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DAILY DERIVATIVE REPORT 
11 NOVEMBER 2014 
YOUR MINTVISORY Call us at +91-731-6642300 
 Post a positive start, the Nifty witnessed marginal selling pressure in the first half but recovered towards the end to close with nominal gains of 10 points. ITC primarily helped the Nifty to close in the green. Nifty futures premium declined and settled at 35 points. India VIX also declined 1.28% and settled at 13.93 
 FIIs bought 355.3 crore while DIIs sold 314.9 crore in the cash segment. FIIs sold 89 crore in index futures and 566 crore in index options. In stock futures, they sold 393 crore 
 The highest Put base is at the 8000 strike with 57.3 lakh shares while the highest Call base is at the 8500 strike with 50.2 lakh shares. The 8500 and 8600 Calls witnessed addition of 5.3 and 7.8 lakh shares, respectively. The 8100 and 8300 Put strikes saw addition of 3.8 and 7.7 lakh shares, respectively 
 Nifty Future: The Nifty is likely to open positive on the back of strong global cues. It is likely to trade in the 8345- 8420 range. 
 Bank Nifty Future: In the last couple of sessions, the Bank Nifty is witnessing selling pressurefrom higher levels. One should enter longs in Bank Nifty only near 17200, which is the intermediate support for it with sizeable OI in that strike price. 
NIFTY SNAPSHOT & PIVOT POINTS 
SPOT 
FUTURE 
COST OF CARRY 
TOTAL FUT OI 
PCR OI 
PCR VOL 
ATM IV 
CURRENT 
8344 
8380 
9.07 
24919950 
1 
1.06 
12.64 
PREVIOUS 
8337 
8382 
9.77 
24858950 
0.97 
1.14 
12.92 
CHANGE(%) 
0.09% 
-0.03% 
- 
0.25% 
- 
- 
- 
PIVOT LEVELS 
S3 
S2 
S1 
PIVOT 
R1 
R2 
R3 
NIFTY FUTURE 
8219 
8299 
8339 
8378 
8419 
8457 
8536 
F&O HIGHLIGHTS 
INDEX OUTLOOK 
 The equity market saw some vigour at start as Nifty surged to a new high. The joy was short-lived as banks, oil & gas and capital goods failed to participate in the euphoria. Soon the mood turned sour and indices consoli- dated for rest of the day as has been the case in the last couple of sessions. 
 Metal space has been the biggest underperformer so far in this current bull run. Even in today's trade, except for JSW Steel, most of the metal stocks closed lower like Jindal Steel & Power (down 4%), Hindalco Indus- tries (down 2.5%), and SAIL (down 0.54%) 
MARKET ROUNDUP
DAILY DERIVATIVE REPORT 
11 NOVEMBER 2014 
YOUR MINTVISORY Call us at +91-731-6642300 
INTRADAY STRATEGY 
i) IRB INFRASTRUCTURE DEVELOPERS LIMITED 
ii) ARVIND LIMITED 
Buy Irb infra Nov fut in range of 275-276 
Sell Arvind Nov fut in range of 289-288 
View :Bullish 
View :Bearish 
Strategy : Buy Future 
Strategy : Sell Future 
Target1 : 279 Target 2 : 282 
Target 1 : 285 Target 2 : 282 
Stop loss : 272 
Stop loss : 292 
Market Lot : 1000 CMP : 273.70 
Market Lot : 1000 CMP : 291.35 
STOCK ANALYSIS 
OPEN INTEREST ACTIVITY 
LONG BUILD UP 
SHORT BUILD UP 
SYMBOL 
OI (LOTS) 
% CHNG 
PRICE 
%CHNG 
SYMBOL 
OI (LOTS) 
%CHNG 
PRICE 
%CHNG 
HAVELLS 
4543750 
20.17 
307.70 
6.03 
MOTHERSUMI 
4917500 
26.48 
410.00 
4.83 
POWERGRID 
21690000 
18.29 
149.70 
2.78 
CESC 
2370500 
19.90 
667.20 
2.95 
COLPAL 
515125 
13.06 
1880.00 
5.38 
ADANIPORT 
7675000 
10.37 
