SlideShare a Scribd company logo
DERIVATIVE REPORT
15th January 2014

SWASTIKA INTELLIGENCE GROUP

NIFTY VS OPEN INTEREST

Market Internals
 FII were net seller by 260Cr in cash market
which is a sign of cautious among them.
 DII were net seller by 97cr in cash market.
 Aggressive writing of 413cr was seen in index
future by FII.
 Some short covering was seen in 6200 put
option but shedding of open interest is very
less as compare to accumulation on Monday’s
trading session which is showing 6200 is a
strong base.
 6225 is immediate support to watch out below
this market will again go in congestion zone of
6130-6230.
 Dollar Index placed at 80.84 mark while US 10yr treasury yield placed at 2.87 mark.

Derivative Activity:
Nifty closed at 6242 mark while nifty January future closed at 6256 mark with premium of 14 points.
Nifty (Feb) Contract closed at 6290 level with premium of 48 points.
The cost of carry for January month contract placed at 5.12% vs. 4.11%, whereas total OI is
positioned at 20084200, where nifty January future adds 3% in open interest.
At the money option implied volatility placed at 14.14% vs. 14.04%.
OPEN INTEREST GAINERS
Scrips

Price

% Price Change

Open Interest (Change)

% OI Change

CAIRN

330.85

1.63%

1483000

24%

IOB

47.95

-0.42%

1056000

20%

HDIL

49.6

-0.30%

3664000

16%

TATASTEEL

376

-3.08%

1521000

12%

COALINDIA

276.05

-0.27%

747000

11%

Scrips

Price

OPEN INTEREST LOOSERS
% Price Change
Open Interest (Change)

% OI Change

ADANIPORTS

147.15

2.15%

-426000

-7%

DRREDDY

2656.4

0.91%

-37125

-4%

HDFCBANK

674.05

-0.05%

-535500

-4%

NHPC
TCS

18.5
2333.1

1.09%
-1.29%

-1260000
-144125

-4%
-3%

Swastika Intelligence Group,
1st Floor , Bandukwala Building, British Hotel Lane, Fort Mumbai
DERIVATIVE REPORT
15th January 2014

SWASTIKA INTELLIGENCE GROUP

OPTION DATA ANALYSIS:
OI CONCENTRATION CHART

CHANGE IN OI

ON CALL OPTION FRONT:
 On call option front highest open interest is positioned at 6300 mark which is immediate resistance.
 Some bit of writing was taken place at 6300-6400 levels which accumulate 9 lacs total amount in OI.

ON PUT OPTION FRONT:
 On put option front highest open interest has shifted to 6200 level which is now an important
support on immediate basis.
 Some short covering was seen almost all levels but 6200 did not shed off as much it accumulated in
Monday’s trading session.

 IndiaVix was down by 1.32% which closed at 15.74 level.
 PCR OI placed at 0.97 mark while PCR volume stands at 1.07 mark.
 VIX/PCR ratio stands at 16.22 level which shows comfort among the traders.

Swastika Intelligence Group,
1st Floor , Bandukwala Building, British Hotel Lane, Fort Mumbai
DERIVATIVE REPORT
15th January 2014

SWASTIKA INTELLIGENCE GROUP

TOATL VOLUME SUMMARY

FII STATISTICS Jan 14’14 (IN RS. Cr.)
Open Interest
Product

Net

Product

No of Contracts

Traded Value (Crs)

INDEX
FUTURES

253840

7638.2

445711

13757.15

4.91

94.18

1211765

37587.93

-0.45

STOCK
FUTURES

416167

13949.9

-3.23

1039748

32588.36

0.65

INDEX
OPTIONS

2319162

72338

35.52

80533

2624.74

1.78

STOCK
OPTIONS

242788

8397.79

-286.94

TOTAL

Values

-413.42

INDEX
FUTURES
INDEX
OPTIONS
STOCK
FUTURES
STOCK
OPTIONS

Contracts

Change
(In %)

2777757.00

86558.18

6.89

F&O TOTAL

3231957

102324

DERIVATIVE FOLIO
MOST ACTIVE NIFTY CALL OPTION
Symbol
NIFTY
NIFTY
NIFTY
NIFTY
NIFTY

Strike Price
6300
6400
6200
6500
6600

Traded Qty.
16560650
12543600
6598200
6114100
4000400

Open Interest
5232800
4946450
3251450
3803600
2904300

MOST ACTIVE STOCK CALL OPTION
Symbol
INFY
INFY
SBIN
INFY
RELIANCE

Strike
Price
3500
3600
1600
3400
880

Traded
Qty.
526750
465125
437375
324875
603000

Open
Interest
663375
500750
217125
815625
368000

MOST ACTIVE NIFTY PUT OPTION
Symbol
NIFTY
NIFTY
NIFTY
NIFTY
NIFTY

Strike Price
6200
6100
6300
6000
5900

Traded Qty.
16447750
10636900
7489850
7055350
3440600

Open Interest
6264000
5129550
3078950
4330550
2864500

MOST ACTIVE STOCK PUT OPTION
Symbol
SBIN
RELIANCE
RELIANCE
INFY
SBIN

Strike
Price
1700
900
880
3700
1650

Traded
Qty.
748000
1334250
1307500
579875
536125

Open
Interest
733125
1372250
597250
584750
493250

Swastika Intelligence Group,
1st Floor , Bandukwala Building, British Hotel Lane, Fort Mumbai
DERIVATIVE REPORT
15th January 2014

SWASTIKA INTELLIGENCE GROUP

Report Prepared by
Santosh Meena
RESEARCH TEAM
Santosh Sahu
Amit Khare
Vishnu shreekar
Sonakshi Bahety
Saloni Gupta

