DAILY DERIVATIVE REPORT

11 MAY 2016

YOUR MINTVISORY Call us at +91-731-6642300

The Indian equity market gained ground on Tuesday after a weak start. The primary market continues to enjoy good

momentum with smart listing for Thyrocare and a decent close by Ujjivan Financial Services.

The BSE Sensex ended with a gain of 84 points at 25,773. The BSE Sensex opened at 25,683 touched an intra-day high

of 25,810 and low of 25,614. The NSE Nifty closed with a gain of 22 points at 7,888. The NSE Nifty opened at 7,874

hitting a high of 7,897 and low of 7,837.

The Nifty was able to close in the green for a second consecutive session as global sentiments remained positive. The

index ended 21 points higher, helped by index heavyweights like HUL, L&T and HDFC Ltd. Nifty futures premium

settled at 32 points. India VIX fell further to 16.42

FIIs bought | 329 crore while DIIs bought | 68 crore in the cash segment. FIIs sold index futures to the tune of | 378

crore and | 732 crore in the stock futures segment. In the index options segment, they bought options of | 287 crore

The highest Put base is at the 7700 strike with 53 lakh shares while the highest Call base is at the 8000 Call strike

with 65 lakh shares. The 7800, 7900 and 8000 Puts saw addition of 0.3 million shares each. On the Call side, 8100 &

8200 Put strikes added 0.3 million shares each

Nifty Future: The Nifty is likely to open gap down on the back of news flow surrounding the tax treaty with the

Mauritius government. It is likely to trade in the range of 7790-7900. Sell Nifty in the range of 7860-7870 for targets

of 7830- 7810, stop loss: 7885

Bank Nifty Future: Huge addition was seen in 17000 Call strike in the past couple of days indicating a major hurdle

whereas the move below 16500 would trigger more selling. Sell Bank Nifty in the range of 16800-16850, targets:

16700- 16600, stop loss: 16920

NIFTY SNAPSHOT & PIVOT POINTS

SPOT FUTURE COST OF

CARRY TOTAL FUT OI PCR OI PCR VOL ATM IV

CURRENT 7888 7920 9.24 20088825 0.92 0.95 15.86

PREVIOUS 7866 7904 10.44 19785600 0.88 0.89 16.17

CHANGE(%) 0.28 0.20 1.53 - - -

PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3

NIFTY FUTURE 7773 7840 7880 7907 7947 7974 8041

INDEX OUTLOOK

MARKET ROUND UP

DAILY DERIVATIVE REPORT

11 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

11 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

11 MAY 2016

YOUR MINTVISORY Call us at +91-731-6642300

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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