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Daily derivative report 01 october 2014 by epic research
1. DAILY DERIVATIVES REPORT
01 OCTOBER 2014
YOUR MINTVISORY Call us at +91-731-6642300
Post a negative start, the Nifty, witnessed sharp swing on both the side on the outcome of RBI monitory policy. Af- ter violating previous day high as well as low it finally concluded flat adding 5 points. The Nifty future premium declined and settled at 34 points. India VIX fell 1.52% and settled at 13.14
FIIs sold 486 crore while DIIs bought 201 crore in the cash segment. FIIs bought 232 crore in index futures and 1539 crore in index options. In stock futures, they bought 323 crore
The highest Put base is at the 7800 strike with 56 lakh shares while the highest Call base is at the 8200 strike with 54.80 lakh shares. The 8000 and 8100 Calls witnessed addition of 3.01 and 2.95 lakh shares, respectively. The 8000 and 7900 Put strikes saw addition of 6.16 and 14.34 lakh shares, respectively
Nifty Future: The Nifty is likely to open flat to negative on the back of mixed cues. It is likely to trade in the range of 7950-8040. The trading strategy would be to create shorts near 8020-8025 for targets of 7990 and 7970. On the other hand, one can enter longs if the index finds support around 7960.
Bank Nifty Future: The index is likely to slip around 15000-15200 levels with resistance pegged at 15650 levels
NIFTY SNAPSHOT & PIVOT POINTS
SPOT
FUTURE
COST OF CARRY
TOTAL FUT OI
PCR OI
PCR VOL
ATM IV
CURRENT
7965
7999
5.25
16631600
0.9
1.01
12.64
PREVIOUS
7959
7994
5.18
16383200
0.86
1.02
13.14
CHANGE(%)
0.07%
0.07%
-
1.52%
-
-
-
PIVOT LEVELS
S3
S2
S1
PIVOT
R1
R2
R3
NIFTY FUTURE
7771
7893
7946
8015
8068
8137
8259
F&O HIGHLIGHTS
INDEX OUTLOOK
Following a pullback last Friday, the movement of the market has been extremely volatile. It was no different as Nifty failed to sustain above 8,000 levels after making a peak of 8,032 in intra-day trade following the announce- ment of RBI policy.
Also, market participants may have decided to stay light as Dalal Street prepares for a truncated week. Zeel, BPCL, Sun Pharma, HDFC, Maruti Suzuki, Bajaj Auto and Cipla were among the gainers on NSE, whereas DLF, BHEL, PowerGrid, IDFC, ACC and Hindalco were among the losers today.
MARKET ROUNDUP
2. DAILY DERIVATIVES REPORT
01 OCTOBER 2014
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INTRADAY STRATEGY
i) HINDUSTAN PETROLEUM CORPORATION LIMITED
ii) ORIENTAL BANK OF COMMERCE
Buy Hindpetro Oct fut in range of 489-490
Sell Orient bank Oct fut in range of 228-227
View : Bullsih
View :Bearish
Strategy : Buy Future
Strategy : Sell Future
Target1 : 493 Target 2 : 496
Target 1 : 224 Target 2 : 221
Stop loss : 486
Stop loss : 231
Market Lot : 1000 CMP : 484.15
Market Lot : 1000 CMP : 231.35
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP
SHORT BUILD UP
SYMBOL
OI (LOTS)
% CHNG
PRICE
%CHNG
SYMBOL
OI (LOTS)
%CHNG
PRICE
%CHNG
BPCL
3664000
-0.85
656.30
2.46
HEROMOTO- CORP
1372125
14.44
2854.05
1.09
COLPAL
536500
3.27
1746.00
4.27
BANKINDIA
9551000
7.41
233.05
3.78
TATACHEMI- CAL
3134000
-8.47
403.35
2.08
ACC
1464500
6.92
1415.00
2.15
ZEEL
5160000
4.98
316.40
3.33
SAIL
35700000
8.35
68.45
1.93
MARUTI
2012750
5.09
3087.00
1.69
JSWSTEEL
4949250
6.17
1166.00
4.06
OI addition : We saw long build-up in Bpcl, Colpal, Tatachemical, Zeel, Hexaware, Maruti while short build up was seen in Bank india, Acc, Sail, Axis bank, Jswsteel
OI Shedding : We saw show cover in Cipla, Bhartiartl,Cairn, Kotak bank, Hdfc while long closure was seen in Tataglobal
3. DAILY DERIVATIVES REPORT
01 OCTOBER 2014
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OI Chart Analysis: From the OI Chart we can see that in October Series addition of open interest on the calls front is existent in the band at strike price of 8200-8100 indicating it as resistance on the up- side whereas on the put options front we can see that addition of open interest is existent at strike price of 7900-7800 indicating it as immediate support zone on the downside
F&O TURNOVER
INSTRUMENT
NO. OF CONTRACTS
TURNOVER(CR)
PERCENTAGE CHANGE
INDEX FUTURES
4,45,462
17,678.57
-
STOCK FUTURES
6,65,212
26,122.77
-
INDEX OPTIONS
20,87,487
83,782.75
1.00
STOCK OPTIONS
35,72,914
1,43,720.90
0.98
F&O TOTAL
49,58,828
1,97,957.82
0.93
NIFTY OPTION OI DISTRIBUTION
010000002000000300000040000005000000600000085008400830082008100800079007800770076007500 Open Interest Strike Price OI Concentration ChartCall OI (APR)Put OI (APR)
4. DAILY DERIVATIVES REPORT
01 OCTOBER 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
30OCT2014
CE
2,500
51.00
6,747
21,555.40
OPTSTK
RELIANCE
30OCT2014
CE
960
18.50
4,824
11,773.21
OPTSTK
ICICIBANK
30OCT2014
CE
1,500
21.00
3,348
12,767.93
OPTSTK
LT
30OCT2014
CE
1,500
31.50
2,650
10,214.36
OPTSTK
DLF
30OCT2014
CE
170
1.90
2,273
7,853.22
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument Type
Symbol
Expiry Date
Option Type
Strike Price
LTP
Traded Volume (Contracts)
Traded Value (Lakhs)
OPTSTK
SBIN
30OCT2014
PE
2,400
45.75
4,423
13,527.52
OPTSTK
ICICBANK
30OCT2014
PE
1,450
49.00
1,787
6,647.42
OPTSTK
DLF
30OCT2014
PE
150
6.80
1,382
4,307.97
OPTSTK
LT
30OCT2014
PE
1,450
43.50
1,173
4,342.94
OPTSTK
TATASTEEL
30OCT2014
PE
460
14.75
1,147
5,413.27
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 FUTURE
36393
1452.05
33969
1352.68
266221
10601
INDEX OPTION
271858
10694.64
256683
10172.26
1438671
57182
STOCK FUTURE
44559
1698.46
48943
1843.3
1190994
42563
STOCK OPTION
42336
1585.5
41818
1559.64
36803
1368
5. DAILY DERIVATIVES REPORT
01 OCTOBER 2014
YOUR MINTVISORY Call us at +91-731-6642300
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DATE
SCRIP
STRATEGY
ENTRY LEVEL
TARGET
SL
REMARK
PROFIT/LOSS
LOT
30/09/14
RANBAXY
LONG
634.50-635
638-641
631.50
SL
-3000
1000
30/09/14
BANK OF INDIA
SHORT
238-237
234-231
241
1ST TGT
3000
1000
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