERIVATIVES
S ector Scrip spot price % chg Futures OI (in 000's) % chg
Others ADANIPORTS 432.05 4.28 8,740 22.71
Automobile AMARAJABAT 683.70 -0.96 2,356 4.92
Others APOLLOHOSP 1,026.55 0.34 1,754 4.59
Automobile ASHOKLEY 127.80 -2.55 56,259 4.31
Automobile BAJAJ-AUTO 3,300.15 0.51 1,779 4.83
Banking BANKBARODA 174.40 -6.09 38,959 8.62
FMCG BATAINDIA 778.00 0.32 1,434 6.02
FMCG BERGEPAINT 273.30 0.81 1,258 8.95
Pharma BIOCON 358.95 -2.53 9,702 4.48
Pharma CADILAHC 490.25 1.28 2,981 7.81
Finance CAPF 709.10 -0.60 2,974 5.09
Automobile CEATLTD 1,679.80 0.51 1,768 6.54
Power CESC 1,003.55 -2.59 5,149 4.13
Others COALINDIA 289.15 -1.43 16,264 4.62
Others CONCOR 1,364.40 -0.28 1,260 4.95
Capital_Goods CUMMINSIND 912.00 0.47 648 21.35
Banking DCBBANK 177.10 -0.37 6,669 4.66
Finance DHFL 611.55 1.31 28,475 10.14
Pharma DIVISLAB 871.10 1.46 4,191 4.91
Infrastructure ENGINERSIN 181.40 7.08 13,657 9.27
Automobile ESCORTS 738.40 2.27 2,410 6.10
Automobile EXIDEIND 203.10 -1.79 16,848 5.72
Oil_Gas GAIL 471.10 1.25 12,762 7.10
FMCG GODFRYPHLP 1,006.90 0.26 532 7.37
FMCG GODREJCP 926.90 0.42 1,814 5.73
Pharma GRANULES 135.65 -1.63 20,145 23.97
Infrastructure HCC 40.10 2.82 26,268 4.64
Technology HCLTECH 854.95 -1.62 8,662 6.38
Automobile HEROMOTOCO 3,786.65 0.95 1,704 5.37
Oil_Gas HINDPETRO 456.05 -5.23 22,686 7.69
Metals HINDZINC 316.00 -0.36 9,693 6.17
Banking IDBI 62.35 -8.24 20,672 5.25
Banking INDIANB 306.45 -4.02 3,824 5.05
Others INDIGO 1,202.45 2.89 2,312 10.18
Oil_Gas IOC 414.95 -4.94 14,097 6.38
Realty JPASSOCIAT 18.30 0.55 1,70,714 4.69
Power JSW ENERGY 86.15 2.93 83,105 32.37
Others KAJARIACER 684.55 -1.24 943 7.97
Finance LICHSGFIN 613.65 -0.26 11,814 5.35
Pharma LUPIN 1,001.10 0.82 8,247 5.75
Finance MFSL 555.00 -3.29 4,487 6.13
Automobile MRF 64,771.10 2.56 49 6.09
Oil_Gas MRPL 134.30 -0.07 8,280 8.43
Finance MUTHOOTFIN 481.20 -1.08 1,823 4.92
Power NHPC 28.50 1.79 40,932 12.13
Technology NIITTECH 641.20 5.27 743 14.32
Power NTPC 181.95 -1.46 24,736 6.02
Technology OFSS 3,525.70 0.21 47 4.65
Textile PAGEIND 19,979.25 0.35 19 6.52
Oil_Gas PETRONET 256.55 -0.72 10,527 10.45
Cement RAMCOCEM 717.55 -0.77 527 6.12

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