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DAILY DERIVATIVE REPORT
04 NOV 2016
YOUR MINTVISORY Call us at +91-731-6642300
 The Sensex and Nifty closed near a 4-month low amid weakness in global markets and uncertainty about the out-
come of US presidential elections which weighed on the sentiment.
 The BSE Sensex ended with a loss of 97 points at 27,430. The BSE Sensex opened at 27,518 touched an intra-day high
of 27,601 and low of 27,399. The NSE Nifty closed with a loss of 29 points at 8,485. The NSE Nifty opened at 8,499.85
hitting a high of 8,538 and low of 8,476.
 The Nifty traded in a tight band for a major part of the day and witnessed stock specific selling. However, spot slipped
below the crucial level of 8500 and ended 30 points lower near the four-month low. Nifty futures premium settled at
33 points. India VIX fell 2.0% to 16.5
 FIIs sold 707 crore while DIIs bought 535 crore in the cash segment. FIIs sold 416 crore in index futures and bought
1160 crore in index options. In stock futures, they sold 339 crore.
 The highest Put base is at the 8500 strike with 38 lakh shares while the highest Call base is at the 9000 strike with 56
lakh shares. The 8700 and 8800 Call strikes saw additions of 3.9 and 5.3 lakh shares, respectively, while the 8200 and
8300 Put strikes saw additions of 4.7 and 2.7 lakh shares, respectively.
 Nifty Future: The Nifty is likely to open negative on the back of weak global cues. Sell Nifty in range of 8545-8555
for target of 8515, stop loss: 8570.
 Bank Nifty Future: Selling was clearly visible in banking heavyweights. However, IndusInd Bank along with Axis
Bank saw decent covering on account of weekly settlement. We feel the index is likely to remain volatile and advise
creating short positions on the bounce unless the index moves and closes above 19500. Sell Bank Nifty in the range of
19400-19450, targets: 19250-19200, stop loss: 19530
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 8485 8518 9.00 18239175 1.00 1.04 15.50
PREVIOUS 8514 8543 8.20 18831575 0.98 1.01 15.80
CHANGE(%) -0.34 -0.29 - -0.50 - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 8373 8449 8483 8525 8559 8601 8677
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUND UP
DAILY DERIVATIVE REPORT
04 NOV 2016
YOUR MINTVISORY Call us at +91-731-6642300
INTRADAY STRATEGY
i) VEDL FUTURE ii RELCAP FUTURE
Buy future around 221-222 Sell future around 514-515
View : Bullish View : Bearish
Strategy : Buy Future Strategy : Sell Future
Target1: 224 Target 2 : 226 Target1: 510 Target 2 : 505
Stop loss : 220 Stop loss : 518
Market Lot : 6000 ,CMP : 218 Market Lot : 1500 ,CMP : 519.55
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG
HINDZINC 3023.00 17.5 249.50 1.40
TORNT-
PHARM
837.00 14.8 1621.05 [1.6]
IDFCBANK 2425.00 9.1 77.60 1.10 PETRONET 2180.00 12.6 386.40 [3.8]
IGL 2009.00 6.4 855.35 2.10 TECHM 8182.00 9.8 425.00 [0.3]
VOLTAS 2154.00 5.4 403.50 0.60 RELCAPITAL 7353.00 8.4 544.25 [1.6]
VEDL 6501.00 5.2 198.75 1.20
CUM-
MINSIND
993.00 7 849.70 [1.6]
 OI addition : We saw long build-up in Arvind, SAIL, Federal Bank and NCC while short build-up was seen in Ceat,
Biocon, SRF and HCL Tech
 OI Shedding : We saw short covering in Hexaware, Indocount Industries, KPIT and MRF while long closure was
seen IDBI, Just Dial, Tata Steel and HDIL
DAILY DERIVATIVE REPORT
04 NOV 2016
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 TATASTEEL 27OCT2016 CE 420 11.45 3,463 29,863.53
OPTSTK TATASTEEL 27OCT2016 CE 430 7.10 2,074 18,132.57
OPTSTK INFY 27OCT2016 CE 1,040 29.70 2,041 10,894.55
OPTSTK LUPIN 27OCT2016 CE 1,550 22.65 1,818 8,571.94
OPTSTK SBIN 27OCT2016 CE 260 5.15 1,768 14,094.85
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK TATASTEEL 27OCT2016 PE 400 4.55 2,215 17,974.73
OPTSTK TATASTEEL 27OCT2016 PE 410 7.55 1,276 10,691.09
OPTSTK INFY 27OCT2016 PE 1,000 24.85 1,237 6,360.41
OPTSTK TATASTEEL 27OCT2016 PE 380 1.75 1,146 8,760.94
OPTSTK INFY 27OCT2016 PE 980 17.65 1,127 5,639.62
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
DAILY DERIVATIVE REPORT
04 NOV 2016
YOUR MINTVISORY Call us at +91-731-6642300
DISCLAIMER
The information and views in this report, our website & all the service we provide are believed to be reliable, but we do not accept any
responsibility (or liability) for errors of fact or opinion. Users have the right to choose the product/s that suits them the most. Sincere
efforts have been made to present the right investment perspective. The information contained herein is based on analysis and up on
sources that we consider reliable.
