DERIVATIVE HIGHLIGHTS FOR 01-11-2018
·
Nifty future OI remains flat at 2.40 crores and Bank Nifty seen
unwinding of 1.1 lacs in OI.
·
Nifty OI PCR Ratio decreased from 1.56 to 1.53
·
Stocks seen long build-up includes IGL, Shree Cement, PcJeweller, MGL,
DLF, Hindalco, Siemens, Escorts, CAPF, RelCapital and Ajanta Pharma.
Stocks seen short build-up includes CoalIndia, Voltas, Exideind, GodrejCP,
Justdial, Kotakbank and Asianpaint.
·
Option statistics: Nifty highest Call option OI for November series
stands at 10700 strike price. In today’s trading session, Nifty 10400 call
options seen unwinding in OI with IV increasing indicates buying of option.
Nifty highest Put Option OI for the November series stand at 10000 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, a sustain trade above today’s high 10441
level will open the upside of 10550-10700 level. On the downside, immediate
support stands around the 10200 level and below that the strong support in the
vicinity of 10000-9950 level.
DERIVATIVE HIGHLIGHTS FOR 31-10-2018
·
Nifty future seen addition of 12 lacs in OI and Bank Nifty seen addition
of 0.3 lacs in OI.
·
Nifty OI PCR Ratio increased from 1.49 to 1.56
·
Stocks seen long build-up includes Cummins, ALBK, Ajantapharma,
Torntpower, CONCOR, VGuard, OFSS, Bajaj Auto, Bata India, INFY, Shree Cement
and Marico. Stocks seen short build-up includes Coalindia, CESC, Syndibank,
Justdial, Tata Global, Apollo hospital, Arvind, Kotakbank and Maruti.
·
Option statistics: Nifty highest Call option OI for November series
stands at 10700 strike price. In today’s trading session, Nifty 10200, 10300
and 10400 call options seen unwinding in OI with IV decreasing indicates profit
booking of option. Nifty highest Put Option OI for the November series stand at
10000 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.
·
In today’s trading session, FII were net buyers to the tune of Rs. 737
crores in Index Futures; FIIs added 20282 longs and added 13909 shorts in Index
futures. FII Index long exposure is at 34.2% vs. 29.2% at the beginning of the
November series. In Index options, FII were net sellers to the tune of Rs. 62
crores; FIIs added 20075 in Index call long, added 4107 in Index put long,
unwounded 978 in Index call shorts and added 28014 in Index put shorts.
·
Nifty traded with some amid volatility in today’s trading session and as
mentioned does move towards the level of 10400 above the 10290 resistance cross
over. Looking into the option data, a sustain trade above 10400 level will open
the upside of 10550-10700 level. On the downside, immediate support stands
around the 10100 level and below that the strong support in the vicinity of
10000-9950 level.
DERIVATIVE HIGHLIGHTS FOR 30-10-2018
·
Nifty future seen unwinding of 2 lacs in OI and Bank Nifty seen
unwinding of 0.9 lacs in OI.
·
Nifty OI PCR Ratio decreased from 1.51 to 1.549
·
Stocks seen long build-up includes Justdial, Dalmiabharat, Unionbank,
UBL, Hindzinc, Syndibank, Mindtree, Infibeam, Escorts, IGL and BOSCH. Stocks
seen short build-up includes Motherson, Voltas, Cummins, Indusindbank,
Eichermotor, NIITTech, LICHSGFIN, DCBbank and Kotabank.
·
Option statistics: Nifty highest Call option OI for November series
stands at 11000 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 stand at 10000 strike
price. In today’s trading session, Nifty 10200 and 10300 put options seen
addition in OI with IV increasing indicates buying of option.
·
In today’s trading session, FII were net buyers to the tune of Rs. 201
crores in Index Futures; FIIs unwounded 650 longs and unwounded 4000 shorts in
Index futures. FII Index long exposure is at 31.6% vs. 29.2% at the beginning
of the November series. In Index options, FII were net buyers to the tune of
Rs. 504 crores; FIIs added 6879 in Index call long, added 23301 in Index put
long, added 12329 in Index call shorts and added 10658 in Index put shorts.
