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DAILY DERIVATIVES REPORT
181h
JULY 2014
YOUR MINTVISORY Call us at +91-731-6642300
Post a flat start, the index traded in a tight band amid high volatility in the absence of any major trigger. It finally
ended the day after adding only 15 points. The premium remained almost flat and settled at 18 points. India VIX
increased 1.25% and settled at 14.96
FIIs bought 1912 crore while DIIs sold 1316 crore in the cash segment. FIIs bought 520 crore in index futures and
632 crore in index options. In stock futures, they bought 115 crore
The highest Put base stands at the 7500 strike with over 69 lakh shares. The highest Call base stands at the 8000
strike with over 87 lakh shares. The 7700 and 7800 Call strikes have seen addition of 10.75 and 1.42 lakh shares, re-
spectively.On the Put side, 7700, 7600 and 7500 strikes have seen addition of 2.50, 9.70 and 6.05 shares, respectively
Nifty Future: The Nifty is likely to open negative on the back of weak global cues. It is likely to trade in the range of
7580-7700. The trading strategy would be to create shorts near 7675-7680 for targets of 7645 and 7625. On the other
hand, one can enter longs if the index finds support near 7580
Bank Nifty Future: The index is likely to find support near 15100 with resistance now pegged at 15500
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 7640 7659 6.24 16492000 0.82 0.88 14.04
PREVIOUS 7624 7643 5.95 16154100 0.78 0.96 14.21
CHANGE(%) 0.21% 0.21% - 2.09% - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 7650 7607 7633 7654 7680 7701 7748
F&O HIGHLIGHTS
INDEX OUTLOOK
The Indian equity market ended with modest gains on Thursday extending its winning streak to third consecutive
trading session. Signs of recovery in the macro economic data, positive cues from the international equity markets and
some relief from the rain gods have lifted the sentiment on the street.
The power stocks were in action after media reports stated that The Delhi Electricity Regulatory Commission ap-
proved a tariff hike of 8.32% for the three electricity distribution utilities (discoms), BSES Yamuna, BSES Rajdhani and
Tata Power Delhi Distribution Ltd for the fiscal 2014-15
Among the other major gainers were the metals, consumer durables, capital goods and healthcare stocks. Even the
MARKET ROUNDUP
DAILY DERIVATIVES REPORT
181h
JULY 2014
YOUR MINTVISORY Call us at +91-731-6642300
INTRADAY STRATEGY
i) TATA POWER COMPANT LTD(TATAPOWER) ii) BAJAJ-AUTO LTD (BAJAJ-AUTO)
Buy TATA POWER July fut in range of 108.75-109 Sell BAJAJ-AUTO July fut in range of 2080-2075
View : Bullish View :Bearish
Strategy : Buy Future Strategy : Sell Future
Target1 :110 Target 2 : 111 Target 1 : 2055 Target 2 : 2035
Stop loss : 107.75 Stop loss : 2100
Market Lot : 4000 CMP : 107.80 Market Lot : 125 CMP : 2097.60
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL
OI
(LOTS)
%CHNG PRICE %CHNG
AMBUJA-
CEM
6308000 19.7 224.10 1.3 M&M 3464500 54.7 1184.90 1.9
IRB INFRA 13272000 17.2 271.65 7.0 BAJAJ-AUTO 912625 13.10 2097.90 2.4
TATA-
POWER
24036000 9.1 108.00 3.7 ONGC 23004000 9.0 413.50 0.8
TATASTEEL 16552000 8.2 560.40 2.8 TCS 2996750 7.5 2388.0 0.9
IGL 1194000 6.6 371.70 2.4 EXID IND 11348000 5.7 153.80 0.1
OI addition : We saw long build-up in Havells,Ambujacem,Irb infra, Acc and Tatasteel while
short build up was seen in M&M, Bajaj-auto, Ongc,Tcs and Exid ind
OI Shedding : We saw short covering in Kotak bank, Andhra bank,Icici Ioc, Rpower and Jsw
steel while long closure was seen in Ibrealest, Idfc, Zeel, Bpcl and maruti
DAILY DERIVATIVES REPORT
181h
JULY 2014
YOUR MINTVISORY Call us at +91-731-6642300
F&O TURNOVER
INSTRUMENT NO. OF CONTRACTS TURNOVER(CR) PERCENTAGE CHANGE
INDEX FUTURES 306514 11711.09 -
STOCK FUTURES 780271 31169.66 -
INDEX OPTIONS 2915126 1110609.96 0.87
STOCK OPTIONS 354862 14196.96 0.47
F&O TOTAL 4356779 168688.18 0.82
NIFTY OPTION OI DISTRIBUTION
0
1000000
2000000
3000000
4000000
