24 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
24 FEBRUARY 2015
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 After displaying a steady positive trend for major part of the trading session, markets suddenly tanked towards the
end as anxiety gripped the Street ahead of the mega economic events lined up this week. The BSE Sensex plunged
nearly 450 points in intra-day deals dipping below the 29,000-mark.
 The NSE Nifty moved in a range of 133 points, the index from a high of 8,869, plunged to a low of 8,736, before
settling with a loss of 79 points at 8,755. The India VIX (Volatility) index jumped by 1.7 per cent to 21.6325.
 Selling pressure continued even in the last session wherein after a positive opening, the Nifty turned negative in the
second half. At the end, it ended with losses of close to 80 points. Nifty future settled at a discount of 3 points. India
VIX increased 1.7% and settled at 21.36.
 FIIs bought 602 crore while DIIs sold 164 crore in the cash segment. FIIs added longs to the tune of sold 122 crore
in index futures and shorted index options worth 1261 crore. In stock futures they created long of 530 crore
 The highest Put base has shifted to 8700 strike with 43 lakh shares while the highest Call base is at the 9000 strike
with 77 lakh shares. The 8900, 8800 and 8700 Calls saw addition of 7.7, 11.03 and 6.47 lakh shares, respectively.
The 8800 and 8900 Put strikes saw closure of 11.7 and 6.13 lakh shares, respectively
 Nifty Future: The Nifty is likely to open flat to positive on the back of mixed global cues. It is likely to trade in the
range of 8740-8840.
 Bank Nifty Future: The Bank Nifty has fallen below its highest Put base and 50 DMA. Hence, long liquidation
ahead of the February expiry is not ruled out. In this case the index could fall towards 18600.
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 8756 8753 -2.08 27023300 0.86 0.83 20.82
PREVIOUS 8834 8849 10.92 27376525 0.94 0.96 17.03
CHANGE(%) -0.88% -1.08% - -1.29% - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 8493 8642 8697 8791 8846 8940 9089
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUNDUP

2. DAILY DERIVATIVE REPORT
24 FEBRUARY 2015
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INTRADAY STRATEGY
i) POWER GRID CORPORATION OF INDIA LIMITED Ii) THE INDIA CEMENTS LIMITED
Buy Power grid future in range of 158-159 Sell India cement future in range of 98-97
View : Bullish View :Bearish
Strategy : Buy Future Strategy : Sell Future
Target1 : 160.50 Target 2 : 162 Target 1 : 95.50 Target 2 : 94
Stop loss : 156.50 Stop loss : 99.50
Market Lot : 2000 CMP : 156.40 Market Lot : 2000 CMP : 98.75
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL
OI
(LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS) %CHNG PRICE %CHNG
IDEA 16434000 9.46 152.20 0.93 APOLLOTYRE 16912000 10.55 174.40 5.01
ADANIPOWER 56856000 1.15 56.75 3.28
CROMP-
GREAV
17413000 8.93 176.50 2.19
PETRONET 4952000 1.19 176.80 0.03 PNB 34215000 4.02 162.35 2.99
IOC 5375000 0.92 336.00 0.49 HINDALCO 31136000 4.36 154.80 1.31
HEXAWARE 9038000 0.42 268.25 1.19 NMDC 1032000 8.01 137.60 3.34
 OI addition : We saw long built up Idea, Federal bank, Petronet, Adanipower,Colpal while short built up
was seen in Tvsmotor, Apollotyre, Nmdc, Voltas, Gail
 OI Shedding : We saw short cover in Lt, Kotak bank, Coal india, Tcs, Wockpharma while long unwinding
was seen in Bhartiartl, Hdfc bank, Hdfc, Sunpharma, Itc

3. DAILY DERIVATIVE REPORT
24 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 8900-9000 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 8800-8700 indicating it as immediate support zone on the downside
F&O TURNOVER
INSTRUMENT NO. OF CONTRACTS TURNOVER(CR) PERCENTAGE CHANGE
INDEX FUTURES 11,06,631 27,987.04 -
STOCK FUTURES 16,04,909 50,261.80 -
INDEX OPTIONS 99,36,783 2,38,679.73 0.81
STOCK OPTIONS 4,17,737 13,875.04 0.45
F&O TOTAL 1,30,66,060 3,30,803.61 0.79
NIFTY OPTION OI DISTRIBUTION
0
1000000
2000000
3000000
4000000
5000000
6000000
7000000
8000000
9000000
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
24 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 880 2.70 5,452 12,078.77
OPTSTK TCS 26FEB2015 CE 2,700 28.90 4,163 14,205.35
OPTSTK JINDAL STEEL 26FEB2015 CE 200 2.15 4,132 8,388.37
OPTSTK SBIN 26FEB2015 CE 310 1.50 4,069 15,895.04
OPTSTK LT 26FEB2015 CE 1,700 16.95 3,782 16,311.58
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK RELIANCE 26FEB2015 PE 860 17.50 4,265 9,266.46
OPTSTK TCS 26FEB2015 PE 2,650 9.60 3,071 10,215.57
OPTSTK JINDALSTEEL 26FEB2015 PE 180 2.20 2,461 4,491.82
OPTSTK TATASTEEL 26FEB2015 PE 370 7.50 1,627 3,050.06
OPTSTK RELIANCE 26FEB2015 PE 840 7.00 3,124 6,592.34
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
318305 7354.50 312589 7232.64 867482 20364.81
INDEX OPTION 663802 18827.35 719624 20087.98 2260598 62385.61
STOCK FUTURE 460745 14173.05 443820 13642.81 2047009 61883.57
STOCK OPTION 79849 2550.58 84453 2694.63 122109 3748.82

5. DAILY DERIVATIVE REPORT
24 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
02/20/15 BHEL LONG 1000 278-279 282-285 275
NOT EXE-
CUTE
-
02/20/15
BHAR-
TIARTL
SHORT 500 349-348 342-336 355 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