DAILY DERIVATIVE REPORT

13 MAY 2016

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The Indian equity market ended with handsome gains amid a complete see-saw day of trades ahead of the CPI

and IIP data which is scheduled to be released later today.

Finally, the BSE Sensex ended with a gain of 193 points at 25,790. The BSE Sensex opened at 25,685 touched

an intra-day high of 25,827 and low of 25,620. The NSE Nifty closed with a gain of 52 points at 7,900.40. The

NSE Nifty opened at 7,871.45 hitting a high of 7,916 and low of 7,850.

The Nifty traded range bound throughout the day amid high volatility. The index finally ended well above the

level of 7900 adding 52 points. Nifty futures premium settled at 28 points. India VIX fell 3.8% to 16.3

FIIs bought | 24 crore while DIIs bought | 258 crore in the cash segment. FIIs bought | 420 crore in index fu-

tures and | 41 crore in index options. In stock futures, they bought | 340 crore

The highest Put base is at the 7700 strike with 57 lakh shares while the highest Call base is at the 8000 Call

strike with 66 lakh shares. The 8100, 8200 Call strikes saw addition of 3.4, 1.2 lakh shares, respectively. On the

other hand, 7900 and 7800 Put strikes saw addition of 10.5 and 7.2 lakh shares, respectively

Nifty Future: The Nifty is likely to open gap down on the back of weak Asian cues. It is likely to trade in the

range of 7850-7960. Sell Nifty in the range of 7930-7940 for targets of 7900-7880, stop loss: 7955

Bank Nifty Future: The index witnessed a decent recovery in the second half and ended near the highest Call

base of 17000. Sustaining above this level is likely to trigger further short covering, which will lead the index

higher. Buy Bank Nifty in the range of 16750-16800, targets: 16900-17000, stop loss: 16690

NIFTY SNAPSHOT & PIVOT POINTS

SPOT FUTURE COST OF

CARRY TOTAL FUT OI PCR OI PCR VOL ATM IV

CURRENT 7900 7928 9.17 18836550 0.97 1.00 15.93

PREVIOUS 7849 7866 5.27 18387600 0.92 1.02 16.55

CHANGE(%) 0.66% 0.79% 2.44% - - -

PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3

NIFTY FUTURE 7751 7830 7879 7909 7958 7988 8067

INDEX OUTLOOK

MARKET ROUND UP

DAILY DERIVATIVE REPORT

13 MAY 2016

YOUR MINTVISORY Call us at +91-731-6642300

INTRADAY STRATEGY

i) DHFL FUTURE ii) MOTHERSUMI FUTURE

Buy future around 203-205

Buy future around 264-265

View : Bullish View : Bullish

Strategy : Future Strategy : Future

Target1: 209 Target 2 : 212 Target1: 270 Target 2 : 275

Stop loss : 200 Stop loss : 260

Market Lot : 2200 ,CMP : 207.75

Market Lot : 1500 ,CMP : 268.30

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

13 MAY 2016

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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

13 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