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NIFTY SNAPSHOT
CURRENT PREVIOUS
Nifty Spot 5892.45 5889.75
Nifty Sep 5914.35 5914.40
Nifty Oct 5967.45 5961.55
Chg. OI (Sep) (%) -7.08 -1.42
Chg. OI (Oct) (%) 40.97 29.38
Implied Volatility (%) 25.40 25.59
Nifty Support 5820 5820
Nifty Resistance 5950 5950
50 Day EMA 5722 5723
100 Day EMA 5819 5820
200 Day EMA 5842 5842
Put-Call Ratio 1.49 1.45
Historical Volatility (%) 35.27 36.38
Volatility Index 26.72 27.02
NIFTY STRATEGY
NIFTY-TECHNICAL OUTLOOK
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 5820 on declines
and 5950 on advances.
WORLD MARKET COMMENTARY
In last session all leading American indices like Dow Jones Industrial
Average, NASDAQ index and the S&P 500 (SPX) ended in red. Dow
was down by 0.43% and closed at 15335; S&P 500 was shed by
0.26% at 1697. European indices ended in green. FTSE was up by
0.21%, DAX gained by 0.34% & CAC 40 was up by 0.56%.
Today major stock markets in Asia are trading mixed. Shanghai
Composite is up by 0.12% at 2210 and Hang Seng is up by 0.31% at
23252. Japan’s Nikkei is down by 0.39% at 14675 and Singapore’s
Straits Times down by 0.08% at 3212.
Singapore Nifty future is currently down by 10 point at 5909.
SECURITY IN BAN PERIOD
No Security is in ban period for trade date Sep 25, 2013 F&O
segment.
25.09.2013
We recommend the following trading strategy:
Buy 1 Lot Sep Month Nifty 5950 CE around 26.
Strategy Stop Loss: 13
Lot size: 50
Max Profit: Unlimited
Max Loss: 1300 (26*50)
FII’S ACTIVITY IN F&O IN LAST TEN SESSIONS
(DERIVATIVE SEGMENT)
BASIS GAP IN NIFTY
NIFTY CHANGE IN OPEN INTREST
FII’S ACTIVITY IN F&O IN LAST SESSION
(DERIVATIVE SEGMENT)
NIFTY TOTAL OPEN INTEREST
-839.70
-1412.34
503.83
-484.21
-255.43
-1619.41
3117.79
1655.27
-748.57
-583.74
-2000.00
-1000.00
0.00
1000.00
2000.00
3000.00
4000.00
11-Sep
12-Sep
13-Sep
16-Sep
17-Sep
18-Sep
19-Sep
20-Sep
23-Sep
24-Sep
26.5
9.75
25.3
21.7
30.3
32.0
30.2
25.4 24.65
21.9
0
5
10
15
20
25
30
35
11-Sep
12-Sep
13-Sep
16-Sep
17-Sep
18-Sep
19-Sep
20-Sep
23-Sep
24-Sep
-1000000
-500000
0
500000
1000000
5100
5300
5400
5500
5600
5700
5800
5900
6000
6100
Call Put
Buy
49.67%
Sell
50.33%
0
1000000
2000000
3000000
4000000
5000000
6000000
7000000
5200
5300
5400
5500
5600
5700
5800
5900
6000
6100
6200
Call Put
 FII’s are net seller in (F&O segment) last
session by INR 583.74 crores.
 Nifty Sep futures closed at a premium of
21.90 points.
 Maximum Call for Sep month stands at the
levels of 6000.
 Maximum Put for Sep month stands at the
levels of 5700.
 Nifty is up by 0.05% and open interest shed
by 7.08%.
REC0MMENDATIONS:
TATAPOWER View: Bullish CMP: 81.25
On the daily chart, stock is trading above 20 days
moving average. Momentum oscillators are neutral to
positive.
We recommend to:
Buy Sep Fut Above 82.00
Stop Loss: 80.00
Target: 86.00
Lot size: 4000
BAJAJ-AUTO View: Bullish CMP: 2036.55
On the daily chart, there is a price rise with increase in
volume. Momentum oscillators are neutral to positive
We recommend to:
Buy Sep 2050 Call Above 21.00
Stop Loss: 16.00
Target: 30.00
Lot size: 125
BPCL View: Bearish CMP: 316.60
On the daily chart, after testing resistance stock fell
down. Momentum oscillators are neutral to negative.