5000000
6000000
7000000
8000000
7900 7800 7700 7600 7500 7400 7300 7200 7100 7000 6900
OpenInterest
Strike Price
OI Concentration Chart
Call OI (APR) PutOI (APR)
DAILY DERIVATIVES REPORT
181h
JULY 2014
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
SBIN
31JUL2014 CE 2,600 58.50 7,485 24,766.56
OPTSTK
TCS
31JUL2014 CE 2,500 17.70 5,329 16,804.00
OPTSTK
INFOSYS
31JUL2014 CE 3,300 45.00 5,061 21,224.32
OPTSTK
SBIN
31JUL2014 CE 2,700 24.00 4,961 16,864.80
OPTSTK RELIANCE 31JUL2014 CE 1,000 15.50 3,647 9,275.23
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK
TCS
31JUL2014 PE 2,300 22.00 4,555 13,220.38
OPTSTK SBIN 31JUL2014 PE 2,500 20.50 3,657 11,557.35
OPTSTK INFOSYS 31JUL2014 PE 3,200 38.00 2,299 9,277.96
OPTSTK
SBIN
31JUL2014 PE 2,550 36.00 2,079 6,745.91
OPTSTK
SBIN
31JUL2014 PE 2,400 6.60 1,684 5,070.67
DERIVATIVE
PRODUCT
BUY SELL OPEN INTEREST AT THE
END OF THE DATE
NO.OF
CON-
TRACTS
AMOUNT
IN CRORES
NO.OF
COTRACTS
AMOUNT
IN CRORES
NO. OF
CONTRACTS
AMOUNT
IN CRORES
INDEX FUTURE
59912 2273.36 60542 2298.09 344604 13168
INDEX OPTION
419586 15713 387602 14475.9 1714263 65356
STOCK FUTURE
99262 3630.8 79421 2889.74 1543199 55919
STOCK OPTION
66918 2494.08 66991 2496.24 114490 427
DAILY DERIVATIVES REPORT
181h
JULY 2014
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 reli-
able, but we do not accept any responsibility (or liability) for errors of fact or opinion. Users have the
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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 fu-
ture price performance.
The information herein, together with all estimates and forecasts, can change without notice. Analyst or
any person related to epic research might be holding positions in the stocks recommended. It is under-
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Daily market derivatives trading report by epic research on 18 july 2014

  • 1. DAILY DERIVATIVES REPORT 181h JULY 2014 YOUR MINTVISORY Call us at +91-731-6642300 Post a flat start, the index traded in a tight band amid high volatility in the absence of any major trigger. It finally ended the day after adding only 15 points. The premium remained almost flat and settled at 18 points. India VIX increased 1.25% and settled at 14.96 FIIs bought 1912 crore while DIIs sold 1316 crore in the cash segment. FIIs bought 520 crore in index futures and 632 crore in index options. In stock futures, they bought 115 crore The highest Put base stands at the 7500 strike with over 69 lakh shares. The highest Call base stands at the 8000 strike with over 87 lakh shares. The 7700 and 7800 Call strikes have seen addition of 10.75 and 1.42 lakh shares, re- spectively.On the Put side, 7700, 7600 and 7500 strikes have seen addition of 2.50, 9.70 and 6.05 shares, respectively Nifty Future: The Nifty is likely to open negative on the back of weak global cues. It is likely to trade in the range of 7580-7700. The trading strategy would be to create shorts near 7675-7680 for targets of 7645 and 7625. On the other hand, one can enter longs if the index finds support near 7580 Bank Nifty Future: The index is likely to find support near 15100 with resistance now pegged at 15500 NIFTY SNAPSHOT & PIVOT POINTS SPOT FUTURE COST OF CARRY TOTAL FUT OI PCR OI PCR VOL ATM IV CURRENT 7640 7659 6.24 16492000 0.82 0.88 14.04 PREVIOUS 7624 7643 5.95 16154100 0.78 0.96 14.21 CHANGE(%) 0.21% 0.21% - 2.09% - - - PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3 NIFTY FUTURE 7650 7607 7633 7654 7680 7701 7748 F&O HIGHLIGHTS INDEX OUTLOOK The Indian equity market ended with modest gains on Thursday extending its winning streak to third consecutive trading session. Signs of recovery in the macro economic data, positive cues from the international equity markets and some relief from the rain gods have lifted the sentiment on the street. The power stocks were in action after media reports stated that The Delhi Electricity Regulatory Commission ap- proved a tariff hike of 8.32% for the three electricity distribution utilities (discoms), BSES Yamuna, BSES Rajdhani and Tata Power Delhi Distribution Ltd for the fiscal 2014-15 Among the other major gainers were the metals, consumer durables, capital goods and healthcare stocks. Even the MARKET ROUNDUP
