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DAILY DERIVATIVES REPORT 
01 OCTOBER 2014 
YOUR MINTVISORY Call us at +91-731-6642300 
 Post a negative start, the Nifty, witnessed sharp swing on both the side on the outcome of RBI monitory policy. Af- ter violating previous day high as well as low it finally concluded flat adding 5 points. The Nifty future premium declined and settled at 34 points. India VIX fell 1.52% and settled at 13.14 
 FIIs sold 486 crore while DIIs bought 201 crore in the cash segment. FIIs bought 232 crore in index futures and 1539 crore in index options. In stock futures, they bought 323 crore 
 The highest Put base is at the 7800 strike with 56 lakh shares while the highest Call base is at the 8200 strike with 54.80 lakh shares. The 8000 and 8100 Calls witnessed addition of 3.01 and 2.95 lakh shares, respectively. The 8000 and 7900 Put strikes saw addition of 6.16 and 14.34 lakh shares, respectively 
 Nifty Future: The Nifty is likely to open flat to negative on the back of mixed cues. It is likely to trade in the range of 7950-8040. The trading strategy would be to create shorts near 8020-8025 for targets of 7990 and 7970. On the other hand, one can enter longs if the index finds support around 7960. 
 Bank Nifty Future: The index is likely to slip around 15000-15200 levels with resistance pegged at 15650 levels 
NIFTY SNAPSHOT & PIVOT POINTS 
SPOT 
FUTURE 
COST OF CARRY 
TOTAL FUT OI 
PCR OI 
PCR VOL 
ATM IV 
CURRENT 
7965 
7999 
5.25 
16631600 
0.9 
1.01 
12.64 
PREVIOUS 
7959 
7994 
5.18 
16383200 
0.86 
1.02 
13.14 
CHANGE(%) 
0.07% 
0.07% 
- 
1.52% 
- 
- 
- 
PIVOT LEVELS 
S3 
S2 
S1 
PIVOT 
R1 
R2 
R3 
NIFTY FUTURE 
7771 
7893 
7946 
8015 
8068 
8137 
8259 
F&O HIGHLIGHTS 
INDEX OUTLOOK 
 Following a pullback last Friday, the movement of the market has been extremely volatile. It was no different as Nifty failed to sustain above 8,000 levels after making a peak of 8,032 in intra-day trade following the announce- ment of RBI policy. 
 Also, market participants may have decided to stay light as Dalal Street prepares for a truncated week. Zeel, BPCL, Sun Pharma, HDFC, Maruti Suzuki, Bajaj Auto and Cipla were among the gainers on NSE, whereas DLF, BHEL, PowerGrid, IDFC, ACC and Hindalco were among the losers today. 
MARKET ROUNDUP
DAILY DERIVATIVES REPORT 
01 OCTOBER 2014 
YOUR MINTVISORY Call us at +91-731-6642300 
INTRADAY STRATEGY 
i) HINDUSTAN PETROLEUM CORPORATION LIMITED 
ii) ORIENTAL BANK OF COMMERCE 
Buy Hindpetro Oct fut in range of 489-490 
Sell Orient bank Oct fut in range of 228-227 
View : Bullsih 
View :Bearish 
Strategy : Buy Future 
Strategy : Sell Future 
Target1 : 493 Target 2 : 496 
Target 1 : 224 Target 2 : 221 
Stop loss : 486 
Stop loss : 231 
Market Lot : 1000 CMP : 484.15 
Market Lot : 1000 CMP : 231.35 
STOCK ANALYSIS 
OPEN INTEREST ACTIVITY 
LONG BUILD UP 
SHORT BUILD UP 
SYMBOL 
OI (LOTS) 
% CHNG 
PRICE 
%CHNG 
SYMBOL 
OI (LOTS) 
%CHNG 
PRICE 
%CHNG 
BPCL 
3664000 
-0.85 
656.30 
2.46 
HEROMOTO- CORP 
1372125 
14.44 
2854.05 
1.09 
COLPAL 
536500 
3.27 
1746.00 
4.27 
BANKINDIA 
9551000 
7.41 
233.05 
3.78 
TATACHEMI- CAL 
3134000 
-8.47 
403.35 
2.08 
ACC 
1464500 
6.92 
1415.00 
2.15 
ZEEL 
5160000 
4.98 
316.40 
3.33 
SAIL 
35700000 
8.35 
68.45 
1.93 
