DERIVATIVE HIGHLIGHTS FOR 30-11-2017:
DERIVATIVE HIGHLIGHTS FOR 29-11-2017:
DERIVATIVE HIGHLIGHTS FOR 28-11-2017:
DERIVATIVE HIGHLIGHTS FOR 27-11-2017:
DERIVATIVE HIGHLIGHTS FOR 24-11-2017:
DERIVATIVE HIGHLIGHTS FOR 23-11-2017:
DERIVATIVE HIGHLIGHTS FOR 21-11-2017:
DERIVATIVE HIGHLIGHTS FOR 20-11-2017:
DERIVATIVE HIGHLIGHTS FOR 17-11-2017:
DERIVATIVE HIGHLIGHTS FOR 16-11-2017:
DERIVATIVE HIGHLIGHTS FOR 15-11-2017:
DERIVATIVE HIGHLIGHTS FOR 14-11-2017:
DERIVATIVE HIGHLIGHTS FOR 13-11-2017:
DERIVATIVE HIGHLIGHTS FOR 10-11-2017:
DERIVATIVE HIGHLIGHTS FOR 09-11-2017:
DERIVATIVE HIGHLIGHTS FOR 08-11-2017:
DERIVATIVE HIGHLIGHTS FOR 07-11-2017:
DERIVATIVE HIGHLIGHTS FOR 06-11-2017:
DERIVATIVE HIGHLIGHTS FOR 03-11-2017:
DERIVATIVE HIGHLIGHTS FOR 02-11-2017:
DERIVATIVE HIGHLIGHTS FOR 01-11-2017:
·
The market-wide position in the derivative segment at the beginning of
the December series vis-à-vis November series stands at:
Particulars
|
December
Series
|
November
Series
|
%
Change
|
OVERALL
OI IN NO. OF SHARES (Cr.)
|
558.41
|
533.86
|
4.60%
|
NIFTY
FUT OI IN NO. OF SHARES (Cr.)
|
1.78
|
2.31
|
-22.94%
|
STOCK
FUT OI IN NO. OF SHARES (Cr.)
|
494.93
|
466.38
|
6.12%
|
BANK
NIFTY FUT OI (No. in Mn)
|
1.50
|
1.74
|
-13.79%
|
CALL
OPTION OI IN NO. OF SHARES (Cr.)
|
5.16
|
4.84
|
6.61%
|
PUT
OPTION OI IN NO. OF SHARES (Cr.)
|
6.82
|
6.77
|
0.74%
|
OI
(Rs. in crores)
|
293350.00
|
292326.00
|
0.35%
|
NIFTY
CLOSING
|
10226.55
|
10343.80
|
-1.13%
|
·
Overall rollover for the December series stands at 86% vs. 86% in the
last series and slightly higher than 3M Average of 85%. Nifty rollover for the
new series is on lower side at 63% vs. 73% in the last series and also lowers
than the 3M Average of 67%. Bank Nifty rollover too is on the lower side at 56%
vs. 69% in the new series and also lowers than the 3M Average of 67%.
·
Nifty OI PCR ratio stands at 1.32.
·
Stocks seen long build-up includes HDIL, JISLJAL, Fortis and Jet
Airways. Stocks seen short build-up includes ICIL and SREINFRA.
·
Option statistics: Nifty highest Call option OI for December series
stands at 10500 strike price. In today’s trading session, Nifty 10100, 10200
and 10300 call options seen addition in OI with IV increasing indicates buying
of option. Nifty highest Put Option OI for the December series stands at 10000
strike price. In today’s trading session, Nifty 10100, 10200 and 10300 put
options seen addition in OI with IV decreasing indicates writing of option.
·
As mentioned in the yesterday report, Nifty does slide towards the
support of 10220 once the immediate support of 10300 was broken down,
vindicating our view. Looking into the option data a sustain trade below 10220
will open further downside to the crucial support of 10990 level. On the upside
immediate resistance stands around the 10350 level.
DERIVATIVE HIGHLIGHTS FOR 29-11-2017:
·
Nifty future OI remains addition at 2.62 crores and Bank Nifty seen
unwinding of 0.9 lacs in OI.
