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DAILY DERIVATIVE REPORT 19 OCT 2016

NIFTY SNAPSHOT & PIVOT POINTS SPOT

FUTURE

COST OF CARRY

TOTAL FUT OI

PCR OI

PCR VOL

ATM IV

CURRENT

8678

8680

0.91

21076800

0.96

1.03

14.58

PREVIOUS

8520

8524

1.98

20992200

0.87

0.97

14.90

CHANGE(%)

1.85

1.83

0.40

-

-

-

PIVOT LEVELS

S3

S2

S1

PIVOT

R1

R2

R3

NIFTY FUTURE

8388

8515

8598

8642

8725

8769

8896

MARKET ROUND UP 

The Indian stock market ended with smart gains on Tuesday as the Sensex and Nifty hit its highest level since October 13, 2016. The Nifty Bank index, which gained 2.2%, was the top performing sectoral gauge led by icici bank .This was the indices biggest single day jump since May 25 of this year.

Finally, the BSE Sensex ended with a gain of 521 points at 28,051. The BSE Sensex opened at 27,657 touched an intraday high of 28,054 and low of 27,653. The NSE Nifty closed with a gain of 158 points at 8,678. The NSE Nifty opened at 8,556 hitting a high of 8,685 and low of 8,556.

F&O HIGHLIGHTS 

The Nifty witnessed a strong support near the highest put base of 8500 and saw a sharp move upside in the last trade. All major indices supported well which gave steam to the index to close with a gain of over 155 points. Nifty futures premium settled at 2 points. India VIX fell 7.2% to 14.5.

FIIs bought 345 crore while DIIs bought 173 crore in the cash segment. FIIs sold 730 crore in index futures and bought 3058 crore in index options. In stock futures, they bought 1223 crore.

The highest Put base is at the 8500 strike with 50 lakh shares while the highest Call base is at the 9000 strike with 63 lakh shares. The 8700 and 8600 Call strikes saw reductions of 8.2 and 9.3 lakh shares, respectively, while the 8600 and 8500 Put strikes saw additions of 12.5 and 1.1 lakh shares, respectively.

INDEX OUTLOOK 

Nifty Future: The Nifty is likely to open flat on the back of mixed global cues. Buy Nifty in the range of 8640-8650 for target of 8680, stop loss: 8625.

Bank Nifty Future: Close to 500 points rally was seen in BankNifty index which is the 2nd highest intraday rally since August. As the index has managed to close above the sizeable call base of 19500 some more upside can be seen. Looking at the options data, we feel the support has shifted towards the levels of 19300. Buy Bank Nifty in the range of 19350-19400, targets: 19550-19650, stop loss: 19290.

YOUR MINTVISORY

Call us at +91-731-6642300


DAILY DERIVATIVE REPORT 19 OCT 2016

INTRADAY STRATEGY i) VOLTAS FUTURE

ii BHARTI INFRATEL FUTURE

Buy future around 401-403

Sell future around 362-364

View : Bullish

View : Bearish

Strategy : Buy Future

Strategy : Sell Future

Target1: 408 Target 2 : 412

Target1: 358 Target 2 : 354

Stop loss : 398

Stop loss : 368

Market Lot : 2000 ,CMP : 400.40

Market Lot : 1400 ,CMP : 354

STOCK ANALYSIS 

OI addition : We saw long build-up in Hindustan Zince, Arvind, Havells and LIC while short build-up was seen in Mind Tree, Torrent Power and Asian Paints

OI Shedding : We saw short covering in DCB Bank, HDFC Ltd, TCS and Cipla while long closure was seen Tata Communication, ONGC and UBL

OPEN INTEREST ACTIVITY LONG BUILD UP

SYMBOL

OI (LOTS)

% CHNG

SHORT BUILD UP

PRICE %CHNG SYMBOL

% CHNG

OI (LOTS)

PRICE %CHNG

HINDZINC

2572.00

24.7

245.70

1.90

IOC

5836.00

93.6

322.25

[49.8]

HAVELLS

2068.00

23.7

431.50

1.70

TORNTPOWER

533.00

17.7

170.50

[0.3]

ARVIND

2794.00

18.3

358.75

2.30

MINDTREE

4114.00

16

478.00

[2.4]

MRF

3207.00

17.2

51710.00

3.50

ASIANPAINT 6156.00

5.4

1179.65

[0.4]

LICHSGFIN

6999.00

11.7

616.00

6.30

OIL

3

411.00

[0.9]

YOUR MINTVISORY

851.00

Call us at +91-731-6642300


DAILY DERIVATIVE REPORT 19 OCT 2016

FII ACTIVITY (IN RS. CRORE) BUY DERIVATIVE PRODUCT

NO.OF CONTRACTS

INDEX FUTURES

SELL

AMOUNT IN CRORES

NO.OF COTRACTS

OPEN INTEREST AT THE END OF THE DATE

AMOUNT IN CRORES

NO. OF CONTRACTS

AMOUNT IN CRORES

11027

759.34

13349

910.96

268853

18029.34

254335

18270.95

258197

18455.56

962731

64172.94

STOCK FUTURES

63143

4605.80

67614

4914.53

864748

57723.42

STOCK OPTIONS

38404

2772.15

39236

2829.93

80868

5521.87

INDEX OPTIONS

MOST ACTIVE CALLS Instrument Type

Symbol

Expiry Date

Option Type

Strike Price

LTP

Traded Volume (Contracts)

Traded Value (Lakhs)

OPTSTK

TATASTEEL

27OCT2016

CE

420

11.45

3,463

29,863.53

OPTSTK

TATASTEEL

27OCT2016

CE

430

7.10

2,074

18,132.57

OPTSTK

INFY

27OCT2016

CE

1,040

29.70

2,041

10,894.55

OPTSTK

LUPIN

27OCT2016

CE

1,550

22.65

1,818

8,571.94

OPTSTK

SBIN

27OCT2016

CE

260

5.15

1,768

14,094.85

MOST ACTIVE PUTS Instrument Type

Symbol

Expiry Date

Option Type

Strike Price

LTP

Traded Volume (Contracts)

Traded Value (Lakhs)

OPTSTK

TATASTEEL

27OCT2016

PE

400

4.55

2,215

17,974.73

OPTSTK

TATASTEEL

27OCT2016

PE

410

7.55

1,276

10,691.09

OPTSTK

INFY

27OCT2016

PE

1,000

24.85

1,237

6,360.41

OPTSTK

TATASTEEL

27OCT2016

PE

380

1.75

1,146

8,760.94

OPTSTK

INFY

27OCT2016

PE

980

17.65

1,127

5,639.62

YOUR MINTVISORY

Call us at +91-731-6642300


DAILY DERIVATIVE REPORT 19 OCT 2016

GENERAL RULES FOR OPEN INTEREST & VOLUME PRICE

VOLUME

OI

MARKET

RISING

UP

UP

STRONG

RISING

DOWN

DOWN

WEAK

DECLINING

UP

UP

WEAK

DECLINING

DOWN

DOWN

STRONG

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YOUR MINTVISORY

Call us at +91-731-6642300

Epic research's daily derivative market report 19th october 2016  

The Indian stock market ended with smart gains on Tuesday as the Sensex and Nifty hit its highest level since Octo- ber 13, 2016. The Nifty...

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