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WEEKLY DERIVATIVES REPORT
211h
JULY 2014
YOUR MINTVISORY Call us at +91-731-6642300
 Post a negative start, the index took very good support near 7600 levels. From there it witnessed good momen-
tum. Banking, metals & few other heavyweights supported the market and it ended after adding 17 points. The pre-
mium declined and settled at 5 points. India VIX increased 0.85% and settled at 15.09
 FIIs bought 574 crore while DIIs sold 283 crore in the cash segment. FIIs sold 375 crore in index futures and
bought 481 crore in index options. In stock futures, they bought 318 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 82 lakh shares. The 7600 and 7700 Call strikes have seen reduction of 2.10 and 1.03 lakh shares,
respectively. On the Put side, 7700, 7600 and 7500 strikes have seen addition of 5.70, 7.33 and 1.43 shares, respec-
tively
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 7664 7669 2 16759500 0.87 1.06 14.15
PREVIOUS 7640 7659 6.24 16492000 0.82 0.88 14.04
CHANGE(%) 0.31% 0.14% - 1.62% - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 7442 7546 7608 7650 7712 7754 7858
F&O HIGHLIGHTS
INDEX OUTLOOK
 Nifty Future: The Nifty is likely to open gap up on the back of strong global cues. It is likely to trade in the range
of 7640-7740. The trading strategy would be to create shorts near 7720-7725 for targets of 7690 and 7670. On the
other hand, one can enter longs if the index finds support near 7640
 Bank Nifty Future: Any sustainable move above 15500 levels would take the index towards 15700-15800. Sup-
ports can be seen near 15250
 After violating the support of its 20-DMA last week, index bounced back and regained control above the same.
However, as seen in the month of June, 7650-7700 appears to be a difficult zone for the index to surpass. So it
will be a big challenge for Nifty to do so this time around also. Fresh upmove is likely once Nifty breaks past
7700 and sustains above the same. Till then, expect index to go through painful consolidation between 7450-
7700.
 Nifty staged a smart pull back in initial part of the week. This was partly on account of short covering and heavy
cash side buying. In OI side we didn't see much of addition during the week. Suggesting that the recent up move
could be restricted. PUT OI has been on surge during the week taking the PCR OI ratio back to higher seventy
MARKET ROUNDUP
WEEKLY DERIVATIVES REPORT
211h
JULY 2014
YOUR MINTVISORY Call us at +91-731-6642300
INTRADAY STRATEGY
i) AXIS BANK LTD(AXIS BANK)
ii) HINDUSTAN PETROLEUM CORPORATION LTD
(HINDPETRO)
Buy AXIS BANK July fut in range of 2020-2025 Sell HINDPETRO july fut in the range of 393-392
View : Bullish View :Bearish
Strategy : Buy Future Strategy : Sell Future
Target 2035: Target 2 : 2045 Target 1 : 389.50 Target 2 : 387
Stop loss : 2010 Stop loss : 395.50
Market Lot : 250 CMP : 2005.10 Market Lot : 1000 CMP : 396.35
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL
OI
(LOTS)
%CHNG PRICE %CHNG
TCS 3065250 3.5 2407.05 0.9 REC LTD 5563000 14.4 314.85 3.6
ICICI BANK 10584750 3.1 1480.10 2.0 BHEL 33528000 5.6 238.00 2.2
WIPRO 6290000 2.7 544.10 1.8 ARVIND 6554000 2.4 228.95 0.3
IDFC 83510000 2.4 164.75 3.0 SBI 4311500 0.4 2570.50 1.3
ADANI ENT 9185000 1.3 454.90 0.7 HINDPETRO 6200000 0.3 396.35 3.2
 OI addition : We saw long build-up in Asian paint,Petronet, Exid ind,Ktkbank and Axisbank
while short build up was seen in Rec ltd,Bhel, Dabur, Arvind, Hdil and Gail