·
Nifty does resisted at the level of 10290, making a high of 10285 and
finally close at 10198 level. Looking into the option data, a move above 10290
will open the upside of 10400 levels. On the downside, immediate support stands
around the 10150 level and below that the strong support in the vicinity of
10000-9950 level.
DERIVATIVE HIGHLIGHTS FOR 29-10-2018
·
Nifty future OI remains flat at 2.30 crores and Bank Nifty seen
unwinding of 0.9 lacs in OI.
·
Nifty OI PCR Ratio increased from 1.44 to 1.51.
·
Stocks seen long build-up includes Divislab, Voltas, Tata Power, Grasim,
Canbk, Torntpower, Torntpharma, LICHsgfin, Repco Home, Tata Global, ALBK,
Granules, Muthootfinance, Tata Steel, ICICIBank, Orientbank and UBL. Stocks
seen short build-up includes COLPAL, Jetairways, Shree Cement, Infratel and
Infibeam.
·
Option statistics: Nifty highest Call option OI for November series
stands at 11000 strike price. In today’s trading session, Nifty 10200 and 10300
call options seen addition in OI with IV increasing indicates buying of option.
Nifty highest Put Option OI for the November series stand at 10000 strike
price. In today’s trading session, Nifty 10100, 10200 and 10300 put options
seen addition in OI with IV increasing indicates buying of option.
·
Nifty does cross the immediate resistance of 10170 and move towards the
level of 10290, making a high of 10275, vindicating our view. Looking into the
option data, Nifty likely to move towards the level of 10400 above the 10290
level. On the downside, immediate support stands around the 10140 level and
below that the strong support in the vicinity of 10000-9950 level.
DERIVATIVE HIGHLIGHTS FOR 26-10-2018
·
Nifty future seen addition of 10 lacs in OI and Bank Nifty seen addition
of 1 lakh in OI.
·
Nifty OI PCR Ratio decreased from 1.49 to 1.44.
·
Stocks seen long build-up includes Arvind, BEL, SRF, Tata Motors, MRF,
Marico, Tata Steel and VGuard. Stocks seen short build-up includes Equitas,
Grasim, Repco Home, UBL, Hexawre, Voltas, Rel Capital, BHEL, ONGC, Kotakbank,
BEML, Yesbank and ZEEL.
·
Option statistics: Nifty highest Call option OI for November series
stands at 11000 strike price. In today’s trading session, Nifty 10000, 10100
and 10200 call options seen addition in OI with IV decreasing indicates writing
of option. Nifty highest Put Option OI for the November series stand at 10000
strike price. In today’s trading session, Nifty 10000 and 10100 put options
seen addition in OI with IV increasing indicates buying of option.
·
In today’s trading session, FII were net sellers to the tune of Rs. 147
crores in Index Futures; FIIs added 8661 longs and added 10485 shorts in Index
futures. FII Index long exposure is at 30.1% vs. 29.2% at the beginning of the
November series. In Index options, FII were net buyers to the tune of Rs. 764
crores; FIIs added 7840 in Index call long, added 89415 in Index put long,
added 22183 in Index call shorts and added 18530 in Index put shorts.
·
Nifty does break the level of 10100 and the next support level to watch
out will be 9950. A sustain trade below 9950; can lead to further correction
towards the level of 9850-9700. On the upside, Nifty immediate resistance
stands around the 10170 level and above that 10290 level.
