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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
DAILY DERIVATIVE REPORT 
12 DECEMBER 2014 
YOUR MINTVISORY Call us at +91-731-6642300 
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
DAILY DERIVATIVE REPORT 
12 DECEMBER 2014 
YOUR MINTVISORY Call us at +91-731-6642300 
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)
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
DAILY DERIVATIVE REPORT 
12 DECEMBER 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 
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

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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 YOUR MINTVISORY Call us at +91-731-6642300 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 YOUR MINTVISORY Call us at +91-731-6642300 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 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 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