Designation
Derivative & Technical Analyst

E-mail ID
santosh.meena@swastika.co.in

SWASTIKA INTELLIGENCE GROUP
Research Head
Commodity Analyst
Commodity Analyst
Research Associate
Research Associate

research@swastika.co.in
Santosh.sahu@swastika.co.in
amit.khare@swastika.co.in
vishnu.shreekar@swastika.co.in
Sonakshi.bahety@swastika.co.in
Salony.gupta@swastika.co.in

Disclaimer- The document is solely for the personal information of the intended recipient and must not be exceptionally used as the basis for any
investment decision. Nothing in this document should be construed as investment, Legal, taxation or financial advice. Swastika Investmart Ltd. is not
soliciting any action based upon it. Each recipient of this document should make necessary investigations as they consider important to arrive at an
independent evaluation of an investment in the securities of the companies referred to in this document (including the merits and risks involved).
This report has been made based on information that we consider reliable and are publicly available but we do not state that it is accurate or complete and
it should not be solely relied upon such, as this document is for. Swastika Investmart Limited, its affiliates, directors, it s proprietary trading and investment
businesses may, from time to time, make investment decisions that are inconsistent with or contradictory to the recommendations expressed herein. The
views contained in this document are those of the analyst, and the company may or may not subscribe to all the views expresse d within this document.
Swastika Investmart Limited or any of its affiliates/ group companies, or employees shall not be in any way held responsible for any loss or damage that
may arise to any person from any inadvertent error in the information contained in this report.
Swastika Investmart Limited has not independently verified the information contained in this document. Accordingly, we cannot testify, nor make any
representation or warranty, express or implied, to the accuracy, contents or data contained within this document. This docume nt is being supplied to you
solely for your information, and its contents, information or data may not be reproduced, redistributed or passed on, directly or indirectly.

Swastika Intelligence Group,
1st Floor , Bandukwala Building, British Hotel Lane, Fort Mumbai

More Related Content

What's hot

Daily Derivative Stock Nifty Report 19 December
Daily Derivative Stock Nifty Report 19 DecemberDaily Derivative Stock Nifty Report 19 December
Daily Derivative Stock Nifty Report 19 December
kailash soni
 
Morning Newsletter 24th December 2013
Morning Newsletter 24th December 2013Morning Newsletter 24th December 2013
Morning Newsletter 24th December 2013kailash soni
 
D direction 13022017
D direction 13022017D direction 13022017
D direction 13022017
Choice Equity
 
Morning Stock Market Newsletter 8th january
Morning Stock Market Newsletter  8th januaryMorning Stock Market Newsletter  8th january
Morning Stock Market Newsletter 8th january
kailash soni
 
Derivative Report of 20th December 2013
Derivative Report of 20th December 2013Derivative Report of 20th December 2013
Derivative Report of 20th December 2013kailash soni
 
Weekly Stock Market-Tips & News Updates
Weekly Stock Market-Tips & News UpdatesWeekly Stock Market-Tips & News Updates
Weekly Stock Market-Tips & News Updates
Money CapitalHeight Research Investment Advisers Pvt Ltd
 
D direction 14022017
D direction 14022017D direction 14022017
D direction 14022017
Choice Equity
 
Morning Newsletter 9th January
Morning Newsletter  9th JanuaryMorning Newsletter  9th January
Morning Newsletter 9th Januarykailash soni
 
D direction 20032017
D direction 20032017D direction 20032017
D direction 20032017
Choice Equity
 
Special report by epic research of 19 september 2017
Special report by epic research of 19 september 2017Special report by epic research of 19 september 2017
Special report by epic research of 19 september 2017
Epic Research
 
Daily Derivatives Report:30 March 2020
Daily Derivatives Report:30 March 2020Daily Derivatives Report:30 March 2020
Daily Derivatives Report:30 March 2020
Axis Direct
 
ICICI Prudential Smallcap Index Fund
ICICI Prudential Smallcap Index FundICICI Prudential Smallcap Index Fund
ICICI Prudential Smallcap Index Fund
iciciprumf
 
Daily Technical Report:30 March 2020
Daily Technical Report:30 March 2020Daily Technical Report:30 March 2020
Daily Technical Report:30 March 2020
Axis Direct
 
D direction 23022017
D direction 23022017D direction 23022017
D direction 23022017
choice broking
 
IDFC Banking and PSU Debt Fund_Fund spotlight
IDFC Banking and PSU Debt Fund_Fund spotlightIDFC Banking and PSU Debt Fund_Fund spotlight
IDFC Banking and PSU Debt Fund_Fund spotlight
JubiIDFCDebt
 
EPIC RESEARCH SINGAPORE - Weekly SGX Singapore report of 08 February - 12 Feb...
EPIC RESEARCH SINGAPORE - Weekly SGX Singapore report of 08 February - 12 Feb...EPIC RESEARCH SINGAPORE - Weekly SGX Singapore report of 08 February - 12 Feb...
EPIC RESEARCH SINGAPORE - Weekly SGX Singapore report of 08 February - 12 Feb...
epicresearchsgmy
 
A Project Of Strategic Financial Management On Maximizing Return by minimizin...
A Project Of Strategic Financial Management On Maximizing Return by minimizin...A Project Of Strategic Financial Management On Maximizing Return by minimizin...
A Project Of Strategic Financial Management On Maximizing Return by minimizin...
Avinash Advani
 
GMM Pfaudler
GMM PfaudlerGMM Pfaudler
GMM Pfaudler
Axis Direct
 
Equity reports 21 june 2018
Equity reports 21 june 2018Equity reports 21 june 2018
Equity reports 21 june 2018
Sana Hussain
 
Epicresearch weekly derivative report from 22 dec to 26 dec 2014
Epicresearch weekly derivative report from 22 dec to 26 dec 2014Epicresearch weekly derivative report from 22 dec to 26 dec 2014
Epicresearch weekly derivative report from 22 dec to 26 dec 2014
Epic Research Limited
 

What's hot (20)

