1. DAILY DERIVATIVE REPORT
20 MARCH 2015
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 The market cracked heavily especially in the last hour of trades. Banking stocks and select index heavyweights like
Reliance Industries and ITC were on the sellers list. The Sensex ended 152 points lower, while the Nifty shed 51
points.
 The NSE Nifty tumbled 173 points in intra-day deals, from a high of 8,788 the index plunged to a low of 8,615 be-
fore settling with a loss of 51 points at 8,635.
 Post a gap up opening, the Nifty was unable to carry on the momentum. This resulted in profit taking and fresh ad-
ditions of short positions throughout the day. The index, which was 80 points higher finally, settled 70 points lower
on the future side. The Nifty future premium fell and settled at 1 point. India VIX declined 2.03% and settled at
15.19
 FIIs bought 1428 crore while DIIs bought 53 crore in the cash segment. FIIs bought 171 crore in index futures and
1101 crore in index options. In stock futures, they bought 448 crore
 The highest Put base stands at the 8400 strike with 50 lakh shares while the highest Call base is at the 9000 strike
with 59 lakh shares. The 8700 and 8800 Calls saw additions of 7.71 and 4.90 lakh shares, respectively. The 8600 and
8700 Put strikes saw addition of 3.77 and 1.20 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 8640-8714.
 Bank Nifty Future: The index took a u-turn and again closed below the important levels of 19000. Fresh addition
of over 5% was seen on the short side indicating that the index will trade in a broader range, going forward.
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 8635 8636 0.72 25830750 0.87 0.97 16.1
PREVIOUS 8686 8705 9.88 25809825 0.89 0.9 17.76
CHANGE(%) -0.59% -0.79% - 0.08% - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 8282 8485 8560 8688 8763 8891 9094
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUNDUP

2. DAILY DERIVATIVE REPORT
20 MARCH 2015
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INTRADAY STRATEGY
i) OIL&NATURAL GAS CORPORATION LIMITED Ii CANARA BANK
Buy Ongc future in range of 314-315 Sell Can bank future in range of 389-388
View : Bullish View :Bearish
Strategy : Buy Future Strategy : Sell Future
Target1 : 321 Target 2 : 327 Target 1 : 385 Target 2 : 382
Stop loss : 308 Stop loss : 392
Market Lot : 500 CMP : 308.95 Market Lot : 1000 CMP : 392.10
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL
OI
(LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS) %CHNG PRICE %CHNG
AXIS BANK 31541500 2.44 594.75 1.91 TECHM 21170000 306.73 693.75 75.17
DLF 24384000 2.01 165.95 0.45 NTPC 60886000 7.11 141.10 0.70
ICICIBANK 69143750 0.14 339.95 1.07 BHARTIARTL 12807000 1.99 383.75 0.16
ADANIPOWER 63584000 0.58 50.50 0.10 JINDALSTEEL 26839000 0.80 176.25 0.26
IDEA 18518000 2.07 177.95 1.02 TVSMOTOR 4333000 4.26 278.00 0.45
 OI addition : We saw long built up in Justdial, Havells, Infosys, Lupin, M&m fin while short built up was
seen in Techm, Hcltech, Idea, Orient bank, Crompgreav
 OI Shedding : We saw short cover in Tatasteel, Tcs, Star, Ubl, Sunharma and long unwinding was seen in
Century tex, Relinfra, Hdfcbank, Voltas, Unitech

3. DAILY DERIVATIVE REPORT
20 MARCH 2015
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OI Chart Analysis: From the OI Chart we can see that in March Series addition of open interest on
the calls front is existent in the band at strike price of 9000-9200 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 8500-8400 indicating it as immediate support zone on the downside
F&O TURNOVER
INSTRUMENT NO. OF CONTRACTS TURNOVER(CR) PUT /CALL RATION
INDEX FUTURES 9,13,911 24,574.37 -
STOCK FUTURES 9,55,398 30,844.55 -
INDEX OPTIONS 1,34,47,409 3,15,154.16 0.96
STOCK OPTIONS 4,53,347 14,885.06 0.46
F&O TOTAL 1,57,70,070 3,85,458.70 0.94
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 (MARCH) PutOI (MARCH)

4. DAILY DERIVATIVE REPORT
20 MARCH 2015
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Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK AXISBANK 26MAR2015 CE 600 1.75 7,234 21,937.83
OPTSTK TATASTEEL 26MAR2015 CE 340 4.30 6,542 11,354.30
OPTSTK SBIN 26MAR2015 CE 290 2.00 4,986 18,307.97
OPTSTK AUROPHARMA 26MAR2015 CE 1,300 8.50 4,404 14,490.15
OPTSTK ICICIBANK 26MAR2015 CE 340 2.25 3,649 15,739.51
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK RELIANCE 26MAR2015 PE 860 12.80 3,976 8,623.55
OPTSTK AXISBANK 26MAR2015 PE 580 22.45 3,025 8,898.95
OPTSTK LT 26MAR2015 PE 1,700 38.65 2,672 11,491.34
OPTSTK RELIANCE 26MAR2015 PE 840 4.70 2,305 4,859.06
OPTSTK AXISBANK 26MAR2015 PE 590 31.00 2,125 6,417.08
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
28358 739.97 55239 1265.05 869454 20601.87
INDEX OPTION
800161 19898.07 813118 20304.23 2375382 64337.90
STOCK FUTURE 114848 3465.82 69181 2154.34 2037553 61582.69
STOCK OPTION 58403 1785.77 57655 1750.40 105769 3277.03

5. DAILY DERIVATIVE REPORT
20 MARCH 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
03/17/2015 HEXAWARE LONG 2000 280-281 282.50-284 278.50 SL -3000
03/17/2015 NTPC SHORT 2000 140-139 137.50-136 141.50
NOT
EXECUTE
-
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