 OI Shedding : We saw short covering in Nmdc,Dish tv,Adani port,Yesbank and Lt while long
closure was seen in Bata india, Tatamotors, Maruti, Relcapital and Canara bank
WEEKLY DERIVATIVES REPORT
211h
JULY 2014
YOUR MINTVISORY Call us at +91-731-6642300
F&O TURNOVER
INSTRUMENT NO. OF CONTRACTS TURNOVER(CR) PERCENTAGE CHANGE
INDEX FUTURES 431877 16539.52 -
STOCK FUTURES 765500 30413.85 -
INDEX OPTIONS 3846697 147033.84 1.05
STOCK OPTIONS 374472 14650.85 0.50
F&O TOTAL 5418551 208638.49 0.99
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)
WEEKLY DERIVATIVES REPORT
211h
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
TCS
31JUL2014 CE 2,500 16.20 9,869 31,118.68
OPTSTK
SBIN
31JUL2014 CE 2,600 39.00 9,286 30,684.31
OPTSTK
SBIN
31JUL2014 CE 2,700 18.00 4,694 15,938.30
OPTSTK
IDFC
31JUL2014 CE 160 7.70 4,296 14,273.89
OPTSTK RELIANCE 31JUL2014 CE 1,000 12.00 4,023 10,187.34
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 2,400 40.10 6,545 19,925.19
OPTSTK
SBIN
31JUL2014 PE 2,500 27.50 4,336 13,699.86
OPTSTK
IDFC
31JUL2014 PE 150 1.10 2,267 6,867.20
OPTSTK
TCS
31JUL2014 PE 2,250 6.60 2,247 6,336.12
OPTSTK TATASTEEL 31JUL2014 PE 550 7.70 1,826 10,209.90
DERIVATIVE
PRODUCT
BUY SELL OPEN INTEREST AT THE
END OF THE DATE
NO.OF
CONTRACTS
AMOUNT
IN CRORES
NO.OF
COTRACTS
AMOUNT
IN CRORES
NO. OF
CONTRACTS
AMOUNT
IN CRORES
INDEX FUTURE
61531 2350.2 47895 1830.2 344074 13170
INDEX OPTION
272731 10404.28 255713 9772.48 1726567 6595
STOCK FUTURE
105162 3877.61 103857 3762.58 1546356 56469
STOCK OPTION
71109 2716.33 69561 2652.12 119270 4449
WEEKLY DERIVATIVES REPORT
211h
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.

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Weekly market derivative report by epic research from 21 july to 25 july 2014

  • 1. WEEKLY DERIVATIVES REPORT 211h JULY 2014 YOUR MINTVISORY Call us at +91-731-6642300  Post a negative start, the index took very good support near 7600 levels. From there it witnessed good momen- tum. Banking, metals & few other heavyweights supported the market and it ended after adding 17 points. The pre- mium declined and settled at 5 points. India VIX increased 0.85% and settled at 15.09  FIIs bought 574 crore while DIIs sold 283 crore in the cash segment. FIIs sold 375 crore in index futures and bought 481 crore in index options. In stock futures, they bought 318 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 82 lakh shares. The 7600 and 7700 Call strikes have seen reduction of 2.10 and 1.03 lakh shares, respectively. On the Put side, 7700, 7600 and 7500 strikes have seen addition of 5.70, 7.33 and 1.43 shares, respec- tively NIFTY SNAPSHOT & PIVOT POINTS SPOT FUTURE COST OF CARRY TOTAL FUT OI PCR OI PCR VOL ATM IV CURRENT 7664 7669 2 16759500 0.87 1.06 14.15 PREVIOUS 7640 7659 6.24 16492000 0.82 0.88 14.04 CHANGE(%) 0.31% 0.14% - 1.62% - - - PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3 NIFTY FUTURE 7442 7546 7608 7650 7712 7754 7858 F&O HIGHLIGHTS INDEX OUTLOOK  Nifty Future: The Nifty is likely to open gap up on the back of strong global cues. It is likely to trade in the range of 7640-7740. The trading strategy would be to create shorts near 7720-7725 for targets of 7690 and 7670. On the other hand, one can enter longs if the index finds support near 7640  Bank Nifty Future: Any sustainable move above 15500 levels would take the index towards 15700-15800. Sup- ports can be seen near 15250  After violating the support of its 20-DMA last week, index bounced back and regained control above the same. However, as seen in the month of June, 7650-7700 appears to be a difficult zone for the index to surpass. So it will be a big challenge for Nifty to do so this time around also. Fresh upmove is likely once Nifty breaks past 7700 and sustains above the same. Till then, expect index to go through painful consolidation between 7450- 7700.  