Daily Derivative Stock Nifty Report 19 December
Daily Derivative Stock Nifty Report 19 DecemberDaily Derivative Stock Nifty Report 19 December
Daily Derivative Stock Nifty Report 19 December
 
Morning Newsletter 24th December 2013
Morning Newsletter 24th December 2013Morning Newsletter 24th December 2013
Morning Newsletter 24th December 2013
 
D direction 13022017
D direction 13022017D direction 13022017
D direction 13022017
 
Morning Stock Market Newsletter 8th january
Morning Stock Market Newsletter  8th januaryMorning Stock Market Newsletter  8th january
Morning Stock Market Newsletter 8th january
 
Derivative Report of 20th December 2013
Derivative Report of 20th December 2013Derivative Report of 20th December 2013
Derivative Report of 20th December 2013
 
Weekly Stock Market-Tips & News Updates
Weekly Stock Market-Tips & News UpdatesWeekly Stock Market-Tips & News Updates
Weekly Stock Market-Tips & News Updates
 
D direction 14022017
D direction 14022017D direction 14022017
D direction 14022017
 
Morning Newsletter 9th January
Morning Newsletter  9th JanuaryMorning Newsletter  9th January
Morning Newsletter 9th January
 
D direction 20032017
D direction 20032017D direction 20032017
D direction 20032017
 
Special report by epic research of 19 september 2017
Special report by epic research of 19 september 2017Special report by epic research of 19 september 2017
Special report by epic research of 19 september 2017
 
Daily Derivatives Report:30 March 2020
Daily Derivatives Report:30 March 2020Daily Derivatives Report:30 March 2020
Daily Derivatives Report:30 March 2020
 
ICICI Prudential Smallcap Index Fund
ICICI Prudential Smallcap Index FundICICI Prudential Smallcap Index Fund
ICICI Prudential Smallcap Index Fund
 
Daily Technical Report:30 March 2020
Daily Technical Report:30 March 2020Daily Technical Report:30 March 2020
Daily Technical Report:30 March 2020
 
D direction 23022017
D direction 23022017D direction 23022017
D direction 23022017
 
IDFC Banking and PSU Debt Fund_Fund spotlight
IDFC Banking and PSU Debt Fund_Fund spotlightIDFC Banking and PSU Debt Fund_Fund spotlight
IDFC Banking and PSU Debt Fund_Fund spotlight
 
EPIC RESEARCH SINGAPORE - Weekly SGX Singapore report of 08 February - 12 Feb...
EPIC RESEARCH SINGAPORE - Weekly SGX Singapore report of 08 February - 12 Feb...EPIC RESEARCH SINGAPORE - Weekly SGX Singapore report of 08 February - 12 Feb...
EPIC RESEARCH SINGAPORE - Weekly SGX Singapore report of 08 February - 12 Feb...
 
A Project Of Strategic Financial Management On Maximizing Return by minimizin...
A Project Of Strategic Financial Management On Maximizing Return by minimizin...A Project Of Strategic Financial Management On Maximizing Return by minimizin...
A Project Of Strategic Financial Management On Maximizing Return by minimizin...
 
GMM Pfaudler
GMM PfaudlerGMM Pfaudler
GMM Pfaudler
 
Equity reports 21 june 2018
Equity reports 21 june 2018Equity reports 21 june 2018
Equity reports 21 june 2018
 
Epicresearch weekly derivative report from 22 dec to 26 dec 2014
Epicresearch weekly derivative report from 22 dec to 26 dec 2014Epicresearch weekly derivative report from 22 dec to 26 dec 2014
Epicresearch weekly derivative report from 22 dec to 26 dec 2014
 

Similar to Derivative Report of 15th january 2014

Derivative Report of 14th January 2014
Derivative Report of 14th January 2014Derivative Report of 14th January 2014
Derivative Report of 14th January 2014kailash soni
 
Derivatives Report 20 December
Derivatives Report 20 DecemberDerivatives Report 20 December
Derivatives Report 20 Decemberkailash soni
 
Derivative Stock Market Report of 30th December 2013
Derivative Stock Market Report of 30th December 2013Derivative Stock Market Report of 30th December 2013
Derivative Stock Market Report of 30th December 2013kailash soni
 
Nifty Daily Outlook For 10th January 2014
Nifty Daily Outlook For 10th January 2014Nifty Daily Outlook For 10th January 2014
Nifty Daily Outlook For 10th January 2014kailash soni
 
Epicresearch daily derivatives report on 13 february 2015
Epicresearch daily derivatives report on 13 february 2015Epicresearch daily derivatives report on 13 february 2015
Epicresearch daily derivatives report on 13 february 2015
Epic Research Limited
 
D direction 19122016
D direction 19122016D direction 19122016
D direction 19122016
choice broking
 
D direction 17022017
D direction 17022017D direction 17022017
D direction 17022017
Choice Equity
 
Derivative report of 28th july 2014 by Swastika investmart
Derivative report of 28th july 2014 by Swastika investmartDerivative report of 28th july 2014 by Swastika investmart
Derivative report of 28th july 2014 by Swastika investmart
Swastika Investmart
 
Nifty Daily Outlook For 23rd December 2013
Nifty Daily Outlook For 23rd December 2013Nifty Daily Outlook For 23rd December 2013
Nifty Daily Outlook For 23rd December 2013kailash soni
 
Nifty daily outlook for 16th december 2013
Nifty daily outlook for 16th december 2013Nifty daily outlook for 16th december 2013
Nifty daily outlook for 16th december 2013kailash soni
 
Epic research weekly derivative report 24 november 2014
Epic research weekly  derivative report 24 november 2014Epic research weekly  derivative report 24 november 2014
Epic research weekly derivative report 24 november 2014
Epic Research Limited
 
D direction 06022017
D direction 06022017D direction 06022017
D direction 06022017
Choice Equity
 
D direction 07022017
D direction 07022017D direction 07022017
D direction 07022017
Choice Equity
 
