SMC Derivative Daily brings to you sector overview, insights on Nifty, performance forecast of indices and stocks, sector wise changes in open interest and more..

1. DERIVATIVE RESEARCH
1
®
January 27, 2015
Nifty level
NIFTY LEVEL S1 S2 R1 R2
8844 8780 8750 8880 8920
Nifty snapshot
23-Jan 22-Jan
Nifty Spot 8835.60 8761.40
Nifty Jan 8844.40 8779.15
Nifty Feb 8898.55 8833.15
Chg. OI (Jan) (%) 0.44 2.05
Chg. OI (Feb) (%) 49.09 24.33
50 Day SMA 8385 8376
100 Day SMA 8214 8204
200 Day SMA 7776 7765
Stock is in ban period
No Stock
Nifty v/s OI
Date Nifty % Change Open Intrest % Change
15-Jan 8515 2.5% 20645950 17.5%
16-Jan 8535 0.2% 20075000 -2.8%
19-Jan 8574 0.5% 20074375 0.0%
20-Jan 8717 1.7% 21734600 8.3%
21-Jan 8739 0.2% 22199875 2.1%
22-Jan 8779 0.5% 22654775 2.0%
23-Jan 8844 0.7% 22753350 0.4%
Fund flow (FII/DII)
Net investment (in cr)
FII INDEX FUTURE 1372
FII INDEX OPTION -659
FII STOCK FUTURE -220
FII STOCK OPTION -109
FII CASH 2020
DII CASH -1300
Sentiment indicator
23-Jan 22-Jan 21-Jan 20-Jan 19-Jan
Nifty Discount/Premium 8.80 17.75 9.00 21.55 23.40
COST OF CARRY% 0.92 0.91 0.90 0.86 0.85
PCR(OI) 1.73 1.74 1.78 1.74 1.64
PCR(VOL) 1.35 1.20 1.07 1.10 1.10
A/D RATIO(Nifty 50) 1.63 1.94 1.08 4.56 1.94
A/D RATIO(All FO Stock)* 1.21 1.09 0.85 1.65 1.65
Implied Volatality 15.90 21.89 15.72 16.20 16.61
VIX 17.89 18.57 17.71 17.27 17.27
HISTORY. VOL 20.2 20.53 21.06 21.69 20.89
*All Future Stock
Today the markets are likely open on flat note. All emerging markets
are trading mixed. The coming session is likely to witness a range of
8780 on declines and 8880 on advances.
Nifty outlook SGX Nifty 8,858 (+14)
Nifty option OI concentration
Nifty option OI change
Trading ideas
Scrip Trade Entry Sl Target Status
Hcltech 1700 Jan Call Buy 10-11 6 19 Intraday
Hdfc 1320 Jan Call Buy 15-16 10 25 Intraday
In lakhs
In lakhs
Call Put
4.06
5.67
9.55
13.05
15.73
13.90
21.90
29.70
31.30
38.63
43.99
37.43
53.94
28.09
32.64
41.98
49.09
47.54
46.52
33.43
7.49
3.91
0.00
10.00
20.00
30.00
40.00
50.00
60.00
7900 8000 8200 8300 8400 8500 8600 8700 8800 8900 9000
Call Put
-0.07
-0.60
-1.09
-0.38
-2.03
-5.26
-7.17
-2.30
-5.14
3.85
0.03
-0.90
-2.65
-5.79
-9.27
-1.36
-2.43
-4.99
1.42
19.98
5.59
-0.04
-15.00
-10.00
-5.00
0.00
5.00
10.00
15.00
20.00
25.00
7900 8000 8200 8300 8400 8500 8600 8700 8800 8900 9000