We recommend to:
Buy Sep 310 Put Above 3.00
Stop Loss: 2.00
Target: 5.00
Lot size: 1000
For Any Query or Suggestions email at
researchfeedback@smcindiaonline.com
Analyst
Dhirender Singh Bisht
Boardline : 011-30111000 Extn.649
dhirenderbisht@smcindiaonline.com
Disclaimer : This report is for the personal information of the authorized recipient and doesn’t construe to be any investment, legal or taxation advice to
you. It is only for private circulation and use .The report is based upon information that we consider reliable, but we do not represent that it is accurate
or complete, and it should not be relied upon as such. No action is solicited on the basis of the contents of the report. The report should not be
reproduced or redistributed to any other person(s)in any form without prior written permission of the SMC. The contents of this material are general and
are neither comprehensive nor inclusive. Neither SMC nor any of its affiliates, associates, representatives, directors or employees shall be responsible for
any loss or damage that may arise to any person due to any action taken on the basis of this report. It does not constitute personal recommendations or
take into account the particular investment objectives, financial situations or needs of an individual client or a corporate/s or any entity/s. All
investments involve risk and past performance doesn’t guarantee future results. The value of, and income from investments may vary because of the
changes in the macro and micro factors given at a certain period of time. The person should use his/her own judgment while taking investment decisions.
Please note that we and our affiliates, officers, directors, and employees, including persons involved in the preparation or issuance if this material;(a)
from time to time, may have long or short positions in, and buy or sell the securities thereof, of company (ies) mentioned here in or (b) be engaged in any
other transaction involving such securities and earn brokerage or other compensation or act as a market maker in the financial instruments of the company
(ies) discussed herein or may perform or seek to perform investment banking services for such company(ies) or act as advisor or lender/borrower to such
company(ies) or (c) may have any other potential conflict of interest with respect to any recommendation and related information and opinions. All
disputes shall be subject to the exclusive jurisdiction of Delhi High court.

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SMC Global Derivative report 25 09-2013

  • 1. NIFTY SNAPSHOT CURRENT PREVIOUS Nifty Spot 5892.45 5889.75 Nifty Sep 5914.35 5914.40 Nifty Oct 5967.45 5961.55 Chg. OI (Sep) (%) -7.08 -1.42 Chg. OI (Oct) (%) 40.97 29.38 Implied Volatility (%) 25.40 25.59 Nifty Support 5820 5820 Nifty Resistance 5950 5950 50 Day EMA 5722 5723 100 Day EMA 5819 5820 200 Day EMA 5842 5842 Put-Call Ratio 1.49 1.45 Historical Volatility (%) 35.27 36.38 Volatility Index 26.72 27.02 NIFTY STRATEGY NIFTY-TECHNICAL OUTLOOK 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 5820 on declines and 5950 on advances. WORLD MARKET COMMENTARY In last session all leading American indices like Dow Jones Industrial Average, NASDAQ index and the S&P 500 (SPX) ended in red. Dow was down by 0.43% and closed at 15335; S&P 500 was shed by 0.26% at 1697. European indices ended in green. FTSE was up by 0.21%, DAX gained by 0.34% & CAC 40 was up by 0.56%. Today major stock markets in Asia are trading mixed. Shanghai Composite is up by 0.12% at 2210 and Hang Seng is up by 0.31% at 23252. Japan’s Nikkei is down by 0.39% at 14675 and Singapore’s Straits Times down by 0.08% at 3212. Singapore Nifty future is currently down by 10 point at 5909. SECURITY IN BAN PERIOD No Security is in ban period for trade date Sep 25, 2013 F&O segment. 25.09.2013 We recommend the following trading strategy: Buy 1 Lot Sep Month Nifty 5950 CE around 26. Strategy Stop Loss: 13 Lot size: 50 Max Profit: Unlimited Max Loss: 1300 (26*50)
