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DAILY DERIVATIVES REPORT
171h
JULY 2014
YOUR MINTVISORY Call us at +91-731-6642300
 Post a positive start, the follow up momentum continued on Wednesday as well where apart from IT all major indi-
ces witnessed buying. After the sharp spike in the last hour of the trade, the index finally ended adding another 100
points. The premium increased and settled at 19 points. India VIX fell 0.25% and settled at 14.73
 FIIs bought 622 crore while DIIs sold 48 crore in the cash segment. FIIs sold 25 crore in index futures and bought
1238 crore in index options. In stock futures, they bought 741 crore
 The highest Put base stands at the 7500 strike with over 61 lakh shares. The highest Call base stands at the 8000
strike with over 89 lakh shares. The 7600 and 7700 Call strikes have seen reduction of 4.52 and 2.71 lakh shares, respec-
tively. On the Put side, 7500 and 7600 strikes have seen addition of 12.10 and 8.75 shares, respectively
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 7624 7643 5.95 16154100 0.78 0.96 14.21
PREVIOUS 7527 7539 3.62 15720900 0.68 0.75 14.1
CHANGE(%) 1.30% 1.39% - 2.76% - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 7539 7486 7565 7613 7692 7740 7867
F&O HIGHLIGHTS
INDEX OUTLOOK
 Nifty Future: The Nifty is likely to open flat to positive on the back of strong global cues. It is likely to trade in the
range of 7580-7700. The trading strategy would be to create longs near7608-7613 for targets of 7645 and 7665. On the
other hand, one can enter shorts if the index finds resistance near 7700
 Bank Nifty Future: The outperformance is likely to continue up to 15500. On the lower side, supports are pegged at
15100 levels
 The Indian equity market ended at a day’s high extending the rally for second consecutive trading session after the
Reserve Bank of India relaxed financing norms for infrastructure development and affordable housing. The rally was so
intense that not a single sectoral index on the BSE ended in the red. The Realty index led from the front, up 4.2% fol-
lowed by BSE Banking and the Metals index up 2.5%.
 IDFC, DLF, ICICI Bank, Hindalco, Axis Bank, SBI, NMDC, Tata Steel, Maruti, M&M, Reliance, Jindal Steel, BPCL,
BHEL and Kotak Bank were among gainers in Nifty.
 GAIL, Asian Paints, Bajaj Auto, Coal India, HDFC, Wipro, Bharti Airtel , Ambuja Cement PNB, Cipla , TCS, and
MARKET ROUNDUP
DAILY DERIVATIVES REPORT
171h
JULY 2014
YOUR MINTVISORY Call us at +91-731-6642300
INTRADAY STRATEGY
i) ADANI ENTERPRISES LTD(ADANI) ii) POWER FINNCE CORPORATION LTD(PFC)
Buy ADANI ENT July fut in range of 455-456 Sell PFC July fut in range of 275-274
View : Bullish View :Bearish
Strategy : Buy Future Strategy : Sell Future
Target1 459 Target 2 : 462 Target 1 : 272.50 Target 2 : 271
Stop loss : 452 Stop loss : 277.50
Market Lot : 1000 CMP : 451.40 Market Lot : 2000 CMP : 280.25
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL
OI
(LOTS)
%CHNG PRICE %CHNG
ZEEL 5980000 37.7 302.50 1.9 PFC 10064000 27.0 279.80 5.8
M&M 2355750 16.7 1211.00 2.1
LICHOUSING
FIN
1783000 27.0 310.75 3.6
ADANIPORT 11592000 16.3 285.40 8.1 REC LTD 4534000 25.0 328.90 4.7
TATASTEEL 15750000 11.4 547.50 3.7 HDFC 7800250 12.10 981.00 0.0
AXISBANK 7217750 10.7 1984.00 3.9 WIPRO 6001500 2.6 533.00 0.0
 OI addition : We saw long build-up in Zeel, M&M, Adaniport, Tata steel and Axis bank while
short build up was seen in Pfc, Rec ltd, Hdfc, Wipro and lic housing finance
 OI Shedding : We saw short covering in Kotak bank, Bhartiartl,Icici bank, Hdfc bank and Idea
while long closure was seen in Colpal
DAILY DERIVATIVES REPORT
171h
JULY 2014
YOUR MINTVISORY Call us at +91-731-6642300
F&O TURNOVER
INSTRUMENT NO. OF CONTRACTS TURNOVER(CR) PERCENTAGE CHANGE
INDEX FUTURES 449047 17036.45 -
STOCK FUTURES 827361 31814.31 -
INDEX OPTIONS 4094919 155472.02 0.95
STOCK OPTIONS 345718 13333.90 0.46
F&O TOTAL 5717063 217658.19 0.90
NIFTY OPTION OI DISTRIBUTION
0
1000000
2000000
3000000
4000000
5000000
6000000
7000000
7900 7800 7700 7600 7500 7400 7300 7200 7100 7000 6900
