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DAILY DERIVATIVE REPORT
03 DEC 2015
YOUR MINTVISORY Call us at +91-731-6642300
 The Indian equity market ended with modest gains on Tuesday amid another choppy session. Indices did give a
knee jerk reaction after the Reserve Bank of India decided to keep interest rates unchanged. However, bench-
marks once again entered into a narrow trading band to close with humble gains.
 The BSE Sensex opened at 26,201, touched an intra-day high of 26,246 and low of 26,121. It finally ended with
a gain of 24 points at 26,169. The NSE Nifty opened at 7,958 hitting a high of 7,972 and low of 7,934, before
ending with a gain of 20 points at 7,955.
 The Nifty witnessed a round of profit booking after consolidating for two days in a row. However, the quantum
of selling was less, leading the index to settle only 23 points lower. Nifty futures premium settled at 32 points.
India VIX fell 0.9% to 15.5
 FIIs bought | 61 crore while DIIs sold | 78 crore in the cash segment. FIIs sold | 506 crore in index futures and
bought | 1150 crore in index options. In stock futures, they sold | 217 crore
 The highest Put base is at the 7500 strike with 46 lakh shares while the highest Call base is at the 8000 strike
with 47 lakh shares. The 8000 and 8100 Call strikes saw additions of 5.6 and 5.2 lakh shares, respectively. The
7700 and 7600 Put strikes saw additions of 1.5 and 1.7 lakh shares, respectively
 Nifty Future: The Nifty is likely to open negative on the back of weak global cues. It is likely to trade in the
range of 7900-8000. Sell Nifty in the range of 7955-7965 for targets of 7925-7905, stop loss: 7980
 Bank Nifty Future: Banking stocks underperformed the benchmark after the RBI policy while the index ended
1% lower. However, option activity is suggesting that the index will trade in a broader range in the coming
days. Sell Bank Nifty in the range of 17340-17380, targets: 17250-17150, stop loss: 17440
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 7931 7963 5.01 20201625 0.84 0.91 14.75
PREVIOUS 7955 7988 5.02 20359200 0.87 0.82 14.78
CHANGE(%) -0.30% -0.31% -0.77% - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 7831 7899 7931 7967 7999 8035 8103
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUND UP
DAILY DERIVATIVE REPORT
03 DEC 2015
YOUR MINTVISORY Call us at +91-731-6642300
INTRADAY STRATEGY
i) LT FUTURE ii) UNION BANK FUTURE
Buy future around 1350-1360 Buy future around 165-166
View : Bullish View : Bullish
Strategy : Future Strategy : Future
Target1: 1380 Target 2 : 1420 Target1: 170 Target 2 : 175
Stop loss : 1320 Stop loss : 162
Market Lot : 300 ,CMP : 1369.15 Market Lot : 3000 ,CMP : 169.30
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG
TVSMOTOR 4247.00 14.9 307.75 2.60 GRASIM 32.00 966.7 3759.25 [0.1]
BEML 692.00 13.8 1140.70 6.10 HINDUNILVR 15.00 400 820.80 [0.6]
AXISBANK 40774.00 8.9 474.85 1.30 AMBUJACEM 8.00 300 204.20 [1.0]
ORIENTBANK 2896.00 7.5 155.55 6.80 JSWSTEEL 10.00 233.3 881.00 [2.2]
PNB 5385.00 5.4 145.25 3.40 BAJAJ-AUTO 46.00 206.7 2470.10 [0.2]
 OI addition : We saw long built up in tvs motor, beml, axis bank, orientbank, pnb while short built up was
seen in ceat ltd, relinfra, jswsteel.
 OI Shedding : We saw short covering in engineer india, can bank, union bank and long unwinding was seen in
petronet and bpcl.
DAILY DERIVATIVE REPORT
03 DEC 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 LT 31DEC2015 CE 1,400 29.40 3,111 13,328.18
OPTSTK SBIN 31DEC2015 CE 250 8.35 2,455 12,647.67
OPTSTK RELIANCE 31DEC2015 CE 1,000 19.60 2,272 11,590.38
OPTSTK AXISBANK 31DEC2015 CE 480 14.00 2,088 10,320.57
OPTSTK ASHOKLEY 31DEC2015 CE 100 2.95 1,938 13,924.14
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK DRREDDY 31DEC2015 PE 3,000 92.00 1,547 7,205.80
OPTSTK SBIN 31DEC2015 PE 240 4.10 1,352 6,620.74
OPTSTK RELIANCE 31DEC2015 PE 960 14.90 1,172 5,713.68
OPTSTK RELIANCE 31DEC2015 PE 980 23.50 1,034 5,182.05
OPTSTK LT 31DEC2015 PE 1,350 33.00 954 3,970.31
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
28173 1603.37 22674 1301.52 254917 14905
INDEX OPTIONS
321658 18479.7 271187 15745.5 889735 52599.4
STOCK FUTURES 63372 3180.74 55126 2831.53 923504 46436.3
STOCK OPTIONS 25532 1284.99 22660 1141.43 21812 1089.62
DAILY DERIVATIVE REPORT
03 DEC 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's daily derivative market report 3 dec 2015