MARUTI 
2012750 
5.09 
3087.00 
1.69 
JSWSTEEL 
4949250 
6.17 
1166.00 
4.06 
 OI addition : We saw long build-up in Bpcl, Colpal, Tatachemical, Zeel, Hexaware, Maruti while short build up was seen in Bank india, Acc, Sail, Axis bank, Jswsteel 
 OI Shedding : We saw show cover in Cipla, Bhartiartl,Cairn, Kotak bank, Hdfc while long closure was seen in Tataglobal
DAILY DERIVATIVES REPORT 
01 OCTOBER 2014 
YOUR MINTVISORY Call us at +91-731-6642300 
OI Chart Analysis: From the OI Chart we can see that in October Series addition of open interest on the calls front is existent in the band at strike price of 8200-8100 indicating it as resistance on the up- side whereas on the put options front we can see that addition of open interest is existent at strike price of 7900-7800 indicating it as immediate support zone on the downside 
F&O TURNOVER 
INSTRUMENT 
NO. OF CONTRACTS 
TURNOVER(CR) 
PERCENTAGE CHANGE 
INDEX FUTURES 
4,45,462 
17,678.57 
- 
STOCK FUTURES 
6,65,212 
26,122.77 
- 
INDEX OPTIONS 
20,87,487 
83,782.75 
1.00 
STOCK OPTIONS 
35,72,914 
1,43,720.90 
0.98 
F&O TOTAL 
49,58,828 
1,97,957.82 
0.93 
NIFTY OPTION OI DISTRIBUTION 
010000002000000300000040000005000000600000085008400830082008100800079007800770076007500 Open Interest Strike Price OI Concentration ChartCall OI (APR)Put OI (APR)
DAILY DERIVATIVES REPORT 
01 OCTOBER 2014 
YOUR MINTVISORY Call us at +91-731-6642300 
Instrument Type 
Symbol 
Expiry Date 
Option Type 
Strike Price 
LTP 
Traded Volume (Contracts) 
Traded Value (Lakhs) 
OPTSTK 
SBIN 
30OCT2014 
CE 
2,500 
51.00 
6,747 
21,555.40 
OPTSTK 
RELIANCE 
30OCT2014 
CE 
960 
18.50 
4,824 
11,773.21 
OPTSTK 
ICICIBANK 
30OCT2014 
CE 
1,500 
21.00 
3,348 
12,767.93 
OPTSTK 
LT 
30OCT2014 
CE 
1,500 
31.50 
2,650 
10,214.36 
OPTSTK 
DLF 
30OCT2014 
CE 
170 
1.90 
2,273 
7,853.22 
MOST ACTIVE CALLS 
MOST ACTIVE PUTS 
Instrument Type 
Symbol 
Expiry Date 
Option Type 
Strike Price 
LTP 
Traded Volume (Contracts) 
Traded Value (Lakhs) 
OPTSTK 
SBIN 
30OCT2014 
PE 
2,400 
45.75 
4,423 
13,527.52 
OPTSTK 
ICICBANK 
30OCT2014 
PE 
1,450 
49.00 
1,787 
6,647.42 
OPTSTK 
DLF 
30OCT2014 
PE 
150 
6.80 
1,382 
4,307.97 
OPTSTK 
LT 
30OCT2014 
PE 
1,450 
43.50 
1,173 
4,342.94 
OPTSTK 
TATASTEEL 
30OCT2014 
PE 
460 
14.75 
1,147 
5,413.27 
FII ACTIVITY (IN RS. CRORE) 
BUY 
SELL 
OPEN INTEREST AT THE END OF THE DATE 
DERIVATIVE PRODUCT 
NO.OF 
CON- TRACTS 
AMOUNT 
IN CRORES 
NO.OF 
COTRACTS 
AMOUNT IN CRORES 
NO. OF 
CONTRACTS 
AMOUNT 
IN CRORES 
INDEX FUTURE 
36393 
1452.05 
33969 
1352.68 
266221 
10601 
INDEX OPTION 
271858 
10694.64 
256683 
10172.26 
1438671 
57182 
STOCK FUTURE 
44559 
1698.46 
48943 
1843.3 
1190994 
42563 
STOCK OPTION 
42336 
1585.5 
41818 
1559.64 
36803 
1368
DAILY DERIVATIVES REPORT 
01 OCTOBER 2014 
YOUR MINTVISORY Call us at +91-731-6642300 
DISCLAIMER 
The information and views in this report, our website & all the service we provide are believed to be reliable, but we do not accept any responsibility (or liability) for errors of fact or opinion. Users have the right to choose the product/s that suits them the most. Sincere efforts have been made to present the right investment perspective. The information contained herein is based on analysis and up on sources that we consider reliable. 
