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DAILY DERIVATIVE REPORT
16 JULY 2015
YOUR MINTVISORY Call us at +91-731-6642300
 After taking a breather in the previous trading sessions, the Indian equity market resumed its upswing as Nifty
zoomed over 70 points to shut above the 8500 mark. Declining WPI, strengthening rupee against the US Dollar and
strong global cues boosted the sentiment on Dalal Street.
 The NSE Nifty regained the 8,500-level. The index zoomed to a high of 8,531, and eventually settled with a gain of 70
points at 8,524. The India VIX (Volatility) index was down 2.8 percent at 15.5675.
 The Nifty witnessed decent buying post the opening bell. However, for the second day in a row, it remained lacklus-
tre post the opening volatility. It ended above the important levels of 8500. Nifty future premium increased and set-
tled at 18 points. India VIX fell 2.6% to settle at 15.6
 FIIs bought | 408 crore while DIIs sold | 50 crore in the cash segment. FIIs bought | 1088 crore in index futures and |
803 crore in index options. In stock futures, they bought | 372 crore
 The highest Put base is at the 8400 strike with 61 lakh shares while the highest Call base is at the 8600 strike with 42
lakh shares. The 8500 and 8400 Calls saw reductions of 9.1 and 5.3 lakh shares, respectively. The 8500 and 8400 Put
strikes saw additions of 14.9 and 17.7 lakh shares, respectively
 Nifty Future: The Nifty is likely to open flat to positive on the back of mixed global cues. It is likely to trade in the
range of 8500-8610. Sell Nifty in the range of 8570-8580 for targets of 8540-8520, stop loss: 8595
 Bank Nifty Future: Although the index continued to meet resilience near its highest Call base of 19000, most heavy-
weights managed to stay firm. This allowed index to sustain well above its key support of 18500. Such outperfor-
mance is likely to continue in the coming days. Also, a crossover of 19000 could lead to a short covering rally for
higher targets. Buy Bank Nifty in the range of 18740-18780, targets: 18890-19050, stop loss: 18680
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 8524 8542 5.21 22269850 1.14 1.14 14.61
PREVIOUS 8454 8466 3.18 21582550 1.07 0.87 14.92
CHANGE(%) 0.82% 0.90 - 3.18% - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 8347 8433 8487 8519 8573 8605 8691
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUNDUP
DAILY DERIVATIVE REPORT
16 JULY 2015
YOUR MINTVISORY Call us at +91-731-6642300
INTRADAY STRATEGY
i) MARUTI FUTURE ii) BIOCON FUTURE
Buy future around 4125-4150 Buy future around 485-490
View : Bullish View : Bullish
Strategy : Future Strategy : Future
Target1: 4190.Target 2 : 4250 Target1: 495 .Target 2 : 500
Stop loss : 4100 Stop loss : 480
Market Lot : 125 ,CMP : 4169.80 Market Lot : 500 ,CMP : 490.10
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS) %CHNG PRICE
%
CHNG
BIOCON 8445.00 13.3 490.10 3.00 JUSTDIAL 3647.00 10.3 1131.00 [2.3]
ZEEL 10511.00 11.5 377.00 0.20 MINDTREE 1852.00 8.5 1225.00 [0.8]
SOUTHBANK 1959.00 10.4 25.55 2.60 IFCI 5864.00 7 26.50 [4.2]
GODREJIND 2123.00 9.4 389.60 4.10 IGL 3723.00 6.5 445.50 [0.2]
KSCL 3000.00 8.5 762.10 4.20 SUNTV 9080.00 6.4 268.40 [4.2]
 OI addition : We saw long built up in biocon, zee, south bank, godrej industries while short built up was
seen in just dial, mindtree, ifci, igl, suntv.
 OI Shedding : We saw short covering in tvs motor, tcs, glenmark, infy, bharat forge and long unwinding was seen
in Crompton greaves, adanipower, jindal steel, vedanta ltd, tata comm.
