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WEEKLY DERIVATIVE REPORT
24 AUG 2015
YOUR MINTVISORY Call us at +91-731-6642300
 The Nifty witnessed a sharp sell-off in th e last two sessions of the week as it lost more than 250 points in the span of just
two sessions. The weakness was primarily driven by banking heavyweights while metal and oil & gas stocks declined fur-
ther during the week.
 Nifty Major gainers of the week were Bank of Baroda (8.3%), Lupin (4.7%), Sun Pharma (4.5%), ITC Ltd (3.9%) and ACC
Ltd (2.5%)
 On the other hand, major Nifty losers of the week were Yes Bank (-13.1%), Vedanta Ltd (-11.7%), Cairn India (-8.9%), Zee
Entertainment (-8.7%) and Axis Bank (-7.8%)
 The Nifty remained subdued on the back of follow-up selling on the last day of the week. However 50 points bounce was
seen towards the end which helped index to close 90 points lower. Nifty future premium settled at 6 points. India VIX
rose 0.8% and ended at 17.1
 FIIs sold | 2341 crore while DIIs bought | 1524 crore in the cash segment. FIIs sold | 2417 crore in index futures and
bought | 1980 crore in index options. In stock futures, they sold | 439 crore
 The highest Put base is at the 8200 strike with 54 lakh shares while the highest Call base is at the 8600 strike with 56 lakh
shares. The 8300 and 8400 Calls saw additions of 15.1 and 13.5 lakh shares, respectively. The 8400 and 8300 Put strikes
saw reductions of 14.9 and 11.1 lakh shares, respectively
 Nifty Future: The Nifty is likely to open gap down on the back of weak global cues. It is likely to trade in the range of 8100
-8260. Sell Nifty in the range of 8220-8230 for targets of 8170-8150, stop loss: 8252
 Bank Nifty Future: The Rupee continued to slide further against USD which kept banking stocks in pressure. BankNifty
witnessed a fresh short addition in OI by 10% with good activity seen in 17500 strike puts. Looking at the global jitters,
the index is likely to extend fall towards 17500 levels. Sell Bank Nifty in the range of 17850-17900, targets: 17700-17600,
stop loss: 17980
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 8300 8306 4.70 19635425 0.92 0.93 17.1
PREVIOUS 8519 8543 7.90 16302425 0.88 0.93 16.2
CHANGE(%) (2.6) (2.8) - 20.4 - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 8078 8181 8244 8284 8347 8387 8490
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUND UP
WEEKLY DERIVATIVE REPORT
24 AUG 2015
YOUR MINTVISORY Call us at +91-731-6642300
INTRADAY STRATEGY
i) CEAT FUTURE ii) INDUSIND BANK FUTURE
Buy future around 1130-1140 Sell future around 920-900
View : Bullish View : Bearish
Strategy : Future Strategy : Future
Target1: 1180 Target 2 : 1220 Target1: 870 Target 2 : 820
Stop loss : 1100 Stop loss : 950
Market Lot : 500 ,CMP : 1167 Market Lot : 250 ,CMP : 907.25
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG
SRTRANSFIN 1435.00 493 864.00 0.80 BOSCHLTD 2113.00 4.5 24190.00 [2.8]
AMBUJACEM 907.00 181.7 227.15 0.80 INDUSINDBK 17788.00 3.6 908.55 [2.1]
PAGEIND 26.00 160 14839.95 1.10 ZEEL 5925.00 3 383.85 [3.1]
CESC 711.00 131.6 555.50 0.80 BHARTIARTL 15488.00 2.6 371.30 [2.0]
STAR 1028.00 129 1354.00 2.10 ORIENTBANK 7402.00 1.9 159.65 [1.9]
 OI addition : We saw long built up ambuja cem, page ind, cesc, star while short built up was seen in in-
dusind bank, zeel, bharti airtel, orient bank.
 OI Shedding : We saw short covering in cesc, ambuja cement, arvind, and long unwinding was seen in jubilant
food, tata global, bhel, dhfl.
WEEKLY DERIVATIVE REPORT
24 AUG 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 SBIN 27AUG2015 CE 270 4.05 9,117 24,884.85
OPTSTK SBIN 27AUG2015 CE 280 1.60 7,785 21,899.98
OPTSTK RELIANCE 27AUG2015 CE 920 7.85 6,553 15,202.30
OPTSTK RELIANCE 27AUG2015 CE 940 3.50 6,304 14,869.09
OPTSTK TCS 27AUG2015 CE 2,750 9.75 4,423 15,281.91
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK RELIANCE 27AUG2015 PE 900 8.65 5,647 12,851.58