·
Nifty OI PCR ratio decreased from 1.33 to 1.27.
·
Stocks seen long build-up includes Southbank, Justdial, Hexaware,
Escorts, NBCC and Bajaj Auto. Stocks seen short build-up includes Dalmia
Bharat, Petronet, DCBbank, Page Ind, ALBK, RCom, HDFC, SAIL, Ashok Leyland,
Eichermotor and Suzlon.
·
Option statistics: Nifty highest Call option OI for November series
stands at 10500 strike price. In today’s trading session, Nifty 10400 and 10450
call options seen addition in OI with IV increasing indicates buying of option.
Nifty highest Put Option OI for the November series stands at 10000 strike
price. In today’s trading session, Nifty 10350, 10400 and 10450 put options
seen unwinding in OI with IV increasing indicates covering by writers of
option.
·
Looking into the option data, Nifty immediate support stands around the
10300 and below that the next support stands around 10220. On the upside, Nifty
does cross the resistance of 10360 and is likely to move towards 10450-10490
level.
·
Overall rollover before E-1 trading day stands at 57% vs. 57% in the
last series. Nifty rollover before E-1 trading day stands at 46% vs. 44% in the
last series.
·
Stocks were the rollover before E-1 trading day is less than 50%
includes Heromotor, ALBK, Bank India, Canbank, Orientbank, PNB, HDIL,
Adaniport, Voltas, Dabur, VEDL, Coal India, Hindalco, IOC, Petronet, Divislab
and Idea. On back of lower rollover one can expect high volatility in the above
stocks.
·
Stocks in ban for trade on 30-Nov-2017: DHFL, GMRINFRA, Infibeam,
JPAssociate, JSWEnergy, Orient Bank, RCom and TV18BRDCST.
DERIVATIVE HIGHLIGHTS FOR 28-11-2017:
·
Nifty future seen addition of 3 lacs in OI and Bank Nifty seen unwinding
of 0.6 lacs in OI.
·
Nifty OI PCR ratio decreased from 1.45 to 1.33.
·
Stocks seen long build-up includes IGL, Biocon, HCC, Repco Home, OIL,
KPIT, Tata Global, BHEL and Mcdowell. Stocks seen short build-up includes RCom,
Rpower, RDEL, Chennai Petro, IndianB, Muthootfinance, Unionbank, Glenmark, REC,
Suzlon, Hexaware, PFC, Canbk and VGuard.
·
Option statistics: Nifty highest Call option OI for November series
stands at 10500 strike price. In today’s trading session, Nifty 10400 and 10500
call options seen addition in OI with IV increasing indicates buying of option.
Nifty highest Put Option OI for the November series stands at 10300 strike
price. In today’s trading session, Nifty 10300, 10400 and 10500 put options
seen unwinding in OI with IV increasing indicates covering by writers of
option.
·
Looking into the option data, Nifty immediate support stands around the
10260 and below that the crucial support of 10090. On the upside, Nifty does
cross the resistance of 10360 and is likely to move towards 10450-10490 level.
·
Overall rollover before E-2 trading days stands at 39% vs. 34% in the
last series. Nifty rollover before E-2 trading days stands at 39% vs. 32% in
the last series.
·
Stocks in ban for trade on 29-Nov-2017: DHFL, Fortis, GMRINFRA, HDIL,
Infibeam, Jet Airways, JISLJAL, JPAssociate, JSWEnergy, Orient Bank, Syndicate
Bank, TV18BRDCST and Wock Pharma.
DERIVATIVE HIGHLIGHTS FOR 27-11-2017:
·
Nifty future seen addition of 4 lacs in OI and Bank Nifty seen unwinding
of 0.4 lacs in OI.
·
Nifty OI PCR ratio decreased from 1.46 to 1.45.
·
Stocks seen long build-up includes Voltas, TV18BRDCST, DCBBank, Amaraja,
Tata Power, DLF, OIL, IDFCBank, CGPower, Tata Elxsi, Axis Bank and COLPAL.
Stocks seen short build-up includes NIITTech, BPCL, Canbk, Godfrey, Hexaware,
RECLtd, Adaniport and Adani Ent.