DAILY DERIVATIVE REPORT
16 JULY 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 30JUL2015 CE 4,200 57.90 6,979 37,168.93
OPTSTK TATAMOTORS 30JUL2015 CE 400 8.10 6,113 12,439.34
OPTSTK RELIANCE 30JUL2015 CE 1,020 16.65 4,225 10,951.83
OPTSTK LT 30JUL2015 CE 1,900 27.40 3,662 8,832.38
OPTSTK SBIN 30JUL2015 CE 280 2.20 3,508 9,911.85
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK RELIANCE 30JUL2015 PE 1,000 12.55 3,942 9,983.02
OPTSTK TCS 30JUL2015 PE 2,500 19.00 2,877 9,078.23
OPTSTK RELIANCE 30JUL2015 PE 980 6.45 2,508 6,186.36
OPTSTK TATAMOTORS 30JUL2015 PE 380 4.00 2,207 4,255.76
OPTSTK ZEEL 30JUL2015 PE 370 5.10 2,172 8,147.17
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
111757 2441.85 58696 1353.44 854228 19622.13
INDEX OPTIONS
440819 10251.40 401635 9448.25 3320045 82886.38
STOCK FUTURES 86914 2456.32 77411 2084.30 1758707 48542.56
STOCK OPTIONS 44665 1241.22 44844 1237.13 94761 2566.29
DAILY DERIVATIVE REPORT
16 JULY 2015
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 reliable, 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 future price performance.
The information herein, together with all estimates and forecasts, can change without notice. Analyst or any person related to epic re-
search might be holding positions in the stocks recommended. It is understood 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 responsible for
Any surfing and reading of the information is the acceptance of this disclaimer. All Rights Reserved. Investment in equity & bullion mar-
ket 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.
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

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Epic research daily derivative report 16 july 2015

  • 1. DAILY DERIVATIVE REPORT 16 JULY 2015 YOUR MINTVISORY Call us at +91-731-6642300  After taking a breather in the previous trading sessions, the Indian equity market resumed its upswing as Nifty zoomed over 70 points to shut above the 8500 mark. Declining WPI, strengthening rupee against the US Dollar and strong global cues boosted the sentiment on Dalal Street.  The NSE Nifty regained the 8,500-level. The index zoomed to a high of 8,531, and eventually settled with a gain of 70 points at 8,524. The India VIX (Volatility) index was down 2.8 percent at 15.5675.  The Nifty witnessed decent buying post the opening bell. However, for the second day in a row, it remained lacklus- tre post the opening volatility. It ended above the important levels of 8500. Nifty future premium increased and set- tled at 18 points. India VIX fell 2.6% to settle at 15.6  FIIs bought | 408 crore while DIIs sold | 50 crore in the cash segment. FIIs bought | 1088 crore in index futures and | 803 crore in index options. In stock futures, they bought | 372 crore  The highest Put base is at the 8400 strike with 61 lakh shares while the highest Call base is at the 8600 strike with 42 lakh shares. The 8500 and 8400 Calls saw reductions of 9.1 and 5.3 lakh shares, respectively. The 8500 and 8400 Put strikes saw additions of 14.9 and 17.7 lakh shares, respectively  Nifty Future: The Nifty is likely to open flat to positive on the back of mixed global cues. It is likely to trade in the range of 8500-8610. Sell Nifty in the range of 8570-8580 for targets of 8540-8520, stop loss: 8595  Bank Nifty Future: Although the index continued to meet resilience near its highest Call base of 19000, most heavy- weights managed to stay firm. This allowed index to sustain well above its key support of 18500. Such