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DAILY DERIVATIVE REPORT
16 APRIL 2015
YOUR MINTVISORY Call us at +91-731-6642300
 The Indian equity markets snapped its seven-day winning streak after all round selling in the last hour of the day
dragged the indices lower. The Sensex shed 245 points, while Nifty slipped 84 points.
 After managing a steady recovery during the course of the day, the market fell like a pack of cards. Auto, IT, tele-
com, pharma and banking stocks were among the top laggards.
 Post a flat start, the Nifty remained lacklustre for a major part of the day. However, in the last 30 minutes, the
index fell over 100 points on the back of selling in majority of the sectors. Nifty future premium increased and settled
at 36 point. India VIX increased 1.0% to settle at 14.62
 FIIs bought 108 crore while DIIs sold 60 crore in the cash segment. FIIs bought 783 crore in index futures and 77
crore in index options. In stock futures, they sold 20 crore
 The highest Put base stands at the 8600 strike with 45 lakh shares while the highest Call base is at the 9000 strike
with 56 lakh shares. The 9000 and 9200 Calls saw additions of 3.2 and 1.1 lakh shares, respectively. The 8700 and
8800 Put strikes saw reductions of 2.3 and 2.2 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 8780-8860.
 Bank Nifty Future: The level of 19000 triggered some profit booking. However, on the options front, the maxi-
mum concentration of position for the week is still placed at 18500 Puts and 19000 Calls indicating that consolidation
is likely to continue unless the index closes above 19000 levels.
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 8750 8786 10 20447825 1.05 1.1 14.33
PREVIOUS 8834 8855 5.21 19735200 1.12 1.19 14.43
CHANGE(%) -0.95% -0.78% - 3.61% - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 8572 8689 8737 8806 8854 8923 9040
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUNDUP
DAILY DERIVATIVE REPORT
16 APRIL 2015
YOUR MINTVISORY Call us at +91-731-6642300
INTRADAY STRATEGY
i) Tatacomm future Ii) Upl Future
Buy Tatacomm future around 490 Sell Upl future around 460-465
View : Bullish View :Bearish
Strategy : Buy Future Strategy : Sell Future
Target1 : 500 Target 2 : 510 Target 1 : 455 Target 2 :440
Stop loss : 480 Stop loss : 475
Market Lot : 1000 CMP : 492.60 Market Lot : 1000 CMP : 463.50
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS) %CHNG PRICE %CHNG
ACC 6592.00 18.4 1623.00 1.50 SRTRANSFIN 5159.00 21.2 1107.00 [3.7]
TATACOMM 6724.00 12.8 492.40 5.70 IGL 2224.00 17.9 423.60 [2.8]
AMBUJACEM 6353.00 10.8 260.70 1.00 DABUR 2263.00 12.9 277.00 [2.5]
UNIONBANK 14121.00 8.8 165.95 0.70 M&M 12512.00 12.6 1215.55 [3.1]
CAIRN 12353.00 6.5 229.30 0.10 UPL 4640.00 11.9 463.50 [2.5]
 OI addition : We saw long built up in Acc,Tatacomm,Ambujacem,Unionbank,Cairn,while short built up
was seen in Srtransfin,Igl,Dabur,M&M,Upl.
 OI Shedding : We saw short covering in Federalbnk,Orientbank,Sslt,Ucobank,TataPower, and long un-
winding was seen in Voltas,Wockpharma,Ashokley.Star,jppower
DAILY DERIVATIVE REPORT
16 APRIL 2015
YOUR MINTVISORY Call us at +91-731-6642300
OI Chart Analysis: From the OI Chart we can see that in April Series addition of open interest on the
calls front is existent in the band at strike price of 8600-8500 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
8400-8300 indicating it as immediate support zone on the downside.