·
Option statistics: Nifty highest Call option OI for November series
stands at 10500 strike price. In today’s trading session, Nifty 10400 and 10500
call options seen addition in OI with IV increasing indicates buying of option.
Nifty highest Put Option OI for the November series stands at 10300 strike
price. In today’s trading session, Nifty 10400 put options seen addition in OI
with IV decreasing indicates writing of option.
·
Looking into the option data, Nifty immediate support stands around the
10260 and below that the crucial support of 10090. On the upside, Nifty does
cross the resistance of 10360 and is likely to move towards 10450-10490 level.
·
Overall rollover before E-3 trading days stands at 25% vs. 19% in the
last series. Nifty rollover before E-3 trading days stands at 32% vs. 17% in
the last series.
·
Stocks in ban for trade on 28-Nov-2017: DHFL, Fortis, GMRINFRA, HDIL,
Infibeam, Jet Airways, JISLJAL, JPAssociate, JSWEnergy, Just Dial, Orient Bank,
Syndicate Bank, TV18BRDCST and Wock Pharma.
DERIVATIVE HIGHLIGHTS FOR 24-11-2017:
·
Nifty future seen addition of 2 lacs in OI and Bank Nifty seen addition
of 1.4 lacs in OI.
·
Nifty OI PCR ratio increased from 1.35 to 1.46.
·
Stocks seen long build-up includes Jublfood, Syndicate Bank, RBLBank,
NCC, VGuard, IGL, Mannapuram, GMRInfra and Motherson. Stocks seen short
build-up includes Nestleind, Canbk, Godfrey, Grasim, Hexaware, Muthootfin,
L&TFH and HCC.
·
Option statistics: Nifty highest Call option OI for November series
stands at 10500 strike price. In today’s trading session, Nifty 10200, 10300
and 10400 call options seen unwinding in OI with IV increasing indicates
covering by writers of option. Nifty highest Put Option OI for the November
series stands at 10300 strike price. In today’s trading session, Nifty 10200,
10300 and 10400 put options seen addition in OI with IV increasing indicates
buying of option.
·
Looking into the option data, Nifty immediate support stands around the
10260 and below that the crucial support of 10090. On the upside, Nifty does
cross the resistance of 10360 and is likely to move towards 10450-10490 level.
·
Stocks in ban for trade on 27-Nov-2017: DHFL, Fortis, GMRINFRA, HDIL,
Infibeam, Jet Airways, JISLJAL, JPAssociate, JSWEnergy, Just Dial, RCom,
Syndicate Bank and Wock Pharma.
DERIVATIVE HIGHLIGHTS FOR 23-11-2017:
·
Nifty OI PCR ratio increased from 1.32 to
1.35.
·
Stocks seen long build-up includes SRF,
BHEL, Syndicate bank, BEML, Dishtv, Fortis, Ramco Cement and SAIL. Stocks seen
short build-up includes Motherson, ICICPru, Hexaware, Jet Airways, Rel Capital,
Canbank, Hindalco and Balkrishna.
·
Option statistics: Nifty highest Call
option OI for November series stands at 10500 strike price. In today’s trading
session, Nifty 10200 and 10300 call options seen unwinding in OI with IV increasing
indicates covering by writers of option. Nifty highest Put Option OI for the November
series stands at 10300 strike price. In today’s trading session, Nifty 10200, 10300
and 10400 put options seen addition in OI with IV decreasing indicates writing
of option.
·
Looking into the option data, Nifty
immediate support stands around the 10250 and below that the crucial support of
10090. On the upside, a sustain trade above 10360 will open the upside of
10450-10500 level.
·
Stocks in ban for trade on 24-Nov-2017:
DHFL, DLF, Fortis, HDIL, Infibeam, Jet Airways, JISLJAL, JPAssociate,
JSWEnergy, Just Dial, RCom, TV18BRDCST and Wock Pharma.
DERIVATIVE HIGHLIGHTS FOR 21-11-2017:
·
Nifty
future seen unwinding of 6 lacs in OI and Bank Nifty seen addition of 0.1 lacs
in OI.