This material is for personal information and based upon it & takes no responsibility. The information given herein should be treated as only factor, while making investment decision. The report does not provide individually tailor-made investment advice. 
Epic research recommends that investors independently evaluate particular investments and strategies, and encourages investors to seek the advice of a financial adviser. Epic research shall not be responsible for any transaction conducted based on the information given in this report, which is in violation of rules and regulations of NSE and BSE. The share price projections shown are not necessarily indicative of future price performance. 
The information herein, together with all estimates and forecasts, can change without notice. Analyst or any person related to epic re- search might be holding positions in the stocks recommended. It is understood that anyone who is browsing through the site has done so at his free will and does not read any views expressed as a recommendation for which either the site or its owners or anyone can be held responsible for . 
Any surfing and reading of the information is the acceptance of this disclaimer. All Rights Reserved. Investment in equity & bullion mar- ket has its own risks. We, however, do not vouch for the accuracy or the completeness thereof. 
We are not responsible for any loss incurred whatsoever for any financial profits or loss which may arise from the recommendations above epic research does not purport to be an invitation or an offer to buy or sell any financial instrument. Our Clients (Paid or Unpaid), any third party or anyone else have no rights to forward or share our calls or SMS or Report or Any Information Provided by us to/with anyone which is received directly or indirectly by them. If found so then Serious Legal Actions can be taken. 
DATE 
SCRIP 
STRATEGY 
ENTRY LEVEL 
TARGET 
SL 
REMARK 
PROFIT/LOSS 
LOT 
30/09/14 
RANBAXY 
LONG 
634.50-635 
638-641 
631.50 
SL 
-3000 
1000 
30/09/14 
BANK OF INDIA 
SHORT 
238-237 
234-231 
241 
1ST TGT 
3000 
1000 
PRICE 
VOLUME 
OI 
MARKET 
RISING 
UP 
UP 
STRONG 
RISING 
DOWN 
DOWN 
WEAK 
DECLINING 
UP 
UP 
WEAK 
DECLINING 
DOWN 
DOWN 
STRONG 
GENERAL RULES FOR OPEN INTEREST & VOLUME 
PERFORMANCE UPDATE

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Daily derivative report 01 october 2014 by epic research

  • 1. DAILY DERIVATIVES REPORT 01 OCTOBER 2014 YOUR MINTVISORY Call us at +91-731-6642300  Post a negative start, the Nifty, witnessed sharp swing on both the side on the outcome of RBI monitory policy. Af- ter violating previous day high as well as low it finally concluded flat adding 5 points. The Nifty future premium declined and settled at 34 points. India VIX fell 1.52% and settled at 13.14  FIIs sold 486 crore while DIIs bought 201 crore in the cash segment. FIIs bought 232 crore in index futures and 1539 crore in index options. In stock futures, they bought 323 crore  The highest Put base is at the 7800 strike with 56 lakh shares while the highest Call base is at the 8200 strike with 54.80 lakh shares. The 8000 and 8100 Calls witnessed addition of 3.01 and 2.95 lakh shares, respectively. The 8000 and 7900 Put strikes saw addition of 6.16 and 14.34 lakh shares, respectively  Nifty Future: The Nifty is likely to open flat to negative on the back of mixed cues. It is likely to trade in the range of 7950-8040. The trading strategy would be to create shorts near 8020-8025 for targets of 7990 and 7970. On the other hand, one can enter longs if the index finds support around 7960.  