daily derivative strategy 08052018 · disclaimer: this report, contains information based on...
TRANSCRIPT
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08 May 2018, [email protected]
Index Summary
07/05/2018 04/05/201
Nifty Spot 10715.50 10618.25
Nifty Future 10742.45 10658.75
Prem(+)/Disc(-) 26.95
Nifty 50 PCR OI 1.27
Nifty 50 PCR (VOL) 1.00
Volatility Index
04/05/2018 04/05/2018
India VIX 13.76 13.25
F & O Turnover (in Rs Cr.)
Products
7/5/2018 4/5/2018 %Change
Index
Futures
11791.1 13133.33
Stock
Futures
43469.24 47867.94
Index
Option
282279.77 273324.22
Stock
Option
32420.21 33280.96
Total
369960.32 367606.45
Advance Decline
Nifty 37 13
NSE 838 709
/2018 Change
10618.25 97.25
10658.75 83.70
40.50 -13.55
1.18 0.09
0.95 0.05
Change (%)
3.85
%Change
-10.22%
90.81%
3.28%
-2.59%
0.64%
Decline Unchanged
13 0
709 67
F & O HEADLINES
���� Nifty May Future open
made high of 10602 whereas during the day
it made a low of 10
106742.45.
���� Overall LONG BUILD UP
Future
���� Long built up seen in
RELINFRA.
���� Short built up seen in
NIITECH.
���� Short covering seen in
BALRAMCHINI & RPOWER
���� Long Unwinding seen in
HCLTECH.
F & O HEADLINES
opened at 10599 and
whereas during the day
it made a low of 10443 before closing
BUILD UP seen in Nifty
.
Long built up seen in PCJEWEELER, PTC &
Short built up seen in SUZLON, LICHSFIN &
Short covering seen in JINDALSTL,
BALRAMCHINI & RPOWER.
Long Unwinding seen in BIOCON, SRF &
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Buy Sell
Contracts Value (Rs
Cr)
Index Future 13883 1191.25
Index Option 320788 29252.32
Stock Future 129092 8493.77
Stock Option 76506 5406.90
Top Gainers & Losers Open Interest Wise
Gainers
Company
EXIDIND
WOCKPHARMA
UJJIVAN
AMARAJABAT
JUBLIFOOD
Nifty option OI distribution across the different Strikes
0
1000000
2000000
3000000
4000000
5000000
6000000
10200 10300 10400
37
8,6
75
65
5,8
75
65
9,2
50
2,1
79
,95
0
3,0
58
,57
5
FII activity on 7th May 2018
Buy Sell
Value (Rs Contracts Value (Rs Cr) Contracts
1191.25 12416 1086.75 166920
29252.32 313081 28650.99 765281
8493.77 119779 7846.14 1160445
5406.90 73767 5261.16 99175
Top Gainers & Losers Open Interest Wise
Losers
Future OI (%) Company
37.45 BALRAMCHINI
28.62 BIOCON
22.61 JUSTDIAL
14.87 HEXAWARE
13.33 BERGERPAINT
distribution across the different Strikes
10400 10500 10600 10700 10800
65
9,2
50
87
8,0
25
1,5
11
,55
0
2,3
52
,60
0 3,6
02
,02
5
3,8
18
,55
0 5,1
52
,95
0
4,1
12
,85
0
2,1
91
,12
5
89
5,7
25
OI
Value (Rs Cr)
166920 14255.61
765281 63613.55
1160445 81753.73
99175 7099.47
Losers
Future OI (%)
-5.52
-3.82
-3.54
-2.83
-2.79
strik price
CALL
PUT
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