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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
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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