Bank Nifty Future: The index is likely to slip around 15000-15200 levels with resistance pegged at 15650 levels NIFTY SNAPSHOT & PIVOT POINTS SPOT FUTURE COST OF CARRY TOTAL FUT OI PCR OI PCR VOL ATM IV CURRENT 7965 7999 5.25 16631600 0.9 1.01 12.64 PREVIOUS 7959 7994 5.18 16383200 0.86 1.02 13.14 CHANGE(%) 0.07% 0.07% - 1.52% - - - PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3 NIFTY FUTURE 7771 7893 7946 8015 8068 8137 8259 F&O HIGHLIGHTS INDEX OUTLOOK  Following a pullback last Friday, the movement of the market has been extremely volatile. It was no different as Nifty failed to sustain above 8,000 levels after making a peak of 8,032 in intra-day trade following the announce- ment of RBI policy.  Also, market participants may have decided to stay light as Dalal Street prepares for a truncated week. Zeel, BPCL, Sun Pharma, HDFC, Maruti Suzuki, Bajaj Auto and Cipla were among the gainers on NSE, whereas DLF, BHEL, PowerGrid, IDFC, ACC and Hindalco were among the losers today. MARKET ROUNDUP
  • 2. DAILY DERIVATIVES REPORT 01 OCTOBER 2014 YOUR MINTVISORY Call us at +91-731-6642300 INTRADAY STRATEGY i) HINDUSTAN PETROLEUM CORPORATION LIMITED ii) ORIENTAL BANK OF COMMERCE Buy Hindpetro Oct fut in range of 489-490 Sell Orient bank Oct fut in range of 228-227 View : Bullsih View :Bearish Strategy : Buy Future Strategy : Sell Future Target1 : 493 Target 2 : 496 Target 1 : 224 Target 2 : 221 Stop loss : 486 Stop loss : 231 Market Lot : 1000 CMP : 484.15 Market Lot : 1000 CMP : 231.35 STOCK ANALYSIS OPEN INTEREST ACTIVITY LONG BUILD UP SHORT BUILD UP SYMBOL OI (LOTS) % CHNG PRICE %CHNG SYMBOL OI (LOTS) %CHNG PRICE %CHNG BPCL 3664000 -0.85 656.30 2.46 HEROMOTO- CORP 1372125 14.44 2854.05 1.09 COLPAL 536500 3.27 1746.00 4.27 BANKINDIA 9551000 7.41 233.05 3.78 TATACHEMI- CAL 3134000 -8.47 403.35 2.08 ACC 1464500 6.92 1415.00 2.15 ZEEL 5160000 4.98 316.40 3.33 SAIL 35700000 8.35 68.45 1.93 MARUTI 2012750 5.09 3087.00 1.69 JSWSTEEL 4949250 6.17 1166.00 4.06  OI addition : We saw long build-up in Bpcl, Colpal, Tatachemical, Zeel, Hexaware, Maruti while short build up was seen in Bank india, Acc, Sail, Axis bank, Jswsteel  OI Shedding : We saw show cover in Cipla, Bhartiartl,Cairn, Kotak bank, Hdfc while long closure was seen in Tataglobal
  • 3. DAILY DERIVATIVES REPORT 01 OCTOBER 2014 YOUR MINTVISORY Call us at +91-731-6642300 OI Chart Analysis: From the OI Chart we can see that in October Series addition of open interest on the calls front is existent in the band at strike price of 8200-8100 indicating it as resistance on the up- side whereas on the put options front we can see that addition of open interest is existent at strike price of 7900-7800 indicating it as immediate support zone on the downside F&O TURNOVER INSTRUMENT NO. OF CONTRACTS TURNOVER(CR) PERCENTAGE CHANGE INDEX FUTURES 4,45,462 17,678.57 - STOCK FUTURES 6,65,212 26,122.77 - INDEX OPTIONS 20,87,487 83,782.75 1.00 STOCK OPTIONS 35,72,914 1,43,720.90 0.98 F&O TOTAL 49,58,828 1,97,957.82 0.93 NIFTY OPTION OI DISTRIBUTION 010000002000000300000040000005000000600000085008400830082008100800079007800770076007500 Open Interest Strike Price OI Concentration ChartCall OI (APR)Put OI (APR)