292.20 
0.73 
TATACHEMI- CAL 
6214000 
12.72 
426.00 
1.22 
GAIL 
5151000 
8.2 
482.90 
5002000 
BHARATFORG 
4442750 
7.64 
893.65 
6.20 
RECLTD 
6678000 
8.02 
303.35 
0.11 
 OI addition : We saw long build-up Havells, Powergrid, Colpal, Tatachem, Voltas, Tatasteel short build up was seen in Mothersumi, Cesc, Adaniport, Gail, Recltd, Tvsmotor 
 OI Shedding : We saw short cover in Cromptongreav, Federalbank, Coalindia, Tatapower while long un- winding was seen in Pfc, Apollohospital, Godrej ind, Siemens, Dabur
DAILY DERIVATIVE REPORT 
11 NOVEMBER 2014 
YOUR MINTVISORY Call us at +91-731-6642300 
OI Chart Analysis: From the OI Chart we can see that in November Series addition of open interest on the calls front is existent in the band at strike price of 8400-8500 indicating it as resistance on the upside whereas on the put options front we can see that addition of open interest is existent at strike price of 8300-8200 indicating it as immediate support zone on the downside 
F&O TURNOVER 
INSTRUMENT 
NO. OF CONTRACTS 
TURNOVER(CR) 
PERCENTAGE CHANGE 
INDEX FUTURES 
4,04,724 
10,550.25 
- 
STOCK FUTURES 
7,91,420 
23,785.44 
- 
INDEX OPTIONS 
51,74,207 
1,13,372.62 
1.06 
STOCK OPTIONS 
3,50,408 
11,309.13 
0.53 
F&O Total 
67,20,762 
1,59,017.78 
1.02 
NIFTY OPTION OI DISTRIBUTION 
0100000020000003000000400000050000006000000700000088008700860085008400830082008100800079007800 Open Interest Strike Price OI Concentration ChartCall OI (APR)Put OI (APR)
DAILY DERIVATIVE REPORT 
11 NOVEMBER 2014 
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 
RELIANCE 
27NOV2014 
CE 
1,000 
9.00 
5,290 
13,380.66 
OPTSTK 
LT 
27NOV2014 
CE 
1,700 
15.00 
4,065 
17,447.49 
OPTSTK 
SBIN 
27NOV2014 
CE 
2,800 
61.30 
3,045 
10,908.07 
OPTSTK 
TATASTEEL 
27NOV2014 
CE 
500 
6.10 
2,730 
6,896.66 
OPTSTK 
ITC 
27NOV2014 
CE 
370 
7.40 
2,469 
9,274.80 
MOST ACTIVE CALLS 
MOST ACTIVE PUTS 
Instrument Type 
Symbol 
Expiry Date 
Option Type 
Strike Price 
LTP 
Traded Volume (Contracts) 
Traded Value (Lakhs) 
OPTSTK 
LT 
27NOV2014 
PE 
1,600 
27.50 
3,905 
15,930.64 
OPTSTK 
RELIANCE 
27NOV2014 
PE 
980 
18.60 
1,944 
4,842.26 
OPTSTK 
SBIN 
27NOV2014 
PE 
2,700 
57.00 
1,702 
5,868.07 
OPTSTK 
ITC 
27NOV2014 
PE 
360 
2.35 
1,207 
4,382.13 
OPTSTK 
TATASTEEL 
27NOV2014 
PE 
460 
9.00 
1,148 
2,700.04 
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 FUTURE 
42792 
972.58 
45007 
1061.10 
851381 
18827.29 
INDEX OPTION 
621912 
14134.89 
645901 
14701.17 
2572000 
61867.23 
STOCK FUTURE 
75070 
2252.01 
87887 
2645.06 
1632669 
47969.18 
STOCK OPTION 
57584 
1852.71 
58538 
1889.42 
67594 
2110.60
DAILY DERIVATIVE REPORT 
11 NOVEMBER 2014 
YOUR MINTVISORY Call us at +91-731-6642300 
DISCLAIMER 
The information and views in this report, our website & all the service we provide are believed to be reliable, but we do not accept any responsibility (or liability) for errors of fact or opinion. Users have the right to choose the product/s that suits them the most. Sincere efforts have been made to present the right investment perspective. The information contained herein is based on analysis and up on sources that we consider reliable. 