D direction 11012017
D direction 11012017D direction 11012017
D direction 11012017
Choice Equity
 
D direction 12122016
D direction 12122016D direction 12122016
D direction 12122016
Choice Equity
 
D direction 02012017
D direction 02012017D direction 02012017
D direction 02012017
Choice Equity
 
D direction 17012017
D direction 17012017D direction 17012017
D direction 17012017
Choice Equity
 
Nifty Daily Outlook For 15th January 2014
Nifty Daily Outlook For 15th January 2014Nifty Daily Outlook For 15th January 2014
Nifty Daily Outlook For 15th January 2014kailash soni
 
Morning Newsletter 10th january
Morning Newsletter  10th januaryMorning Newsletter  10th january
Morning Newsletter 10th januarykailash soni
 
D direction 15022017
D direction 15022017D direction 15022017
D direction 15022017
Choice Equity
 

Similar to Derivative Report of 15th january 2014 (20)

Derivative Report of 14th January 2014
Derivative Report of 14th January 2014Derivative Report of 14th January 2014
Derivative Report of 14th January 2014
 
Derivatives Report 20 December
Derivatives Report 20 DecemberDerivatives Report 20 December
Derivatives Report 20 December
 
Derivative Stock Market Report of 30th December 2013
Derivative Stock Market Report of 30th December 2013Derivative Stock Market Report of 30th December 2013
Derivative Stock Market Report of 30th December 2013
 
Nifty Daily Outlook For 10th January 2014
Nifty Daily Outlook For 10th January 2014Nifty Daily Outlook For 10th January 2014
Nifty Daily Outlook For 10th January 2014
 
Epicresearch daily derivatives report on 13 february 2015
Epicresearch daily derivatives report on 13 february 2015Epicresearch daily derivatives report on 13 february 2015
Epicresearch daily derivatives report on 13 february 2015
 
D direction 19122016
D direction 19122016D direction 19122016
D direction 19122016
 
D direction 17022017
D direction 17022017D direction 17022017
D direction 17022017
 
Derivative report of 28th july 2014 by Swastika investmart
Derivative report of 28th july 2014 by Swastika investmartDerivative report of 28th july 2014 by Swastika investmart
Derivative report of 28th july 2014 by Swastika investmart
 
Nifty Daily Outlook For 23rd December 2013
Nifty Daily Outlook For 23rd December 2013Nifty Daily Outlook For 23rd December 2013
Nifty Daily Outlook For 23rd December 2013
 
Nifty daily outlook for 16th december 2013
Nifty daily outlook for 16th december 2013Nifty daily outlook for 16th december 2013
Nifty daily outlook for 16th december 2013
 
Epic research weekly derivative report 24 november 2014
Epic research weekly  derivative report 24 november 2014Epic research weekly  derivative report 24 november 2014
Epic research weekly derivative report 24 november 2014
 
D direction 06022017
D direction 06022017D direction 06022017
D direction 06022017
 
D direction 07022017
D direction 07022017D direction 07022017
D direction 07022017
 
D direction 11012017
D direction 11012017D direction 11012017
D direction 11012017
 
D direction 12122016
D direction 12122016D direction 12122016
D direction 12122016
 
D direction 02012017
D direction 02012017D direction 02012017
D direction 02012017
 
D direction 17012017
D direction 17012017D direction 17012017
D direction 17012017
 
Nifty Daily Outlook For 15th January 2014
Nifty Daily Outlook For 15th January 2014Nifty Daily Outlook For 15th January 2014
Nifty Daily Outlook For 15th January 2014
 
Morning Newsletter 10th january
Morning Newsletter  10th januaryMorning Newsletter  10th january
Morning Newsletter 10th january
 
D direction 15022017
D direction 15022017D direction 15022017
D direction 15022017
 

More from kailash soni

Ashok Leyland Fundamental Report by swastika Investmart
Ashok Leyland Fundamental Report by swastika InvestmartAshok Leyland Fundamental Report by swastika Investmart
Ashok Leyland Fundamental Report by swastika Investmart
kailash soni
 
Ncdex Report of 17th February 2014
Ncdex Report of 17th February 2014Ncdex Report of 17th February 2014
Ncdex Report of 17th February 2014kailash soni
 
Currency Trading Outlook 17th february 2014
Currency Trading Outlook  17th february 2014Currency Trading Outlook  17th february 2014
Currency Trading Outlook 17th february 2014kailash soni
 
Nifty daily outlook for 17th february 2014
Nifty daily outlook for 17th february 2014Nifty daily outlook for 17th february 2014
Nifty daily outlook for 17th february 2014kailash soni
 
Trading Strategy For 04th February 2014
Trading Strategy For 04th February 2014Trading Strategy For 04th February 2014
Trading Strategy For 04th February 2014
kailash soni
 
Commodity Ncdex Report 24th January
Commodity Ncdex Report 24th JanuaryCommodity Ncdex Report 24th January
Commodity Ncdex Report 24th Januarykailash soni
 
Morning Newsletter Stock Market 24th January 2014
Morning Newsletter Stock Market 24th January 2014Morning Newsletter Stock Market 24th January 2014
Morning Newsletter Stock Market 24th January 2014kailash soni
 
Evening news letter of 20th january 2014 By Swastika Investmart
Evening news letter of 20th january 2014 By Swastika InvestmartEvening news letter of 20th january 2014 By Swastika Investmart
Evening news letter of 20th january 2014 By Swastika Investmartkailash soni
 
Currency Outlook 20th january By Swastika Investmart
Currency Outlook 20th january By Swastika InvestmartCurrency Outlook 20th january By Swastika Investmart
Currency Outlook 20th january By Swastika Investmartkailash soni
 
Morning newsletter of 20th january By Swastika Investmart
Morning newsletter of 20th january By Swastika InvestmartMorning newsletter of 20th january By Swastika Investmart
Morning newsletter of 20th january By Swastika Investmartkailash soni
 