OpenInterest
Strike Price
OI Concentration Chart
Call OI (APR) PutOI (APR)
DAILY DERIVATIVES REPORT
171h
JULY 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 IDFC 31JUL2014 CE 160 6.40 8,601 28,352.34
OPTSTK
SBIN
31JUL2014 CE 2,600 50.20 8,086 26,748.49
OPTSTK
RELIANCE
31JUL2014 CE 1,000 18.50 5,855 14,885.02
OPTSTK
ICICIBANK
31JUL2014 CE 1,500 19.00 4,263 16,138.55
OPTSTK JP ASSOCIATE 31JUL2014 CE 70 2.00 3,805 21,770.6
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK
SBIN
31JUL2014 PE 2,500 26.00 4,932 15,623.22
OPTSTK
RELIANCE
31JUL2014 PE 980 13.85 1,724 4,293.54
OPTSTK
ICICIBANK
31JUL2014 PE 1,400 10.00 2,654 9,397.55
OPTSTK IDFC 31JUL2014 PE 155 3.20 1,571 4,996.09
OPTSTK
AXISBANK
31JUL2014 PE 1,900 21.20 1,440 6,955.27
DERIVATIVE
PRODUCT
BUY SELL OPEN INTEREST AT THE
END OF THE DATE
NO.OF
CON-
TRACTS
AMOUNT
IN CRORES
NO.OF
COTRACTS
AMOUNT
IN CRORES
NO. OF
CONTRACTS
AMOUNT
IN CRORES
INDEX FUTURE
37793 1415.59 35999 1348.3 306466 11530
INDEX OPTION
322944 12118.1 301690 11309.64 1605859 60382
STOCK FUTURE
74796 2755.63 68122 2443.59 1548910 55078
STOCK OPTION
56356 2089.96 56338 2093.05 114731 4218
DAILY DERIVATIVES REPORT
171h
JULY 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 reli-
able, 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 fu-
ture price performance.
The information herein, together with all estimates and forecasts, can change without notice. Analyst or
any person related to epic research might be holding positions in the stocks recommended. It is under-
stood that anyone who is browsing through the site has done so at his free will and does not read any
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Any surfing and reading of the information is the acceptance of this disclaimer. All Rights Reserved. In-
vestment in equity & bullion market has its own risks. We, however, do not vouch for the accuracy or
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Daily market derivatives trading report by epic research on 17 july 2014

  • 1. DAILY DERIVATIVES REPORT 171h JULY 2014 YOUR MINTVISORY Call us at +91-731-6642300  Post a positive start, the follow up momentum continued on Wednesday as well where apart from IT all major indi- ces witnessed buying. After the sharp spike in the last hour of the trade, the index finally ended adding another 100 points. The premium increased and settled at 19 points. India VIX fell 0.25% and settled at 14.73  FIIs bought 622 crore while DIIs sold 48 crore in the cash segment. FIIs sold 25 crore in index futures and bought 1238 crore in index options. In stock futures, they bought 741 crore  The highest Put base stands at the 7500 strike with over 61 lakh shares. The highest Call base stands at the 8000 strike with over 89 lakh shares. The 7600 and 7700 Call strikes have seen reduction of 4.52 and 2.71 lakh shares, respec- tively. On the Put side, 7500 and 7600 strikes have seen addition of 12.10 and 8.75 shares, respectively NIFTY SNAPSHOT & PIVOT POINTS SPOT FUTURE COST OF CARRY TOTAL FUT OI PCR OI PCR VOL ATM IV CURRENT 7624 7643 5.95 16154100 0.78 0.96 14.21 PREVIOUS 7527 7539 3.62 15720900 0.68 0.75 14.1 CHANGE(%) 1.30% 1.39% - 2.76% - - - PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3 NIFTY FUTURE 7539 7486 7565 7613 7692 7740 7867 F&O HIGHLIGHTS INDEX OUTLOOK  Nifty Future: The Nifty is likely to open flat to positive on the back of strong global cues. It is likely to trade in the range of 7580-7700. The trading strategy would be to create longs near7608-7613 for targets of 7645 and 7665. On the other hand, one can enter shorts if the index finds resistance near 7700  Bank Nifty Future: The outperformance is likely to continue up to 15500. On the lower side, supports are pegged at 15100 levels  The Indian equity market ended at a day’s high extending the rally for second consecutive trading session after the Reserve Bank of India relaxed financing norms for infrastructure development and affordable housing. The rally was so intense that not a single sectoral index on the BSE ended in the red. The Realty index led from the front, up 4.2% fol- lowed by BSE Banking and the Metals index up 2.5%.  IDFC, DLF, ICICI Bank, Hindalco, Axis Bank, SBI, NMDC, Tata Steel, Maruti, M&M, Reliance, Jindal Steel, BPCL, BHEL and Kotak Bank were among gainers in Nifty.  GAIL, Asian Paints, Bajaj Auto, Coal India, HDFC, Wipro, Bharti Airtel , Ambuja Cement PNB, Cipla , TCS, and MARKET ROUNDUP
