Derivative report of 28th july 2014 by Swastika investmart

DERIVATIVE REPORT

SWASTIKA INTELLIGENCE GROUP 28th August 2014

Visit us at: - www.swastika.co.in

FII’s are continuously buyer in cash market where they bought 290cr on yesterday’s trading session while DII’s were net seller by amount of 237cr in cash market.

FII’s bought 438cr in index future with 18% rise in open interest shows that they rollover most of their position in long side where we saw 54% rollover in nifty future in yesterday’s session.

VIX/PCR ratio is near 13.06 mark which shows high degree of confidence among the bulls.

On option front 7900 level put written aggressively which is showing nifty is not likely to fall below 7900 mark.

Technically there is no problem with trend till nifty trades above 7840 mark.

In this series Auto sector was the leader which shows real fundamental of economy; hence outperformance is likely to continue in the market.

Dollar index cooled off little bit from 82.7 mark.

OPEN INTEREST GAINERS

Scrips Price % Price Change Open Interest (Change) % OI Change

DABUR 232.8 2.37% 142000 6%

- - - - - - -

- - - - -

- - - - - - - -

- - - - - - - -

OPEN INTEREST LOOSERS

Scrips Price % Price Change Open Interest (Change) % OI Change

BANKINDIA 281.7 0.05% -5272000 -63%

HINDALCO 172.35 0.94% -10956000 -62%

LUPIN 1287.6 0.04% -1769750 -58%

NHPC 20.9 -0.24% -25152000 -56%

MCLEODRUSS 302.55 2.28% -548000 -55%

Derivative Activity: Nifty closed at 7936 mark while Nifty August future closed at 7931.6 mark with discount of 4.4

points.

Nifty (Sep) Contract closed at 7973 level with premium of 37 points.

The cost of carry for September month contract placed at 6.08% where nifty September future adds 65% in open interest where we saw 54% rollover in Nifty future.

At the money option implied volatility placed at 12.035% vs. 11.9%.

NIFTY VS OPEN INTEREST Market Internals

DERIVATIVE REPORT



OPTION DATA ANALYSIS:

CALL OPTION HIGHLIGHTS: On call option front highest open interest is positioned at 8000 mark which is a major resistance for

this series.

Further writing was taken place at 8000 mark which accumulated 7lacs amount in open interest.

PUT OPTION HIGHLIGHTS: On put option front highest open interest has been shifted to 7900 mark which will act as a strong

support.

Yesterday also 7900 level saw aggressive writing with adding 12lacs amount in open interest.

CHANGE IN OI OI CONCENTRATION CHART

IndiaVix was down by 6% which closed at 13.06 level. PCR OI placed unchanged at 0.99 mark while PCR volume stands at 1.08 mark.

VIX/PCR ratio stands at 13.2 level which shows high degree of confidence among bulls.

DERIVATIVE REPORT



FII STATISTICS August 27’14 (IN RS. Cr.)

Product Net Open Interest

Contracts Values Change (In %)

INDEX FUTURES

437.81 348830 13859.89 18.30

INDEX OPTIONS

-18.78 1833655 72718.05 2.26

STOCK FUTURES

205.47 1432066 51922.47 0.66

STOCK OPTIONS

-94.22 87401 3275.80 -3.07

TOTAL 530.27 3701952.00 141776.20 18.15

TOATL VOLUME SUMMARY

Product No of

Contracts Traded Value (Crs)

INDEX FUTURES

471536 18693.3

STOCK FUTURES

1321012 49653.1

INDEX OPTIONS

5050730 200206

STOCK OPTIONS

379225 14761.5

VoI Future 0 0

F&O TOTAL 7222503 283314

DERIVATIVE FOLIO

MOST ACTIVE NIFTY CALL OPTION

MOST ACTIVE NIFTY PUT OPTION

Symbol Strike Price Traded Qty. Open Interest Symbol Strike Price Traded Qty. Open Interest

NIFTY 8000 30681450 10432850 NIFTY 7900 40014150 5959500

NIFTY 7900 26907950 5331000 NIFTY 7800 18693600 5369450

NIFTY 7950 19662200 2903250 NIFTY 7850 11862150 2424700

NIFTY 8050 5198550 1491900 NIFTY 7950 10896800 1725250

NIFTY 7800 3571950 2030100 NIFTY 8000 8710300 922750

MOST ACTIVE STOCK CALL OPTION

MOST ACTIVE STOCK PUT OPTION

Symbol Strike Price

Traded Qty.

Open Interest

Symbol Strike Price

Traded Qty.

Open Interest

SBIN 2550 1045500 302625 SBIN 2500 1084500 256000

SBIN 2500 765500 353250 DLF 180 9546000 1616000

RELIANCE 1000 1422000 1104500 TCS 2500 393375 118750

DLF 190 8996000 1572000 INFY 3600 378250 127875

INFY 3650 509500 136375 SBIN 2480 314500 69750

DERIVATIVE REPORT



Disclaimer- The document is solely for the personal information of the intended recipient and must not be exceptionally used as the basis for any

investment decision. Nothing in this document should be construed as investment, Legal, taxation or financial advice. Swastika Investmart Ltd is not soliciting any action based upon it. Each recipient of this document should make necessary investigations as they consider important to arrive at an independent evaluation of an investment in the securities of the companies referred to in this document (including the merits and risks involved).

This report has been made based on information that we consider reliable and are publicly available but we do not state that it is accurate or complete and

it should not be solely relied upon such, as this document is for. Swastika Investmart Limited, its affiliates, directors, its proprietary trading and investment businesses may, from time to time, make investment decisions that are inconsistent with or contradictory to the recommendations expressed herein. The views contained in this document are those of the analyst, and the company may or may not subscribe to all the views expressed within this document. Swastika Investmart Ltd or any of its affiliates/ group companies, or employees shall not be in any way held responsible for any loss or damage that may

arise to any person from any inadvertent error in the information contained in this report.

Swastika Investmart Ltd has not independently verified the information contained in this document. Accordingly, we cannot testify, nor make any representation or warranty, express or implied, to the accuracy, contents or data contained within this document. This document is being supplied to you

solely for your information, and its contents, information or data may not be reproduced, redistributed or passed on, directly or indirectly.

Report Prepared by Designation E-mail ID Santosh Meena Derivative & Technical Analyst [email protected]

RESEARCH TEAM SWASTIKA INTELLIGENCE GROUP [email protected]

Amit Khare Commodity Analyst [email protected]

Sonakshi Bahety Research Associate [email protected]

Saloni Gupta Research Associate [email protected]

Sayyam Neema Research Associate [email protected]

Economy & Finance

Derivative report of 28th july 2014 by Swastika investmart