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DAILY DERIVATIVE REPORT
28 APRIL 2015
YOUR MINTVISORY Call us at +91-731-6642300
 The Indian equity market shut in deep red on Monday extending its losing streak for the third consecutive trading
session falling to Jan ’15 lows. The Sensex, Nifty, managed to open with a positive bias but were unable to hold on to
early gains on account of all-round selling pressure
 The NSE Nifty plunged below the 200-DMA (Daily Moving Average) for the first time since February 2014. The NSE
index dropped to a low of 8,202, and finally ended 91 points lower at 8,214.The India VIX (Volatility) index was
down 2 percent at 18.735.
 Post a flat start, the Nifty continued to remain under pressure throughout the day, increasing the advance/decline
ratio in favour of bears. With all major sectors ending in the red, the index ended the volatile session after losing an-
other 100 points. Nifty future premium declined and settled at 9 point. India VIX fell 1.93% to settle at 18.74 •
 FIIs sold 1749 crore while DIIs bought 1668 crore in the cash segment. FIIs sold 421 crore in index futures and 711
crore in index options. In stock futures, they bought 916 crore
 The highest Put base stands at the 8200 strike with 46 lakh shares while the highest Call base is at the 8500 strike
with 51 lakh shares. The 8200 and 8300 Calls saw additions of 10.0 and 22.0 lakh shares, respectively. The 8200 and
8000 Put strikes saw reductions of 1.8 and 13.2 lakh shares, respectively
 Nifty Future: The Nifty is likely to open flat on the back of mixed global cues. It is likely to trade in the range of 8200
-8280. Sell Nifty in the range of 8255-8260 for targets of 8225-8205, stop loss: 8275
 Bank Nifty Future: The index has finally managed to close below the important level of 18000 with further addition
of short positions indicating the ongoing momentum is likely to continue till 17400-17500.
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 8214 8223 13.63 23043800 0.78 0.77 17.84
PREVIOUS 8305 8319 9.92 22196700 0.83 0.81 18.77
CHANGE(%) -1.10% -1.15% - 3.82% - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 7987 8124 8173 8261 8310 8398 8535
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUNDUP
DAILY DERIVATIVE REPORT
28 APRIL 2015
YOUR MINTVISORY Call us at +91-731-6642300
INTRADAY STRATEGY
i) Bhartiarlt Future Ii) Irb Future
Sell Bhartiarlt future around 390-394 Sell Irb future around 1280-1300
View : Bearish View :Bearish
Strategy : Sell Future Strategy : Sell Future
Target1 : 380 Target 2 : 375 Target 1:217 Target 2 :214
Stop loss : 400 Stop loss : 225
Market Lot : 500 CMP : 388 Market Lot : 1000 CMP : 210.10
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS) %CHNG PRICE %CHNG
IDEA 6692 273.4 186.25 1.2 BHARTIARTL 18783 10.7 165.25 [4.2]
SIEMENS 1902 203.8 1274.25 3
ZEEL 3433 159.7 326.55 1
SSLT 4057 143.7 211 2.2
TATAMOTORS 14045 132.7 521 0.3
 OI addition : We saw long built up in Idea,Siemens,Zeel,Sslt,Tatamotors,while short built up was seen
Bhartiartl.
 OI Shedding : We saw short covering in Crompgreav,Eichermot,Siemens,Idea,Canbk,and long unwinding
was seen in Hindunilvr,Ambujacem,Ntpc,Godrejind,Dlf.
DAILY DERIVATIVE REPORT
28 APRIL 2015
YOUR MINTVISORY Call us at +91-731-6642300
OI Chart Analysis: From the OI Chart we can see that in April Series addition of open interest on the
calls front is existent in the band at strike price of 8600-8500 indicating it as resistance on the upside
whereas on the put options front we can see that addition of open interest is existent at strike price of
8400-8300 indicating it as immediate support zone on the downside.
