DAILY DERIVATIVE REPORT

10 MAY 2016

YOUR MINTVISORY Call us at +91-731-6642300

The Indian equity market jumped sharply on Monday as Nifty shot over 7850 mark. Overseas gains in the US and the

Asian markets saw the Indian indices to open with a positive gap. From there on markets just keep on surging higher

as the day progressed.

Finally, the BSE Sensex ended with a gain of 460 points at 25,689. The BSE Sensex opened at 25,532 touched an intra-

day high of 25,710 and low of 25,303. The NSE Nifty closed with a gain of 133 points at 7,866. The NSE Nifty opened

at 7,755 hitting a high of 7,874 and low of 7,754.

The Nifty witnessed its strongest up move since April 13 as it gained 132 points during the day’s trade. Apart from

metals, almost every sector ended in the green. A positive move from Europe also helped equities to gain. Nifty fu-

tures premium increased to 38 points from 27 points. India VIX fell further to 16.61

FIIs bought | 224 crore while DIIs bought | 350 crore in the cash segment. FIIs bought index futures to the tune of |

695 crore and sold | 857 crore in stock futures segment. In index options segment they bought options of | 2057 crore

The highest Put base is at the 7700 strike with 52 lakh shares while the highest Call base is at the 8000 Call strike

with 64 lakh shares. The 7700 and 7800 Call strikes saw closure of 4.03 lakh and 7.53 lakh shares. Importantly, Put

strikes of 7700 and 7800 added 8.2 lakh and 18.7 lakh shares, respectively

Nifty Future: The Nifty is likely to open flat to negative despite positive global cues. It is likely to trade in the range

of 7830-7930. Buy Nifty in the range of 7860-7870 for targets of 7900-7920, stop loss: 7845

Bank Nifty Future: The Bank Nifty outperformed the Nifty in the last session as it ended with gains of over 2.3%.

With the Bank Nifty moving above the key Put base of 16500, a move towards 17000 (highest Call base) is likely. Buy

Bank Nifty in the range of 16580-16620, targets: 16800-16950, stop loss: 16500

NIFTY SNAPSHOT & PIVOT POINTS

SPOT FUTURE COST OF

CARRY TOTAL FUT OI PCR OI PCR VOL ATM IV

CURRENT 7866 7904 10.44 19785600 0.88 0.89 16.17

PREVIOUS 7733 7760 6.32 19010850 0.79 0.82 16.12

CHANGE(%) 1.72 1.86 4.08 - - -

PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3

NIFTY FUTURE 7605 7674 7717 7744 7787 7814 7883

INDEX OUTLOOK

MARKET ROUND UP

DAILY DERIVATIVE REPORT

10 MAY 2016

YOUR MINTVISORY Call us at +91-731-6642300

INTRADAY STRATEGY

i) CASTROL IND FUTURE ii) YES BANK FUTURE

Buy future around 405-410

Sell future around 920-925

View : Bullish View : Bearish

Strategy : Future Strategy : Future

Target1: 420 Target 2 : 428 Target1: 915 Target 2 : 905

Stop loss : 400 Stop loss : 935

Market Lot : 1100 ,CMP : 415.50

Market Lot : 700 ,CMP : 917.60

STOCK ANALYSIS

OPEN INTEREST ACTIVITY

LONG BUILD UP SHORT BUILD UP

SYMBOL OI (LOTS) %

CHNG PRICE %CHNG SYMBOL OI (LOTS)

%

CHNG PRICE %CHNG

CASTROLIND 2497.00 34.8 415.50 6.60 HEXAWARE 2544.00 21.6 227.00 [0.1]

SIEMENS 3018.00 16.9 1186.65 3.90 TITAN 4248.00 12.2 358.75 [0.6]

UBL 2551.00 15.1 762.00 3.00 YESBANK 12486.00 12.1 917.60 [0.2]

SRF 1372.00 13.2 1396.00 3.90 VOLTAS 2818.00 8.1 292.00 [0.1]

SKSMICRO 8916.00 9.8 607.50 1.40 TORNT-

PHARM 507.00 7.9 1396.65 [1.0]

OI addition : We saw long built up in Castrol ind, Siemens, ubl, srf, sksmicro while short built up was seen

in hexaware, titan, yesbank, voltas, torrent pharma

OI Shedding : We saw short covering was seen in itc, ashokley, dlf, engineers india, colpal , and long unwinding

was seen in syndicate bank, bosch, bharti airtel.

DAILY DERIVATIVE REPORT

10 MAY 2016

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 SBIN 26MAY2016 CE 190 4.00 2,837 11,010.96

OPTSTK ICICIBANK 26MAY2016 CE 250 0.70 2,766 11,793.59

OPTSTK HEROMOTOCO 26MAY2016 CE 3,000 53.40 2,717 16,622.33

OPTSTK HDFC 26MAY2016 CE 1,160 29.00 2,697 12,843.11

OPTSTK TATASTEEL 26MAY2016 CE 350 7.20 2,604 18,567.04

MOST ACTIVE CALLS

MOST ACTIVE PUTS

Instrument

Type

Symbol Expiry

Date

Option

Type

Strike

Price

LTP Traded

Volume

(Contracts)

Traded

Value

(Lakhs)

OPTSTK SBIN 26MAY2016 PE 170 3.00 1,729 5,996.86

OPTSTK HEXAWARE 26MAY2016 PE 200 1.90 1,619 6,611.35

OPTSTK SBIN 26MAY2016 PE 180 6.70 1,485 5,561.03

OPTSTK ICICIBANK 26MAY2016 PE 210 4.90 1,445 5,267.23

OPTSTK AXISBANK 26MAY2016 PE 460 11.25 1,383 6,529.97

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 26821 1510.88 31855 1779.13 295615 17158.87

INDEX OPTIONS 566628 32595.50 521124 30184.74 774221 45378.88

STOCK FUTURES 93145 4621.36 106457 5230.68 948186 45903.27

STOCK OPTIONS 65836 3091.79 64255 3013.68 23002 1140.86

DAILY DERIVATIVE REPORT

10 MAY 2016

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