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1. DAILY DERIVATIVE REPORT
26 AUG 2015
YOUR MINTVISORY Call us at +91-731-6642300
 After witnessing one of its worst falls in seven years, sanity prevailed in the market. A highly volatile trading
session saw a terrific bounce back with the NSE Nifty shutting shop above the 7850 mark while BSE Sensex
scaled above the 26,000 levels.
 The NSE Nifty swung in a wide range of 258 points. The index from a high of 7,925, tumbled to a low of 7,667,
and eventually ended with a gain of 72 points at 7,881.The India VIX (Volatility) index soared to a 15-month
high at 35.57, but cooled-off considerably and ultimately ended 4.5 percent lower at 26.8475.
 Post a gap-up opening, the Nifty witnessed a roller-coaster ride on the back of a huge swing and intraday vola-
tility in the index heavyweight. However, in the second half, on the back of participation by all major sectors,
the index witnessed a pullback and ended 72 points higher. Nifty futures turned into a premium of 16 points.
India VIX fall 4.5% and ended at 26.8
 FIIs sold | 2080 crore while DIIs bought | 1963 crore in the cash segment. FIIs bought | 1024 crore in index fu-
tures and sold | 2098 crore in index options. In stock futures, they bought | 1299 crore
 The highest Put base is at the 7800 strike with 30 lakh shares while the highest Call base is at the 8600 strike
with 41 lakh shares. The 7800 and 8000 Calls saw addition of 2.6 and 6.6 lakh shares, respectively. The 7600
and 7700 Put strikes saw additions of 10.5 and 8.3 lakh shares, respectively
 Nifty Future: The Nifty is likely to open gap down on the back of weak global cues. It is likely to trade in the
range of 7750-7950. Sell Nifty in the range of 7925-7935 for targets of 7895-7875, stop loss: 7950
 Bank Nifty Future: The index saw a relief rally on the back of short covering. Still, huge short positions remain
in the index while the sliding rupee is likely to keep banking stocks in pressure. Sell Bank Nifty in the range of
17170-17220, targets: 17000-16800, stop loss: 17300
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 7881 7896 35.89 26160850 0.78 0.95 25.02
PREVIOUS 7809 7806 -4.13 24495550 0.76 0.93 26.10
CHANGE(%) +0.92% +1.15% - +6.80% - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 7307 7568 7732 7829 7993 8090 8351
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUND UP

2. DAILY DERIVATIVE REPORT
26 AUG 2015
YOUR MINTVISORY Call us at +91-731-6642300
INTRADAY STRATEGY
i) DLF FUTURE ii) TATA POWER FUTURE
Buy future around 108-110 Sell future around 60-62
View : Bullish View : Bearish
Strategy : Future Strategy : Future
Target1: 112 Target 2 : 115 Target1: 56 Target 2 : 52
Stop loss : 105 Stop loss : 65
Market Lot : 2000 ,CMP : 113 Market Lot : 4000 ,CMP : 58
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG
SUNTV 11358.00 384.8 326.65 8.60 DIVISLAB 1613.00 116.8 2199.00 [1.9]
INDIACEM 1168.00 195.7 70.40 4.40 SRTRANSFIN 4542.00 111.3 821.70 [0.4]
MRF 276.00 187.5 40050.00 2.60 ENGINERSIN 754.00 107.1 173.15 [1.0]
AMARAJABAT 356.00 182.5 1095.00 11.90 HDFC 27509.00 101.9 1159.05 [1.4]
PAGEIND 154.00 161 13850.00 5.10 INFY 35632.00 99.7 1095.00 [0.4]
 OI addition : We saw long built in sun tv, india cem, mrf, amaraja battery, while short built up was seen in
divis lab, engineers india, hdfc, Infosys.
 OI Shedding : We saw short covering in suntv, bhel, gmr infra, dlf, idea and long unwinding was seen in titan,
hdfc, infy, mcleod russel.

3. DAILY DERIVATIVE REPORT
26 AUG 2015
YOUR MINTVISORY Call us at +91-731-6642300
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK INFY 27AUG2015 CE 1,100 11.50 8,725 24,240.45
OPTSTK ASHOKLEY 27AUG2015 CE 90 1.00 8,649 31,340.52
OPTSTK SBIN 27AUG2015 CE 260 2.25 8,630 22,602.83
OPTSTK LT 27AUG2015 CE 1,650 18.50 6,061 12,609.46
OPTSTK RELIANCE 27AUG2015 CE 860 14.50 5,980 13,012.63
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK LT 27AUG2015 PE 1,600 11.30 5,395 10,956.71
OPTSTK DLF 27AUG2015 PE 100 0.85 5,174 10,601.53
OPTSTK ASHOKLEY 27AUG2015 PE 80 0.40 4,898 15,953.77
OPTSTK SBIN 27AUG2015 PE 240 1.45 4,795 11,684.94
OPTSTK TATASTEEL 27AUG2015 PE 200 1.50 4,540 9,244.35
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 FUTURES
417605 8577.42 364702 7553.92 1022009 21803.37
INDEX OPTIONS
2046437 43902.02 2139792 45999.53 3475185 84672.57
STOCK FUTURES 653522 16141.37 593849 14841.92 2081782 51818.19
STOCK OPTIONS 171845 4357.23 171327 4348.52 162196 4027.79

4. DAILY DERIVATIVE REPORT
26 AUG 2015
YOUR MINTVISORY Call us at +91-731-6642300
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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