F&O TURNOVER
INSTRUMENT NO. OF CONTRACTS TURNOVER(CR) PUT /CALL RATIO
Index Futures 8,82,772 21936.51 -
Stock Futures 16,15,351 49436.07 -
Index Options 1,28,65,285 2,83,706.32 0.77
Stock Options 5,58,194 19693.11 0.58
F&O Total 1,59,21,602 3,74,772.02 0.76
NIFTY OPTION OI DISTRIBUTION
DAILY DERIVATIVE REPORT
28 APRIL 2015
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 MARUTI 04/30/15 CE 3700 20.25 10392 48334.1
OPTSTK ICICIBANK 04/30/15 CE 310 2.65 9623 37690.89
OPTSTK ICICIBANK 04/30/15 CE 320 0.85 9240 37194.47
OPTSTK MARUTI 04/30/15 CE 3600 65 9221 42121.64
OPTSTK INFY 04/30/15 CE 2000 18 6621 33381.43
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK ICICIBANK 04/30/15 PE 300 3.05 6889 26201.45
OPTSTK MARUTI 04/30/15 PE 3500 9 6200 27304.18
OPTSTK INFY 04/30/15 PE 1900 3 4766 22713.68
OPTSTK INFY 04/30/15 PE 1950 9 4765 23422.12
OPTSTK MARUTI 04/30/15 PE 3550 16.95 4601 20591.66
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
49400 1145.57 78319 1730.81 794773 18038.40
INDEX OPTIONS
1202765 27806.20 1201372 27799.68 3014161 74484.40
STOCK FUTURES 122782 3745.85 107362 3248.57 1926659 55980.77
STOCK OPTIONS 84881 2644.76 84566 2639.36 121944 3475.76
DAILY DERIVATIVE REPORT
28 APRIL 2015
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.
DATE SCRIP STRAT-
EGY LOT ENTRY LEVEL TARGET SL REMARK PROFIT/
LOSS
04/27/2015 ORIENTBANK SHORT 1000 398-400 215-220 225
NOT
OPEN
0
04/27/2015
AURO-
PHARMA
SHORT 250 1280-1300 1250-1220 1350 2ND TGT 15000
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
PERFORMANCE UPDATE

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Epic research daily derivative report 28 april 2015

  • 1. DAILY DERIVATIVE REPORT 28 APRIL 2015 YOUR MINTVISORY Call us at +91-731-6642300  The Indian equity market shut in deep red on Monday extending its losing streak for the third consecutive trading session falling to Jan ’15 lows. The Sensex, Nifty, managed to open with a positive bias but were unable to hold on to early gains on account of all-round selling pressure  The NSE Nifty plunged below the 200-DMA (Daily Moving Average) for the first time since February 2014. The NSE index dropped to a low of 8,202, and finally ended 91 points lower at 8,214.The India VIX (Volatility) index was down 2 percent at 18.735.  Post a flat start, the Nifty continued to remain under pressure throughout the day, increasing the advance/decline ratio in favour of bears. With all major sectors ending in the red, the index ended the volatile session after losing an- other 100 points. Nifty future premium declined and settled at 9 point. India VIX fell 1.93% to settle at 18.74 •  FIIs sold 1749 crore while DIIs bought 1668 crore in the cash segment. FIIs sold 421 crore in index futures and 711 crore in index options. In stock futures, they bought 916 crore  The highest Put base stands at the 8200 strike with 46 lakh shares while the highest Call base is at the 8500 strike with 51 lakh shares. The 8200 and 8300 Calls saw additions of 10.0 and 22.0 lakh shares, respectively. The 8200 and 8000 Put strikes saw reductions of 1.8 and 13.2 lakh shares, respectively  Nifty Future: The Nifty is likely to open flat on the back of mixed global cues. It is likely to trade in the range of 8200 -8280. Sell Nifty in the range of 8255-8260 for targets of 8225-8205, stop loss: 8275  Bank Nifty Future: The index has finally managed to close below the important level of 18000 with further addition of short positions indicating the ongoing momentum is likely to continue till 17400-17500. NIFTY SNAPSHOT & PIVOT POINTS SPOT FUTURE COST OF CARRY TOTAL FUT OI PCR OI PCR VOL ATM IV CURRENT 8214 8223 13.63 23043800 0.78 0.77 17.84 PREVIOUS 8305 8319 9.92 22196700 0.83 0.81 18.77 CHANGE(%) -1.10% -1.15% - 3.82% - - - PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3 NIFTY FUTURE 7987 8124 8173 8261 8310 8398 8535 F&O HIGHLIGHTS INDEX OUTLOOK MARKET ROUNDUP