This material is for personal information and based upon it & takes no responsibility. The information given herein should be treated as only factor, while making investment decision. The report does not provide individually tailor-made investment advice. 
Epic research recommends that investors independently evaluate particular investments and strategies, and encourages investors to seek the advice of a financial adviser. Epic research shall not be responsible for any transaction conducted based on the information given in this report, which is in violation of rules and regulations of NSE and BSE. The share price projections shown are not necessarily indicative of future price performance. 
The information herein, together with all estimates and forecasts, can change without notice. Analyst or any person related to epic re- search might be holding positions in the stocks recommended. It is understood that anyone who is browsing through the site has done so at his free will and does not read any views expressed as a recommendation for which either the site or its owners or anyone can be held responsible for . 
Any surfing and reading of the information is the acceptance of this disclaimer. All Rights Reserved. Investment in equity & bullion mar- ket has its own risks. We, however, do not vouch for the accuracy or the completeness thereof. 
We are not responsible for any loss incurred whatsoever for any financial profits or loss which may arise from the recommendations above epic research does not purport to be an invitation or an offer to buy or sell any financial instrument. Our Clients (Paid or Unpaid), any third party or anyone else have no rights to forward or share our calls or SMS or Report or Any Information Provided by us to/with anyone which is received directly or indirectly by them. If found so then Serious Legal Actions can be taken. 
DATE 
SCRIP 
STRATEGY 
ENTRY LEVEL 
TARGET 
SL 
REMARK 
PROFIT/LOSS 
LOT 
05/11/14 
RANBAXY 
LONG 
673-674 
680-686 
667 
2ND TG 
6000 
500 
05/11/14 
JINDAL- STEEL 
SHORT 
161-160 
157-154 
164 
1ST TGT 
3000 
1000 
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 
PERFORMANCE UPDATE

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Epic research daily derivative report 11 november 2014

  • 1. DAILY DERIVATIVE REPORT 11 NOVEMBER 2014 YOUR MINTVISORY Call us at +91-731-6642300  Post a positive start, the Nifty witnessed marginal selling pressure in the first half but recovered towards the end to close with nominal gains of 10 points. ITC primarily helped the Nifty to close in the green. Nifty futures premium declined and settled at 35 points. India VIX also declined 1.28% and settled at 13.93  FIIs bought 355.3 crore while DIIs sold 314.9 crore in the cash segment. FIIs sold 89 crore in index futures and 566 crore in index options. In stock futures, they sold 393 crore  The highest Put base is at the 8000 strike with 57.3 lakh shares while the highest Call base is at the 8500 strike with 50.2 lakh shares. The 8500 and 8600 Calls witnessed addition of 5.3 and 7.8 lakh shares, respectively. The 8100 and 8300 Put strikes saw addition of 3.8 and 7.7 lakh shares, respectively  Nifty Future: The Nifty is likely to open positive on the back of strong global cues. It is likely to trade in the 8345- 8420 range.  