After going through a choppy session in the previous day and just managing to eke out marginal gains, the In-
dian equity market lost heavy ground on Thursday. The Auto, IT and FMCG stocks led the decline followed by
realty, capital goods, banking stocks.
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Epic research's daily derivative market report 8th april 2016
1. DAILY DERIVATIVE REPORT
08 APR 2015
YOUR MINTVISORY Call us at +91-731-6642300
After going through a choppy session in the previous day and just managing to eke out marginal gains, the In-
dian equity market lost heavy ground on Thursday. The Auto, IT and FMCG stocks led the decline followed by
realty, capital goods, banking stocks.
The BSE Sensex ended with a loss of 215 points at 24,685. The BSE Sensex opened at 24,998 touched an intra-
day high of 25,013 and low of 24,647. The NSE Nifty closed with a loss of 68 points at 7,546. The NSE Nifty
opened at 7,630 hitting a high of 7,631 and low of 7,536.
Continued Call writing in OTM strikes restricted pullbacks and kept the market under pressure throughout the
day. Finally, the Nifty ended 70 points lower. Nifty futures settled with a premium of 19 points. India VIX fell
2.4% to 16.9
FIIs sold | 295 crore while DIIs sold | 16 crore in the cash segment. FIIs sold | 1474 crore in index futures and |
550 crore in index options. In stock futures, they bought | 125 crore
The highest Put base is at the 7500 strike with 52 lakh shares while the highest Call base is at the 8000 Call
strike with 84 lakh shares. The 7600 and 7700 Call strikes saw additions of 7.1 and 6.5 lakh shares, respec-
tively. The 7400 and 7300 Put strikes saw additions of 2.2 and 2.7 lakh shares, respectively Index Outlook
Nifty Future: The Nifty is likely to open flat to negative on the back of mixed global cues. It is likely to trade in
the range of 7520-7640. Sell Nifty in the range of 7610-7620 for targets of 7580-7560, stop loss: 7635
Bank Nifty Future: The index further slipped lower and ended below the key 15600 level. Looking at the overall
set-up, we feel the weakness is likely to extend and a close below 15500 would open the gates for lower tar-
gets. Sell Bank Nifty in the range of 15700-15750, targets: 15600-15500, stop loss: 15820
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 7546 7565 4.28 17559825 0.76 0.94 15.44
PREVIOUS 7614 7635 4.43 18936900 0.78 0.90 16.24
CHANGE(%) -0.89% -0.91% -7.27% - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 7635 7625 7695 7615 7585 7605 7595
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUND UP
2. DAILY DERIVATIVE REPORT
08 APR 2015
YOUR MINTVISORY Call us at +91-731-6642300
INTRADAY STRATEGY
i) VOLTAS FUTURE i) UCO BANK FUTURE
Buy future around 280-281 Sell future around 41-42
View : Bullish View : Bearish
Strategy : Future Strategy : Future
Target1: 283 Target 2 : 285 Target1: 38 Target 2 : 36
Stop loss : 278 Stop loss : 44
Market Lot : 1600 ,CMP : 278.5 Market Lot : 10000 ,CMP : 38.30
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG
AJANTPHARM 892.00 11.9 1420.55 3.30 HINDZINC 2478.00 29.3 184.70 [1.0]
BIOCON 2671.00 8.9 529.35 7.20 UNIONBANK 2879.00 27.7 128.40 [6.3]
L&TFH 3418.00 7.4 70.20 7.80 EXIDEIND 2068.00 22.7 132.20 [5.8]
IOC 5000.00 7.1 407.00 1.10 GODREJCP 786.00 14.2 1362.25 [4.3]
SRTRANSFIN 3770.00 5.8 929.60 0.10 SBIN 33709.00 11.3 183.30 [6.4]
OI addition : We saw long built up in Ajanta pharma, biocon, ioc, srtransfin, while short built up was seen
in hind zinc, union bank, exide ind, godrej, sbin.
OI Shedding : We saw short covering was seen in bpcl, cadilahealth, hind petro and long unwinding was seen in
syndicate bank, kpit, nhpc, pidilite, power grid.
3. DAILY DERIVATIVE REPORT
08 APR 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 28APR2016 CE 200 2.35 8,865 36,202.89
OPTSTK SBIN 28APR2016 CE 210 1.15 6,032 25,579.30
OPTSTK SBIN 28APR2016 CE 220 0.50 3,499 15,466.98
OPTSTK ICICIBANK 28APR2016 CE 240 3.15 3,202 13,337.42
OPTSTK SBIN 28APR2016 CE 195 3.35 2,953 11,849.21
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK SBIN 28APR2016 CE 200 2.35 8,865 36,202.89
OPTSTK SBIN 28APR2016 CE 210 1.15 6,032 25,579.30
OPTSTK SBIN 28APR2016 CE 220 0.50 3,499 15,466.98
OPTSTK ICICIBANK 28APR2016 CE 240 3.15 3,202 13,337.42
OPTSTK SBIN 28APR2016 CE 195 3.35 2,953 11,849.21
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
39032 2141.91 61240 3365.99 243164 13601.61
INDEX OPTIONS
731089 41075.99 720466 40548.86 964452 54431.46
STOCK FUTURES 91691 4393.91 87536 4070.25 976858 44630.32
STOCK OPTIONS 59894 2794.13 62357 2888.08 39195 1779.08
4. DAILY DERIVATIVE REPORT
08 APR 2015
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