  • 4. DAILY DERIVATIVES REPORT 01 OCTOBER 2014 YOUR MINTVISORY Call us at +91-731-6642300 Instrument Type Symbol Expiry Date Option Type Strike Price LTP Traded Volume (Contracts) Traded Value (Lakhs) OPTSTK SBIN 30OCT2014 CE 2,500 51.00 6,747 21,555.40 OPTSTK RELIANCE 30OCT2014 CE 960 18.50 4,824 11,773.21 OPTSTK ICICIBANK 30OCT2014 CE 1,500 21.00 3,348 12,767.93 OPTSTK LT 30OCT2014 CE 1,500 31.50 2,650 10,214.36 OPTSTK DLF 30OCT2014 CE 170 1.90 2,273 7,853.22 MOST ACTIVE CALLS MOST ACTIVE PUTS Instrument Type Symbol Expiry Date Option Type Strike Price LTP Traded Volume (Contracts) Traded Value (Lakhs) OPTSTK SBIN 30OCT2014 PE 2,400 45.75 4,423 13,527.52 OPTSTK ICICBANK 30OCT2014 PE 1,450 49.00 1,787 6,647.42 OPTSTK DLF 30OCT2014 PE 150 6.80 1,382 4,307.97 OPTSTK LT 30OCT2014 PE 1,450 43.50 1,173 4,342.94 OPTSTK TATASTEEL 30OCT2014 PE 460 14.75 1,147 5,413.27 FII ACTIVITY (IN RS. CRORE) BUY SELL OPEN INTEREST AT THE END OF THE DATE DERIVATIVE PRODUCT NO.OF CON- TRACTS AMOUNT IN CRORES NO.OF COTRACTS AMOUNT IN CRORES NO. OF CONTRACTS AMOUNT IN CRORES INDEX FUTURE 36393 1452.05 33969 1352.68 266221 10601 INDEX OPTION 271858 10694.64 256683 10172.26 1438671 57182 STOCK FUTURE 44559 1698.46 48943 1843.3 1190994 42563 STOCK OPTION 42336 1585.5 41818 1559.64 36803 1368
  • 5. DAILY DERIVATIVES REPORT 01 OCTOBER 2014 YOUR MINTVISORY Call us at +91-731-6642300 DISCLAIMER The information and views in this report, our website & all the service we provide are believed to be reliable, but we do not accept any responsibility (or liability) for errors of fact or opinion. Users have the right to choose the product/s that suits them the most. Sincere efforts have been made to present the right investment perspective. The information contained herein is based on analysis and up on sources that we consider reliable. This material is for personal information and based upon it & takes no responsibility. The information given herein should be treated as only factor, while making investment decision. The report does not provide individually tailor-made investment advice. Epic research recommends that investors independently evaluate particular investments and strategies, and encourages investors to seek the advice of a financial adviser. Epic research shall not be responsible for any transaction conducted based on the information given in this report, which is in violation of rules and regulations of NSE and BSE. The share price projections shown are not necessarily indicative of future price performance. The information herein, together with all estimates and forecasts, can change without notice. Analyst or any person related to epic re- search might be holding positions in the stocks recommended. It is understood that anyone who is browsing through the site has done so at his free will and does not read any views expressed as a recommendation for which either the site or its owners or anyone can be held responsible for . Any surfing and reading of the information is the acceptance of this disclaimer. All Rights Reserved. Investment in equity & bullion mar- ket has its own risks. We, however, do not vouch for the accuracy or the completeness thereof. We are not responsible for any loss incurred whatsoever for any financial profits or loss which may arise from the recommendations above epic research does not purport to be an invitation or an offer to buy or sell any financial instrument. Our Clients (Paid or Unpaid), any third party or anyone else have no rights to forward or share our calls or SMS or Report or Any Information Provided by us to/with anyone which is received directly or indirectly by them. If found so then Serious Legal Actions can be taken. DATE SCRIP STRATEGY ENTRY LEVEL TARGET SL REMARK PROFIT/LOSS LOT 30/09/14 RANBAXY LONG 634.50-635 638-641 631.50 SL -3000 1000 30/09/14 BANK OF INDIA SHORT 238-237 234-231 241 1ST TGT 3000 1000 PRICE VOLUME OI MARKET RISING UP UP STRONG RISING DOWN DOWN WEAK DECLINING UP UP WEAK DECLINING DOWN DOWN STRONG GENERAL RULES FOR OPEN INTEREST & VOLUME PERFORMANCE UPDATE