·
Nifty
OI PCR ratio increased from 1.23 to 1.30.
·
Stocks
seen long build-up includes Kajaria Ceramic, NTPC, VGuard, JISLJAL, Wock Pharma,
SAIL, SUNTV, NBCC, Hexaware and Escorts. Stocks seen short build-up includes
L&TFH, Shree Cement, Power Grid, LICHSGFIN, LT, Ambuja Cement, ALBK, Coal
India, Nationalum, Motherson and Engineersind.
·
Option
statistics: Nifty highest Call option OI for November series stands at 10500
strike price. In today’s trading session, Nifty 10200, 10300 and 10400 call
options seen unwinding in OI with IV increasing indicates covering by writers of
option. Nifty highest Put Option OI for the November series stands at 10300
strike price. In today’s trading session, Nifty 10300 and 10400 put options seen
addition in OI with IV decreasing indicates writing of
option.
·
Looking
into the option data, Nifty immediate support stands around the 10250 and below
that the crucial support of 10090. On the upside, a sustain trade above 10340
will open the upside of 10450-10500 level.
·
Stocks
in ban for trade on 22-Nov-2017: DHFL, DLF, HDIL, ICIL, Infibeam, JISLJAL,
JPAssociate, JSWEnergy, Just Dial, KSCL, RCom, RelCapital, TV18BRDCST and Wock
Pharma.
DERIVATIVE HIGHLIGHTS FOR 20-11-2017:
·
Nifty
future seen addition of 3 lacs in OI and Bank Nifty seen addition of 0.4 lacs in
OI.
·
Nifty
OI PCR ratio remains flat at 1.23.
·
Stocks
seen long build-up includes Tata Power, Voltas, Ajanta Pharma, Tata Elxsi,
Ujjivan, NTPC, Jindal Steel, Nestle, Engineersind, Bank Baroda, TV18 and VGuard.
Stocks seen short build-up includes Shree Cement, Balkrishna, NBCC, Chennai
Petro, MGL, ACC, Adani Port and Infy.
·
Option
statistics: Nifty highest Call option OI for November series stands at 10500
strike price. In today’s trading session, Nifty 10300 call options seen addition
in OI with IV increasing indicates buying of option. Nifty highest Put Option OI
for the November series stands at 10200 strike price. In today’s trading
session, Nifty 10200 and 10300 put options seen addition in OI with IV
increasing indicates buying of option.
·
Looking
into the option data, Nifty immediate support stands around the 10200 and below
that the crucial support of 10090. On the upside, a sustain trade above 10340
will open the upside of 10450-10500 level.
·
Stocks
in ban for trade on 21-Nov-2017: DHFL, DLF, HDIL, ICIL, Infibeam, Jet Airways,
JPAssociate, JSWEnergy, Just Dial, KSCL, RCom, RelCapital and
TV18BRDCST.
·
Nifty
future seen unwinding of 1 lakh in OI and Bank Nifty seen addition of 1.6 lacs
in OI.
·
Nifty
OI PCR ratio increased from 1.21 to 1.23.
·
Stocks
seen long build-up includes Justdial, HDIL, Balkrishna, Tata Power, Ramcocem,
DLF, SRF, ICIL, Syndicate Bank and Biocon. Stocks seen short build-up includes
MGL, Hexaware, ONGC, Wirpo and Orientbank.
·
Option
statistics: Nifty highest Call option OI for November series stands at 10500
strike price. In today’s trading session, Nifty 10100, 10200 and 10300 call
options seen unwinding in OI with IV increasing indicates covering by writers of
option. Nifty highest Put Option OI for the November series stands at 10000
strike price. In today’s trading session, Nifty 10300 put options seen addition
in OI with IV increasing indicates buying of
option.
·
Looking
into the option data, Nifty immediate support stands around the 10200 and below
that the crucial support of 10090. On the upside, a sustain trade above 10340
will open the upside of 10450-10500 level.
·
Stocks
in ban for trade on 20-Nov-2017: DHFL, DLF, HDIL, ICIL, Infibeam, Jet Airways,
JPAssociate, JSWEnergy, KSCL, RCom and RelCapital.
