daily derivative strategy 08052018 · disclaimer: this report, contains information based on...

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1 | Page 08 May 2018, research@bonanzaonline Index Summary 07/05/2018 04/05/ Nifty Spot 10715.50 106 Nifty Future 10742.45 106 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 % 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 Decl Nifty 37 13 NSE 838 70 e.com /2018 Change 618.25 97.25 658.75 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% cline Unchanged 3 0 09 67 F & O HEADL Nifty May Future op made high of 10602 w it made a low of 1 106742.45. Overall LONG BUILD Future Long built up seen in RELINFRA. Short built up seen in NIITECH. Short covering se BALRAMCHINI & RPO Long Unwinding see HCLTECH. LINES pened at 10599 and whereas during the day 10443 before closing D UP seen in Nifty . n PCJEWEELER, PTC & n SUZLON, LICHSFIN & een in JINDALSTL, OWER. en in BIOCON, SRF &

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Page 1: DAILY DERIVATIVE STRATEGY 08052018 · 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

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

[email protected]

/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 &

Page 2: DAILY DERIVATIVE STRATEGY 08052018 · 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 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

Page 3: DAILY DERIVATIVE STRATEGY 08052018 · 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

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

New Delhi: 4353/4C, Madan Mohan Street, Ansari Road, Darya Ganj, New Delhi – 110002. Tel: 91 11 30181290/94

Fax: 91 11 30412657

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91 22 67605500/600 Fax. 022-67605530