F&O TURNOVER
INSTRUMENT NO. OF CONTRACTS TURNOVER(CR) PUT /CALL RATIO
Index Futures 5,32,032 15,211.67 -
Stock Futures 8,90,409 28,860.11 -
Index Options 61,00,667 1,45,792.13 1.08
Stock Options 4,23,192 13,579.11 0.48
F&O Total 79,46,300 2,03,443.02 1.02
NIFTY OPTION OI DISTRIBUTION
DAILY DERIVATIVE REPORT
16 APRIL 2015
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 30APR2015 CE 940 17.50 8,155 19,532.04
OPTSTK RELIANCE 30APR2015 CE 920 26.40 5,431 12,833.18
OPTSTK RELIANCE 30APR2015 CE 960 11.35 4,443 10,795.49
OPTSTK SBIN 30APR2015 CE 300 3.25 4,207 15,979.24
OPTSTK SBIN 30APR2015 CE 290 7.00 3,751 13,959.35
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK RELIANCE 30APR2015 PE 900 10.50 6,385 14,561.63
OPTSTK RELIANCE 30APR2015 PE 880 5.55 3,311 7,344.05
OPTSTK RELIANCE 30APR2015 PE 920 18.35 3,220 7,555.33
OPTSTK RELIANCE 30APR2015 PE 860 2.95 2,955 6,380.81
OPTSTK TCS 30APR2015 PE 2,600 68.00 2,499 8,324.45
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 FUTURES
79817 1876.81 45006 1093.55 731245 17092.66
INDEX OPTIONS
580884 14011.89 575710 13935.34 2503174 65810.97
STOCK FUTURES 91072 2904.10 92383 2924.27 1843565 56273.15
STOCK OPTIONS 67085 2000.15 68914 2053.02 99823 2962.82
DAILY DERIVATIVE REPORT
16 APRIL 2015
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 STRAT-
EGY LOT ENTRY LEVEL TARGET SL REMARK PROFIT/
LOSS
04/13/2015 ASIANPAINT LONG 500 865 880-895 855
NOT
OPEN
0
04/13/2015 CANBK LONG 1000 402 406-410 398 2ND TGT 8000
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 16 april 2015

  • 1. DAILY DERIVATIVE REPORT 16 APRIL 2015 YOUR MINTVISORY Call us at +91-731-6642300  The Indian equity markets snapped its seven-day winning streak after all round selling in the last hour of the day dragged the indices lower. The Sensex shed 245 points, while Nifty slipped 84 points.  After managing a steady recovery during the course of the day, the market fell like a pack of cards. Auto, IT, tele- com, pharma and banking stocks were among the top laggards.  Post a flat start, the Nifty remained lacklustre for a major part of the day. However, in the last 30 minutes, the index fell over 100 points on the back of selling in majority of the sectors. Nifty future premium increased and settled at 36 point. India VIX increased 1.0% to settle at 14.62  FIIs bought 108 crore while DIIs sold 60 crore in the cash segment. FIIs bought 783 crore in index futures and 77 crore in index options. In stock futures, they sold 20 crore  The highest Put base stands at the 8600 strike with 45 lakh shares while the highest Call base is at the 9000 strike with 56 lakh shares. The 9000 and 9200 Calls saw additions of 3.2 and 1.1 lakh shares, respectively. The 8700 and 8800 Put strikes saw reductions of 2.3 and 2.2 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 8780-8860.  Bank Nifty Future: The level of 19000 triggered some profit booking. However, on the options front, the maxi- mum concentration of position for the week is still placed at 18500 Puts and 19000 Calls indicating that consolidation is likely to continue unless the index closes above 19000 levels. NIFTY SNAPSHOT & PIVOT POINTS SPOT FUTURE COST OF CARRY TOTAL FUT OI PCR OI PCR VOL ATM IV CURRENT 8750 8786 10 20447825 1.05 1.1 14.33 PREVIOUS 8834 8855 5.21 19735200 1.12 1.19 14.43 CHANGE(%) -0.95% -0.78% - 3.61% - - - PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3 NIFTY FUTURE 8572 8689 8737 8806 8854 8923 9040 F&O HIGHLIGHTS INDEX OUTLOOK MARKET ROUNDUP