This material is for personal information and based upon it & takes no responsibility. The information given herein should be treated as
only factor, while making investment decision. The report does not provide individually tailor-made investment advice.
Epic research recommends that investors independently evaluate particular investments and strategies, and encourages investors to
seek the advice of a financial adviser. Epic research shall not be responsible for any transaction conducted based on the information
given in this report, which is in violation of rules and regulations of NSE and BSE. The share price projections shown are not necessarily
indicative of future price performance.
The information herein, together with all estimates and forecasts, can change without notice. Analyst or any person related to epic re-
search might be holding positions in the stocks recommended. It is understood that anyone who is browsing through the site has done
so at his free will and does not read any views expressed as a recommendation for which either the site or its owners or anyone can be
held responsible for
Any surfing and reading of the information is the acceptance of this disclaimer. All Rights Reserved. Investment in equity & bullion mar-
ket has its own risks. We, however, do not vouch for the accuracy or the completeness thereof.
We are not responsible for any loss incurred whatsoever for any financial profits or loss which may arise from the recommendations
above epic research does not purport to be an invitation or an offer to buy or sell any financial instrument. Our Clients (Paid or Unpaid),
any third party or anyone else have no rights to forward or share our calls or SMS or Report or Any Information Provided by us to/with
anyone which is received directly or indirectly by them. If found so then Serious Legal Actions can be taken.
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

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Epic research's daily derivative market report 4th november 2016

  • 1. DAILY DERIVATIVE REPORT 04 NOV 2016 YOUR MINTVISORY Call us at +91-731-6642300  The Sensex and Nifty closed near a 4-month low amid weakness in global markets and uncertainty about the out- come of US presidential elections which weighed on the sentiment.  The BSE Sensex ended with a loss of 97 points at 27,430. The BSE Sensex opened at 27,518 touched an intra-day high of 27,601 and low of 27,399. The NSE Nifty closed with a loss of 29 points at 8,485. The NSE Nifty opened at 8,499.85 hitting a high of 8,538 and low of 8,476.  The Nifty traded in a tight band for a major part of the day and witnessed stock specific selling. However, spot slipped below the crucial level of 8500 and ended 30 points lower near the four-month low. Nifty futures premium settled at 33 points. India VIX fell 2.0% to 16.5  FIIs sold 707 crore while DIIs bought 535 crore in the cash segment. FIIs sold 416 crore in index futures and bought 1160 crore in index options. In stock futures, they sold 339 crore.  The highest Put base is at the 8500 strike with 38 lakh shares while the highest Call base is at the 9000 strike with 56 lakh shares. The 8700 and 8800 Call strikes saw additions of 3.9 and 5.3 lakh shares, respectively, while the 8200 and 8300 Put strikes saw additions of 4.7 and 2.7 lakh shares, respectively.  Nifty Future: The Nifty is likely to open negative on the back of weak global cues. Sell Nifty in range of 8545-8555 for target of 8515, stop loss: 8570.  Bank Nifty Future: Selling was clearly visible in banking heavyweights. However, IndusInd Bank along with Axis Bank saw decent covering on account of weekly settlement. We feel the index is likely to remain volatile and advise creating short positions on the bounce unless the index moves and closes above 19500. Sell Bank Nifty in the range of 19400-19450, targets: 19250-19200, stop loss: 19530 NIFTY SNAPSHOT & PIVOT POINTS SPOT FUTURE COST OF CARRY TOTAL FUT OI PCR OI PCR VOL ATM IV CURRENT 8485 8518 9.00 18239175 1.00 1.04 15.50 PREVIOUS 8514 8543 8.20 18831575 0.98 1.01 15.80 CHANGE(%) -0.34 -0.29 - -0.50 - - - PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3 NIFTY FUTURE 8373 8449 8483 8525 8559 8601 8677 F&O HIGHLIGHTS INDEX OUTLOOK MARKET ROUND UP
