DAILY DERIVATIVE REPORT

18 MAY 2016

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The Indian equity market managed to eke out modest gains on Tuesday extending winning streak to second consecu-

tive trading session. however, a sudden bout of selling pressure in the power, telecom, FMCG and few metals stocks

dragged indices off day’s high finally.

The BSE Sensex ended with a gain of 120 points at 25,774. The BSE Sensex opened at 25,756 touched an intra-day

high of 25,927 and low of 25,734. The NSE Nifty closed with a gain of 30 points at 7,891. The NSE Nifty opened at

7,897 hitting a high of 7,940 and low of 7,880.

The Nifty traded with a positive bias for a major part of the day and finally ended 24 points higher. Nifty futures pre-

mium settled at 17 points. India VIX fell 3.9% to 16.4

FIIs sold | 225 crore while DIIs bought | 385 crore in the cash segment. FIIs bought | 297 crore in index futures and |

647 crore in index options. In stock futures, they bought | 404 crore

The highest Put base is at the 7800 strike with 61 lakh shares while the highest Call base is at the 8000 Call strike

with 79 lakh shares. The 7800 and 8000 Call strikes saw reduction of 4.9 lakh and 3.7 lakh shares, respectively. The

7900 and 8000 Put strikes saw additions of 15.3 lakh and 2.8 lakh shares, respectively

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

of 7850-7940. Sell Nifty in the range of 7910-7920 for targets of 7880-7860, stop loss: 7935

Bank Nifty Future: The index traded with a positive bias above the levels of 16600. The 17000 Call strike continued to

witness addition indicating the ongoing pace is likely to continue unless Bank Nifty remains above 16500. Buy Bank

Nifty in range of 16580-16630, targets: 16730-16850, stop loss: 16500

NIFTY SNAPSHOT & PIVOT POINTS

SPOT FUTURE COST OF

CARRY TOTAL FUT OI PCR OI PCR VOL ATM IV

CURRENT 7891 7908 8.66 18809925 0.96 0.98 16.22

PREVIOUS 7861 7887 12.28 18228450 0.92 0.90 16.82

CHANGE(%) 0.38 0.26 3.19 - - -

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

18 MAY 2016

YOUR MINTVISORY Call us at +91-731-6642300

INTRADAY STRATEGY

i) SUNTV FUTURE ii) RELINFRA FUTURE

Buy future around 385-390

Sell future around 520-522

View : Bullish View : Bearish

Strategy : Future Strategy : Future

Target1: 400 Target 2 : 410 Target1: 510 Target 2 : 505

Stop loss : 378 Stop loss : 528

Market Lot : 2000 ,CMP : 391

Market Lot : 1300 ,CMP : 511.15

STOCK ANALYSIS

OPEN INTEREST ACTIVITY

LONG BUILD UP SHORT BUILD UP

SYMBOL OI (LOTS) %

CHNG PRICE %CHNG SYMBOL OI (LOTS)

%

CHNG PRICE %CHNG

SUNTV 2000.00 12.2 391.00 2.10 UCOBANK 1190.00 24.7 33.55 [7.1]

GLENMARK 5797.00 7.7 872.95 1.20 RELINFRA 7509.00 19.4 514.00 [5.0]

KSCL 2803.00 2.5 408.20 0.40 EICHERMOT 10056.00 18.2 19040.00 [3.6]

TV18BRDCST 3689.00 1.1 40.90 1.40 UBL 3365.00 17.7 763.90 [3.9]

TATACOMM 3323.00 1 441.85 1.40 IDBI 3907.00 8.5 65.35 [4.5]

OI addition : We saw long built up in suntv, glenmark, kscl, tv 18 , tata comm. while short built up was

seen in uco bank, relinfra, eicher motor, ubl, idbi.

OI Shedding : We saw short covering was seen in divislab, justdial, abirla nuvo, sks micro, cesc and long unwind-

ing was seen in engineer india, titan, ntpc, upl, dabur.

DAILY DERIVATIVE REPORT

18 MAY 2016

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Instrument

Type

Symbol Expiry

Date

Option

Type

Strike

Price

LTP Traded

Volume

(Contracts)

Traded

Value

(Lakhs)

OPTSTK RELIANCE 26MAY2016 CE 1,000 8.40 3,469 17,520.36

OPTSTK ICICIBANK 26MAY2016 CE 230 4.60 3,468 13,842.28

OPTSTK ADANIPORTS 26MAY2016 CE 200 2.75 2,801 9,145.15

OPTSTK ICICIBANK 26MAY2016 CE 240 1.90 2,767 11,385.32

OPTSTK BANKBARODA 26MAY2016 CE 160 5.30 2,501 12,803.47

MOST ACTIVE CALLS

MOST ACTIVE PUTS

Instrument

Type

Symbol Expiry

Date

Option

Type

Strike

Price

LTP Traded

Volume

(Contracts)

Traded

Value

(Lakhs)

OPTSTK ICICIBANK 26MAY2016 PE 220 3.05 1,995 7,572.88

OPTSTK BANKBARODA 26MAY2016 PE 150 5.10 1,626 7,790.75

OPTSTK AXISBANK 26MAY2016 PE 480 6.00 1,517 7,382.48

OPTSTK ICICIBANK 26MAY2016 PE 230 7.30 1,477 5,961.63

OPTSTK SBIN 26MAY2016 PE 180 3.60 1,468 5,394.61

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 31340 1766.38 35392 2004.28 230659 13172.10

INDEX OPTIONS 580941 33168.43 586677 33582.83 1189714 69005.69

STOCK FUTURES 102366 5077.45 110654 5401.50 1025884 49164.75

STOCK OPTIONS 55433 2698.48 57122 2782.06 77883 3793.43

DAILY DERIVATIVE REPORT

18 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