Evening news letter 17th january 2014 By Swastika Investmart
Evening news letter 17th january  2014 By Swastika InvestmartEvening news letter 17th january  2014 By Swastika Investmart
Evening news letter 17th january 2014 By Swastika Investmartkailash soni
 
CURRENCY USD INR DAILY 15th JUNURY 2014
CURRENCY USD INR DAILY 15th JUNURY 2014CURRENCY USD INR DAILY 15th JUNURY 2014
CURRENCY USD INR DAILY 15th JUNURY 2014kailash soni
 
Morning Newsletter Oil India, Coal India, Tata Motors, Tata Steel 15th jan
Morning Newsletter Oil India, Coal India, Tata Motors, Tata Steel  15th janMorning Newsletter Oil India, Coal India, Tata Motors, Tata Steel  15th jan
Morning Newsletter Oil India, Coal India, Tata Motors, Tata Steel 15th jankailash soni
 
Pivot Report of 14th janauary 2014
Pivot Report of 14th janauary  2014Pivot Report of 14th janauary  2014
Pivot Report of 14th janauary 2014kailash soni
 
Morning Newsletter Stock Market 14th january
Morning Newsletter Stock Market 14th januaryMorning Newsletter Stock Market 14th january
Morning Newsletter Stock Market 14th januarykailash soni
 
Ncdex Report of 13th Jan 2014
Ncdex Report of 13th Jan 2014Ncdex Report of 13th Jan 2014
Ncdex Report of 13th Jan 2014kailash soni
 
Weekly Mcx Trackers 11 jan.2014
Weekly Mcx Trackers 11 jan.2014Weekly Mcx Trackers 11 jan.2014
Weekly Mcx Trackers 11 jan.2014kailash soni
 
Nifty Daily Outlook For 13th January 2014
Nifty Daily Outlook For 13th January 2014Nifty Daily Outlook For 13th January 2014
Nifty Daily Outlook For 13th January 2014kailash soni
 
Morning Newsletter 13th January by Swastika Investmart
Morning Newsletter  13th January by Swastika InvestmartMorning Newsletter  13th January by Swastika Investmart
Morning Newsletter 13th January by Swastika Investmartkailash soni
 
Ncdex Commodity Report of 10 January
Ncdex Commodity Report of 10 JanuaryNcdex Commodity Report of 10 January
Ncdex Commodity Report of 10 Januarykailash soni
 

More from kailash soni (20)

Ashok Leyland Fundamental Report by swastika Investmart
Ashok Leyland Fundamental Report by swastika InvestmartAshok Leyland Fundamental Report by swastika Investmart
Ashok Leyland Fundamental Report by swastika Investmart
 
Ncdex Report of 17th February 2014
Ncdex Report of 17th February 2014Ncdex Report of 17th February 2014
Ncdex Report of 17th February 2014
 
Currency Trading Outlook 17th february 2014
Currency Trading Outlook  17th february 2014Currency Trading Outlook  17th february 2014
Currency Trading Outlook 17th february 2014
 
Nifty daily outlook for 17th february 2014
Nifty daily outlook for 17th february 2014Nifty daily outlook for 17th february 2014
Nifty daily outlook for 17th february 2014
 
Trading Strategy For 04th February 2014
Trading Strategy For 04th February 2014Trading Strategy For 04th February 2014
Trading Strategy For 04th February 2014
 
Commodity Ncdex Report 24th January
Commodity Ncdex Report 24th JanuaryCommodity Ncdex Report 24th January
Commodity Ncdex Report 24th January
 
Morning Newsletter Stock Market 24th January 2014
Morning Newsletter Stock Market 24th January 2014Morning Newsletter Stock Market 24th January 2014
Morning Newsletter Stock Market 24th January 2014
 
Evening news letter of 20th january 2014 By Swastika Investmart
Evening news letter of 20th january 2014 By Swastika InvestmartEvening news letter of 20th january 2014 By Swastika Investmart
Evening news letter of 20th january 2014 By Swastika Investmart
 
Currency Outlook 20th january By Swastika Investmart
Currency Outlook 20th january By Swastika InvestmartCurrency Outlook 20th january By Swastika Investmart
Currency Outlook 20th january By Swastika Investmart
 
Morning newsletter of 20th january By Swastika Investmart
Morning newsletter of 20th january By Swastika InvestmartMorning newsletter of 20th january By Swastika Investmart
Morning newsletter of 20th january By Swastika Investmart
 
Evening news letter 17th january 2014 By Swastika Investmart
Evening news letter 17th january  2014 By Swastika InvestmartEvening news letter 17th january  2014 By Swastika Investmart
Evening news letter 17th january 2014 By Swastika Investmart
 
CURRENCY USD INR DAILY 15th JUNURY 2014
CURRENCY USD INR DAILY 15th JUNURY 2014CURRENCY USD INR DAILY 15th JUNURY 2014
CURRENCY USD INR DAILY 15th JUNURY 2014
 
Morning Newsletter Oil India, Coal India, Tata Motors, Tata Steel 15th jan
Morning Newsletter Oil India, Coal India, Tata Motors, Tata Steel  15th janMorning Newsletter Oil India, Coal India, Tata Motors, Tata Steel  15th jan
Morning Newsletter Oil India, Coal India, Tata Motors, Tata Steel 15th jan
 
Pivot Report of 14th janauary 2014
Pivot Report of 14th janauary  2014Pivot Report of 14th janauary  2014
Pivot Report of 14th janauary 2014
 
Morning Newsletter Stock Market 14th january
Morning Newsletter Stock Market 14th januaryMorning Newsletter Stock Market 14th january
Morning Newsletter Stock Market 14th january
 
Ncdex Report of 13th Jan 2014
Ncdex Report of 13th Jan 2014Ncdex Report of 13th Jan 2014
Ncdex Report of 13th Jan 2014
 