  • 2. DAILY DERIVATIVE REPORT 28 APRIL 2015 YOUR MINTVISORY Call us at +91-731-6642300 INTRADAY STRATEGY i) Bhartiarlt Future Ii) Irb Future Sell Bhartiarlt future around 390-394 Sell Irb future around 1280-1300 View : Bearish View :Bearish Strategy : Sell Future Strategy : Sell Future Target1 : 380 Target 2 : 375 Target 1:217 Target 2 :214 Stop loss : 400 Stop loss : 225 Market Lot : 500 CMP : 388 Market Lot : 1000 CMP : 210.10 STOCK ANALYSIS OPEN INTEREST ACTIVITY LONG BUILD UP SHORT BUILD UP SYMBOL OI (LOTS) % CHNG PRICE %CHNG SYMBOL OI (LOTS) %CHNG PRICE %CHNG IDEA 6692 273.4 186.25 1.2 BHARTIARTL 18783 10.7 165.25 [4.2] SIEMENS 1902 203.8 1274.25 3 ZEEL 3433 159.7 326.55 1 SSLT 4057 143.7 211 2.2 TATAMOTORS 14045 132.7 521 0.3  OI addition : We saw long built up in Idea,Siemens,Zeel,Sslt,Tatamotors,while short built up was seen Bhartiartl.  OI Shedding : We saw short covering in Crompgreav,Eichermot,Siemens,Idea,Canbk,and long unwinding was seen in Hindunilvr,Ambujacem,Ntpc,Godrejind,Dlf.
  • 3. DAILY DERIVATIVE REPORT 28 APRIL 2015 YOUR MINTVISORY Call us at +91-731-6642300 OI Chart Analysis: From the OI Chart we can see that in April Series addition of open interest on the calls front is existent in the band at strike price of 8600-8500 indicating it as resistance on the upside whereas on the put options front we can see that addition of open interest is existent at strike price of 8400-8300 indicating it as immediate support zone on the downside. F&O TURNOVER INSTRUMENT NO. OF CONTRACTS TURNOVER(CR) PUT /CALL RATIO Index Futures 8,82,772 21936.51 - Stock Futures 16,15,351 49436.07 - Index Options 1,28,65,285 2,83,706.32 0.77 Stock Options 5,58,194 19693.11 0.58 F&O Total 1,59,21,602 3,74,772.02 0.76 NIFTY OPTION OI DISTRIBUTION
  • 4. DAILY DERIVATIVE REPORT 28 APRIL 2015 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 MARUTI 04/30/15 CE 3700 20.25 10392 48334.1 OPTSTK ICICIBANK 04/30/15 CE 310 2.65 9623 37690.89 OPTSTK ICICIBANK 04/30/15 CE 320 0.85 9240 37194.47 OPTSTK MARUTI 04/30/15 CE 3600 65 9221 42121.64 OPTSTK INFY 04/30/15 CE 2000 18 6621 33381.43 MOST ACTIVE CALLS MOST ACTIVE PUTS Instrument Type Symbol Expiry Date Option Type Strike Price LTP Traded Volume (Contracts) Traded Value (Lakhs) OPTSTK ICICIBANK 04/30/15 PE 300 3.05 6889 26201.45 OPTSTK MARUTI 04/30/15 PE 3500 9 6200 27304.18 OPTSTK INFY 04/30/15 PE 1900 3 4766 22713.68 OPTSTK INFY 04/30/15 PE 1950 9 4765 23422.12 OPTSTK MARUTI 04/30/15 PE 3550 16.95 4601 20591.66 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 49400 1145.57 78319 1730.81 794773 18038.40 INDEX OPTIONS 1202765 27806.20 1201372 27799.68 3014161 74484.40 STOCK FUTURES 122782 3745.85 107362 3248.57 1926659 55980.77 STOCK OPTIONS 84881 2644.76 84566 2639.36 121944 3475.76
  • 5. DAILY DERIVATIVE REPORT 28 APRIL 2015 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. DATE SCRIP STRAT- EGY LOT ENTRY LEVEL TARGET SL REMARK PROFIT/ LOSS 04/27/2015 ORIENTBANK SHORT 1000 398-400 215-220 225 NOT OPEN 0 04/27/2015 AURO- PHARMA SHORT 250 1280-1300 1250-1220 1350 2ND TGT 15000 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 PERFORMANCE UPDATE