  • 2. DAILY DERIVATIVE REPORT 16 APRIL 2015 YOUR MINTVISORY Call us at +91-731-6642300 INTRADAY STRATEGY i) Tatacomm future Ii) Upl Future Buy Tatacomm future around 490 Sell Upl future around 460-465 View : Bullish View :Bearish Strategy : Buy Future Strategy : Sell Future Target1 : 500 Target 2 : 510 Target 1 : 455 Target 2 :440 Stop loss : 480 Stop loss : 475 Market Lot : 1000 CMP : 492.60 Market Lot : 1000 CMP : 463.50 STOCK ANALYSIS OPEN INTEREST ACTIVITY LONG BUILD UP SHORT BUILD UP SYMBOL OI (LOTS) % CHNG PRICE %CHNG SYMBOL OI (LOTS) %CHNG PRICE %CHNG ACC 6592.00 18.4 1623.00 1.50 SRTRANSFIN 5159.00 21.2 1107.00 [3.7] TATACOMM 6724.00 12.8 492.40 5.70 IGL 2224.00 17.9 423.60 [2.8] AMBUJACEM 6353.00 10.8 260.70 1.00 DABUR 2263.00 12.9 277.00 [2.5] UNIONBANK 14121.00 8.8 165.95 0.70 M&M 12512.00 12.6 1215.55 [3.1] CAIRN 12353.00 6.5 229.30 0.10 UPL 4640.00 11.9 463.50 [2.5]  OI addition : We saw long built up in Acc,Tatacomm,Ambujacem,Unionbank,Cairn,while short built up was seen in Srtransfin,Igl,Dabur,M&M,Upl.  OI Shedding : We saw short covering in Federalbnk,Orientbank,Sslt,Ucobank,TataPower, and long un- winding was seen in Voltas,Wockpharma,Ashokley.Star,jppower
  • 3. DAILY DERIVATIVE REPORT 16 APRIL 2015 YOUR MINTVISORY Call us at +91-731-6642300 OI Chart Analysis: From the OI Chart we can see that in April Series addition of open interest on the calls front is existent in the band at strike price of 8600-8500 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 8400-8300 indicating it as immediate support zone on the downside. F&O TURNOVER INSTRUMENT NO. OF CONTRACTS TURNOVER(CR) PUT /CALL RATIO Index Futures 5,32,032 15,211.67 - Stock Futures 8,90,409 28,860.11 - Index Options 61,00,667 1,45,792.13 1.08 Stock Options 4,23,192 13,579.11 0.48 F&O Total 79,46,300 2,03,443.02 1.02 NIFTY OPTION OI DISTRIBUTION
  • 4. DAILY DERIVATIVE REPORT 16 APRIL 2015 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 30APR2015 CE 940 17.50 8,155 19,532.04 OPTSTK RELIANCE 30APR2015 CE 920 26.40 5,431 12,833.18 OPTSTK RELIANCE 30APR2015 CE 960 11.35 4,443 10,795.49 OPTSTK SBIN 30APR2015 CE 300 3.25 4,207 15,979.24 OPTSTK SBIN 30APR2015 CE 290 7.00 3,751 13,959.35 MOST ACTIVE CALLS MOST ACTIVE PUTS Instrument Type Symbol Expiry Date Option Type Strike Price LTP Traded Volume (Contracts) Traded Value (Lakhs) OPTSTK RELIANCE 30APR2015 PE 900 10.50 6,385 14,561.63 OPTSTK RELIANCE 30APR2015 PE 880 5.55 3,311 7,344.05 OPTSTK RELIANCE 30APR2015 PE 920 18.35 3,220 7,555.33 OPTSTK RELIANCE 30APR2015 PE 860 2.95 2,955 6,380.81 OPTSTK TCS 30APR2015 PE 2,600 68.00 2,499 8,324.45 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 FUTURES 79817 1876.81 45006 1093.55 731245 17092.66 INDEX OPTIONS 580884 14011.89 575710 13935.34 2503174 65810.97 STOCK FUTURES 91072 2904.10 92383 2924.27 1843565 56273.15 STOCK OPTIONS 67085 2000.15 68914 2053.02 99823 2962.82
  • 5. DAILY DERIVATIVE REPORT 16 APRIL 2015 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 STRAT- EGY LOT ENTRY LEVEL TARGET SL REMARK PROFIT/ LOSS 04/13/2015 ASIANPAINT LONG 500 865 880-895 855 NOT OPEN 0 04/13/2015 CANBK LONG 1000 402 406-410 398 2ND TGT 8000 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