DAILY DERIVATIVE REPORT

03 MAY 2016

YOUR MINTVISORY Call us at +91-731-6642300

Stock market in India ended in the red on Monday closing below the 200-DMA. Sentiment was hit after activity in

the manufacturing sector declined to a 4-month low in April. The Nikkei India Manufacturing PMI fell from 52.4 in

March to 50.5 in April.

The BSE Sensex ended with a loss of 170 points at 25,437. The BSE Sensex opened at 25,565 touched an intra-day

high of 25,565.44 and low of 25,341. The NSE Nifty closed with a loss of 44 points at 7,806. The NSE Nifty opened at

7,823 hitting a high of 7,830 and low of 7,777.

Post a negative start, the Nifty remained choppy below the crucial level of 7850 and finally ended 44 points lower.

Nifty futures premium settled at 34 points. India VIX rose 3.4% to 17.1

FIIs bought | 435 crore while DIIs sold | 110 crore in the cash segment. FIIs sold | 1340 crore in index futures and | 95

crore in index options. In stock futures, they sold | 410 crore

The highest Put base is at the 7700 strike with 40 lakh shares while the highest Call base is at the 8200 Call strike

with 45 lakh shares. The 7900 and 8000 Call strikes saw addition of 4.4 and 7.9 lakh shares, respectively. The 7500

and 7600 Put strikes saw additions of 2.7 and 2.2 lakh shares, respectively

Nifty Future: The Nifty is likely to open flat to negative on the back of mixed global cues. It is likely to trade in the

range of 7790-7910. Sell Nifty in the range of 7870-7880 for targets of 7840-7820, stop loss: 7895

Bank Nifty Future: The Bank Nifty continued to trade above the sizeable Put base of 16500 despite the poor perform-

ance of leading banks. FII turned positive after four days of selling in the cash segment indicating cash based buying,

which is likely to provide cushion on dips. Buy Bank Nifty in the range of 16490-16540, targets: 16650-16750, stop

loss: 16440

NIFTY SNAPSHOT & PIVOT POINTS

SPOT FUTURE COST OF

CARRY TOTAL FUT OI PCR OI PCR VOL ATM IV

CURRENT 7806 7840 6.66 20949000 0.90 0.88 16.16

PREVIOUS 7850 7895 7.75 21663975 0.94 1.07 15.93

CHANGE(%) -0.56 -0.69 -3.30 - - -

PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3

NIFTY FUTURE 7654 7798 7847 7942 7991 8086 8230

INDEX OUTLOOK

MARKET ROUND UP

DAILY DERIVATIVE REPORT

03 MAY 2016

YOUR MINTVISORY Call us at +91-731-6642300

INTRADAY STRATEGY

i) ZEE LTD FUTURE i) HCL TECH FUTURE

Buy future around 412-415

Sell future around 760-780

View : Bullish View : Bearish

Strategy : Future Strategy : Future

Target1: 420 Target 2 : 425 Target1: 740 Target 2 : 720

Stop loss : 404 Stop loss : 800

Market Lot : 1300 ,CMP : 415

Market Lot : 600 ,CMP : 750.60

STOCK ANALYSIS

OPEN INTEREST ACTIVITY

LONG BUILD UP SHORT BUILD UP

SYMBOL OI (LOTS) %

CHNG PRICE %CHNG SYMBOL OI (LOTS)

%

CHNG PRICE %CHNG

BIOCON 2563.00 15.2 589.70 2.10 HCLTECH 15483.00 32.7 750.60 [6.2]

BATAINDIA 1716.00 12.2 589.35 6.00 NCC 1287.00 16.9 79.25 [0.6]

DLF 6495.00 11.9 130.45 3.20 ARVIND 2298.00 15 280.25 [2.0]

IBREALEST 2931.00 11.2 67.80 6.50 CEATLTD 2666.00 14.7 1074.75 [3.7]

INDIACEM 4395.00 9.9 90.15 3.40 IDEA 12548.00 13.3 115.80 [7.4]

OI addition : We saw long built up in biocon, bata india, dlf, ibreal estate while short built up was seen in

hcl tech, ncc, arvind, ceat ltd. Idea ltd.

OI Shedding : We saw short covering was seen in sun tv , relinfra and long unwinding was seen in union bank,

syndicate bank.

DAILY DERIVATIVE REPORT

03 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 ICICIBANK 26MAY2016 CE 250 5.40 10,603 46,146.06

OPTSTK ICICIBANK 26MAY2016 CE 240 9.50 8,812 37,439.02

OPTSTK ICICIBANK 26MAY2016 CE 260 2.95 5,963 26,706.19

OPTSTK ICICIBANK 26MAY2016 CE 245 7.15 3,870 16,623.16

OPTSTK SBIN 26MAY2016 CE 200 4.80 3,761 15,434.39

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 230 6.00 9,887 39,811.19

OPTSTK ICICIBANK 26MAY2016 PE 220 3.35 6,534 24,872.59

OPTSTK ICICIBANK 26MAY2016 PE 240 10.35 6,392 27,286.62

OPTSTK ICICIBANK 26MAY2016 PE 235 7.85 3,786 15,693.39

OPTSTK ICICIBANK 26MAY2016 PE 225 4.45 3,189 12,480.92

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

03 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