DERIVATIVE HIGHLIGHTS FOR 16-11-2017:
·
Nifty
future seen unwinding of 5 lacs in OI and Bank Nifty seen unwinding of 0.4 lacs
in OI.
·
Nifty
OI PCR ratio increased from 1.13 to 1.21.
·
Stocks
seen long build-up includes Pageind, Voltas, Bank India, HDIL, IndianB,
Manappuram, Jublfood, JISLJAL, DLF, Nationalum, Torntpower, CholaFinance, PNB
and SRF. Stocks seen short build-up includes MGL, DCBBank, Cummins, IGL, Nestle,
Ambuja Cement, Grasim and Adaniport.
·
Option
statistics: Nifty highest Call option OI for November series stands at 10500
strike price. In today’s trading session, Nifty 10100, 10200 and 10300 call
options seen unwinding in OI with IV decreasing indicates profit booking of
option. Nifty highest Put Option OI for the November series stands at 10200
strike price. In today’s trading session, Nifty 10100 and 10200 put options seen
addition in OI with IV decreasing indicates writing of
option.
·
Looking
into the option data, Nifty immediate support stands around the 10090. On the
upside, immediate resistance stands around the 10250 level and a sustain trade
above 10250 will open upside of 10320-10400 level.
DERIVATIVE HIGHLIGHTS FOR 15-11-2017:
·
Nifty
future seen unwinding of 6 lacs in OI and Bank Nifty seen unwinding of 0.3 lacs
in OI.
·
Nifty
OI PCR ratio decreased from 1.19 to 1.13.
·
Stocks
seen long build-up includes Balkrishna, ICIL, MRF, Pageind and Amaraja. Stocks
seen short build-up includes Jet Airways, Bata India, IGL, VGuard, Rel Capital,
REC, Sreinfra, RCom, Petronet, Marico, PFC, Nationalum, Relinfra and
Canbank.
·
Option
statistics: Nifty highest Call option OI for November series stands at 10500
strike price. In today’s trading session, Nifty 10100, 10200 and 10300 call
options seen addition in OI with IV decreasing indicates writing of option.
Nifty highest Put Option OI for the November series stands at 10200 strike
price. In today’s trading session, Nifty 10200 and 10300 put options seen
unwinding in OI with IV decreasing indicates profit booking of
option.
·
Looking
into the option data, a sustain trade below 10090 on Nifty will open further
downside of 10000-9950 level. On the upside, immediate resistance stands around
the 10240 level.
·
Stocks
in ban for trade on 16-Nov-2017 include DHFL, IBReal Estate, India Cement,
Infibeam, Jet Airways, JPAssociate, JSWEnergy, Justdial, KSCL, RCom and
RelCapital.
DERIVATIVE HIGHLIGHTS FOR 14-11-2017:
·
Nifty
future seen unwinding of 11 lacs in OI and Bank Nifty seen unwinding of 0.4 lacs
in OI.
·
Nifty
OI PCR ratio decreased from 1.22 to 1.19.
·
Stocks
seen long build-up includes Repco Home, Voltas, Tata Global, NBCC, Ujjivan, Bank
Baroda, M&M and VGuard. Stocks seen short build-up includes Infratel, Bata
India, IBullhsgfin, Bata India, Marico, Muthootfin, RCom, Torntpower, Canbank,
NCC and Nationalum.
·
Option
statistics: Nifty highest Call option OI for November series stands at 10500
strike price. In today’s trading session, Nifty 10200, 10300 and 10400 call
options seen addition in OI with IV decreasing indicates writing of option.
Nifty highest Put Option OI for the November series stands at 10200 strike
price. In today’s trading session, Nifty 10200, 10300 and 10400 put options seen
unwinding in OI with IV decreasing indicates profit booking of
option.
·
As
mentioned in the last report, Nifty does breaks the immediate support of 10250
and is likely to move towards the downside level of 10160. On the upside,
immediate resistance stands around the 10280 level.
·
Stocks
in ban for trade on 15-Nov-2017 include DHFL, HDIL, IBReal Estate, India Cement,
Infibeam, JISLJAL, JPAssociate, JSWEnergy, Justdial and
KSCL.