  • 2. FII’S ACTIVITY IN F&O IN LAST TEN SESSIONS (DERIVATIVE SEGMENT) BASIS GAP IN NIFTY NIFTY CHANGE IN OPEN INTREST FII’S ACTIVITY IN F&O IN LAST SESSION (DERIVATIVE SEGMENT) NIFTY TOTAL OPEN INTEREST -839.70 -1412.34 503.83 -484.21 -255.43 -1619.41 3117.79 1655.27 -748.57 -583.74 -2000.00 -1000.00 0.00 1000.00 2000.00 3000.00 4000.00 11-Sep 12-Sep 13-Sep 16-Sep 17-Sep 18-Sep 19-Sep 20-Sep 23-Sep 24-Sep 26.5 9.75 25.3 21.7 30.3 32.0 30.2 25.4 24.65 21.9 0 5 10 15 20 25 30 35 11-Sep 12-Sep 13-Sep 16-Sep 17-Sep 18-Sep 19-Sep 20-Sep 23-Sep 24-Sep -1000000 -500000 0 500000 1000000 5100 5300 5400 5500 5600 5700 5800 5900 6000 6100 Call Put Buy 49.67% Sell 50.33% 0 1000000 2000000 3000000 4000000 5000000 6000000 7000000 5200 5300 5400 5500 5600 5700 5800 5900 6000 6100 6200 Call Put  FII’s are net seller in (F&O segment) last session by INR 583.74 crores.  Nifty Sep futures closed at a premium of 21.90 points.  Maximum Call for Sep month stands at the levels of 6000.  Maximum Put for Sep month stands at the levels of 5700.  Nifty is up by 0.05% and open interest shed by 7.08%.
  • 3. REC0MMENDATIONS: TATAPOWER View: Bullish CMP: 81.25 On the daily chart, stock is trading above 20 days moving average. Momentum oscillators are neutral to positive. We recommend to: Buy Sep Fut Above 82.00 Stop Loss: 80.00 Target: 86.00 Lot size: 4000 BAJAJ-AUTO View: Bullish CMP: 2036.55 On the daily chart, there is a price rise with increase in volume. Momentum oscillators are neutral to positive We recommend to: Buy Sep 2050 Call Above 21.00 Stop Loss: 16.00 Target: 30.00 Lot size: 125 BPCL View: Bearish CMP: 316.60 On the daily chart, after testing resistance stock fell down. Momentum oscillators are neutral to negative. We recommend to: Buy Sep 310 Put Above 3.00 Stop Loss: 2.00 Target: 5.00 Lot size: 1000
  • 4. For Any Query or Suggestions email at researchfeedback@smcindiaonline.com Analyst Dhirender Singh Bisht Boardline : 011-30111000 Extn.649 dhirenderbisht@smcindiaonline.com Disclaimer : This report is for the personal information of the authorized recipient and doesn’t construe to be any investment, legal or taxation advice to you. It is only for private circulation and use .The report is based upon information that we consider reliable, but we do not represent that it is accurate or complete, and it should not be relied upon as such. No action is solicited on the basis of the contents of the report. The report should not be reproduced or redistributed to any other person(s)in any form without prior written permission of the SMC. The contents of this material are general and are neither comprehensive nor inclusive. Neither SMC nor any of its affiliates, associates, representatives, directors or employees shall be responsible for any loss or damage that may arise to any person due to any action taken on the basis of this report. It does not constitute personal recommendations or take into account the particular investment objectives, financial situations or needs of an individual client or a corporate/s or any entity/s. All investments involve risk and past performance doesn’t guarantee future results. The value of, and income from investments may vary because of the changes in the macro and micro factors given at a certain period of time. The person should use his/her own judgment while taking investment decisions. Please note that we and our affiliates, officers, directors, and employees, including persons involved in the preparation or issuance if this material;(a) from time to time, may have long or short positions in, and buy or sell the securities thereof, of company (ies) mentioned here in or (b) be engaged in any other transaction involving such securities and earn brokerage or other compensation or act as a market maker in the financial instruments of the company (ies) discussed herein or may perform or seek to perform investment banking services for such company(ies) or act as advisor or lender/borrower to such company(ies) or (c) may have any other potential conflict of interest with respect to any recommendation and related information and opinions. All disputes shall be subject to the exclusive jurisdiction of Delhi High court.