Nifty managed to close a tad higher by 5 points. Indices were stuck in a narrow trading range throughout the day and were unable to find direction. However, all the action was in the mid-cap stocks as it outperformed the benchmark index

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30 DEC 2015
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 Nifty managed to close a tad higher by 5 points. Indices were stuck in a narrow trading range throughout the day and
were unable to find direction. However, all the action was in the mid-cap stocks as it outperformed the benchmark
index.
 The BSE Sensex opened at 26,076, touched an intra-day high of 26,134 and low of 25,994. It finally ended with a gain
of 45 points at 26,079. The NSE Nifty opened at 7,929 hitting a high of 7,942 and low of 7,903, before ending with a
gain of mere 5 points at 7,929.
 Post a flat start, the Nifty witnessed marginal selling in the first half. However, on the back of participation from
banking, the Reliance group, cement and auto, the Nifty managed to end 30 points higher. Nifty futures turned into a
premium of 3 point. India VIX rose 1.2% to 14.23
 FIIs bought | 9 crore while DIIs bought | 6 crore in the cash segment. FIIs bought | 699 crore in index futures and sold
| 461 crore in index options. In stock futures, they bought | 3 crore
 The highest Put base is at the 7500 strike with 50 lakh shares while the highest Call base is at the 8000 strike with 81
lakh shares. The 7800 and 7900 Call strikes saw reductions of 6.2 and 8.0 lakh shares, respectively. The 7700 and 7800
Put strikes saw reductions of 2.7 and 7.8 lakh shares, respectively
 Nifty Future: The Nifty is likely to open flat on the back of mixed global cues. It is likely to trade in the range of 7880
-7980. Buy Nifty in the range of 7910-7920 for targets of 7950-7970, stop loss: 7895
 Bank Nifty Future: The index continued to hover near 17000 for a major part of the day and ended only half percent
higher. Rollover is likely to pick up, which may trigger more intraday volatility till expiry. Buy Bank Nifty in the
range of 16850-16900, targets: 17000-17100, stop loss: 16790
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 7929 7932 7.14 24571500 0.88 1.00 14.04
PREVIOUS 7925 7908 -16.60 20738850 0.86 1.05 14.16
CHANGE(%) 0.05 0.30 18.48 - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 7741 7798 7831 7855 7888 7912 7969
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUND UP

2. DAILY DERIVATIVE REPORT
30 DEC 2015
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INTRADAY STRATEGY
i) JUBILIANT FOOD FUTURE ii) IGL FUTURE
Buy future around 1510-1525 Buy future around 500-510
View : Bullish View : Bullish
Strategy : Future Strategy : Future
Target1: 1540 Target 2 : 1550 Target1: 525 Target 2 : 540
Stop loss : 1490 Stop loss : 490
Market Lot : 300 ,CMP : 1528.35 Market Lot : 1100 ,CMP : 515.30
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG
BIOCON 2299.00 11 509.75 5.50 IDBI 1411.00 151.1 88.55 [1.2]
TV18BRDCST 2243.00 4.9 48.40 3.10 LICHSGFIN 1224.00 145.8 489.75 [0.3]
BEML 1077.00 4 1289.70 1.80 INDIACEM 955.00 112.2 85.25 [0.9]
NCC 1265.00 2.6 77.90 2.60 KTKBANK 651.00 105.4 122.70 [0.5]
IFCI 3062.00 2.6 26.95 0.40 TVSMOTOR 822.00 96.2 287.00 [1.7]
 OI addition : We saw long built up in biocon, tv 18, beml, ncc, ifci while short built up was seen in idbi,
lichsgfin, india cem, ktk bank, tvs motor.
 OI Shedding : We saw short covering in exide, adani ports, m&m fin, ubl , bharat forge, and long unwinding was
seen in indiacem, unitech, glenmark , ibreal estate, idbi.

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Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK RELINFRA 31DEC2015 CE 500 7.00 6,229 40,996.23
OPTSTK RELINFRA 31DEC2015 CE 480 17.00 3,863 24,638.95
OPTSTK LT 31DEC2015 CE 1,300 12.60 3,043 11,999.34
OPTSTK RELIANCE 31DEC2015 CE 1,020 4.50 2,883 14,772.06
OPTSTK CENTURYTEX 31DEC2015 CE 600 9.45 2,573 12,531.13
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK RELIANCE 31DEC2015 PE 1,000 8.30 1,986 10,023.94
OPTSTK RELINFRA 31DEC2015 PE 460 1.10 1,984 11,923.13
OPTSTK RELINFRA 31DEC2015 PE 480 4.30 1,879 11,876.41
OPTSTK RCOM 31DEC2015 PE 85 0.90 1,481 10,198.76
OPTSTK TATASTEEL 31DEC2015 PE 260 2.25 1,417 7,461.07
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
27253 1593.63 21178 1239.24 253169 14529.94
INDEX OPTIONS
173599 9978.64 178521 10235.45 1268066 73997.02
STOCK FUTURES 124093 6183.65 122022 6082.99 1085281 54209.94
STOCK OPTIONS 28266 1460.76 29687 1531.52 87622 4299.60

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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