DERIVATIVE HIGHLIGHTS FOR 13-11-2017:
·
Nifty
future seen addition of 7 lacs in OI and Bank Nifty seen addition of 0.1 lacs in
OI.
·
Nifty
OI PCR ratio decreased from 1.33 to 1.22.
·
Stocks
seen long build-up includes JPAssociate, Tata Elxsi, Wock Pharma, Petronet, PVR,
MRF, Hexaware and Jindal Steel. Stocks seen short build-up includes Cadila,
Apollo Hospital, DLF, HDFC, Cummins, PTC, Muthootfin, GodrejCp, PcJeweller,
Infrarel, KSCL, MCX and ALBK.
·
Option
statistics: Nifty highest Call option OI for November series stands at 10500
strike price. In today’s trading session, Nifty 10300, 10400 and 10500 call
options seen addition in OI with IV increasing indicates buying of option. Nifty
highest Put Option OI for the November series stands at 10200 strike price. In
today’s trading session, Nifty 10300, 10400 and 10500 put options seen unwinding
in OI with IV decreasing indicates profit booking of
option.
·
As
mentioned in the last report, Nifty does breaks the immediate support of 10250
and is likely to move towards the downside level of 10150. On the upside,
immediate resistance stands around the 10320 level.
DERIVATIVE HIGHLIGHTS FOR 10-11-2017:
·
Nifty
future seen addition of 10 lacs in OI and Bank Nifty seen addition of 0.9 lacs
in OI.
·
Nifty
OI PCR ratio decreased from 1.36 to 1.33.
·
Stocks
seen long build-up includes MRF, Godfrey, Justdial, SBIN, Axisbank, GAIL,
Siemens, JPAssociate, LT, Syndicate Bank and M&M. Stocks seen short build-up
includes Bank India, OIL, MGL, Cadila, Havells, Auro Pharma, Pageind, Petronet,
ICIL and Chennai Petro.
·
Option
statistics: Nifty highest Call option OI for November series stands at 10500
strike price. In today’s trading session, Nifty 10300 call options seen addition
in OI with IV decreasing indicates writing of option. Nifty highest Put Option
OI for the November series stands at 10200 strike price. In today’s trading
session, Nifty 10300 put option seen addition in OI with IV increasing indicates
buying of option.
·
Looking
into the option data, a sustain trade below 10250 will open further downside
level of 10150. On the upside, immediate resistance stands around the 10400
level.
·
Stocks
in ban for trade on 13-Nov-2017: DHFL, HDIL, IBREAL EST, INDIACEM, INFIBEAM,
JETAIRWAYS, JISLJAL, JSWENERGY, JUSTDIAL and RCOM.
DERIVATIVE HIGHLIGHTS FOR 09-11-2017:
·
Nifty
future seen addition of 2 lacs in OI and Bank Nifty seen addition of 0.1 lacs in
OI.
·
Nifty
OI PCR ratio decreased from 1.37 to 1.36.
·
Stocks
seen long build-up includes Pageind, NIITech, Kajaria, Petronet, IndianB,
Cholafinance, Tata Elxsi, VGuard, Bank India, Tata Motors, Suntv and Ceat.
Stocks seen short build-up includes MGL, Infratel, NCC, Shree Cement, ITC, Rel
Capital, Cadila, Lupin, Granules, Wock Pharma and
HDFC.
·
Option
statistics: Nifty highest Call option OI for November series stands at 10500
strike price. In today’s trading session, Nifty 10300 and 10400 call options
seen addition in OI with IV decreasing indicates writing of option. Nifty
highest Put Option OI for the November series stands at 10200 strike price. In
today’s trading session, Nifty 10400 and 10500 put options seen unwinding in OI
with IV decreasing indicates profit booking of option while 10300 put option
seen addition in OI with IV decreasing indicates writing of
option.
·
Looking
into the option data, a sustain trade below 10265 will open further downside
level of 10170. On the upside, immediate resistance stands around the 10390
level.
DERIVATIVE HIGHLIGHTS FOR 08-11-2017:
·
Nifty
future seen addition of 1 lakh in OI and Bank Nifty seen unwinding of 0.3 lacs
in OI.
