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Epic research daily derivative report 12 december 2014
1. DAILY DERIVATIVE REPORT
12 DECEMBER 2014
YOUR MINTVISORY Call us at +91-731-6642300
Post a negative start, the Nifty remained under pressure throughout the day. However, it made an attempt to retest 8400 but witnessed selling on the rise. Finally, it ended after losing another 63 points. Nifty futures pre- mium declined and settled at 49 points. India VIX increased 4.32% and settled at 12.77
FIIs sold 808 crore while DIIs bought 432 crore in the cash segment. FIIs sold 724 crore in index futures and 179 crore in index options. In stock futures,they sold 404 crore
The highest Put base is at the 8300 strike with 48 lakh shares while the highestCall base is at the 8500 strike with 73 lakh shares. The 8400 and 8500 Calls witnessed addition of 11.50 and 10.60 lakh shares, respectively. The 8400 and 8500 Put strikes saw reduction of 9.65 and 4.70 lakh shares, respectively
Nifty Future: The Nifty is likely to open flat to positive on the back of mixed global cues. It is likely to trade in the range of 8340-8410.
Bank Nifty Future: Private sector banks were under pressure with PSU banks supporting the index. On the options front as well, activity is intact while some long liquidation was seen on the future side.
NIFTY SNAPSHOT & PIVOT POINTS
SPOT
FUTURE
COST OF CARRY
TOTAL FUT OI
PCR OI
PCR VOL
ATM IV
CURRENT
8293
8342
16.66
23917900
0.91
0.83
12.08
PREVIOUS
8356
8407
15.96
23694575
0.92
0.85
13.68
CHANGE(%)
-0.75%
-0.77%
-
0.94%
-
-
-
PIVOT LEVELS
S3
S2
S1
PIVOT
R1
R2
R3
NIFTY FUTURE
8195
8273
8307
8351
8385
8429
8507
F&O HIGHLIGHTS
INDEX OUTLOOK
Market ended with significant losses on account of heavy selling in IT, realty, auto and PSU banks. The NSE Nifty closed below the 8300 mark as the Indian rupee hit 9 month low against the US Dollar. Barring the Pharma index all the other major sectoral indices have ended in the red.
Going ahead, the NSE Nifty once again tumbled in the late trades, on the back of aggressive selling in shares like Jindal Steel, ONGC, Tata Steel, DLF, Reliance and Bharti Airtel.The Nifty-50 shares finally ended with a loss of 62 points at 8,293.
MARKET ROUNDUP
2. DAILY DERIVATIVE REPORT
12 DECEMBER 2014
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INTRADAY STRATEGY
i) Glenmark future
ii) Tata motor dvr future
Buy Dec fut in range of 810-815
buy Dec fut in range of 338-340
View :Bullish
View :Bullish
Strategy : Buy Future
Strategy : buy Future
Target1 : 830 Target 2 : 840
Target 1 : 342 Target 2 : 345
Stop loss : 800
Stop loss : 335
Market Lot : 500 CMP : 806
Market Lot : 1000 CMP : 337.25
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP
SHORT BUILD UP
SYMBOL
OI (LOTS)
% CHNG
PRICE
%CHNG
SYMBOL
OI (LOTS)
%CHNG
PRICE
%CHNG
IDFC
58222000
0.99
160.50
2.33
HDIL
28664000
9.19
68.60
7.36
BHEL
33386000
1.35
255.30
0.49
RELIANCE
37418500
5.13
914.20
2.74
IDEA
18884000
2.11
145.85
1.82
RPOWER
86736000
1.81
63.80
2.07
HINDALCO
29548000
1.28
156.85
1.16
TATASTEEL
21500500
6.73
420.25
3.10
KOTAKBANK
4168000
7.50
1248.75
0.43
BHARTIARTL
18837500
7.69
346.30
2.67
OI addition : We saw long built up in Wockpharma,Kotakbank,Canbank,Idea,Bataindia short build up was seen in Bharatforg, Hdil, Gail, Voltas, Andhrabank
OI Shedding : We saw short cover in Dr reddy, Bankbaroda, Divislab, Apollohospital, Jswenergy while long unwinding was seen in Orientrbank, Bank india, Justdial, Axis bank, Cesc
3. DAILY DERIVATIVE REPORT
12 DECEMBER 2014
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OI Chart Analysis: From the OI Chart we can see that in December Series addition of open interest on the calls front is existent in the band at strike price of 8700-8600 indicating it as resistance on the upside whereas on the put options front we can see that addition of open interest is existent at strike price of 8500-8400 indicating it as immediate support zone on the downside
F&O TURNOVER
INSTRUMENT
NO. OF CONTRACTS
TURNOVER(CR)
PERCENTAGE CHANGE
INDEX FUTURES
6,10,559
16,710.90
-
STOCK FUTURES
7,94,862
25,215.68
-
INDEX OPTIONS
1,01,21,622
2,28,421.20
0.83
STOCK OPTIONS
4,11,030
13,370.81
0.50
F&O Total
1,19,38,073
2,83,718.59
0.81
NIFTY OPTION OI DISTRIBUTION
01000000200000030000004000000500000060000007000000800000088008700860085008400830082008100800079007800 Open Interest Strike Price OI Concentration ChartCall OI (DEC)Put OI (DEC)
4. DAILY DERIVATIVE REPORT
12 DECEMBER 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
RELIANCE
24DEC2014
CE
940
6.55
8,337
19,774.74
OPTSTK
INFOSYS
24DEC2014
CE
2,000
13.55
4,725
23,813.17
OPTSTK
LT
24DEC2014
CE
1,600
13.50
4,574
18,419.04
OPTSTK
SBIN
24DEC2014
CE
320
6.20
4,318
17,620.68
OPTSTK
TATASTEEL
24DEC2014
CE
430
7.85
2,636
5,801.70
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument Type
Symbol
Expiry Date
Option Type
Strike Price
LTP
Traded Volume (Contracts)
Traded Value (Lakhs)
OPTSTK
RELIANCE
24DEC2014
PE
920
17.65
6,257
14,602.43
OPTSTK
LT
24DEC2014
PE
1,500
9.55
3,281
12,437.78
OPTSTK
SBIN
24DEC2014
PE
310
4.80
2,304
9,080.35
OPTSTK
TATASTEEL
24DEC2014
PE
420
11.50
2,071
4,441.05
OPTSTK
DLF
24DEC2014
PE
150
3.65
1,908
5,875.50
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
32627
737.41
68437
1582.49
750136
17092.26
INDEX OPTION
680067
16422.30
712479
17075.40
2567034
63939.19
STOCK FUTURE
68888
2143.54
81475
2569.83
1781128
53188.92
STOCK OPTION
58788
1805.53
58400
1796.55
75328
2300.43
5. DAILY DERIVATIVE REPORT
12 DECEMBER 2014
YOUR MINTVISORY Call us at +91-731-6642300
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DATE
SCRIP
STRATEGY
ENTRY LEVEL
TARGET
SL
REMARK
PROFIT/LOSS
LOT
11/12/14
ADANI PORT
LONG
282-283
286-289
279
SL
-3000
1000
11/12/14
CROMP- GREAV
SHORT
177-176
173-170
180
NOT EXE- CUTE
-
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