Nifty staged a smart pull back in initial part of the week. This was partly on account of short covering and heavy cash side buying. In OI side we didn't see much of addition during the week. Suggesting that the recent up move could be restricted. PUT OI has been on surge during the week taking the PCR OI ratio back to higher seventy MARKET ROUNDUP
  • 2. WEEKLY DERIVATIVES REPORT 211h JULY 2014 YOUR MINTVISORY Call us at +91-731-6642300 INTRADAY STRATEGY i) AXIS BANK LTD(AXIS BANK) ii) HINDUSTAN PETROLEUM CORPORATION LTD (HINDPETRO) Buy AXIS BANK July fut in range of 2020-2025 Sell HINDPETRO july fut in the range of 393-392 View : Bullish View :Bearish Strategy : Buy Future Strategy : Sell Future Target 2035: Target 2 : 2045 Target 1 : 389.50 Target 2 : 387 Stop loss : 2010 Stop loss : 395.50 Market Lot : 250 CMP : 2005.10 Market Lot : 1000 CMP : 396.35 STOCK ANALYSIS OPEN INTEREST ACTIVITY LONG BUILD UP SHORT BUILD UP SYMBOL OI (LOTS) % CHNG PRICE %CHNG SYMBOL OI (LOTS) %CHNG PRICE %CHNG TCS 3065250 3.5 2407.05 0.9 REC LTD 5563000 14.4 314.85 3.6 ICICI BANK 10584750 3.1 1480.10 2.0 BHEL 33528000 5.6 238.00 2.2 WIPRO 6290000 2.7 544.10 1.8 ARVIND 6554000 2.4 228.95 0.3 IDFC 83510000 2.4 164.75 3.0 SBI 4311500 0.4 2570.50 1.3 ADANI ENT 9185000 1.3 454.90 0.7 HINDPETRO 6200000 0.3 396.35 3.2  OI addition : We saw long build-up in Asian paint,Petronet, Exid ind,Ktkbank and Axisbank while short build up was seen in Rec ltd,Bhel, Dabur, Arvind, Hdil and Gail  OI Shedding : We saw short covering in Nmdc,Dish tv,Adani port,Yesbank and Lt while long closure was seen in Bata india, Tatamotors, Maruti, Relcapital and Canara bank
  • 3. WEEKLY DERIVATIVES REPORT 211h JULY 2014 YOUR MINTVISORY Call us at +91-731-6642300 F&O TURNOVER INSTRUMENT NO. OF CONTRACTS TURNOVER(CR) PERCENTAGE CHANGE INDEX FUTURES 431877 16539.52 - STOCK FUTURES 765500 30413.85 - INDEX OPTIONS 3846697 147033.84 1.05 STOCK OPTIONS 374472 14650.85 0.50 F&O TOTAL 5418551 208638.49 0.99 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. WEEKLY DERIVATIVES REPORT 211h 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 TCS 31JUL2014 CE 2,500 16.20 9,869 31,118.68 OPTSTK SBIN 31JUL2014 CE 2,600 39.00 9,286 30,684.31 OPTSTK SBIN 31JUL2014 CE 2,700 18.00 4,694 15,938.30 OPTSTK IDFC 31JUL2014 CE 160 7.70 4,296 14,273.89 OPTSTK RELIANCE 31JUL2014 CE 1,000 12.00 4,023 10,187.34 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 2,400 40.10 6,545 19,925.19 OPTSTK SBIN 31JUL2014 PE 2,500 27.50 4,336 13,699.86 OPTSTK IDFC 31JUL2014 PE 150 1.10 2,267 6,867.20 OPTSTK TCS 31JUL2014 PE 2,250 6.60 2,247 6,336.12 OPTSTK TATASTEEL 31JUL2014 PE 550 7.70 1,826 10,209.90 DERIVATIVE PRODUCT BUY SELL OPEN INTEREST AT THE END OF THE DATE NO.OF CONTRACTS AMOUNT IN CRORES NO.OF COTRACTS AMOUNT IN CRORES NO. OF CONTRACTS AMOUNT IN CRORES INDEX FUTURE 61531 2350.2 47895 1830.2 344074 13170 INDEX OPTION 272731 10404.28 255713 9772.48 1726567 6595 STOCK FUTURE 105162 3877.61 103857 3762.58 1546356 56469 STOCK OPTION 71109 2716.33 69561 2652.12 119270 4449
  • 5. WEEKLY DERIVATIVES REPORT 211h 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.