·
Nifty
OI PCR ratio decreased from 1.43 to 1.37.
·
Stocks
seen long build-up includes Coal India, Chennai Petro, Jet Airways, Nestle, Tata
Elxsi, HCC, Axis Bank and Indusindbank. Stocks seen short build-up includes
Bharti Airtel, Tata Motor, COLPAL, DCBBank, GSFC, Orient Bank, Yes Bank, Indigo,
Reliance and Heromotor.
·
Option
statistics: Nifty highest Call option OI for November series stands at 10500
strike price. In today’s trading session, Nifty 10300, 10400 and 10500 call
options seen addition in OI with IV increasing indicates writing of option.
Nifty highest Put Option OI for the November series stands at 10000 strike
price. In today’s trading session, Nifty 10300, 10400 and 10500 put options seen
unwinding in OI with IV decreasing indicates profit booking of
option.
·
As
mentioned in the yesterday report, Nifty does slide towards the level of 10285,
making a low of 10285.5, vindicating our view. Looking into the option data, a
move below 10285 will open further downside of 10200-10140 level. On the upside,
immediate resistance stands around the 10420 level.
·
Stocks
in ban for trade on 9-Nov-2017: DHFL, HDIL, IBReal Estate, India Cement,
Infibeam, Jet Airways, JSWEnergy and RCom.
DERIVATIVE HIGHLIGHTS FOR 07-11-2017:
·
Nifty
future seen unwinding of 13 lacs in OI and Bank Nifty seen unwinding of 0.4 lacs
in OI.
·
Nifty
OI PCR ratio decreased from 1.56 to 1.43.
·
Stocks
seen long build-up includes NBCC, Arvind, OFSS, Nestle, Bharat Forge, OIL and
Hind Petro. Stocks seen short build-up includes Lupin, Muthootfin, IOC, India
Cement, CONCOR, ONGC, PTC, Apollo Hospital, Cipla and Tata
Motor.
·
Option
statistics: Nifty highest Call option OI for November series stands at 10500
strike price. In today’s trading session, Nifty 10400 and 10500 call options
seen addition in OI with IV increasing indicates buying of option. Nifty highest
Put Option OI for the November series stands at 10000 strike price. In today’s
trading session, Nifty 10300, 10400 and 10500 put options seen unwinding in OI
with IV decreasing indicates profit booking of
option.
·
Looking
into the option data, Nifty has broken the immediate support of 10380 and is
likely to move towards 10320-10285 level. On the upside, immediate resistance
stands around the 10440 level.
·
Stocks
in ban for trade on 8-Nov-2017: DHFL, HDIL, IBReal Estate, India Cement,
Infibeam, JSWEnergy, RCom and Wock Pharma.
DERIVATIVE HIGHLIGHTS FOR 06-11-2017:
·
Nifty
future seen addition of 2 lacs in OI and Bank Nifty seen addition of 1.5 lacs in
OI.
·
Nifty
OI PCR ratio increased from 1.55 to 1.56.
·
Stocks
seen long build-up includes Wock Pharma, Nestle Ind, Chola Finance, UBL, Dishtv,
PcJeweller, Titan, PEL, Balkrishna, Castrol, Tata Motor, MGL and Ramco Cement.
Stocks seen short build-up includes SRF, Pidilite, DHFL, India Cement, IOC,
RDEL, Exideind and RelCapital.
·
Option
statistics: Nifty highest Call option OI for November series stands at 10500
strike price. In today’s trading session, Nifty 10400 and 10500 call options
seen addition in OI with IV increasing indicates buying of option. Nifty highest
Put Option OI for the November series stands at 10000 strike price. In today’s
trading session, Nifty 10300, 10400 and 10500 put options seen addition in OI
with IV increasing indicates buying of option.
·
Looking
into the option data, Nifty likely to move towards the level of 10520-10600. On
the downside, immediate support stands around 10385 levels and below that 10320
level.
·
Stocks
in ban for trade on 7-Nov-2017: DHFL, HDIL, IBReal Estate, Infibeam, JSWEnergy,
RCom and Wock Pharma.
