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DAILY DERIVATIVE REPORT
28 JUNE 2016
YOUR MINTVISORY Call us at +91-731-6642300
 After sliding over 2% in the previous trading session post the Brexit, the Indian stock market ended almost un-
changed on Monday. It was a volatile day as indices swung from early losses to gains and closed almost flat. Selling
pressure was particularly witnessed in IT, telecom and auto stocks.
 Finally, the BSE Sensex ended with a gain of mere five points at 26,403. The BSE Sensex opened at 26,347 touched an
intra-day high of 26,494 and low of 26,263. The NSE Nifty closed with a gain of six points at 8,095. The NSE Nifty
opened at 8,039 hitting a high of 8,120 and low of 8,039.
 Post a flat start, the Nifty consolidated near the sizeable Put base of 8100 for a major part of the day. The index finally
ended 20 points higher. Nifty futures turned into a premium of 10 points. India VIX fell 0.6% to 18.5.
 FIIs sold 146 crore while DIIs sold 147 crore in the cash segment. FIIs sold 287 crore in index futures and 404 crore
in index options. In stock futures, they bought 61 crore.
 The highest Put base is at the 8000 strike with 74 lakh shares while the highest Call base is at the 8400 strike with 61
lakh shares. The 8200 and 8300 Call strikes added 5.5 and 5.9 lakh shares, respectively, while the 8000 and 8100 Put
strikes added 8.0 lakh and 5.6 lakh shares, respectively.
 Nifty Future: The Nifty is likely to open negative on the back of weak global cues. It is likely to trade in the range of
8020-8130. Buy Nifty in the range of 8045-8055 for targets of 8085-8105, stop loss: 8030.
 Bank Nifty Future: The index witnessed some fresh long accumulation at lower levels. However, it consolidated near
the sizeable Call base of 17500 throughout the day. We feel the index has strong support at 17000. The dips can be
utilised to create long positions. Buy Bank Nifty in the range of 17250- 17300, targets: 17400-17500, stop loss: 17190
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 8089 8087 0.2 17759700 1.18 1.12 22.05
PREVIOUS 8089 8087 0.2 17759700 1.18 1.12 22.05
CHANGE(%) 0.07 0.22 5.95 - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 7914 8006 8055 8098 8147 8190 8282
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUND UP
DAILY DERIVATIVE REPORT
28 JUNE 2016
YOUR MINTVISORY Call us at +91-731-6642300
INTRADAY STRATEGY
i) CIPLA FUTURE ii PIDILITE FUTURE
Buy future around 490-495 Buy future around 700-705
View : Bullish View : Bullish
Strategy : Buy Future Strategy : Buy Future
Target1: 500 Target 2 : 505 Target1: 715 Target 2 : 720
Stop loss : 485 Stop loss : 692
Market Lot : 800 ,CMP : 490 Market Lot : 1000 ,CMP : 707
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG
JSWSTEEL 6215.00 905.7 1392.95 0.30 COLPAL 1933.40 475.4 881.40 [0.1]
IBREALEST 871.11 856.1 89.30 2.60 TITAN 2607.00 385.5 391.35 [0.2]
GODREJCP 450.00 733.3 1536.50 1.10
MOTHER-
SUMI
2840.00 358.1 275.00 [1.1]
MCDOWELL-N 1669.00 722.2 2418.55 1.70 TCS 6992.50 335.7 2501.00 [3.4]
IOC 1852.50 429.3 424.60 0.60 HINDZINC 362.00 311.4 169.00 [1.3]
 OI addition : We saw long built up in jswsteel, ibrealestate, godrej corp, mcdowell, ioc while short built up
was seen in colpal, titan, mothersumi, tcs, hindzinc.
 OI Shedding : We saw short covering was seen in jswsteel, ktkbank, sail, bank india, tata global and long unwind-
ing was seen in marico, bharat forge, hdfc bank, divislab, mindtree.
DAILY DERIVATIVE REPORT
28 JUNE 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 30JUN2016 CE 220 1.70 11,994 53,121.43
OPTSTK SBIN 30JUN2016 CE 210 5.55 9,893 42,470.65
OPTSTK LT 30JUN2016 CE 1,500 5.55 7,099 32,136.32
OPTSTK TATAMOTORS 30JUN2016 CE 480 1.85 6,888 49,786.81
OPTSTK TATAMOTORS 30JUN2016 CE 460 5.70 6,783 47,346.02
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK SBIN 30JUN2016 PE 200 1.80 7,863 32,000.84
OPTSTK LT 30JUN2016 PE 1,400 14.55 7,196 30,653.02
OPTSTK TATAMOTORS 30JUN2016 PE 400 1.45 6,082 36,866.96
OPTSTK TATAMOTORS 30JUN2016 PE 440 6.75 5,802 39,324.51
OPTSTK TATAMOTORS 30JUN2016 PE 430 4.50 5,531 36,495.47
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
81801 4727.31 112415 6495.24 203874 12039.52
INDEX OPTIONS
1088719 63259.09 1042389 60566.93 1254343 75207.33
STOCK FUTURES 212150 10739.92 206080 10725.65 1076625 53377.41
STOCK OPTIONS 186703 9798.41 193766 10170.24 132348 6820.05
DAILY DERIVATIVE REPORT
28 JUNE 2016
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.
