Derivative 24 October 2013 By Mansukh Investment and Trading Solution

24 October 2013

Daily Derivative Report
NIFTY FUTURE : 6178.35

-24.45

0.39%
NIFTY HIGHLIGHTS

Nifty Sentiment Indicators
Put Call Ratio-Nifty Options

1.54

Put Call Ratio-Bank Nifty Options

1.08

21.10.13

Volume
22.10.13

% Chg

Index Futures

350174

543284

55.15%

Stock Futures

616333

754721

22.45%

Index Options

3257942

4584596

40.72%

Stock Options

338629

384002

13.40%

4563078

6266603

37.33%

Index

Spot

Future

Basis

NIFTY

6,178.35

6,187.15

9

10,880.65

10,905.05

24

8,802.25

8,829.55

Nifty closed in the red below 6,200 levels amid profit taking in index heavyweight.
Further, IT majors continued to exhibit weakness amid profit taking after recent gains
in the run up to the second quarter earnings.
Nifty edged higher in opening deals due to lackluster US September jobs report that
will lead to the Federal Reserve maintaining stimulus for the US economy in the
foreseeable future. A bout of volatility was witnessed as the index slipped in red
territory in late morning trade as investors took some profits off the table in the wake of
recent gains. Sentiments also remained dampened weighed down by selling pressure
in software and technology stocks on profit booking after recent gains. Sentiments also
got dampened after Finance Minister P. Chidambaram termed the rising number of
bad loans in the banking sector as 'unacceptable,' even as he expressed satisfaction at
the growth in bank lending in the first quarter.
In afternoon trade, index extended intraday losses and hit fresh intraday low as after
India Ratings and Research stated that the economy would grow 4.9% in the current
financial year despite favourable monsoon brightening the scope for agriculture
performance. European shares opened broadly lower also added to the pessimistic
sentiments. In last leg of trade, there was a good recovery attempt supported by some
bluechips but it failed to ramp up much support for the markets to bring them back in
green.

27

Product

Total F&O

BANK NIFTY
CNXIT

Increase in Open Interest with Decrease in price

Increase in Open Interest with Increase in price
Symbol

Last price

Chg (%)

Increase (%)

OI

Symbol

Last price

Chg (%)

Increase (%)

OI
('000')

('000')
RENUKA

23.15

7.18

23490

16.15

SSLT

199.1

-0.05

17978

7.23

ACC

1158

1.92

1162

9.11

PTC

57.15

-1.38

2580

5.39

MARUTI

1537

1.19

1769

8.93

DIVISLAB

1023.45

-1.38

510.75

3.44

GAIL

348.1

3.99

3110

8.63

FEDERALBNK

78.85

-0.5

4202.5

498

1.75

5644

8.44

ADANIPORTS

159.8

-0.56

4688

3.26
1.78

PNB

Industry

OI

OI Change(%)

AUTO
BANKS
CONSTRUCTION
FINANCE
FMCG
IT
MEDIA & ENT
METALS
OIL & GAS
PHARMACEUTICALS
POWER

45398250
173212375
334472000
51577250
25478000
23964750
4893500
79320000
49140750
44347250
86122000

-4.2
0.31
2.59
-0.42
-0.27
-3.12
-2.02
-1.12
1.29
-1.69
-1.18

CP

CO

AU
TO
NS BA
TR NK
UC S
TIO
FIN N
AN
CE
FM
CG
M
ED
IA IT
&
EN
M T
ET
PH
AR OIL ALS
M
&
AC G
EU AS
TIC
A
PO LS
W
ER

400000000
350000000
300000000
250000000
200000000
150000000
100000000
50000000
0

For Private circulation Only

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MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293


NIFTY OUTLOOK :Nifty dropped 24.45 points in volatile last session on the back of
profit booking seen in the morning and strong performance by
the PSU bank . For the upcoming session market seems choppy,
however 6245/6296 could be its crucial resistance levels. On the
flip side 6105/6032 could be its near term supports levels.

MOST ACTIVE CALLS
Symbol

Expiry Date Strike Price

MOST ACTIVE PUTS

Contracts

Open

Traded

Interest

Symbol

Contracts

Open

Traded

Expiry Date Strike Price

Interest

NIFTY

31-Oct-13

6200

30037150

4212050

NIFTY

31-Oct-13

6100

32088100

5563450

NIFTY

31-Oct-13

6300

25627650

5980600

NIFTY

31-Oct-13

6200

23937050

3350200

NIFTY

31-Oct-13

6400

17250950

3808150

NIFTY

31-Oct-13

6000

20948400

5657550

NIFTY

31-Oct-13

6100

8918400

3185150

NIFTY

31-Oct-13

5900

12331800

5044100

NIFTY

31-Oct-13

6500

4325200

2534100

NIFTY

31-Oct-13

5800

7814400

4600600

NIFTY

31-Oct-13

6000

1947900

2719300

NIFTY

31-Oct-13

5700

3628400

5891850

NIFTY

31-Oct-13

6250

1372100

773050

NIFTY

31-Oct-13

6350

1062500

541050

NIFTY

31-Oct-13

6300

3405350

913750

BANKNIFTY

31-Oct-13

11000

1046875

366225

NIFTY

31-Oct-13

5600

1579450

3694050

N E T IN F L O W
OPTION STRATEGY AS ON 23 OCTOBER 2013
UNDERLYING
ASSET

NIFTY

CMP

6202.8

STRATEGY
MAX LOSS
MAX PROFIT
LOT SIZE

BUY NIFTY OCT. CA 6200 @ 83
Correction :-BUY NIFTY OCT. 6200 PA @ 57
140
UNLIMITED
50

200
150
100
50
0
-5 0

NET I NFLO W
1

2

3

4

5

6

7

8

-1 0 0
-1 5 0
-2 0 0

For any information or suggestion, please send your query at research@moneysukh.com




STRATEGY TRACKER
DATE OF

UNDERLYING

STRATEGY

ASSET

30/9/2013

NIFTY

10/8/2013

NIFTY

2/8/2013

NIFTY

21/8/12013

NIFTY

STRATEGY

SELL NIFTY OCTOBER. FUTURE
SELL NIFTY OCT.5700 PUT@ 95.00
SELL NIFTY AUGUST 5500 PUT@76.10
SELL NIFTY AUGUST 5900 CALL@ 84
SELL NIFTY SEPT. FUTURE
SELL NIFTY SEPT. 5300 CALL@ 138.05
BUY NIFTYAUGUST FUTURE
SELL NIFTY AUGUST 5300 CALL@ 85.00

IN/OUT FLOW

NET PROFIT/ LOSS

REMARK

AS ON 30/09/2013

95

55.85

BOOK PARTIAL PROFIT

170.1

75.30

BOOK FULL PROFIT

138.05

85.20

BOOK PARTIAL PROFIT

85

43.90

BOOK PARTIAL PROFIT

NAME

DESIGNATION

E-MAIL

Varun Gupta

Head - Research

varungupta@moneysukh.com

Mohit Taneja

Research Analyst

mohit.t@moneysukh.com

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Derivative 24 October 2013 By Mansukh Investment and Trading Solution

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