DERIVATIVE HIGHLIGHTS FOR 03-11-2017:
·
Nifty
future seen addition of 6 lacs in OI and Bank Nifty seen addition of 1.4 lacs in
OI.
·
Nifty
OI PCR ratio increased from 1.52 to 1.55.
·
Stocks
seen long build-up includes Arvind, UBL, Ujjivan, Nestle, Engieers, Ramcocem,
SAIL, Bank Baroda, KTKBank and Tata Motors. Stocks seen short build-up includes
Torntpharma, Tata Power, Kotakbank, Power Grid, Federal Bank, PFC, ICICPru, HCC,
Andhrabank, PEL and MCX.
·
Option
statistics: Nifty highest Call option OI for November series stands at 10500
strike price. In today’s trading session, Nifty 10300 and 10500 call options
seen unwinding in OI with IV decreasing indicates profit booking of option.
Nifty highest Put Option OI for the November series stands at 10000 strike
price. In today’s trading session, Nifty 10300, 10400 and 10500 put options seen
addition in OI with IV decreasing indicates writing of
option.
·
Looking
into the option data, Nifty likely to move towards the level of 10520-10600. On
the downside, immediate support stands around 10385 levels and below that 10320
level.
·
Stocks
in ban for trade on 6-Nov-2017: HDIL, IBReal Estate, JSWEnergy and
RCom.
DERIVATIVE HIGHLIGHTS FOR 02-11-2017:
·
Nifty
future seen addition of 11 lacs in OI and Bank Nifty seen unwinding of 0.5 lacs
in OI.
·
Nifty
OI PCR ratio increased from 1.50 to 1.52.
·
Stocks
seen long build-up includes Hexaware, Titan, Tornt Pharma, Power Grid, IndianB,
JISLJAL, ICICIBank, Castrol, UBL, Cadila, Ajanta Pharma and Adani Port. Stocks
seen short build-up includes Canbk, Pidiliteind, Apollo Tyre, Unionbank, IGL,
Hindalco, MCX, Marico, STAR and ITC.
·
Option
statistics: Nifty highest Call option OI for November series stands at 10500
strike price. In today’s trading session, Nifty 10200, 10300 and 10500 call
options seen unwinding in OI with IV decreasing indicates profit booking of
option. Nifty highest Put Option OI for the November series stands at 10000
strike price. In today’s trading session, Nifty 10300, 10400 and 10500 put
options seen addition in OI with IV decreasing indicates writing of
option.
·
Looking
into the option data, a sustain trade above 10450 will open the upside of
10520-10600. On the downside, immediate support stands around 10385 levels and
below that 10320 level.
DERIVATIVE HIGHLIGHTS FOR 01-11-2017:
·
Nifty
OI PCR ratio increased from 1.45 to 1.50.
·
Stocks
seen long build-up includes VGuard, Chola Finance, IBReal Estate, Bharti Airtel,
MGL, HDIL, Godfrey, IDFCBank, Hindalco, IndianB, SRTransfin, Muthootfinance and
CGPower. Stocks seen short build-up includes Hexaware, Escort, Power Grid,
Drreddy, Eicher Motor, UPL, TVSMotor and Pidilite.
·
Option
statistics: Nifty highest Call option OI for November series stands at 10500
strike price. In today’s trading session, Nifty 10500 call options seen addition
in OI with IV increasing indicates buying of option. Nifty highest Put Option OI
for the November series stands at 10000 strike price. In today’s trading
session, Nifty 10300, 10400 and 10500 put options seen addition in OI with IV
decreasing indicates writing of option.
·
As
mentioned Nifty does achieved the upside target of 10450, vindicating our view.
Looking into the option data, a sustain trade above 10450 will open the upside
of 10520-10600. On the downside, immediate support stands around 10360 levels.
·
Stocks
in ban for trade on 2-Nov-2017: HDIL, JSWENERGY and
WOCKPHARMA.
Disclaimer: Due care has been taken in preparing the above document.
However, this document is not, and should not be construed, as an offer to sell
or solicitation to buy any securities. Any act of buying, selling or otherwise
dealing in any securities referred to in this document shall be at investors
sole risk and responsibility.