Weekly Mcx Trackers 11 jan.2014
Weekly Mcx Trackers 11 jan.2014Weekly Mcx Trackers 11 jan.2014
Weekly Mcx Trackers 11 jan.2014
 
Nifty Daily Outlook For 13th January 2014
Nifty Daily Outlook For 13th January 2014Nifty Daily Outlook For 13th January 2014
Nifty Daily Outlook For 13th January 2014
 
Morning Newsletter 13th January by Swastika Investmart
Morning Newsletter  13th January by Swastika InvestmartMorning Newsletter  13th January by Swastika Investmart
Morning Newsletter 13th January by Swastika Investmart
 
Ncdex Commodity Report of 10 January
Ncdex Commodity Report of 10 JanuaryNcdex Commodity Report of 10 January
Ncdex Commodity Report of 10 January
 

Recently uploaded

234Presentation on Indian Debt Market.ppt
234Presentation on Indian Debt Market.ppt234Presentation on Indian Debt Market.ppt
234Presentation on Indian Debt Market.ppt
PravinPatil144525
 
Summary of financial results for 1Q2024
Summary of financial  results for 1Q2024Summary of financial  results for 1Q2024
Summary of financial results for 1Q2024
InterCars
 
Introduction to Indian Financial System ()
Introduction to Indian Financial System ()Introduction to Indian Financial System ()
Introduction to Indian Financial System ()
Avanish Goel
 
Chương 6. Ancol - phenol - ether (1).pdf
Chương 6. Ancol - phenol - ether (1).pdfChương 6. Ancol - phenol - ether (1).pdf
Chương 6. Ancol - phenol - ether (1).pdf
va2132004
 
USDA Loans in California: A Comprehensive Overview.pptx
USDA Loans in California: A Comprehensive Overview.pptxUSDA Loans in California: A Comprehensive Overview.pptx
USDA Loans in California: A Comprehensive Overview.pptx
marketing367770
 
What website can I sell pi coins securely.
What website can I sell pi coins securely.What website can I sell pi coins securely.
What website can I sell pi coins securely.
DOT TECH
 
Financial Assets: Debit vs Equity Securities.pptx
Financial Assets: Debit vs Equity Securities.pptxFinancial Assets: Debit vs Equity Securities.pptx
Financial Assets: Debit vs Equity Securities.pptx
Writo-Finance
 
This assessment plan proposal is to outline a structured approach to evaluati...
This assessment plan proposal is to outline a structured approach to evaluati...This assessment plan proposal is to outline a structured approach to evaluati...
This assessment plan proposal is to outline a structured approach to evaluati...
lamluanvan.net Viết thuê luận văn
 
what is the future of Pi Network currency.
what is the future of Pi Network currency.what is the future of Pi Network currency.
what is the future of Pi Network currency.
DOT TECH
 
how to sell pi coins in South Korea profitably.
how to sell pi coins in South Korea profitably.how to sell pi coins in South Korea profitably.
how to sell pi coins in South Korea profitably.
DOT TECH
 
Empowering the Unbanked: The Vital Role of NBFCs in Promoting Financial Inclu...
Empowering the Unbanked: The Vital Role of NBFCs in Promoting Financial Inclu...Empowering the Unbanked: The Vital Role of NBFCs in Promoting Financial Inclu...
Empowering the Unbanked: The Vital Role of NBFCs in Promoting Financial Inclu...
Vighnesh Shashtri
 
how to sell pi coins effectively (from 50 - 100k pi)
how to sell pi coins effectively (from 50 - 100k  pi)how to sell pi coins effectively (from 50 - 100k  pi)
how to sell pi coins effectively (from 50 - 100k pi)
DOT TECH
 
how can i use my minded pi coins I need some funds.
how can i use my minded pi coins I need some funds.how can i use my minded pi coins I need some funds.
how can i use my minded pi coins I need some funds.
DOT TECH
 
where can I find a legit pi merchant online
where can I find a legit pi merchant onlinewhere can I find a legit pi merchant online
where can I find a legit pi merchant online
DOT TECH
 
The WhatsPump Pseudonym Problem and the Hilarious Downfall of Artificial Enga...
The WhatsPump Pseudonym Problem and the Hilarious Downfall of Artificial Enga...The WhatsPump Pseudonym Problem and the Hilarious Downfall of Artificial Enga...
The WhatsPump Pseudonym Problem and the Hilarious Downfall of Artificial Enga...
muslimdavidovich670
 
The new type of smart, sustainable entrepreneurship and the next day | Europe...
The new type of smart, sustainable entrepreneurship and the next day | Europe...The new type of smart, sustainable entrepreneurship and the next day | Europe...
The new type of smart, sustainable entrepreneurship and the next day | Europe...
Antonis Zairis
 
how can I sell pi coins after successfully completing KYC
how can I sell pi coins after successfully completing KYChow can I sell pi coins after successfully completing KYC
how can I sell pi coins after successfully completing KYC
DOT TECH
 
The Evolution of Non-Banking Financial Companies (NBFCs) in India: Challenges...
The Evolution of Non-Banking Financial Companies (NBFCs) in India: Challenges...The Evolution of Non-Banking Financial Companies (NBFCs) in India: Challenges...
The Evolution of Non-Banking Financial Companies (NBFCs) in India: Challenges...
beulahfernandes8
 
what is the best method to sell pi coins in 2024
what is the best method to sell pi coins in 2024what is the best method to sell pi coins in 2024
what is the best method to sell pi coins in 2024
DOT TECH
 
Scope Of Macroeconomics introduction and basic theories
Scope Of Macroeconomics introduction and basic theoriesScope Of Macroeconomics introduction and basic theories
Scope Of Macroeconomics introduction and basic theories
nomankalyar153
 

Recently uploaded (20)

