The Nifty future closed lower by 0.45% while the open interest decreased. The volatility index VIX also decreased slightly by 0.34%. On the options front, the open interest put call ratio decreased for both index and stock options indicating a bearish sentiment. Top gainers in the stock market were Tata Power, Zee Entertainment, and Infratech while top losers were Idea, Lupin, and Ambuja Cements. FIIs were net buyers of stocks worth Rs. 144 crores while DIIs were net sellers of Rs. 610 crores worth of stocks.

1. D E R I VAT I V E R E P O R T
10th Aug 2016
www.capitalvia.com
DERIVATIVE
EQUITY
STOCK MARKET
COMMODITY
Research Team
DAILY

2. Derivative Snap
The Nifty future shut shop at with loss of 39.75 points down by 0.45%. Nifty future decreased by 29250 shares in open interest, and
came to a premium of 24.30 from premium of 30.95 earlier. Whereas cost of carry is 10.79% vs.9.29% increased by 16.18%. On the
options front the OI PCR is 0.95 vs. 0.98 down by 3.06%. Whereas the Volume PCR is 1 vs 1.08 down by 7.41%. While on the
Volatility front the Indian Volatility Index has ended 14.54% vs 14.59% down by 0.34%.
ELITE DERIVATIVE MARKET
c 2016 CapitalVia Global Research Limited1
Market Snap:
PARTICULARS SPOT FUTURE COC (%) TOTAL OI PCR OI
PCR
VOL
VIX (%)
CURRENT 8,678.25 8702.55 10.79 24641925 0.95 1 14.54
PREVIOUS 8,711.35 8742.3 9.29 24671175 0.98 1.08 14.59
% CHANGE -0.38 -0.45 16.18 -0.12 -3.06 -7.41 -0.34
Technical Picks | 10th Aug 2016

3. PRICE GAINERS
c 2016 CapitalVia Global Research Limited2
PRICE lOOSERS
OI GAINERS
OI LOOSERS
ELITE DERIVATIVE MARKET
SCRIPTS % CHANGE
TATAPOWER 3.57
ZEEL 2.22
INFRATEL 1.59
COALINDIA 1.52
ONGC 1.19
SCRIPTS % CHANGE
IDEA -5.97
LUPIN -5.52
AMBUJACEM -2.53
GRASIM -2.22
EICHERMOT -1.9
SCRIPTS % CHANGE
EXIDEIND 11956000
DISHTV 9506000
IDEA 8700000
IBREALEST 3660000
TATAGLOBAL 2326500
SCRIPTS % CHANGE
ASHOKLEY -1505000
JINDALSTEL -1332000
HDIL -1240000
JPASSOCIAT -1224000
HINDALCO -875000
Technical Picks | 10th Aug 2016

4. c 2016 CapitalVia Global Research Limited3
HIGHEST VOLUME
LOWEST VOLUME
ELITE DERIVATIVE MARKET
SCRIPTS VOLUME
LUPIN 48148
SBIN 21749
APOLLOTYRE 15043
EXIDEIND 13266
ICICIBANK 11308
SCRIPTS VOLUME
ICIL 46
NIITTECH 195
KPIT 255
SINTEX 262
NHPC 264
Technical Picks | 10th Aug 2016

5. c 2016 CapitalVia Global Research Limited4
OPTION SNAP
On the call options front addition of open interest was witnessed in last trading session at strike price of 8800 & 8900.
On the put options front we have seen addition of open interest in last trading session at strike price of 8600 & 8500.
OI Chart Analysis: From the OI Chart we can see the strike price that witnessed highest addition of open interest in the
August Series. In coming sessions market may trade in a range of 8500 & 8900. On the call option front strike price with
the highest open interest i.e. 8800 & 8900 may act as good resistance on the up side whereas on the put option front
strike price with the highest open interest i.e. 8600 & 8500 may act as a support on the downside.
ELITE DERIVATIVE MARKET
Technical Picks | 10th Aug 2016

6. c 2016 CapitalVia Global Research Limited5
MOST ACTIVE NIFTY CALLS
MOST ACTIVE NIFTY PUTS
ELITE DERIVATIVE MARKET
TRADESTATISTICS
Product Index Futures Stock Futures Index Options Stock Options F&O Total
No. of Contracts 1,96,565 6,04,485 32,26,930 3,76,361 44,04,341
Turnover (Rs. Crs)* 13,548.50 40,841.45 2,24,681.76 25,201.18 3,04,272.89
SYMBOL
STRIKE
PRICE
LTP CONTRACTS TRADED OPEN INTEREST
NIFTY 9000 10.4 104939 5854800
NIFTY 8800 49.45 240193 5126625
NIFTY 8900 23.45 165717 4679700
NIFTY 8700 92.75 213469 3766125
NIFTY 8600 152.8 42329 2003700
SYMBOL STRIKE PRICE LTP CONTRACTS TRADED OPEN INTEREST
NIFTY 8500 30.7 172456 5520000
NIFTY 8600 54.4 209131 4548600
NIFTY 8400 17.75 110487 4123125
NIFTY 8000 3.9 25489 3018600
NIFTY 8300 10.15 52268 2701050
Technical Picks | 10th Aug 2016

