The Nifty continued its u pward momentum and ended the Jul y series with 4.6% gains, which is also the fifth strai
ght month of gains for Nifty. It has gained 23% from its February lows
Vip B Aizawl Call Girls #9907093804 Contact Number Escorts Service Aizawl
Epic research's weekly derivative market report 1st august 2016
1. WEEKLY DERIVATIVE REPORT
01 AUG 2016
YOUR MINTVISORY Call us at +91-731-6642300
The Nifty continued its u pward momentum and ended the Jul y series with 4.6% gains, which is also the fifth strai
ght month of gains for Nifty. It has gained 23% from its February lows
Major positive moves were seen in Ei hc her M t o ors (13.6 %), Bh ti ar If tl n ra el (9.5 %), M ti aru S ki uzu (7.9 %),
Zee Entertainment (7.4%) and Asian Paints (6.3%) • Major laggards of the last week were Dr Reddy’s (-18.5%), Tech
Mahindra (-4.3%), Gail India (-3.2%), Tata Steel (- 3.0%) and Hindalco Industries (-2.1%)
Post a flat start, the Nifty remained under pressure throughout the day and finally ended 28 points lower. Nifty fu-
tures settled at a premium of 48 points. India VIX fell 1.5% to 14.9 .
FIIs sold 14 crore while DIIs bought 148 crore in the cash segment. FIIs bought 85 crore in index futures and 1393
crore in index options. In stock futures, they sold 866 crore.
The highest Put base at the 8500 strike with 39 lakh shares while the highest Call base is at the 9000 strike with 47
lakh shares. The 8700 and 8800 Call strikes saw additions of 3.6 and 2.9 lakh shares respectively, while the 8600 and
8700 Put strikes saw additions of 2.8 and 3.2 lakh shares, respectively
Nifty Future: The Nifty is likely to open positive on the back of strong global cues. Buy Nifty in the range of 8685-
8695 for targets of 8725-8745, stop loss: 8670
Bank Nifty Future: Apart from a few midcap banks, all major banks remained under pressure throughout the day.
However, the index continued to remain firm above the sizeable Call base of 19000. We feel dips in the index should
be utilised to create fresh long positions. Buy Bank Nifty in the range of 18880- 18930, targets: 19050-19150 stop loss:
18790
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 8639 8687 7.5 23861250 0.92 1.05 15.3
PREVIOUS 8541 8555 6.1 28275600 1.03 1.08 14.5
CHANGE(%) 1.1 1.5 (15.6) - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 8409 8483 8530 8557 8604 8631 8705
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUND UP
2. WEEKLY DERIVATIVE REPORT
01 AUG 2016
YOUR MINTVISORY Call us at +91-731-6642300
INTRADAY STRATEGY
i) INDUSIND BANK FUTURE ii BHARTI AIRTEL FUTURE
Buy future around 1140-1145 Sell future around 360-365
View : Bullish View : Bearish
Strategy : Buy Future Strategy : Sell Future
Target1: 1155 Target 2 : 1165 Target1: 355 Target 2 : 350
Stop loss : 1129 Stop loss : 370
Market Lot : 600 ,CMP : 1127 Market Lot : 1500 ,CMP : 357
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG
AMARAJABAT 1143.00 22.6 943.90 4.70 LT 12558.00 18.1 1547.00 [1.3]
WOCK-
PHARMA
4580.00 18.7 1017.55 1.90 PIDILITIND 1871.00 15 732.70 [3.3]
CONCOR 846.00 14.6 1520.00 2.80 GODREJCP 1007.00 12.6 1600.00 [2.6]
APOLLOTYRE 3605.00 14.4 164.00 0.40 KTKBANK 2656.00 11.5 146.40 [4.6]
M&M 11731.00 14.3 1479.90 1.30 JINDALSTEL 5796.00 10.4 84.00 [2.4]
OI addition : We saw long build-up in amaraja battery, wockpharma, concor, apollotyre, m&m while short build-
up was seen in lt, pidilite ind, godrej cp, ktk bank, jindal steel.
OI Shedding : We saw short covering in m&m fin, tata steel, Ajanta pharma, ioc whereas long closure was seen in
none of the scripts.
3. WEEKLY DERIVATIVE REPORT
01 AUG 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 ICICIBANK 25AUG2016 CE 270 9.50 4,228 29,609.74
OPTSTK ICICIBANK 25AUG2016 CE 280 6.00 3,583 25,682.05
OPTSTK LT 25AUG2016 CE 1,600 43.90 3,502 28,813.06
OPTSTK ICICIBANK 25AUG2016 CE 290 3.75 2,895 21,289.11
OPTSTK ICICIBANK 25AUG2016 CE 300 2.40 2,420 18,316.38
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK ICICIBANK 25AUG2016 PE 260 10.40 3,674 24,737.96
OPTSTK LT 25AUG2016 PE 1,500 43.65 2,938 22,672.40
OPTSTK ICICIBANK 25AUG2016 PE 250 6.35 2,884 18,431.64
OPTSTK ICICIBANK 25AUG2016 PE 240 3.55 2,328 14,146.67
OPTSTK LT 25AUG2016 PE 1,400 15.40 1,559 11,031.17
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
31026 2058.52 29574 1973.91 285472 18895.42
INDEX OPTIONS
321745 22104.82 300188 20711.96 758213 49449.35
STOCK FUTURES 72813 5008.79 86055 5874.63 777349 50757.02
STOCK OPTIONS 37727 2609.15 37628 2602.00 21974 1457.39
4. WEEKLY DERIVATIVE REPORT
01 AUG 2016
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