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1. DAILY DERIVATIVES 17 October 2017
Source: NSE,SeeDiff,AXISDIRECT Research
HIGHLIGHTS:Nifty Options OI Distribution
Nifty Options -Change in OI
Nifty Futures closed at 10255.95 increased by 0.62% with 1.15%
increased in open interest indicates long buildup. Nifty futures closed
with 25 points premium compared to previous day premium of 24
point.
FII's were buyers in Index Futures to the tune of 2486 crores and were
sellers in Index Options to the tune of 947 crores, Stock Futures were
sold to the tune of 175 crores. FII's were net buyers in derivative
segment to the tune of 1222 crores.
India VIX index is at 11.31. Nifty ATM call option IV is currently at 9.49
whereas Nifty ATM put option IV is quoting at 10.55.
Index options PCR is at 1.04 and F&O Total PCR is at 0.98.
Among stock futures M&MFIN, RAMCOCEM, TATACHEM and
JINDALSTEL have witnessed long build up and may show strength in
coming session.
Stocks which witnessed short build up are COLPAL, CUMMINDIND,
INDUSINDBK and SREINFRA may remain weak in coming session.
Nifty put options OI distribution shows that 10000 has highest OI
concentration followed by 9900 and may act as good support for
current expiry.
Nifty call strike 10300 followed by 10500 witnessed significant OI
concentration and may act as resistance for current expiry.
DHFL, IBREALEST, INFIBEAM, JPASSOCIAT, JSWENERGY, RCOM, RELCAPITAL
Market Indsite:
SECURITIES IN BAN PERIOD
Market Indsite:
Stock Futures - Long Build Up Stock Futures - Short Build Up
Nifty Active Futures 10255.95
Nifty Active Futures OI 28662075
Change in OI 328950
Premium / Discount 25.10
Inference Long Build Up
Nifty Futures View
Nifty Futures closed at
10255.95 increased by 0.62%
with 1.15% increased in open
interest indicates long buildup.
Nifty futures closed with 25
points premium compared to
previous day premium of 24
point.
FII's were buyers in Index
Futures to the tune of 2486
crores and were sellers in Index
Options to the tune of 947
crores, Stock Futures were sold
to the tune of 175 crores. FII's
were net buyers in derivative
segment to the tune of 1222
crores.
India VIX index is at 11.31. Nifty
ATM call option IV is currently
at 9.49 whereas Nifty ATM put
option IV is quoting at 10.55.
Index options PCR is at 1.04 and
F&O Total PCR is at 0.98.
India VIX Index 11.31
Nifty ATM Call IV 9.49
Nifty ATM Put IV 10.55
PCR Index Options 1.04
PCR F&O Total 0.98
Volatility
INDEX FUTURES 2486
INDEX OPTIONS -947
STOCK FUTURES -175
STOCK OPTIONS -142
FII Net Activity 1222
FII Activity
Symbol Fut Price % Chg Open Interest % Chg
M&MFIN 433.7 2.85 8970000 14.09
RAMCOCEM 691.65 0.7 552800 6.14
TATACHEM 700.9 1.28 6408000 4.58
JINDALSTEL 165.35 1.32 35577000 5.02
Symbol Fut Price % Chg Open Interest % Chg
COLPAL 1064.35 -1.3 1911700 12.99
CUMMINSIND 900.4 -1.19 632400 12.37
INDUSINDBK 1717.85 -1.88 4998600 14.31
SREINFRA 109.8 -2.4 9775000 6.48

2. Source: NSE,SeeDiff,AXISDIRECT Research
Nifty Options OI Distribution
Nifty Options -Change in OI
Market Indsite:
SECURITIES IN BAN PERIOD
Market Indsite:
Nifty Options OI Distribution
Market Indsite:
Stock OI Data
Market Indsite:
DAILY DERIVATIVES
S ector Scrip spot price % chg Future s OI (in 000's) % chg
Others ADANIENT 117.40 -2.04 30,344 1.96
Pharma AJANTPHARM 1,201.95 1.98 837 4.86
Banking ALBK 66.10 -0.30 14,460 1.33
Automobile AMARAJABAT 681.10 -1.13 2,743 2.51
Banking ANDHRABANK 55.00 -1.26 24,230 0.92
Textile ARVIND 393.40 1.03 5,886 3.15
Automobile ASHOKLEY 127.45 1.68 59,080 1.24
Pharma AUROPHARMA 757.75 1.64 17,118 0.99
Finance BAJFINANCE 1,886.30 -3.42 6,026 14.12
Automobile BALKRISIND 1,724.30 -0.60 531 4.32
Others BALRAMCHIN 159.30 -1.55 16,380 0.91
Banking BANKBARODA 138.20 -0.97 59,686 2.11
Banking BANKINDIA 137.25 0.92 21,798 1.06
Capital_Goods BEL 171.70 0.41 14,741 1.29
FMCG BERGEPAINT 266.30 3.92 1,681 9.61
Telecom BHARTIARTL 453.30 5.20 33,138 4.60
Banking CANBK 307.90 -0.19 12,971 0.96
Automobile CEATLTD 1,728.10 -0.09 1,569 3.46
Power CESC 1,031.50 -1.21 5,275 4.01
Power CGPOW ER 77.90 -0.89 27,768 1.80
Banking DCBBANK 190.25 -0.63 7,151 16.41
Finance EQUITAS 153.00 0.39 14,202 2.68
Automobile EXIDEIND 204.90 -0.02 17,844 2.53
Banking FEDERALBNK 124.80 6.48 79,640 21.52
FMCG GODFRYPHLP 1,015.90 -0.14 550 2.14
FMCG GODREJCP 976.25 0.51 1,944 1.89
FMCG GODREJIND 611.80 -1.38 3,474 8.38
Pharma GRANULES 140.70 3.34 16,750 4.36
Infrastructure HCC 33.50 -0.89 28,212 1.77
Realty HDIL 55.65 -0.09 37,112 1.96
Metals HINDALCO 271.40 1.80 46,197 4.14
FMCG HINDUNILVR 1,281.30 2.62 10,221 2.63
Finance ICICIPRULI 395.00 -2.54 5,847 11.20
Banking IDFCBANK 57.95 -2.11 1,09,809 2.53
Finance IFCI 22.65 -0.66 81,686 1.20
Cement INDIACEM 178.85 -0.67 26,310 2.01
Others JETAIRWAYS 478.35 -0.82 4,991 1.74
Others JISLJALEQS 93.30 0.43 51,075 4.17
Finance L&TFH 203.75 -0.42 27,495 1.85
Automobile MARUTI 7,842.00 -0.41 2,162 2.09
FMCG MCDOWELL-N 2,419.25 -0.75 2,005 1.67
Others MCX 1,130.95 -0.23 1,532 1.93
Oil_Gas MRPL 127.30 -1.74 6,624 1.73
Finance MUTHOOTFIN 503.35 1.04 2,373 4.35
Metals NATIONALUM 86.10 1.29 24,480 1.93
Power NHPC 28.70 2.14 35,964 5.97
Textile PAGEIND 18,877.20 0.89 27 3.29
Pharma PEL 2,747.95 0.20 1,538 5.02
Finance PFC 123.25 -0.36 37,500 2.58
Power PTC 119.60 -1.52 16,776 5.06
Media PVR 1,372.10 -2.28 721 2.85

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