2. Nifty discount / premiumFII’S activity in Nifty future
2
®
Indices to out perform
Closing % Change
CNX Infra 3303 2.34%
CNX Finance 8046 0.64%
CNX Metal 2603 0.86%
CNX Service 11427 0.81%
BANK Nifty 20073 0.78%
Indices to under perform
Closing % Change
CNX FMCG 20744 0.36%
CNX Smallcap 5473 -0.45%
Nifty Midcap 50 3451 0.28%
CNX Media 2409 -0.07%
CNX PSE 3604 -0.01%
Stocks to out perform
Closing % Change
DISHTV 79.5 6.43%
ADANIENT 564.5 8.55%
UBL 1043.3 4.66%
BHARTIARTL 384.5 3.74%
TATAMOTORS 587.0 3.80%
Top 10 long build up
LTP % change Open interest % OI chng
TATAPOWER 89.0 6.78% 23820000 1.31%
APOLLOHOSP 1292.4 4.21% 391000 0.97%
CIPLA 678.4 3.30% 5437500 0.17%
HDFC 1293.3 0.72% 8226500 0.08%
Top 10 short build up
LTP % change Open interest % OI chng
M&MFIN 252.5 -4.43% 9034000 11.77%
BANKINDIA 295.1 -1.44% 10126000 2.30%
OFSS 3337.4 -0.70% 88000 1.44%
HCLTECH 1651.7 -1.19% 2598375 1.19%
TATACOMM 417.1 -0.41% 4747000 1.15%
PETRONET 189.1 -0.34% 4510000 0.67%
IRB 247.9 -2.50% 7627000 0.51%
CESC 716.9 -0.63% 1131500 0.49%
SRTRANSFIN 1088.3 -3.19% 1082750 0.39%
ORIENTBANK 322.8 -1.09% 3303000 0.15% Stocks to under perform
Closing % Change
M&MFIN 252.5 -4.43%
MINDTREE 1319.1 0.17%
SKSMICRO 441.5 -0.59%
SRTRANSFIN 1088.3 -3.19%
BIOCON 413.8 -2.93%
In Cr.
-62
441
178
3897
-848
56
1749
483
902
1372
-2000
-1000
0
1000
2000
3000
4000
5000
12-Jan 13-Jan 14-Jan 15-Jan 16-Jan 19-Jan 20-Jan 21-Jan 22-Jan 23-Jan
37.55
17.10
29.80
20.90
21.25
23.40
21.55
9.00
17.75
8.80
0.00
5.00
10.00
15.00
20.00
25.00
30.00
35.00
40.00
12-Jan 13-Jan 14-Jan 15-Jan 16-Jan 19-Jan 20-Jan 21-Jan 22-Jan 23-Jan

3. 3
®
Change in sector open interest
Sector overview
Scrips/Indexs OI Volume Price Remark
Change Change (%) Change
Auto -10425750 45.7% 1.4% Long Buildup
Auto Ancillaries -622750 5.2% -0.9% Long Unwinding
PSU Banks -12337750 29.2% -0.6% Short Buildup
Private Banks -13644000 -17.8% 0.7% Long Buildup
Capital goods -1883750 63.8% 1.9% Long Buildup
Cement -7508875 75.0% 0.2% Long Buildup
Fertilizers -332000 101.9% -0.5% Long Unwinding
FMCG -4514197 72.5% 0.3% Long Buildup
IT -1011125 51.4% 0.1% Long Buildup
Real Estate -6399000 -34.4% 3.5% Long Buildup
Sector overview
Scrips/Indexs OI Volume Price Remark
Change Change (%) Change
Infrastructure -6486000 -26.5% -1.8% Long Unwinding
Media -2145000 33.3% 2.6% Long Buildup
Metals -13377000 31.1% 1.2% Long Buildup
NBFC -9776000 -0.4% -0.1% Long Unwinding
Oil & Gas -3967000 41.5% 0.6% Long Buildup
Pharma -4553250 -4.0% -0.1% Short Buildup
Power -21143000 25.8% 2.1% Long Buildup
Textile -1460500 -0.8% -0.6% Long Unwinding
Telecom -9335500 52.8% 2.0% Long Buildup
In Lakhs
-104.26
-6.23
-123.38
-136.44
-18.84
-75.09
-3.32
-45.14
-10.11
-63.99
-64.86
-21.45
-133.77
-97.76
-39.67
-45.53
-211.43
-14.61
-93.36
-250.00
-200.00
-150.00
-100.00
-50.00
0.00
Auto
AutoAncillaries
PSUBanks
PrivateBanks
Capitalgoods
Cement
Fertilizers
FMCG
IT
RealEstate
Infrastructure
Media
Metals
NBFC
Oil&Gas
Pharma
Power
Textile
Telecom

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