DAILY DERIVATIVE REPORT

25 MAY 2016

YOUR MINTVISORY Call us at +91-731-6642300

The Indian equity market ended near day’s high on Tuesday snapping a four day losing streak amid a highly

lackluster day. The session was so dull that NSE Nifty index was stuck in a mere 40 points range while BSE Sen-sex was trapped in a 160 points range.

Finally, the BSE Sensex ended with a gain of 75 points at 25,305. The BSE Sensex opened at 25,256 touched an

intra-day high of 25,340 and low of 25,181. The NSE Nifty closed with a gain of 18 points at 7,749. The NSE Nifty opened at 7,738 hitting a high of 7,761 and low of 7,715.

The Nifty traded in a narrow and tight band amidst high volatility throughout the day. With some support seen

in the last hour, the Nifty finally ended 18 points higher. Nifty futures premium settled at 10 points. India VIX fell 0.3% to 16.2

FIIs sold | 816 crore while DIIs bought | 990 crore in the cash segment. FIIs sold | 373 crore in index futures

and | 751 crore in index options. In stock futures, they bought | 352 crore The highest Put base is at the 7700 strike with 58 lakh shares while the highest Call base is at the 8000 Call

strike with 81 lakh shares. The 7900 and 8000 Call strikes saw reductions of 4.5 lakh and 7.2 lakh shares, re-spectively. The 7700 and 7600 Put strikes saw additions of 5.9 lakh and 3.2 lakh shares, respectively

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

of 7750-7850. Buy Nifty in the range of 7780-7790 for targets of 7820-7840, stop loss: 7765 Bank Nifty Future: Fresh long accumulation was seen in the last trading session indicating a trading bounce can

be seen in today’s trade. However, call writing was seen in higher strikes indicating supply can be seen around 16700 levels. Sell Bank Nifty in range of 16650-16700, targets: 16500-16400, stop loss: 16780

NIFTY SNAPSHOT & PIVOT POINTS

SPOT FUTURE COST OF

CARRY TOTAL FUT OI PCR OI PCR VOL ATM IV

CURRENT 7749 7759 24.61 22616100 0.87 0.87 14.88

PREVIOUS 7731 7745 21.72 21354525 0.83 0.75 15.01

CHANGE(%) 0.23% 0.19% 5.91% - - -

PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3

NIFTY FUTURE 7657 7704 7732 7751 7779 7798 7845

INDEX OUTLOOK

MARKET ROUND UP

DAILY DERIVATIVE REPORT

25 MAY 2016

YOUR MINTVISORY Call us at +91-731-6642300

INTRADAY STRATEGY

i) SRTRANSFIN FUTURE ii) RCOM FUTURE

Buy future around 1145-1150

Sell future around 48-49

View : Bullish View : Bearish

Strategy : Future Strategy : Future

Target1: 1165 Target 2 : 1180 Target1: 46 Target 2 : 44

Stop loss : 1125 Stop loss : 51

Market Lot : 600 ,CMP : 1157.20

Market Lot : 8000 ,CMP : 47.15

STOCK ANALYSIS

OPEN INTEREST ACTIVITY

LONG BUILD UP SHORT BUILD UP

SYMBOL OI (LOTS) %

CHNG PRICE %CHNG SYMBOL OI (LOTS)

%

CHNG PRICE %CHNG

TORNTPHARM 191.00 377.5 1360.75 1.60

AURO-

PHARMA 9750.00 256.4 734.45 [3.9]

TATACHEM 2062.00 357.2 421.40 0.80 MOTHER-

SUMI 6727.00 234.7 258.70 [2.7]

OIL 244.00 253.6 343.25 0.50 ADANI-

POWER 1263.00 205.8 28.25 [0.2]

GRASIM 2018.00 233.6 4333.95 2.10 SUNTV 930.00 189.7 363.00 [1.7]

PFC 2493.00 219.6 171.90 1.60 UBL 2572.00 184.8 716.10 [0.5]

OI addition : We saw long built up in torrent pharma, tata chem, oil, grasim, pfc while short built up was

seen in auropharma, mothersumi, adanipower, suntv, ubl.

OI Shedding : We saw short covering was seen in bosch ltd, glenmark, zeel, apollohosp, tata chem, and long un-

winding was seen in britannia, mothersumi, exide ind, adaniports, auropharma.

DAILY DERIVATIVE REPORT

25 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 170 2.45 6,786 23,278.69

OPTSTK SBIN 26MAY2016 CE 175 0.75 6,733 23,623.40

OPTSTK RELIANCE 26MAY2016 CE 940 7.80 3,788 17,953.42

OPTSTK JUSTDIAL 26MAY2016 CE 700 2.75 3,310 11,664.94

OPTSTK LUPIN 26MAY2016 CE 1,500 9.00 3,005 13,626.44

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 165 0.55 3,075 10,210.23

OPTSTK LUPIN 26MAY2016 PE 1,400 2.90 2,678 11,287.21

OPTSTK LUPIN 26MAY2016 PE 1,450 9.85 2,632 11,558.01

OPTSTK SBIN 26MAY2016 PE 170 1.75 2,606 9,016.76

OPTSTK JUSTDIAL 26MAY2016 PE 650 28.00 2,442 8,200.36

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 92030 5168.73 98650 5541.96 303114 17265.84

INDEX OPTIONS 535948 30082.58 549383 30833.18 1248806 71665.92

STOCK FUTURES 368463 17073.16 361079 16721.69 1103557 51607.38

STOCK OPTIONS 61916 2936.63 63068 2991.92 108571 5139.06

DAILY DERIVATIVE REPORT

25 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