7. c 2016 CapitalVia Global Research Limited6
TEN MOST ACTIVE CALLS (STOCK OPTION)
ELITE DERIVATIVE MARKET
TEN MOST ACTIVE PUTS (STOCK OPTION)
SYMBOL STRIKE PRICE LTP CONTRACTS TRADED OPEN INTEREST
ASHOKLEY 100 0.5 1063 20594000
GMRINFRA 15 0.25 81 18225000
JPASSOCIAT 15 0.1 105 16252000
GMRINFRA 17.5 0.05 37 12105000
RCOM 55 0.7 675 11750000
JPASSOCIAT 12.5 0.4 151 11560000
ADANIPOWER 30 0.4 729 10040000
IFCI 30 0.15 372 9856000
ICICIBANK 250 4.95 3044 8710000
ASHOKLEY 95 1.05 1787 8694000
SYMBOL STRIKE PRICE LTP CONTRACTS TRADED OPEN INTEREST
ICICIBANK 240 3.85 1696 6000000
GMRINFRA 12.5 0.1 24 5445000
JPASSOCIAT 12.5 1.2 6 5440000
ASHOKLEY 85 0.85 272 4585000
GMRINFRA 15 1.1 0 4545000
ASHOKLEY 80 0.25 153 3598000
RCOM 50 1.8 277 3490000
ADANIPOWER 25 0.25 132 3280000
HINDALCO 140 2.6 470 3262000
JPASSOCIAT 7.5 0.05 1 3128000
Technical Picks | 10th Aug 2016

8. c 2016 CapitalVia Global Research Limited
MARKET OVERVIEW
7
NIFTY 8,678.25 (-33.10)
GLOBAL MARKETS
TOP FIVE GAINERS
TOP FIVE LOOSERS
FII/DII
FII/FPI trading activity on NSE,BSE and MSEI in Capital Market Segment(InRs. Crores)
Category Date Buy Value Sell Value Net Value
FII/FPI 4819.72 4675.57 144.15
DII trading activity on NSE,BSE and MSEI in Capital Market Segment(InRs. Crores)
Category Date Buy Value Sell Value Net Value
DII 2912.82 2912.82 -610.15
09-Aug-2016
09-Aug-2016
Symbol LTP Prev. Close % Change
TATAPOWER 75.35 72.75 3.57
ZEEL 511.5 500.4 2.22
INFRATEL 384.5 381.5 1.59
COALINDIA 337 331.95 1.52
ONGC 228.8 226.1 1.19
Symbol LTP Prev. Close % Change
IDEA 96.95 103.1 -5.97
LUPIN 1599.9 1693.3 -5.52
AMBUJACEM 269.5 276.5 -2.53
GRASIM 5168.7 5286.1 -2.22
EICHERMOT 21990.05 22431.65 -1.97
Technical Picks | 10th Aug 2016

9. c 2016 CapitalVia Global Research Limited8
MARKET OVERVIEW
ECONOMIC INDICATORS
CORPORATE ACTION -
ECONOMIC INDICATORS Current (In %)
Inflation (WPI) 1.62
IIP 1.2
GDP 7.4
CPI 5.77
CRR 4
Bank rate 6.5
Script Ex-date Purpose
UNIONBANK 06/08/16 RESULT
AMARAJABAT 06/08/16 RESULT
BHARATFORGE 05/08/16 RESULT
BEL 05/08/16 RESULT
Technical Picks | 10th Aug 2016

10. c 2016 CapitalVia Global Research Limited
NIFTY FUTURES
9
NIFTY VIEW
Key benchmark indices registered small losses after the Reserve Bank of India (RBI) kept its benchmark lending rate
viz. the repo rate unchanged after a policy review. The barometer index, the S&P BSE Sensex, fell 122.17 points or
0.43% at 28,060.40, as per the provisional closing data. The Nifty 50 index fell 33.10 points or 0.38% at 8,678.25,
as per the provisional closing data. The Sensex provisionally settled above the psychological 28,000 mark. The
barometer index alternately moved above and below that mark after falling below the mark in early afternoon
trade. The RBI's decision to keep the repo rate unchanged was in line with market expectations.
The Sensex lost 225.80 points or 0.8% at the day's low of 27,956.77 in afternoon trade, its lowest level since 5
August 2016. The barometer index rose 107.39 points or 0.38% at the day's high of 28,289.96 at onset of trading
session, its highest level since 10 August 2015. The Nifty fell 73.15 points or 0.83% at the day's low of 8,638.20 in
afternoon trade, its lowest level since 5 August 2016. The index rose 17 points or 0.2% at the day's high of
8,728.35 at onset of trading session, its highest level since 16 April 2015.
Nifty futures opened on a negative note and then it consolidated throughout the whole trading session with positive
sideways movement and closed above the same with positive change and is trading in the range of 8750 to 8650
and has breached the resistance of 8750 and in upcoming session bulls are still on a strong side and further upside
movement can be expected if it holds the support of 8480.
RESISTANCE: It has first resistance level close to 8800, above this level the next resistance is seen near the level of
8900 mark.
SUPPORT: It has first support close to the level of 8480 below this level the next support is seen near 8300 mark.
Technical Picks | 10th Aug 2016

11. c 2016 CapitalVia Global Research Limited
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Technical Picks | 10th Aug 2016