daily derivative strategy 04052018 · disclaimer: this report, contains information based on...

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1 | Page 04 May 2018, research@bonanzaonline. Index Summary 03/05/2018 02/05/ Nifty Spot 10679.65 107 Nifty Future 10706.50 107 Prem(+)/Disc(-) 26.85 Nifty 50 PCR OI 1.21 Nifty 50 PCR (VOL) 0.99 Volatility Index 03/05/2018 02/04/2018 India VIX 12.98 12.84 F & O Turnover (in Rs Cr.) Products 03/05/2018 02/4/2018 % Index Futures 15381.74 14900.86 Stock Futures 54062.09 60359.27 Index Option 1075614.1 564338.5 Stock Option 36254.09 40808.1 Total 1181312 680406.73 Advance Decl Nifty 17 33 NSE 356 121 .com /2018 Change 718.05 -38.40 743.50 -37.00 25.45 1.40 1.23 -0.02 1.09 -0.10 Change (%) 1.13 %Change 3.23% 89.57% 90.60% -11.16% 73.62% cline Unchanged 3 0 11 56 F & O HEADL Nifty May Future ope made high of 10738.0 day it made a low closing 10706.50 Overall short build up Long built up seen SUNPHARMA & OIL. Short built up seen in HEROMOTORS. Short covering see EQUITAS & INFRATEL Long Unwinding BOSCHLTD & MFSL. LINES ened at 10720.35 and 00 whereas during the of 10665.20 before p seen in Nifty Future n in MANAPPURAM, n SAIL, SOUTHBANK & n in PCJEWELLERS, L. seen in DISHTV,

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Page 1: DAILY DERIVATIVE STRATEGY 04052018 · Disclaimer: This report, contains information based on research carried by or on behalf of Bonanza Portfolio Limited, is neither advice nor any

1 | P a g e

04 May 2018, [email protected]

Index Summary

03/05/2018 02/05/201

Nifty Spot 10679.65 10718.05

Nifty Future 10706.50 10743.50

Prem(+)/Disc(-) 26.85

Nifty 50 PCR OI 1.21

Nifty 50 PCR (VOL) 0.99

Volatility Index

03/05/2018 02/04/2018

India VIX 12.98 12.84

F & O Turnover (in Rs Cr.)

Products 03/05/2018 02/4/2018 %Change

Index

Futures

15381.74 14900.86

Stock

Futures

54062.09 60359.27

Index

Option

1075614.1 564338.5

Stock

Option

36254.09 40808.1

Total

1181312 680406.73

Advance Decline

Nifty 17 33

NSE 356 1211

[email protected]

/2018 Change

10718.05 -38.40

10743.50 -37.00

25.45 1.40

1.23 -0.02

1.09 -0.10

Change (%)

1.13

%Change

3.23%

89.57%

90.60%

-11.16%

73.62%

Decline Unchanged

33 0

1211 56

F & O HEADLINES

���� Nifty May Future open

made high of 10738.00 whereas during the

day it made a low of 10665.20 before

closing 10706.50

���� Overall short build up seen in Nifty Future

���� Long built up seen in

SUNPHARMA & OIL.

���� Short built up seen in SAIL, SOUTHBANK &

HEROMOTORS.

���� Short covering seen in PCJEWELLERS,

EQUITAS & INFRATEL.

���� Long Unwinding seen in DISHTV,

BOSCHLTD & MFSL.

F & O HEADLINES

opened at 10720.35 and

made high of 10738.00 whereas during the

day it made a low of 10665.20 before

Overall short build up seen in Nifty Future

seen in MANAPPURAM,

Short built up seen in SAIL, SOUTHBANK &

Short covering seen in PCJEWELLERS,

EQUITAS & INFRATEL.

Long Unwinding seen in DISHTV,

Page 2: DAILY DERIVATIVE STRATEGY 04052018 · Disclaimer: This report, contains information based on research carried by or on behalf of Bonanza Portfolio Limited, is neither advice nor any

2 | P a g e

Buy Sell

Contracts Value (Rs

Cr)

Index Future 24863 2147.56

Index Option 907500 87035.87

Stock Future 141269 9462.30

Stock Option 89608 6241.85

Nifty option OI distribution

0

500000

1000000

1500000

2000000

2500000

3000000

3500000

4000000

4500000

5000000

10200 10300 10400

39

0,2

25

67

0,5

75

2,0

59

,27

5

2,9

97

,00

0

FII activity on 3rd May 2018

Buy Sell

Value (Rs Contracts Value (Rs Cr) Contracts

2147.56 18151 1569.21 159506

87035.87 887547 85180.24 723058

9462.30 142675 9388.06 1145532

6241.85 86057 6034.78 80234

Nifty option OI distribution across the different Strikes

10400 10500 10600 10700 10800

67

7,3

25

95

4,6

75 1,5

22

,57

5 2,3

64

,52

5

3,7

94

,40

0

3,4

26

,37

5

4,5

07

,05

0

3,4

50

,07

5

2,1

21

,82

5

92

9,6

25

OI

Value (Rs Cr)

159506 13558.81

723058 59754.84

1145532 80403.63

80234 5695.98

across the different Strikes

strik price

CALL

PUT

Page 3: DAILY DERIVATIVE STRATEGY 04052018 · Disclaimer: This report, contains information based on research carried by or on behalf of Bonanza Portfolio Limited, is neither advice nor any

3 | P a g e

Top Gainers & Losers Open Interest Wise

Top Gainers & Losers Price Wise

Top Losers (OI wise) Company Future OI (%) Price (%)

IRB -5.35 -23.57

MRPL -4.2 3.6

MRF -2.85 -1.85

INDIGO -2.36 0.92

MANAPPURAM -1.71 -2.34

Top Gainers

Company Price (%) Future OI (%)

PCJWELLERS 10.51 -2.06

MANAPPURAM 4.65 16.28

INFRTEL 3.39 -0.95

EQUITAS 3.05 5.42

SUNPHARMA 2.83 -4.20

Top Gainers (OI wise) Company Future OI (%) Price (%)

JUSTDAIL 35.96 -6.36

SIEMENS 32.96 -6.32

INDIGO 29.36 -9.73

NCC 18.96 -23.57

MANAPPURAM 16.28 4.65

Top Losers

Company Price (%) Future OI (%)

HCC -23.57 18.36

JETAIRWAYS -11.31 15.17

INDIGO -9.73 29.36

HCLTECH -7.6 14.63

SIEMENS -6.32 32.96

Page 4: DAILY DERIVATIVE STRATEGY 04052018 · Disclaimer: This report, contains information based on research carried by or on behalf of Bonanza Portfolio Limited, is neither advice nor any

4 | P a g e

Disclaimer: This report, contains information based on research carried by or on behalf of Bonanza Portfolio

Limited, is neither advice nor any offer to sell or a solicitation to buy any securities, Further the reader is also

advised to exercise restraint in placing any dependence on this report, as the sender, Bonanza Portfolio Limited,

neither claims or guarantees the accuracy of any information contained herein nor assumes any responsibility in

relation to losses arising from the errors of fact, opinions contained herein or the dependence placed on the same.

The situational factors affecting the information herein may change any time due to the volatile market conditions,

and may not be accurate, complete or exhaustive, the recipient therefore is advised to use his own discretion and

judgment, while entering into any transactions, whatsoever.

Further, please note that Bonanza, its director’s employees and associates may have trading or investment positions

in the securities mentioned herein.

BONANZA PORTFOLIO LTD

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Fax: 91 11 30412657

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91 22 67605500/600 Fax. 022-67605530