  • 1. DAILY DERIVATIVE REPORT 03 DEC 2015 YOUR MINTVISORY Call us at +91-731-6642300  The Indian equity market ended with modest gains on Tuesday amid another choppy session. Indices did give a knee jerk reaction after the Reserve Bank of India decided to keep interest rates unchanged. However, bench- marks once again entered into a narrow trading band to close with humble gains.  The BSE Sensex opened at 26,201, touched an intra-day high of 26,246 and low of 26,121. It finally ended with a gain of 24 points at 26,169. The NSE Nifty opened at 7,958 hitting a high of 7,972 and low of 7,934, before ending with a gain of 20 points at 7,955.  The Nifty witnessed a round of profit booking after consolidating for two days in a row. However, the quantum of selling was less, leading the index to settle only 23 points lower. Nifty futures premium settled at 32 points. India VIX fell 0.9% to 15.5  FIIs bought | 61 crore while DIIs sold | 78 crore in the cash segment. FIIs sold | 506 crore in index futures and bought | 1150 crore in index options. In stock futures, they sold | 217 crore  The highest Put base is at the 7500 strike with 46 lakh shares while the highest Call base is at the 8000 strike with 47 lakh shares. The 8000 and 8100 Call strikes saw additions of 5.6 and 5.2 lakh shares, respectively. The 7700 and 7600 Put strikes saw additions of 1.5 and 1.7 lakh shares, respectively  Nifty Future: The Nifty is likely to open negative on the back of weak global cues. It is likely to trade in the range of 7900-8000. Sell Nifty in the range of 7955-7965 for targets of 7925-7905, stop loss: 7980  Bank Nifty Future: Banking stocks underperformed the benchmark after the RBI policy while the index ended 1% lower. However, option activity is suggesting that the index will trade in a broader range in the coming days. Sell Bank Nifty in the range of 17340-17380, targets: 17250-17150, stop loss: 17440 NIFTY SNAPSHOT & PIVOT POINTS SPOT FUTURE COST OF CARRY TOTAL FUT OI PCR OI PCR VOL ATM IV CURRENT 7931 7963 5.01 20201625 0.84 0.91 14.75 PREVIOUS 7955 7988 5.02 20359200 0.87 0.82 14.78 CHANGE(%) -0.30% -0.31% -0.77% - - - PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3 NIFTY FUTURE 7831 7899 7931 7967 7999 8035 8103 F&O HIGHLIGHTS INDEX OUTLOOK MARKET ROUND UP
  • 2. DAILY DERIVATIVE REPORT 03 DEC 2015 YOUR MINTVISORY Call us at +91-731-6642300 INTRADAY STRATEGY i) LT FUTURE ii) UNION BANK FUTURE Buy future around 1350-1360 Buy future around 165-166 View : Bullish View : Bullish Strategy : Future Strategy : Future Target1: 1380 Target 2 : 1420 Target1: 170 Target 2 : 175 Stop loss : 1320 Stop loss : 162 Market Lot : 300 ,CMP : 1369.15 Market Lot : 3000 ,CMP : 169.30 STOCK ANALYSIS OPEN INTEREST ACTIVITY LONG BUILD UP SHORT BUILD UP SYMBOL OI (LOTS) % CHNG PRICE %CHNG SYMBOL OI (LOTS) % CHNG PRICE %CHNG TVSMOTOR 4247.00 14.9 307.75 2.60 GRASIM 32.00 966.7 3759.25 [0.1] BEML 692.00 13.8 1140.70 6.10 HINDUNILVR 15.00 400 820.80 [0.6] AXISBANK 40774.00 8.9 474.85 1.30 AMBUJACEM 8.00 300 204.20 [1.0] ORIENTBANK 2896.00 7.5 155.55 6.80 JSWSTEEL 10.00 233.3 881.00 [2.2] PNB 5385.00 5.4 145.25 3.40 BAJAJ-AUTO 46.00 206.7 2470.10 [0.2]  OI addition : We saw long built up in tvs motor, beml, axis bank, orientbank, pnb while short built up was seen in ceat ltd, relinfra, jswsteel.  OI Shedding : We saw short covering in engineer india, can bank, union bank and long unwinding was seen in petronet and bpcl.
  • 3. DAILY DERIVATIVE REPORT 03 DEC 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 LT 31DEC2015 CE 1,400 29.40 3,111 13,328.18 OPTSTK SBIN 31DEC2015 CE 250 8.35 2,455 12,647.67 OPTSTK RELIANCE 31DEC2015 CE 1,000 19.60 2,272 11,590.38 OPTSTK AXISBANK 31DEC2015 CE 480 14.00 2,088 10,320.57 OPTSTK ASHOKLEY 31DEC2015 CE 100 2.95 1,938 13,924.14 MOST ACTIVE CALLS MOST ACTIVE PUTS Instrument Type Symbol Expiry Date Option Type Strike Price LTP Traded Volume (Contracts) Traded Value (Lakhs) OPTSTK DRREDDY 31DEC2015 PE 3,000 92.00 1,547 7,205.80 OPTSTK SBIN 31DEC2015 PE 240 4.10 1,352 6,620.74 OPTSTK RELIANCE 31DEC2015 PE 960 14.90 1,172 5,713.68 OPTSTK RELIANCE 31DEC2015 PE 980 23.50 1,034 5,182.05 OPTSTK LT 31DEC2015 PE 1,350 33.00 954 3,970.31 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 28173 1603.37 22674 1301.52 254917 14905 INDEX OPTIONS 321658 18479.7 271187 15745.5 889735 52599.4 STOCK FUTURES 63372 3180.74 55126 2831.53 923504 46436.3 STOCK OPTIONS 25532 1284.99 22660 1141.43 21812 1089.62
  • 4. DAILY DERIVATIVE REPORT 03 DEC 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