The Indian equity market closed with losses on Thursday erasing all its early gains. The market fell sharply after the Indian Army confirmed that it undertook surgical strikes across the Line of Control in Jammu and Kashmir at terror launchpads sending across a very strong message to Pakistan on Wednesday night.

1. DAILY DERIVATIVE REPORT
30 SEP 2016
YOUR MINTVISORY Call us at +91-731-6642300
 The Indian equity market closed with losses on Thursday erasing all its early gains. The market fell sharply after the
Indian Army confirmed that it undertook surgical strikes across the Line of Control in Jammu and Kashmir at terror
launchpads sending across a very strong message to Pakistan on Wednesday night.
 The BSE Sensex ended with a loss of 465 points at 27,827. It opened at 28,423, touched an intra-day high of 28,476
and low of 27,719. The NSE Nifty closed with a loss of 154 points at 8,591. It opened at 8,793 hitting a high of 8,801
and low of 8,558.
 Key benchmark indices witnessed broad-based selling pressure on geopolitical concerns and witnessed a sharp sell-off
on expiry day. Towards the end, it ended 155 points lower. Nifty futures settled at a premium of 47 points and started
the October series with 2.45 crore shares. India VIX rose 33.4% to 18.5.
 Nifty rolls were at 65.6%, lower than the 3M average of 74.92%. Market wide rollover at 82.18% was in line with the
3M average of 81.64% • FIIs bought 3414 crore while DIIs bought 1631 crore in the cash segment. FIIs bought 876
crore in index futures and sold 400 crore in index options. In stock futures, they sold 137 crore.
 The highest Put base for the October series is at the 8600 strike with 30 lakh shares while the highest Call base is at
the 9000 strike with 37 lakh shares
 Nifty Future: The Nifty is likely to open gap down on the back of weak global cues. Sell Nifty in the range of 8670-
8680 for targets of 8640-8600, stop loss: 8695.
 Bank Nifty Future: The Bank Nifty index witnessed short rollovers for the October series. However, rollover re-
mained lower compared to the last month. Looking at the options data, we feel there will be a broader range for the
index in the coming days due to a huge spike in volatility. Sell Bank Nifty in the range of 19450-19500, targets: 19350
-19250, stop loss: 19580
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 8591 8638 6.66 24635475 0.94 1.19 17.10
PREVIOUS 8748 8760 48.61 35790225 1.11 0.92 13.47
CHANGE(%) -1.79 -1.39 -31.17 - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 8208 8453 8546 8698 8791 8943 9188
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUND UP

2. DAILY DERIVATIVE REPORT
30 SEP 2016
YOUR MINTVISORY Call us at +91-731-6642300
INTRADAY STRATEGY
i) ARVIND FUTURE ii LIC HOUSING FUTURE
Buy future around 345-346 Sell future around 563-565
View : Bullish View : Bearish
Strategy : Buy Future Strategy : Sell Future
Target1: 348 Target 2 : 352 Target1: 560 Target 2 : 556
Stop loss : 342 Stop loss : 568
Market Lot : 2000 ,CMP : 341.80 Market Lot : 1100 ,CMP : 572.25
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG
HDIL 2099.00 265.7 85.20 2.00 DABUR 1658.00 183.4 279.75 [1.5]
HINDZINC 810.00 209.2 231.50 0.80
TORNT-
PHARM
299.00 151.3 1661.95 [0.6]
PTC 1214.00 174.7 78.95 0.50 RECLTD 4203.00 133.7 123.25 [49.7]
CESC 818.00 163 628.40 0.80 APOLLOHOSP 1021.00 110.1 1358.60 [0.3]
OFSS 1141.00 159.9 3325.55 0.10 HEXAWARE 1964.00 97.6 195.95 [1.0]
 OI addition : We saw long build-up in CESC, HDIL, MRF and Just Dial while short build-up was seen in Dabur,
Cummins India, Coal India and PFC
 OI Shedding : We saw short covering in Sintex, Union Bank, L&T Finance and Bhel whereas long closure was seen
in OIL, Reliance Communications, Colgate Palmolive and NIIT Tech

3. DAILY DERIVATIVE REPORT
30 SEP 2016
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 29SEP2016 CE 1,100 12.25 10,509 58,497.30
OPTSTK AXISBANK 29SEP2016 CE 580 3.70 7,288 51,264.96
OPTSTK AXISBANK 29SEP2016 CE 600 1.25 6,803 49,162.83
OPTSTK AXISBANK 29SEP2016 CE 590 2.00 5,985 42,645.28
OPTSTK DLF 29SEP2016 CE 160 1.40 5,945 48,160.45
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK AXISBANK 29SEP2016 PE 560 12.15 4,473 30,468.64
OPTSTK AXISBANK 29SEP2016 PE 570 18.00 3,405 23,712.28
OPTSTK AXISBANK 29SEP2016 PE 550 7.90 3,379 22,510.63
OPTSTK RELIANCE 29SEP2016 PE 1,100 10.60 3,073 17,066.67
OPTSTK RELIANCE 29SEP2016 PE 1,080 4.35 3,022 16,387.40
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
30560 2120.35 25315 1734.69 479775 32490.21
INDEX OPTIONS
482713 34371.40 492401 35005.47 1380752 93829.32
STOCK FUTURES 138721 9521.88 144807 9871.27 939039 62910.17
STOCK OPTIONS 100642 7186.81 103179 7372.05 123415 8680.77

4. DAILY DERIVATIVE REPORT
30 SEP 2016
YOUR MINTVISORY Call us at +91-731-6642300
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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