The bloodbath continues for Indian equity benchmarks where frontline gauges shaved off two and a half percent, breaching their crucial levels. The BSE Sensex fell below the psychologically important 26,000-level while Nifty crashed below the key 8,000-mark.

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 The bloodbath continues for Indian equity benchmarks where frontline gauges shaved off two and a half percent,
breaching their crucial levels. The BSE Sensex fell below the psychologically important 26,000-level while Nifty
crashed below the key 8,000-mark.
 The S&P BSE Sensex closed at 25,765, down 385 points, while NSE Nifty is trading at 7,929, down 145 points. The
BSE Mid-cap and BSE Small-cap Index closed down by around 3%.
 On the back of a depreciating rupee and few domestic trigger, the Nifty witnessed follow-up selling throughout the
day. After testing the Brexit day’s low, the index ended well below 8000, down 140 points. Nifty futures premium
settled at 10 point. India VIX rose 7.1% to 19.1.
 FIIs sold 1311 crore while DIIs bought 1211 crore in the cash segment. FIIs bought 1171 crore in index futures and |
1198 crore in index options. In stock futures, they bought 684 crore.
 The highest Put base is at the 8000 strike with 37 lakh shares while the highest Call base is at the 8500 strike with 56
lakh shares. The 8000 and 8100 Call strikes saw additions of 16.1 and 12.3 lakh shares, respectively, while the 8000
and 8100 Put strikes saw reductions of 20.5 and 10.1 lakh shares, respectively
 Nifty Future: The Nifty is likely to open gap up on the back of strong global cues. Buy Nifty in the range of 7935-7945
for targets of 7995, stop loss: 7915.
 Bank Nifty Future: The index ended marginally below the sizeable Put base of 18500. Public sector banks also saw a
huge fall in the last trading session. Positions have shifted towards 18300 and 18000 strikes whereas 19000 strike Call
saw huge writing. We feel the bounce in the index should be used to create fresh short unless the index moves and
close above 19000. Sell Bank Nifty in the range of 18650-18700, targets: 18550-18400, stop loss: 18780
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 7929 7939 15.50 22279575 0.69 0.74 17.24
PREVIOUS 8074 8075 1.10 20265750 0.72 0.85 18.90
CHANGE(%) -1.79 -1.68 - 9.94 - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 7614 7802 7870 7990 8058 8178 8366
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUND UP

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WEEKLY STRATEGY
i) SBIN FUTURE ii RELCAP FUTURE
Buy future around 260-262 Sell future around 414-515
View : Bullish View : Bearish
Strategy : Buy Future Strategy : Sell Future
Target1: 265 Target 2 : 269 Target1: 410 Target 2 : 405
Stop loss : 257 Stop loss : 418
Market Lot : 3000 ,CMP : 258.50 Market Lot : 1500 ,CMP : 416.55
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG
PETRONET 4067.00 14.2 376.85 8.00 SRF 1014.00 10.3 1445.00 [1.5]
ULTRACEMCO 5968.00 13 3370.00 1.20 FEDERALBNK 5599.00 4 71.45 [2.8]
SYNDIBANK 1753.00 5 70.00 0.80 SAIL 5016.00 3.9 48.90 [2.0]
CANBK 3305.00 3 327.00 0.70 DISHTV 5444.00 2 89.95 [1.6]
GODREJCP 1026.00 2.8 1421.90 1.70 TITAN 7140.00 1.8 305.15 [3.5]
 OI addition : We saw long build-up in petronet, ultratech cem, syndicate bank, canara bank, godrej cp while short
build-up was seen in srf, federal bank, sail, dish tv, titan.
 OI Shedding : We saw short covering in dcb bank, tata global, idbi, engineer india, cipla while long closure was
seen hindunilever, century textile, gail, ceat ltd, LT.

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Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK ICICIBANK 24NOV2016 CE 280 0.75 3,325 23,370.59
OPTSTK AXISBANK 24NOV2016 CE 480 4.65 3,112 18,152.92
OPTSTK ICICIBANK 24NOV2016 CE 270 2.40 2,966 20,269.64
OPTSTK SBIN 24NOV2016 CE 280 2.65 2,956 25,145.21
OPTSTK ICICIBANK 24NOV2016 CE 290 0.30 2,559 18,580.26
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK AXISBANK 24NOV2016 PE 470 5.40 1,938 11,057.30
OPTSTK ICICIBANK 24NOV2016 PE 260 2.70 1,779 11,678.25
OPTSTK SBIN 24NOV2016 PE 270 2.05 1,618 13,208.70
OPTSTK TATASTEEL 24NOV2016 PE 380 5.00 1,432 11,030.12
OPTSTK VEDL 24NOV2016 PE 200 2.95 1,386 16,854.04
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
11027 759.34 13349 910.96 268853 18029.34
INDEX OPTIONS
254335 18270.95 258197 18455.56 962731 64172.94
STOCK FUTURES 63143 4605.80 67614 4914.53 864748 57723.42
STOCK OPTIONS 38404 2772.15 39236 2829.93 80868 5521.87

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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