234Presentation on Indian Debt Market.ppt
234Presentation on Indian Debt Market.ppt234Presentation on Indian Debt Market.ppt
234Presentation on Indian Debt Market.ppt
 
Summary of financial results for 1Q2024
Summary of financial  results for 1Q2024Summary of financial  results for 1Q2024
Summary of financial results for 1Q2024
 
Introduction to Indian Financial System ()
Introduction to Indian Financial System ()Introduction to Indian Financial System ()
Introduction to Indian Financial System ()
 
Chương 6. Ancol - phenol - ether (1).pdf
Chương 6. Ancol - phenol - ether (1).pdfChương 6. Ancol - phenol - ether (1).pdf
Chương 6. Ancol - phenol - ether (1).pdf
 
USDA Loans in California: A Comprehensive Overview.pptx
USDA Loans in California: A Comprehensive Overview.pptxUSDA Loans in California: A Comprehensive Overview.pptx
USDA Loans in California: A Comprehensive Overview.pptx
 
What website can I sell pi coins securely.
What website can I sell pi coins securely.What website can I sell pi coins securely.
What website can I sell pi coins securely.
 
Financial Assets: Debit vs Equity Securities.pptx
Financial Assets: Debit vs Equity Securities.pptxFinancial Assets: Debit vs Equity Securities.pptx
Financial Assets: Debit vs Equity Securities.pptx
 
This assessment plan proposal is to outline a structured approach to evaluati...
This assessment plan proposal is to outline a structured approach to evaluati...This assessment plan proposal is to outline a structured approach to evaluati...
This assessment plan proposal is to outline a structured approach to evaluati...
 
what is the future of Pi Network currency.
what is the future of Pi Network currency.what is the future of Pi Network currency.
what is the future of Pi Network currency.
 
how to sell pi coins in South Korea profitably.
how to sell pi coins in South Korea profitably.how to sell pi coins in South Korea profitably.
how to sell pi coins in South Korea profitably.
 
Empowering the Unbanked: The Vital Role of NBFCs in Promoting Financial Inclu...
Empowering the Unbanked: The Vital Role of NBFCs in Promoting Financial Inclu...Empowering the Unbanked: The Vital Role of NBFCs in Promoting Financial Inclu...
Empowering the Unbanked: The Vital Role of NBFCs in Promoting Financial Inclu...
 
how to sell pi coins effectively (from 50 - 100k pi)
how to sell pi coins effectively (from 50 - 100k  pi)how to sell pi coins effectively (from 50 - 100k  pi)
how to sell pi coins effectively (from 50 - 100k pi)
 
how can i use my minded pi coins I need some funds.
how can i use my minded pi coins I need some funds.how can i use my minded pi coins I need some funds.
how can i use my minded pi coins I need some funds.
 
where can I find a legit pi merchant online
where can I find a legit pi merchant onlinewhere can I find a legit pi merchant online
where can I find a legit pi merchant online
 
The WhatsPump Pseudonym Problem and the Hilarious Downfall of Artificial Enga...
The WhatsPump Pseudonym Problem and the Hilarious Downfall of Artificial Enga...The WhatsPump Pseudonym Problem and the Hilarious Downfall of Artificial Enga...
The WhatsPump Pseudonym Problem and the Hilarious Downfall of Artificial Enga...
 
The new type of smart, sustainable entrepreneurship and the next day | Europe...
The new type of smart, sustainable entrepreneurship and the next day | Europe...The new type of smart, sustainable entrepreneurship and the next day | Europe...
The new type of smart, sustainable entrepreneurship and the next day | Europe...
 
how can I sell pi coins after successfully completing KYC
how can I sell pi coins after successfully completing KYChow can I sell pi coins after successfully completing KYC
how can I sell pi coins after successfully completing KYC
 
The Evolution of Non-Banking Financial Companies (NBFCs) in India: Challenges...
The Evolution of Non-Banking Financial Companies (NBFCs) in India: Challenges...The Evolution of Non-Banking Financial Companies (NBFCs) in India: Challenges...
The Evolution of Non-Banking Financial Companies (NBFCs) in India: Challenges...
 
what is the best method to sell pi coins in 2024
what is the best method to sell pi coins in 2024what is the best method to sell pi coins in 2024
what is the best method to sell pi coins in 2024
 
Scope Of Macroeconomics introduction and basic theories
Scope Of Macroeconomics introduction and basic theoriesScope Of Macroeconomics introduction and basic theories
Scope Of Macroeconomics introduction and basic theories
 

