Nifty futures closed higher with decreased open interest, indicating short covering. FII's were net buyers in the derivatives segment. The India VIX index is at 13.71. Put options at the 10200 and 10000 strikes and call options at the 10500 and 10600 strikes saw significant open interest concentration. Specific stocks like TATAPOWER, SRF, BIOCON and RAMCOCEM saw increased long buildup while stocks like HEXAWARE, ONGC, MGL and GAIL saw increased short buildup.

1. WEEKLY DERIVATIVES 20 November 2017
Source: NSE,SeeDiff,AXISDIRECT Research
HIGHLIGHTS:Nifty Options OI Distribution
Nifty Options -Change in OI
Nifty Futures closed at 10308.85 increased by 0.57% with 0.58%
decreased in open interest indicates short covering. Nifty futures
closed with 25 points premium compared to previous day premium of
36 point.
FII's were buyers in Index Futures to the tune of 518 crores and were
buyers in Index Options to the tune of 1193 crores, Stock Futures were
sold to the tune of 805 crores. FII's were net buyers in derivative
segment to the tune of 1004 crores.
India VIX index is at 13.71 . Nifty ATM call option IV is currently at 9.04
whereas Nifty ATM put option IV is quoting at 11.92.
Index options PCR is at 1.00 and F&O Total PCR is at 0.91.
Among stock futures TATAPOWER, SRF, BIOCON and RAMCOCEM
have witnessed long build up and may show strength in coming
session.
Stocks which witnessed short build up are HEXAWARE, ONGC, MGL
and GAIL may remain weak in coming session.
Nifty put options OI distribution shows that 10200 has highest OI
concentration followed by 10000 and may act as good support for
current expiry.
Nifty call strike 10500 followed by 10600 witnessed significant OI
concentration and may act as resistance for current expiry.
DHFL, DLF, HDIL, ICIL, INFIBEAM, JETAIRWAYS, JSWENERGY, JPASSOCIAT, KSCL, RCOM, RELCAPITAL
Market Indsite:
SECURITIES IN BAN PERIOD
Market Indsite:
Stock Futures - Long Build Up Stock Futures - Short Build Up
Nifty Active Futures 10308.85
Nifty Active Futures OI 25671900
Change in OI -150075
Premium / Discount 25.25
Inference Long Build Up
Nifty Futures View
Nifty Futures
closed at 10308.85
increased by 0.57%
with 0.58%
decreased in open
interest indicates
short covering.
Nifty futures
closed with 25
points premium
compared to
previous day
premium of 36
point.
FII's were buyers
in Index Futures to
the tune of 518
crores and were
buyers in Index
Options to the
tune of 1193
crores, Stock
Futures were sold
to the tune of 805
crores. FII's were
India VIX Index 13.71
Nifty ATM Call IV 9.04
Nifty ATM Put IV 11.92
PCR Index Options 1.00
PCR F&O Total 0.91
Volatility
INDEX FUTURES 518
INDEX OPTIONS 1193
STOCK FUTURES -805
STOCK OPTIONS 97
FII Net Activity 1004
FII Activity
Symbol Fut Price % Chg Open Interest % Chg
TATAPOWER 89.5 5.17 38583000 14.35
SRF 1781.6 1.69 988000 5.78
BIOCON 395.05 2.66 8917000 4.60
RAMCOCEM 731.85 2.22 643200 9.69
Symbol Fut Price % Chg Open Interest % Chg
HEXAWARE 331.95 -1.54 2628000 5.16
ONGC 178.35 -0.92 42922500 3.65
MGL 1081 -1.1 1360000 17.94
GAIL 445.5 -0.91 15422000 2.30

2. Source: NSE,SeeDiff,AXISDIRECT Research
Nifty Options OI Distribution
Nifty Options -Change in OI
Market Indsite:
SECURITIES IN BAN PERIOD
Market Indsite:
Nifty Options OI Distribution
Market Indsite:
Stock OI Data
Market Indsite:
WEEKLY DERIVATIVES
S ector Scrip spot price % chg Future s OI (in 000's) % chg
Others ADANIENT 156.60 8.19 30,684 2.61
Others ADANIPORTS 400.95 0.94 9,795 3.84
Power ADANIPOWER 34.25 3.32 1,16,980 1.05
Autom obile AMARAJABAT 799.40 0.82 2,155 4.06
Others APOLLOHOSP 1,054.85 3.21 2,641 1.54
Autom obile APOLLOTYRE 236.30 1.31 15,303 3.51
Finance BAJAJFI NSV 5,129.75 2.91 795 2.09
Autom obile BALKRISIND 2,079.80 0.62 439 15.96
FMCG BATAINDIA 752.05 1.18 2,514 2.37
Capital_Goods BEL 178.70 -0.58 21,295 2.28
Infrastructure BEML 1,627.45 -0.10 2,384 1.20
FMCG BERGEPAINT 256.10 2.05 1,705 2.24
Finance BHARATFIN 967.15 1.22 11,972 2.06
Capital_Goods BHEL 87.85 0.11 46,905 3.82
Pharm a CADILAHC 446.95 0.91 4,965 1.84
Oil_Gas CASTROLIND 396.60 0.72 13,157 1.97
Power CGPOW ER 83.50 3.79 28,200 0.90
Oil_Gas CHENNPETRO 423.55 -0.25 1,862 1.39
Others COALINDIA 272.80 1.66 21,947 3.18
Cement DALMIABHA 3,074.55 2.14 517 1.83
Media DISHTV 76.20 -0.59 25,949 0.73
Realty DLF 223.85 7.26 51,710 8.49
Pharm a DRREDDY 2,322.60 -0.47 5,004 1.59
Infrastructure ENGINERSIN 183.20 -0.49 16,335 0.80
Finance EQUITAS 140.85 1.59 16,515 0.88
Pharm a GLENMARK 582.70 0.02 7,962 1.23
Infrastructure GMRINFRA 17.00 0.29 3,21,615 0.89
FMCG GODFRYPHLP 1,042.30 1.26 603 4.42
Technology HCLTECH 840.00 -1.40 9,572 1.74
Realty HDIL 63.95 7.03 39,741 21.99
Oil_Gas HINDPETRO 414.80 0.56 30,161 2.19
Realty IBREALEST 216.75 3.29 42,733 2.09
Finance ICICIPRULI 392.05 2.85 7,054 1.16
Textile ICIL 127.80 3.36 13,223 6.03
Banking INDUSINDBK 1,631.90 1.75 6,063 2.53
Technology INFY 970.95 -1.77 37,304 0.83
Oil_Gas IOC 395.15 0.55 19,085 3.32
Metals JINDALSTEL 164.75 -0.66 32,261 1.60
Others JISLJALEQS 105.45 -0.14 47,817 0.74
Others JUSTDIAL 551.45 5.16 3,509 22.43
Capital_Goods LT 1,222.80 0.29 12,907 3.10
Autom obile MARUTI 8,348.35 2.26 1,790 0.86
Others MCX 948.60 2.13 2,513 3.08
Autom obile MRF 69,437.35 -0.42 73 2.51
Metals NATIONALUM 81.70 0.68 36,704 3.45
FMCG NESTLEIND 7,690.35 0.62 142 2.61
Power NTPC 177.55 0.62 28,492 2.55
Banking ORIENTBANK 128.35 -1.35 17,022 5.00
FMCG PIDILITIND 835.55 2.21 1,507 2.94
Power PTC 116.25 0.69 22,328 1.75
Media PVR 1,408.05 1.26 562 4.23
Banking RBLBANK 519.75 -0.65 5,833 2.23

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