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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
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.
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
DAILY DERIVATIVE REPORT
08 APR 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'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 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