Bank Nifty Future: In the last couple of sessions, the Bank Nifty is witnessing selling pressurefrom higher levels. One should enter longs in Bank Nifty only near 17200, which is the intermediate support for it with sizeable OI in that strike price. NIFTY SNAPSHOT & PIVOT POINTS SPOT FUTURE COST OF CARRY TOTAL FUT OI PCR OI PCR VOL ATM IV CURRENT 8344 8380 9.07 24919950 1 1.06 12.64 PREVIOUS 8337 8382 9.77 24858950 0.97 1.14 12.92 CHANGE(%) 0.09% -0.03% - 0.25% - - - PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3 NIFTY FUTURE 8219 8299 8339 8378 8419 8457 8536 F&O HIGHLIGHTS INDEX OUTLOOK  The equity market saw some vigour at start as Nifty surged to a new high. The joy was short-lived as banks, oil & gas and capital goods failed to participate in the euphoria. Soon the mood turned sour and indices consoli- dated for rest of the day as has been the case in the last couple of sessions.  Metal space has been the biggest underperformer so far in this current bull run. Even in today's trade, except for JSW Steel, most of the metal stocks closed lower like Jindal Steel & Power (down 4%), Hindalco Indus- tries (down 2.5%), and SAIL (down 0.54%) MARKET ROUNDUP
  • 2. DAILY DERIVATIVE REPORT 11 NOVEMBER 2014 YOUR MINTVISORY Call us at +91-731-6642300 INTRADAY STRATEGY i) IRB INFRASTRUCTURE DEVELOPERS LIMITED ii) ARVIND LIMITED Buy Irb infra Nov fut in range of 275-276 Sell Arvind Nov fut in range of 289-288 View :Bullish View :Bearish Strategy : Buy Future Strategy : Sell Future Target1 : 279 Target 2 : 282 Target 1 : 285 Target 2 : 282 Stop loss : 272 Stop loss : 292 Market Lot : 1000 CMP : 273.70 Market Lot : 1000 CMP : 291.35 STOCK ANALYSIS OPEN INTEREST ACTIVITY LONG BUILD UP SHORT BUILD UP SYMBOL OI (LOTS) % CHNG PRICE %CHNG SYMBOL OI (LOTS) %CHNG PRICE %CHNG HAVELLS 4543750 20.17 307.70 6.03 MOTHERSUMI 4917500 26.48 410.00 4.83 POWERGRID 21690000 18.29 149.70 2.78 CESC 2370500 19.90 667.20 2.95 COLPAL 515125 13.06 1880.00 5.38 ADANIPORT 7675000 10.37 292.20 0.73 TATACHEMI- CAL 6214000 12.72 426.00 1.22 GAIL 5151000 8.2 482.90 5002000 BHARATFORG 4442750 7.64 893.65 6.20 RECLTD 6678000 8.02 303.35 0.11  OI addition : We saw long build-up Havells, Powergrid, Colpal, Tatachem, Voltas, Tatasteel short build up was seen in Mothersumi, Cesc, Adaniport, Gail, Recltd, Tvsmotor  OI Shedding : We saw short cover in Cromptongreav, Federalbank, Coalindia, Tatapower while long un- winding was seen in Pfc, Apollohospital, Godrej ind, Siemens, Dabur
  • 3. DAILY DERIVATIVE REPORT 11 NOVEMBER 2014 YOUR MINTVISORY Call us at +91-731-6642300 OI Chart Analysis: From the OI Chart we can see that in November Series addition of open interest on the calls front is existent in the band at strike price of 8400-8500 indicating it as resistance on the upside whereas on the put options front we can see that addition of open interest is existent at strike price of 8300-8200 indicating it as immediate support zone on the downside F&O TURNOVER INSTRUMENT NO. OF CONTRACTS TURNOVER(CR) PERCENTAGE CHANGE INDEX FUTURES 4,04,724 10,550.25 - STOCK FUTURES 7,91,420 23,785.44 - INDEX OPTIONS 51,74,207 1,13,372.62 1.06 STOCK OPTIONS 3,50,408 11,309.13 0.53 F&O Total 67,20,762 1,59,017.78 1.02 NIFTY OPTION OI DISTRIBUTION 0100000020000003000000400000050000006000000700000088008700860085008400830082008100800079007800 Open Interest Strike Price OI Concentration ChartCall OI (APR)Put OI (APR)