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

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Epic research's daily derivative market report 28th june 2016

  • 1. DAILY DERIVATIVE REPORT 28 JUNE 2016 YOUR MINTVISORY Call us at +91-731-6642300  After sliding over 2% in the previous trading session post the Brexit, the Indian stock market ended almost un- changed on Monday. It was a volatile day as indices swung from early losses to gains and closed almost flat. Selling pressure was particularly witnessed in IT, telecom and auto stocks.  Finally, the BSE Sensex ended with a gain of mere five points at 26,403. The BSE Sensex opened at 26,347 touched an intra-day high of 26,494 and low of 26,263. The NSE Nifty closed with a gain of six points at 8,095. The NSE Nifty opened at 8,039 hitting a high of 8,120 and low of 8,039.  Post a flat start, the Nifty consolidated near the sizeable Put base of 8100 for a major part of the day. The index finally ended 20 points higher. Nifty futures turned into a premium of 10 points. India VIX fell 0.6% to 18.5.  FIIs sold 146 crore while DIIs sold 147 crore in the cash segment. FIIs sold 287 crore in index futures and 404 crore in index options. In stock futures, they bought 61 crore.  The highest Put base is at the 8000 strike with 74 lakh shares while the highest Call base is at the 8400 strike with 61 lakh shares. The 8200 and 8300 Call strikes added 5.5 and 5.9 lakh shares, respectively, while the 8000 and 8100 Put strikes added 8.0 lakh and 5.6 lakh shares, respectively.  Nifty Future: The Nifty is likely to open negative on the back of weak global cues. It is likely to trade in the range of 8020-8130. Buy Nifty in the range of 8045-8055 for targets of 8085-8105, stop loss: 8030.  Bank Nifty Future: The index witnessed some fresh long accumulation at lower levels. However, it consolidated near the sizeable Call base of 17500 throughout the day. We feel the index has strong support at 17000. The dips can be utilised to create long positions. Buy Bank Nifty in the range of 17250- 17300, targets: 17400-17500, stop loss: 17190 NIFTY SNAPSHOT & PIVOT POINTS SPOT FUTURE COST OF CARRY TOTAL FUT OI PCR OI PCR VOL ATM IV CURRENT 8089 8087 0.2 17759700 1.18 1.12 22.05 PREVIOUS 8089 8087 0.2 17759700 1.18 1.12 22.05 CHANGE(%) 0.07 0.22 5.95 - - - PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3 NIFTY FUTURE 7914 8006 8055 8098 8147 8190 8282 F&O HIGHLIGHTS INDEX OUTLOOK MARKET ROUND UP
  • 2. DAILY DERIVATIVE REPORT 28 JUNE 2016 YOUR MINTVISORY Call us at +91-731-6642300 INTRADAY STRATEGY i) CIPLA FUTURE ii PIDILITE FUTURE Buy future around 490-495 Buy future around 700-705 View : Bullish View : Bullish Strategy : Buy Future Strategy : Buy Future Target1: 500 Target 2 : 505 Target1: 715 Target 2 : 720 Stop loss : 485 Stop loss : 692 Market Lot : 800 ,CMP : 490 Market Lot : 1000 ,CMP : 707 STOCK ANALYSIS OPEN INTEREST ACTIVITY LONG BUILD UP SHORT BUILD UP SYMBOL OI (LOTS) % CHNG PRICE %CHNG SYMBOL OI (LOTS) % CHNG PRICE %CHNG JSWSTEEL 6215.00 905.7 1392.95 0.30 COLPAL 1933.40 475.4 881.40 [0.1] IBREALEST 871.11 856.1 89.30 2.60 TITAN 2607.00 385.5 391.35 [0.2] GODREJCP 450.00 733.3 1536.50 1.10 MOTHER- SUMI 2840.00 358.1 275.00 [1.1] MCDOWELL-N 1669.00 722.2 2418.55 1.70 TCS 6992.50 335.7 2501.00 [3.4] IOC 1852.50 429.3 424.60 0.60 HINDZINC 362.00 311.4 169.00 [1.3]  OI addition : We saw long built up in jswsteel, ibrealestate, godrej corp, mcdowell, ioc while short built up was seen in colpal, titan, mothersumi, tcs, hindzinc.  OI Shedding : We saw short covering was seen in jswsteel, ktkbank, sail, bank india, tata global and long unwind- ing was seen in marico, bharat forge, hdfc bank, divislab, mindtree.
  • 3. DAILY DERIVATIVE REPORT 28 JUNE 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 30JUN2016 CE 220 1.70 11,994 53,121.43 OPTSTK SBIN 30JUN2016 CE 210 5.55 9,893 42,470.65 OPTSTK LT 30JUN2016 CE 1,500 5.55 7,099 32,136.32 OPTSTK TATAMOTORS 30JUN2016 CE 480 1.85 6,888 49,786.81 OPTSTK TATAMOTORS 30JUN2016 CE 460 5.70 6,783 47,346.02 MOST ACTIVE CALLS MOST ACTIVE PUTS Instrument Type Symbol Expiry Date Option Type Strike Price LTP Traded Volume (Contracts) Traded Value (Lakhs) OPTSTK SBIN 30JUN2016 PE 200 1.80 7,863 32,000.84 OPTSTK LT 30JUN2016 PE 1,400 14.55 7,196 30,653.02 OPTSTK TATAMOTORS 30JUN2016 PE 400 1.45 6,082 36,866.96 OPTSTK TATAMOTORS 30JUN2016 PE 440 6.75 5,802 39,324.51 OPTSTK TATAMOTORS 30JUN2016 PE 430 4.50 5,531 36,495.47 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 81801 4727.31 112415 6495.24 203874 12039.52 INDEX OPTIONS 1088719 63259.09 1042389 60566.93 1254343 75207.33 STOCK FUTURES 212150 10739.92 206080 10725.65 1076625 53377.41 STOCK OPTIONS 186703 9798.41 193766 10170.24 132348 6820.05
  • 4. DAILY DERIVATIVE REPORT 28 JUNE 2016 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. 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