Derivative Report of 15th january 2014

  • 1. DERIVATIVE REPORT 15th January 2014 SWASTIKA INTELLIGENCE GROUP NIFTY VS OPEN INTEREST Market Internals  FII were net seller by 260Cr in cash market which is a sign of cautious among them.  DII were net seller by 97cr in cash market.  Aggressive writing of 413cr was seen in index future by FII.  Some short covering was seen in 6200 put option but shedding of open interest is very less as compare to accumulation on Monday’s trading session which is showing 6200 is a strong base.  6225 is immediate support to watch out below this market will again go in congestion zone of 6130-6230.  Dollar Index placed at 80.84 mark while US 10yr treasury yield placed at 2.87 mark. Derivative Activity: Nifty closed at 6242 mark while nifty January future closed at 6256 mark with premium of 14 points. Nifty (Feb) Contract closed at 6290 level with premium of 48 points. The cost of carry for January month contract placed at 5.12% vs. 4.11%, whereas total OI is positioned at 20084200, where nifty January future adds 3% in open interest. At the money option implied volatility placed at 14.14% vs. 14.04%. OPEN INTEREST GAINERS Scrips Price % Price Change Open Interest (Change) % OI Change CAIRN 330.85 1.63% 1483000 24% IOB 47.95 -0.42% 1056000 20% HDIL 49.6 -0.30% 3664000 16% TATASTEEL 376 -3.08% 1521000 12% COALINDIA 276.05 -0.27% 747000 11% Scrips Price OPEN INTEREST LOOSERS % Price Change Open Interest (Change) % OI Change ADANIPORTS 147.15 2.15% -426000 -7% DRREDDY 2656.4 0.91% -37125 -4% HDFCBANK 674.05 -0.05% -535500 -4% NHPC TCS 18.5 2333.1 1.09% -1.29% -1260000 -144125 -4% -3% Swastika Intelligence Group, 1st Floor , Bandukwala Building, British Hotel Lane, Fort Mumbai
  • 2. DERIVATIVE REPORT 15th January 2014 SWASTIKA INTELLIGENCE GROUP OPTION DATA ANALYSIS: OI CONCENTRATION CHART CHANGE IN OI ON CALL OPTION FRONT:  On call option front highest open interest is positioned at 6300 mark which is immediate resistance.  Some bit of writing was taken place at 6300-6400 levels which accumulate 9 lacs total amount in OI. ON PUT OPTION FRONT:  On put option front highest open interest has shifted to 6200 level which is now an important support on immediate basis.  Some short covering was seen almost all levels but 6200 did not shed off as much it accumulated in Monday’s trading session.  IndiaVix was down by 1.32% which closed at 15.74 level.  PCR OI placed at 0.97 mark while PCR volume stands at 1.07 mark.  VIX/PCR ratio stands at 16.22 level which shows comfort among the traders. Swastika Intelligence Group, 1st Floor , Bandukwala Building, British Hotel Lane, Fort Mumbai
  • 3. DERIVATIVE REPORT 15th January 2014 SWASTIKA INTELLIGENCE GROUP TOATL VOLUME SUMMARY FII STATISTICS Jan 14’14 (IN RS. Cr.) Open Interest Product Net Product No of Contracts Traded Value (Crs) INDEX FUTURES 253840 7638.2 445711 13757.15 4.91 94.18 1211765 37587.93 -0.45 STOCK FUTURES 416167 13949.9 -3.23 1039748 32588.36 0.65 INDEX OPTIONS 2319162 72338 35.52 80533 2624.74 1.78 STOCK OPTIONS 242788 8397.79 -286.94 TOTAL Values -413.42 INDEX FUTURES INDEX OPTIONS STOCK FUTURES STOCK OPTIONS Contracts Change (In %) 2777757.00 86558.18 6.89 F&O TOTAL 3231957 102324 DERIVATIVE FOLIO MOST ACTIVE NIFTY CALL OPTION Symbol NIFTY NIFTY NIFTY NIFTY NIFTY Strike Price 6300 6400 6200 6500 6600 Traded Qty. 16560650 12543600 6598200 6114100 4000400 Open Interest 5232800 4946450 3251450 3803600 2904300 MOST ACTIVE STOCK CALL OPTION Symbol INFY INFY SBIN INFY RELIANCE Strike Price 3500 3600 1600 3400 880 Traded Qty. 526750 465125 437375 324875 603000 Open Interest 663375 500750 217125 815625 368000 MOST ACTIVE NIFTY PUT OPTION Symbol NIFTY NIFTY NIFTY NIFTY NIFTY Strike Price 6200 6100 6300 6000 5900 Traded Qty. 16447750 10636900 7489850 7055350 3440600 Open Interest 6264000 5129550 3078950 4330550 2864500 MOST ACTIVE STOCK PUT OPTION Symbol SBIN RELIANCE RELIANCE INFY SBIN Strike Price 1700 900 880 3700 1650 Traded Qty. 748000 1334250 1307500 579875 536125 Open Interest 733125 1372250 597250 584750 493250 Swastika Intelligence Group, 1st Floor , Bandukwala Building, British Hotel Lane, Fort Mumbai
  • 4. DERIVATIVE REPORT 15th January 2014 SWASTIKA INTELLIGENCE GROUP Report Prepared by Santosh Meena RESEARCH TEAM Santosh Sahu Amit Khare Vishnu shreekar Sonakshi Bahety Saloni Gupta Designation Derivative & Technical Analyst E-mail ID santosh.meena@swastika.co.in SWASTIKA INTELLIGENCE GROUP Research Head Commodity Analyst Commodity Analyst Research Associate Research Associate research@swastika.co.in Santosh.sahu@swastika.co.in amit.khare@swastika.co.in vishnu.shreekar@swastika.co.in Sonakshi.bahety@swastika.co.in Salony.gupta@swastika.co.in Disclaimer- The document is solely for the personal information of the intended recipient and must not be exceptionally used as the basis for any investment decision. Nothing in this document should be construed as investment, Legal, taxation or financial advice. Swastika Investmart Ltd. is not soliciting any action based upon it. Each recipient of this document should make necessary investigations as they consider important to arrive at an independent evaluation of an investment in the securities of the companies referred to in this document (including the merits and risks involved). This report has been made based on information that we consider reliable and are publicly available but we do not state that it is accurate or complete and it should not be solely relied upon such, as this document is for. Swastika Investmart Limited, its affiliates, directors, it s proprietary trading and investment businesses may, from time to time, make investment decisions that are inconsistent with or contradictory to the recommendations expressed herein. The views contained in this document are those of the analyst, and the company may or may not subscribe to all the views expresse d within this document. Swastika Investmart Limited or any of its affiliates/ group companies, or employees shall not be in any way held responsible for any loss or damage that may arise to any person from any inadvertent error in the information contained in this report. Swastika Investmart Limited has not independently verified the information contained in this document. Accordingly, we cannot testify, nor make any representation or warranty, express or implied, to the accuracy, contents or data contained within this document. This docume nt is being supplied to you solely for your information, and its contents, information or data may not be reproduced, redistributed or passed on, directly or indirectly. Swastika Intelligence Group, 1st Floor , Bandukwala Building, British Hotel Lane, Fort Mumbai