  • 2. DAILY DERIVATIVES REPORT 181h JULY 2014 YOUR MINTVISORY Call us at +91-731-6642300 INTRADAY STRATEGY i) TATA POWER COMPANT LTD(TATAPOWER) ii) BAJAJ-AUTO LTD (BAJAJ-AUTO) Buy TATA POWER July fut in range of 108.75-109 Sell BAJAJ-AUTO July fut in range of 2080-2075 View : Bullish View :Bearish Strategy : Buy Future Strategy : Sell Future Target1 :110 Target 2 : 111 Target 1 : 2055 Target 2 : 2035 Stop loss : 107.75 Stop loss : 2100 Market Lot : 4000 CMP : 107.80 Market Lot : 125 CMP : 2097.60 STOCK ANALYSIS OPEN INTEREST ACTIVITY LONG BUILD UP SHORT BUILD UP SYMBOL OI (LOTS) % CHNG PRICE %CHNG SYMBOL OI (LOTS) %CHNG PRICE %CHNG AMBUJA- CEM 6308000 19.7 224.10 1.3 M&M 3464500 54.7 1184.90 1.9 IRB INFRA 13272000 17.2 271.65 7.0 BAJAJ-AUTO 912625 13.10 2097.90 2.4 TATA- POWER 24036000 9.1 108.00 3.7 ONGC 23004000 9.0 413.50 0.8 TATASTEEL 16552000 8.2 560.40 2.8 TCS 2996750 7.5 2388.0 0.9 IGL 1194000 6.6 371.70 2.4 EXID IND 11348000 5.7 153.80 0.1 OI addition : We saw long build-up in Havells,Ambujacem,Irb infra, Acc and Tatasteel while short build up was seen in M&M, Bajaj-auto, Ongc,Tcs and Exid ind OI Shedding : We saw short covering in Kotak bank, Andhra bank,Icici Ioc, Rpower and Jsw steel while long closure was seen in Ibrealest, Idfc, Zeel, Bpcl and maruti
  • 3. DAILY DERIVATIVES REPORT 181h JULY 2014 YOUR MINTVISORY Call us at +91-731-6642300 F&O TURNOVER INSTRUMENT NO. OF CONTRACTS TURNOVER(CR) PERCENTAGE CHANGE INDEX FUTURES 306514 11711.09 - STOCK FUTURES 780271 31169.66 - INDEX OPTIONS 2915126 1110609.96 0.87 STOCK OPTIONS 354862 14196.96 0.47 F&O TOTAL 4356779 168688.18 0.82 NIFTY OPTION OI DISTRIBUTION 0 1000000 2000000 3000000 4000000 5000000 6000000 7000000 8000000 7900 7800 7700 7600 7500 7400 7300 7200 7100 7000 6900 OpenInterest Strike Price OI Concentration Chart Call OI (APR) PutOI (APR)
  • 4. DAILY DERIVATIVES REPORT 181h JULY 2014 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 SBIN 31JUL2014 CE 2,600 58.50 7,485 24,766.56 OPTSTK TCS 31JUL2014 CE 2,500 17.70 5,329 16,804.00 OPTSTK INFOSYS 31JUL2014 CE 3,300 45.00 5,061 21,224.32 OPTSTK SBIN 31JUL2014 CE 2,700 24.00 4,961 16,864.80 OPTSTK RELIANCE 31JUL2014 CE 1,000 15.50 3,647 9,275.23 MOST ACTIVE CALLS MOST ACTIVE PUTS Instrument Type Symbol Expiry Date Option Type Strike Price LTP Traded Volume (Contracts) Traded Value (Lakhs) OPTSTK TCS 31JUL2014 PE 2,300 22.00 4,555 13,220.38 OPTSTK SBIN 31JUL2014 PE 2,500 20.50 3,657 11,557.35 OPTSTK INFOSYS 31JUL2014 PE 3,200 38.00 2,299 9,277.96 OPTSTK SBIN 31JUL2014 PE 2,550 36.00 2,079 6,745.91 OPTSTK SBIN 31JUL2014 PE 2,400 6.60 1,684 5,070.67 DERIVATIVE PRODUCT BUY SELL OPEN INTEREST AT THE END OF THE DATE NO.OF CON- TRACTS AMOUNT IN CRORES NO.OF COTRACTS AMOUNT IN CRORES NO. OF CONTRACTS AMOUNT IN CRORES INDEX FUTURE 59912 2273.36 60542 2298.09 344604 13168 INDEX OPTION 419586 15713 387602 14475.9 1714263 65356 STOCK FUTURE 99262 3630.8 79421 2889.74 1543199 55919 STOCK OPTION 66918 2494.08 66991 2496.24 114490 427
  • 5. DAILY DERIVATIVES REPORT 181h JULY 2014 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 reli- able, 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 fu- ture price performance. The information herein, together with all estimates and forecasts, can change without notice. Analyst or any person related to epic research might be holding positions in the stocks recommended. It is under- stood 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 re- sponsible for . Any surfing and reading of the information is the acceptance of this disclaimer. All Rights Reserved. In- vestment in equity & bullion market 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.