  • 4. DAILY DERIVATIVE REPORT 11 NOVEMBER 2014 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 RELIANCE 27NOV2014 CE 1,000 9.00 5,290 13,380.66 OPTSTK LT 27NOV2014 CE 1,700 15.00 4,065 17,447.49 OPTSTK SBIN 27NOV2014 CE 2,800 61.30 3,045 10,908.07 OPTSTK TATASTEEL 27NOV2014 CE 500 6.10 2,730 6,896.66 OPTSTK ITC 27NOV2014 CE 370 7.40 2,469 9,274.80 MOST ACTIVE CALLS MOST ACTIVE PUTS Instrument Type Symbol Expiry Date Option Type Strike Price LTP Traded Volume (Contracts) Traded Value (Lakhs) OPTSTK LT 27NOV2014 PE 1,600 27.50 3,905 15,930.64 OPTSTK RELIANCE 27NOV2014 PE 980 18.60 1,944 4,842.26 OPTSTK SBIN 27NOV2014 PE 2,700 57.00 1,702 5,868.07 OPTSTK ITC 27NOV2014 PE 360 2.35 1,207 4,382.13 OPTSTK TATASTEEL 27NOV2014 PE 460 9.00 1,148 2,700.04 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 FUTURE 42792 972.58 45007 1061.10 851381 18827.29 INDEX OPTION 621912 14134.89 645901 14701.17 2572000 61867.23 STOCK FUTURE 75070 2252.01 87887 2645.06 1632669 47969.18 STOCK OPTION 57584 1852.71 58538 1889.42 67594 2110.60
  • 5. DAILY DERIVATIVE REPORT 11 NOVEMBER 2014 YOUR MINTVISORY Call us at +91-731-6642300 DISCLAIMER The information and views in this report, our website & all the service we provide are believed to be reliable, but we do not accept any responsibility (or liability) for errors of fact or opinion. Users have the right to choose the product/s that suits them the most. Sincere efforts have been made to present the right investment perspective. The information contained herein is based on analysis and up on sources that we consider reliable. This material is for personal information and based upon it & takes no responsibility. The information given herein should be treated as only factor, while making investment decision. The report does not provide individually tailor-made investment advice. Epic research recommends that investors independently evaluate particular investments and strategies, and encourages investors to seek the advice of a financial adviser. Epic research shall not be responsible for any transaction conducted based on the information given in this report, which is in violation of rules and regulations of NSE and BSE. The share price projections shown are not necessarily indicative of future price performance. The information herein, together with all estimates and forecasts, can change without notice. Analyst or any person related to epic re- search might be holding positions in the stocks recommended. It is understood that anyone who is browsing through the site has done so at his free will and does not read any views expressed as a recommendation for which either the site or its owners or anyone can be held responsible for . Any surfing and reading of the information is the acceptance of this disclaimer. All Rights Reserved. Investment in equity & bullion mar- ket has its own risks. We, however, do not vouch for the accuracy or the completeness thereof. We are not responsible for any loss incurred whatsoever for any financial profits or loss which may arise from the recommendations above epic research does not purport to be an invitation or an offer to buy or sell any financial instrument. Our Clients (Paid or Unpaid), any third party or anyone else have no rights to forward or share our calls or SMS or Report or Any Information Provided by us to/with anyone which is received directly or indirectly by them. If found so then Serious Legal Actions can be taken. DATE SCRIP STRATEGY ENTRY LEVEL TARGET SL REMARK PROFIT/LOSS LOT 05/11/14 RANBAXY LONG 673-674 680-686 667 2ND TG 6000 500 05/11/14 JINDAL- STEEL SHORT 161-160 157-154 164 1ST TGT 3000 1000 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 PERFORMANCE UPDATE