  • 2. DAILY DERIVATIVES REPORT 171h JULY 2014 YOUR MINTVISORY Call us at +91-731-6642300 INTRADAY STRATEGY i) ADANI ENTERPRISES LTD(ADANI) ii) POWER FINNCE CORPORATION LTD(PFC) Buy ADANI ENT July fut in range of 455-456 Sell PFC July fut in range of 275-274 View : Bullish View :Bearish Strategy : Buy Future Strategy : Sell Future Target1 459 Target 2 : 462 Target 1 : 272.50 Target 2 : 271 Stop loss : 452 Stop loss : 277.50 Market Lot : 1000 CMP : 451.40 Market Lot : 2000 CMP : 280.25 STOCK ANALYSIS OPEN INTEREST ACTIVITY LONG BUILD UP SHORT BUILD UP SYMBOL OI (LOTS) % CHNG PRICE %CHNG SYMBOL OI (LOTS) %CHNG PRICE %CHNG ZEEL 5980000 37.7 302.50 1.9 PFC 10064000 27.0 279.80 5.8 M&M 2355750 16.7 1211.00 2.1 LICHOUSING FIN 1783000 27.0 310.75 3.6 ADANIPORT 11592000 16.3 285.40 8.1 REC LTD 4534000 25.0 328.90 4.7 TATASTEEL 15750000 11.4 547.50 3.7 HDFC 7800250 12.10 981.00 0.0 AXISBANK 7217750 10.7 1984.00 3.9 WIPRO 6001500 2.6 533.00 0.0  OI addition : We saw long build-up in Zeel, M&M, Adaniport, Tata steel and Axis bank while short build up was seen in Pfc, Rec ltd, Hdfc, Wipro and lic housing finance  OI Shedding : We saw short covering in Kotak bank, Bhartiartl,Icici bank, Hdfc bank and Idea while long closure was seen in Colpal
  • 3. DAILY DERIVATIVES REPORT 171h JULY 2014 YOUR MINTVISORY Call us at +91-731-6642300 F&O TURNOVER INSTRUMENT NO. OF CONTRACTS TURNOVER(CR) PERCENTAGE CHANGE INDEX FUTURES 449047 17036.45 - STOCK FUTURES 827361 31814.31 - INDEX OPTIONS 4094919 155472.02 0.95 STOCK OPTIONS 345718 13333.90 0.46 F&O TOTAL 5717063 217658.19 0.90 NIFTY OPTION OI DISTRIBUTION 0 1000000 2000000 3000000 4000000 5000000 6000000 7000000 7900 7800 7700 7600 7500 7400 7300 7200 7100 7000 6900 OpenInterest Strike Price OI Concentration Chart Call OI (APR) PutOI (APR)
  • 4. DAILY DERIVATIVES REPORT 171h JULY 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 IDFC 31JUL2014 CE 160 6.40 8,601 28,352.34 OPTSTK SBIN 31JUL2014 CE 2,600 50.20 8,086 26,748.49 OPTSTK RELIANCE 31JUL2014 CE 1,000 18.50 5,855 14,885.02 OPTSTK ICICIBANK 31JUL2014 CE 1,500 19.00 4,263 16,138.55 OPTSTK JP ASSOCIATE 31JUL2014 CE 70 2.00 3,805 21,770.6 MOST ACTIVE CALLS MOST ACTIVE PUTS Instrument Type Symbol Expiry Date Option Type Strike Price LTP Traded Volume (Contracts) Traded Value (Lakhs) OPTSTK SBIN 31JUL2014 PE 2,500 26.00 4,932 15,623.22 OPTSTK RELIANCE 31JUL2014 PE 980 13.85 1,724 4,293.54 OPTSTK ICICIBANK 31JUL2014 PE 1,400 10.00 2,654 9,397.55 OPTSTK IDFC 31JUL2014 PE 155 3.20 1,571 4,996.09 OPTSTK AXISBANK 31JUL2014 PE 1,900 21.20 1,440 6,955.27 DERIVATIVE PRODUCT BUY SELL OPEN INTEREST AT THE END OF THE DATE NO.OF CON- TRACTS AMOUNT IN CRORES NO.OF COTRACTS AMOUNT IN CRORES NO. OF CONTRACTS AMOUNT IN CRORES INDEX FUTURE 37793 1415.59 35999 1348.3 306466 11530 INDEX OPTION 322944 12118.1 301690 11309.64 1605859 60382 STOCK FUTURE 74796 2755.63 68122 2443.59 1548910 55078 STOCK OPTION 56356 2089.96 56338 2093.05 114731 4218
  • 5. DAILY DERIVATIVES REPORT 171h JULY 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 reli- able, 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 fu- ture price performance. The information herein, together with all estimates and forecasts, can change without notice. Analyst or any person related to epic research might be holding positions in the stocks recommended. It is under- stood 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 re- sponsible for . Any surfing and reading of the information is the acceptance of this disclaimer. All Rights Reserved. In- vestment in equity & bullion market 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.