11 Feb 2015 : Try your fortune in the derivative segment with the Derivatives Market Tips by Epic Research Private Limited, a leading financial advisory in India. Our daily report is based on the analysis done by the research team having years of expertise in Derivative segments like future and options.

1. DAILY DERIVATIVE REPORT
11 FEBRUARY 2015
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 The Indian equity market closed in the green after a volatile session , and AAP (Aam Aadmi Party) victory in delhi
elections.
 The NSE Nifty opened gap down, but soon recovered as the outcome of delhi election came. It witnessed wild
swings of more than 150 points on both sides.
 Post a flat start, an up move of around 100 points was seen in the Nifty. However, it remained very volatile
throughout the day with a swing of over 145 points. The Nifty finally settled only 40 points up. Nifty future pre-
mium increased and settled at 46 points. India VIX declined 3.73% and settled at 21.19.
 FIIs sold 1261 crore while DIIs bought 851 crore in the cash segment. FIIs sold 403 crore in index futures and sold
194 crore in index options. In stock futures, they bought 80 crore.
 The highest Put base is at the 8500 strike with 40 lakh shares while the highest Call base is at the 9000 strike with
62 lakh shares. The 8700 and 8800 Calls saw additions of 4.92 and 5.30 lakh shares, respectively. The 8700 and 8800
Put strikes saw reduction of 4.23 and 2.60 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
8520-8620.
 Bank Nifty Future: : In the last session, the index recovered to end 350 points higher. The price action, along with
over 7% closure in OI, was suggesting short covering in the banking index. The covering trend could continue as
shorts are still left in the index.
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 8566 8611 12.21 25986975 0.87 0.94 18.35
PREVIOUS 8526 8563 9.2 25716875 0.89 0.8 19.81
CHANGE(%) 0.46% 0.57% - 1.05% - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 8227 8412 8512 8597 8697 8782 8967
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUNDUP

2. DAILY DERIVATIVE REPORT
11 FEBRUARY 2015
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INTRADAY STRATEGY
i) ADANIPORTS AND PECIAL ECONOMIC ZONE LIM-
ITED
Ii) IDEA CELLULAR LIMITED
Buy Adani port future in range of 321-322 Sell Idea future in range of 150-149
View : Bullish View :Bearish
Strategy : Buy Future Strategy : Sell Future
Target1 : 325 Target 2 : 328 Target 1 : 147.50 Target 2 : 145
Stop loss : 318 Stop loss : 151.50
Market Lot : 1000 CMP : 318.75 Market Lot : 2000 CMP : 151.35
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL
OI
(LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS) %CHNG PRICE %CHNG
HDIL 27996000 10.1 113.85 4.12 JPASSOCIATE 125528000 6.79 24.05 2.24
AXISBANK 27532500 5.87 559.40 1.23 APOLLOTYRE 13602000 8.23 182.85 2.56
PNB 33123750 4.06 167.50 0.03
AURO-
PHARMA
10625000 7.72 1032.10 1.63
ITC 33618000 3.93 373.30 0.86 CANBANK 8828000 8.41 401.30 0.58
TATASTEEL 25168000 3.22 361.00 3.22 IDEA 15598000 4.24 151.55 1.59
 OI addition : We saw long built up in Hdil, Lt, Ambuja cement, Axis bank short built up was seen in Igl,
Heromotocorp, Bpcl, Tcs, Canara bank
 OI Shedding : We saw short cover in Union bank, Sbin, Sksmicro, Petronet, Mothersumi while long un-
winding was seen in Ibreast, Tatacomm, Ucobank

3. DAILY DERIVATIVE REPORT
11 FEBRUARY 2015
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OI Chart Analysis: From the OI Chart we can see that in February Series addition of open interest on
the calls front is existent in the band at strike price of 9000-9100 indicating it as resistance on the up-
side whereas on the put options front we can see that addition of open interest is existent at strike
price of 8900-8800 indicating it as immediate support zone on the downside
F&O TURNOVER
INSTRUMENT NO. OF CONTRACTS TURNOVER(CR) PERCENTAGE CHANGE
INDEX FUTURES 9,40,142 26,034.52 -
STOCK FUTURES 9,75,133 30,865.23 -
INDEX OPTIONS 1,00,40,175 2,33,623.43 0.91
STOCK OPTIONS 4,48,237 14,694.77 0.52
F&O TOTAL 1,24,03,724 3,05,223.82 0.89
NIFTY OPTION OI DISTRIBUTION
0
1000000
2000000
3000000
4000000
5000000
6000000
7000000
9400 9300 9200 9100 9000 8900 8800 8700 8600 8500 8400
OpenInterest
Strike Price
OI Concentration Chart
Call OI (FEB) PutOI (FEB)

4. DAILY DERIVATIVE REPORT
11 FEBRUARY 2015
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Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK RELIANCE 26FEB2015 CE 900 17.90 5,160 11,837.17
OPTSTK LT 26FEB2015 CE 1,600 37.50 4,583 18,748.94
OPTSTK SBIN 26FEB2015 CE 300 8.20 4,102 15,767.06
OPTSTK LT 26FEB2015 CE 1,700 10.80 3,398 14,538.94
OPTSTK TCS 26FEB2015 CE 2,600 14.80 2,998 9,818.97
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK LT 26FEB2015 PE 1,550 27.00 4,057 16,054.46
OPTSTK RELIANCE 26FEB2015 PE 880 16.10 3,889 8,725.46
OPTSTK ICICIBANK 26FEB2015 PE 330 9.00 2,774 11,799.21
OPTSTK SBIN 26FEB2015 PE 280 6.90 1,943 7,011.32
OPTSTK TATASTEEL 26FEB2015 PE 350 6.80 1,836 3,299.93
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 FUTURE
90078 2143.42 70536 1739.93 859469 19730.19
INDEX OPTION 1188571 29386.34 1192741 29578.71 2267788 60112.93
STOCK FUTURE 119463 3663.50 117231 3583.03 1955325 57794.19
STOCK OPTION 92138 2876.71 91805 2870.96 102300 3085.70

5. DAILY DERIVATIVE REPORT
11 FEBRUARY 2015
YOUR MINTVISORY Call us at +91-731-6642300
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DATE SCRIP STRAT-
EGY LOT ENTRY LEVEL TARGET SL REMARK PROFIT/LOSS
02/09/15 ONGC LONG 500 359-360 366-372 353 SL -3000
02/09/15 NTPC SHORT 2000 138.50-138 136.50-135 140 OPEN -
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
PERFORMANCE UPDATE