outperfor- mance is likely to continue in the coming days. Also, a crossover of 19000 could lead to a short covering rally for higher targets. Buy Bank Nifty in the range of 18740-18780, targets: 18890-19050, stop loss: 18680 NIFTY SNAPSHOT & PIVOT POINTS SPOT FUTURE COST OF CARRY TOTAL FUT OI PCR OI PCR VOL ATM IV CURRENT 8524 8542 5.21 22269850 1.14 1.14 14.61 PREVIOUS 8454 8466 3.18 21582550 1.07 0.87 14.92 CHANGE(%) 0.82% 0.90 - 3.18% - - - PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3 NIFTY FUTURE 8347 8433 8487 8519 8573 8605 8691 F&O HIGHLIGHTS INDEX OUTLOOK MARKET ROUNDUP
  • 2. DAILY DERIVATIVE REPORT 16 JULY 2015 YOUR MINTVISORY Call us at +91-731-6642300 INTRADAY STRATEGY i) MARUTI FUTURE ii) BIOCON FUTURE Buy future around 4125-4150 Buy future around 485-490 View : Bullish View : Bullish Strategy : Future Strategy : Future Target1: 4190.Target 2 : 4250 Target1: 495 .Target 2 : 500 Stop loss : 4100 Stop loss : 480 Market Lot : 125 ,CMP : 4169.80 Market Lot : 500 ,CMP : 490.10 STOCK ANALYSIS OPEN INTEREST ACTIVITY LONG BUILD UP SHORT BUILD UP SYMBOL OI (LOTS) % CHNG PRICE %CHNG SYMBOL OI (LOTS) %CHNG PRICE % CHNG BIOCON 8445.00 13.3 490.10 3.00 JUSTDIAL 3647.00 10.3 1131.00 [2.3] ZEEL 10511.00 11.5 377.00 0.20 MINDTREE 1852.00 8.5 1225.00 [0.8] SOUTHBANK 1959.00 10.4 25.55 2.60 IFCI 5864.00 7 26.50 [4.2] GODREJIND 2123.00 9.4 389.60 4.10 IGL 3723.00 6.5 445.50 [0.2] KSCL 3000.00 8.5 762.10 4.20 SUNTV 9080.00 6.4 268.40 [4.2]  OI addition : We saw long built up in biocon, zee, south bank, godrej industries while short built up was seen in just dial, mindtree, ifci, igl, suntv.  OI Shedding : We saw short covering in tvs motor, tcs, glenmark, infy, bharat forge and long unwinding was seen in Crompton greaves, adanipower, jindal steel, vedanta ltd, tata comm.
  • 3. DAILY DERIVATIVE REPORT 16 JULY 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 30JUL2015 CE 4,200 57.90 6,979 37,168.93 OPTSTK TATAMOTORS 30JUL2015 CE 400 8.10 6,113 12,439.34 OPTSTK RELIANCE 30JUL2015 CE 1,020 16.65 4,225 10,951.83 OPTSTK LT 30JUL2015 CE 1,900 27.40 3,662 8,832.38 OPTSTK SBIN 30JUL2015 CE 280 2.20 3,508 9,911.85 MOST ACTIVE CALLS MOST ACTIVE PUTS Instrument Type Symbol Expiry Date Option Type Strike Price LTP Traded Volume (Contracts) Traded Value (Lakhs) OPTSTK RELIANCE 30JUL2015 PE 1,000 12.55 3,942 9,983.02 OPTSTK TCS 30JUL2015 PE 2,500 19.00 2,877 9,078.23 OPTSTK RELIANCE 30JUL2015 PE 980 6.45 2,508 6,186.36 OPTSTK TATAMOTORS 30JUL2015 PE 380 4.00 2,207 4,255.76 OPTSTK ZEEL 30JUL2015 PE 370 5.10 2,172 8,147.17 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 111757 2441.85 58696 1353.44 854228 19622.13 INDEX OPTIONS 440819 10251.40 401635 9448.25 3320045 82886.38 STOCK FUTURES 86914 2456.32 77411 2084.30 1758707 48542.56 STOCK OPTIONS 44665 1241.22 44844 1237.13 94761 2566.29
  • 4. DAILY DERIVATIVE REPORT 16 JULY 2015 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 reliable, 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 future price performance. The information herein, together with all estimates and forecasts, can change without notice. Analyst or any person related to epic re- search might be holding positions in the stocks recommended. It is understood 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 responsible for Any surfing and reading of the information is the acceptance of this disclaimer. All Rights Reserved. Investment in equity & bullion mar- ket 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. 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