  • 2. DAILY DERIVATIVE REPORT 04 NOV 2016 YOUR MINTVISORY Call us at +91-731-6642300 INTRADAY STRATEGY i) VEDL FUTURE ii RELCAP FUTURE Buy future around 221-222 Sell future around 514-515 View : Bullish View : Bearish Strategy : Buy Future Strategy : Sell Future Target1: 224 Target 2 : 226 Target1: 510 Target 2 : 505 Stop loss : 220 Stop loss : 518 Market Lot : 6000 ,CMP : 218 Market Lot : 1500 ,CMP : 519.55 STOCK ANALYSIS OPEN INTEREST ACTIVITY LONG BUILD UP SHORT BUILD UP SYMBOL OI (LOTS) % CHNG PRICE %CHNG SYMBOL OI (LOTS) % CHNG PRICE %CHNG HINDZINC 3023.00 17.5 249.50 1.40 TORNT- PHARM 837.00 14.8 1621.05 [1.6] IDFCBANK 2425.00 9.1 77.60 1.10 PETRONET 2180.00 12.6 386.40 [3.8] IGL 2009.00 6.4 855.35 2.10 TECHM 8182.00 9.8 425.00 [0.3] VOLTAS 2154.00 5.4 403.50 0.60 RELCAPITAL 7353.00 8.4 544.25 [1.6] VEDL 6501.00 5.2 198.75 1.20 CUM- MINSIND 993.00 7 849.70 [1.6]  OI addition : We saw long build-up in Arvind, SAIL, Federal Bank and NCC while short build-up was seen in Ceat, Biocon, SRF and HCL Tech  OI Shedding : We saw short covering in Hexaware, Indocount Industries, KPIT and MRF while long closure was seen IDBI, Just Dial, Tata Steel and HDIL
  • 3. DAILY DERIVATIVE REPORT 04 NOV 2016 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 TATASTEEL 27OCT2016 CE 420 11.45 3,463 29,863.53 OPTSTK TATASTEEL 27OCT2016 CE 430 7.10 2,074 18,132.57 OPTSTK INFY 27OCT2016 CE 1,040 29.70 2,041 10,894.55 OPTSTK LUPIN 27OCT2016 CE 1,550 22.65 1,818 8,571.94 OPTSTK SBIN 27OCT2016 CE 260 5.15 1,768 14,094.85 MOST ACTIVE CALLS MOST ACTIVE PUTS Instrument Type Symbol Expiry Date Option Type Strike Price LTP Traded Volume (Contracts) Traded Value (Lakhs) OPTSTK TATASTEEL 27OCT2016 PE 400 4.55 2,215 17,974.73 OPTSTK TATASTEEL 27OCT2016 PE 410 7.55 1,276 10,691.09 OPTSTK INFY 27OCT2016 PE 1,000 24.85 1,237 6,360.41 OPTSTK TATASTEEL 27OCT2016 PE 380 1.75 1,146 8,760.94 OPTSTK INFY 27OCT2016 PE 980 17.65 1,127 5,639.62 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
  • 4. DAILY DERIVATIVE REPORT 04 NOV 2016 YOUR MINTVISORY Call us at +91-731-6642300 DISCLAIMER The information and views in this report, our website & all the service we provide are believed to be reliable, but we do not accept any responsibility (or liability) for errors of fact or opinion. Users have the right to choose the product/s that suits them the most. Sincere efforts have been made to present the right investment perspective. The information contained herein is based on analysis and up on sources that we consider reliable. This material is for personal information and based upon it & takes no responsibility. The information given herein should be treated as only factor, while making investment decision. The report does not provide individually tailor-made investment advice. Epic research recommends that investors independently evaluate particular investments and strategies, and encourages investors to seek the advice of a financial adviser. Epic research shall not be responsible for any transaction conducted based on the information given in this report, which is in violation of rules and regulations of NSE and BSE. The share price projections shown are not necessarily indicative of future price performance. The information herein, together with all estimates and forecasts, can change without notice. Analyst or any person related to epic re- search might be holding positions in the stocks recommended. It is understood that anyone who is browsing through the site has done so at his free will and does not read any views expressed as a recommendation for which either the site or its owners or anyone can be held responsible for Any surfing and reading of the information is the acceptance of this disclaimer. All Rights Reserved. Investment in equity & bullion mar- ket has its own risks. We, however, do not vouch for the accuracy or the completeness thereof. We are not responsible for any loss incurred whatsoever for any financial profits or loss which may arise from the recommendations above epic research does not purport to be an invitation or an offer to buy or sell any financial instrument. Our Clients (Paid or Unpaid), any third party or anyone else have no rights to forward or share our calls or SMS or Report or Any Information Provided by us to/with anyone which is received directly or indirectly by them. If found so then Serious Legal Actions can be taken. 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