OPTSTK SBIN 27AUG2015 PE 260 2.05 4,920 12,966.66
OPTSTK YESBANK 27AUG2015 PE 680 15.80 3,706 6,462.15
OPTSTK LT 27AUG2015 PE 1,700 8.60 3,389 7,245.26
OPTSTK ICICIBANK 27AUG2015 PE 290 2.65 3,357 9,881.67
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
134404 3048.18 238898 5465.01 612473 14283.98
INDEX OPTIONS
1361653 32214.40 1288472 30233.94 3161670 81757.33
STOCK FUTURES 175215 4601.52 186788 5040.52 1987953 52847.57
STOCK OPTIONS 121904 3323.21 122601 3352.20 155331 4096.36
WEEKLY DERIVATIVE REPORT
24 AUG 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.
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

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Epic research weekly derivative report 24 august 2015

  • 1. WEEKLY DERIVATIVE REPORT 24 AUG 2015 YOUR MINTVISORY Call us at +91-731-6642300  The Nifty witnessed a sharp sell-off in th e last two sessions of the week as it lost more than 250 points in the span of just two sessions. The weakness was primarily driven by banking heavyweights while metal and oil & gas stocks declined fur- ther during the week.  Nifty Major gainers of the week were Bank of Baroda (8.3%), Lupin (4.7%), Sun Pharma (4.5%), ITC Ltd (3.9%) and ACC Ltd (2.5%)  On the other hand, major Nifty losers of the week were Yes Bank (-13.1%), Vedanta Ltd (-11.7%), Cairn India (-8.9%), Zee Entertainment (-8.7%) and Axis Bank (-7.8%)  The Nifty remained subdued on the back of follow-up selling on the last day of the week. However 50 points bounce was seen towards the end which helped index to close 90 points lower. Nifty future premium settled at 6 points. India VIX rose 0.8% and ended at 17.1  FIIs sold | 2341 crore while DIIs bought | 1524 crore in the cash segment. FIIs sold | 2417 crore in index futures and bought | 1980 crore in index options. In stock futures, they sold | 439 crore  The highest Put base is at the 8200 strike with 54 lakh shares while the highest Call base is at the 8600 strike with 56 lakh shares. The 8300 and 8400 Calls saw additions of 15.1 and 13.5 lakh shares, respectively. The 8400 and 8300 Put strikes saw reductions of 14.9 and 11.1 lakh shares, respectively  Nifty Future: The Nifty is likely to open gap down on the back of weak global cues. It is likely to trade in the range of 8100 -8260. Sell Nifty in the range of 8220-8230 for targets of 8170-8150, stop loss: 8252  Bank Nifty Future: The Rupee continued to slide further against USD which kept banking stocks in pressure. BankNifty witnessed a fresh short addition in OI by 10% with good activity seen in 17500 strike puts. Looking at the global jitters, the index is likely to extend fall towards 17500 levels. Sell Bank Nifty in the range of 17850-17900, targets: 17700-17600, stop loss: 17980 NIFTY SNAPSHOT & PIVOT POINTS SPOT FUTURE COST OF CARRY TOTAL FUT OI PCR OI PCR VOL ATM IV CURRENT 8300 8306 4.70 19635425 0.92 0.93 17.1 PREVIOUS 8519 8543 7.90 16302425 0.88 0.93 16.2 CHANGE(%) (2.6) (2.8) - 20.4 - - - PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3 NIFTY FUTURE 8078 8181 8244 8284 8347 8387 8490 F&O HIGHLIGHTS INDEX OUTLOOK MARKET ROUND UP
  • 2. WEEKLY DERIVATIVE REPORT 24 AUG 2015 YOUR MINTVISORY Call us at +91-731-6642300 INTRADAY STRATEGY i) CEAT FUTURE ii) INDUSIND BANK FUTURE Buy future around 1130-1140 Sell future around 920-900 View : Bullish View : Bearish Strategy : Future Strategy : Future Target1: 1180 Target 2 : 1220 Target1: 870 Target 2 : 820 Stop loss : 1100 Stop loss : 950 Market Lot : 500 ,CMP : 1167 Market Lot : 250 ,CMP : 907.25 STOCK ANALYSIS OPEN INTEREST ACTIVITY LONG BUILD UP SHORT BUILD UP SYMBOL OI (LOTS) % CHNG PRICE %CHNG SYMBOL OI (LOTS) % CHNG PRICE %CHNG SRTRANSFIN 1435.00 493 864.00 0.80 BOSCHLTD 2113.00 4.5 24190.00 [2.8] AMBUJACEM 907.00 181.7 227.15 0.80 INDUSINDBK 17788.00 3.6 908.55 [2.1] PAGEIND 26.00 160 14839.95 1.10 ZEEL 5925.00 3 383.85 [3.1] CESC 711.00 131.6 555.50 0.80 BHARTIARTL 15488.00 2.6 371.30 [2.0] STAR 1028.00 129 1354.00 2.10 ORIENTBANK 7402.00 1.9 159.65 [1.9]  OI addition : We saw long built up ambuja cem, page ind, cesc, star while short built up was seen in in- dusind bank, zeel, bharti airtel, orient bank.  OI Shedding : We saw short covering in cesc, ambuja cement, arvind, and long unwinding was seen in jubilant food, tata global, bhel, dhfl.
  • 3. WEEKLY DERIVATIVE REPORT 24 AUG 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 SBIN 27AUG2015 CE 270 4.05 9,117 24,884.85 OPTSTK SBIN 27AUG2015 CE 280 1.60 7,785 21,899.98 OPTSTK RELIANCE 27AUG2015 CE 920 7.85 6,553 15,202.30 OPTSTK RELIANCE 27AUG2015 CE 940 3.50 6,304 14,869.09 OPTSTK TCS 27AUG2015 CE 2,750 9.75 4,423 15,281.91 MOST ACTIVE CALLS MOST ACTIVE PUTS Instrument Type Symbol Expiry Date Option Type Strike Price LTP Traded Volume (Contracts) Traded Value (Lakhs) OPTSTK RELIANCE 27AUG2015 PE 900 8.65 5,647 12,851.58 OPTSTK SBIN 27AUG2015 PE 260 2.05 4,920 12,966.66 OPTSTK YESBANK 27AUG2015 PE 680 15.80 3,706 6,462.15 OPTSTK LT 27AUG2015 PE 1,700 8.60 3,389 7,245.26 OPTSTK ICICIBANK 27AUG2015 PE 290 2.65 3,357 9,881.67 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 134404 3048.18 238898 5465.01 612473 14283.98 INDEX OPTIONS 1361653 32214.40 1288472 30233.94 3161670 81757.33 STOCK FUTURES 175215 4601.52 186788 5040.52 1987953 52847.57 STOCK OPTIONS 121904 3323.21 122601 3352.20 155331 4096.36
  • 4. WEEKLY DERIVATIVE REPORT 24 AUG 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. 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