DERIVATIVE HIGHLIGHTS FOR 25-10-2018
·
The market-wide position in the derivative segment at the beginning of
the November series vis-à-vis October series stands at:
Particulars
|
November
Series
|
October
Series
|
%
Change
|
OVERALL
OI IN NO. OF SHARES (Cr.)
|
484.58
|
533.61
|
-9.19%
|
NIFTY
FUT OI IN NO. OF SHARES (Cr.)
|
2.20
|
1.72
|
27.91%
|
STOCK
FUT OI IN NO. OF SHARES (Cr.)
|
429.07
|
466.54
|
-8.03%
|
BANK
NIFTY FUT OI (No. in Mn)
|
1.70
|
1.37
|
24.09%
|
CALL
OPTION OI IN NO. OF SHARES (Cr.)
|
3.47
|
3.64
|
-4.67%
|
PUT
OPTION OI IN NO. OF SHARES (Cr.)
|
5.17
|
4.92
|
5.08%
|
OI
(Rs. in crores)
|
241487.00
|
261658.00
|
-7.71%
|
NIFTY
CLOSING
|
10124.90
|
10977.55
|
-7.77%
|
·
The Overall rollover for the new series stands at 85% vs. 87% in the
last series and also lowers than the 3M Average of 89%. Nifty rollover is on
the higher side at 76% vs. 63% in the last series and also higher than the 3M
Average of 68%. Bank Nifty rollover too is on the higher side at 79% vs. 66% in
the last series and also higher than the 3M Average of 70%.
·
Option statistics: Nifty highest Call option OI for November series
stands at 11000 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 November series stand at 10000
strike price. In today’s trading session, Nifty 10100, 10200 and 10300 put
options seen addition in OI with IV increasing indicates buying of option.
·
Looking into the option data, Nifty immediate resistance stands around
the 10220 level and a sustain above this level can take Nifty towards the level
of 10290-10400. On the downside, immediate support on the closing basis holds
in the vicinity of 10100-10120 level and below that 9950 level.
DERIVATIVE HIGHLIGHTS FOR 24-10-2018
·
Nifty future seen addition of 20 lacs in OI and Bank Nifty future seen
addition of 3 lacs in OI.
·
Nifty OI PCR ratio increased from 1.04 to 1.10.
·
Stocks seen long build-up includes Engineersind, Adanipower, GAIL,
Exideind, Idea, Indigo, JPAssociate, Eicher Motor, Bajaj Finserv, Hind Petro,
Repco Home and MCX. Stocks seen short build-up includes CONCOR, Yesbank,
Suzlon, Grasim, Infratel, DHFL, Bajaj Auto, LICHSGFIN, Jindal Steel and
Divislab.
·
Option statistics: Nifty highest Call option OI for October series
stands at 11000 strike price. In today’s trading session, Nifty 10100 and 10200
call options seen unwinding in OI with IV decreasing indicates profit booking
of option. Nifty highest Put Option OI for the October series stand at 10000
strike price. In today’s trading session, Nifty 10100 and 10200 put options
seen addition in OI with IV decreasing indicates writiing of option.
·
Overall rollover before E-1 day stands at 61% vs. 63% in the last
series. Nifty rollover before E-1 day is on the higher side at 65% vs. 43% in
the last series.
·
Stocks were the rollover before E-1 day is lower than 50% includes Arvind,
Heromotor, PFC, Strtransfin, Colgate, JSWSteel, GAIL, Petronet, Cipla, NTPC,
Tata Power and Engineersind.
·
Looking into the option data, Nifty immediate resistance stands around
the 10300 level and a sustain above this level can take Nifty towards the level
of 10400. On the downside, immediate support holds at the level of 10100-10120
level and below that 10000-9950 level.
DERIVATIVE HIGHLIGHTS FOR 23-10-2018
·
Nifty future seen addition of 17 lacs in OI and Bank Nifty future seen
addition of 1.4 lacs in OI.
·
Nifty OI PCR ratio decreased from 1.10 to 1.04.
·
Stocks seen long build-up includes DalmiaBharat, Bajaj Auto,
ICICIPrulife, TVSMotor, IBulhsgfin, DHFL, Tata Chem and Kotakbank. Stocks seen
short build-up includes KSCL, Ambujacement, Dishtv, HDFCbank, HCC, RPower,
CGPower, BPCL, Hexaware and OIL.
·
Option statistics: Nifty highest Call option OI for October series
stands at 11000 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 October series stand at 10000
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.
·
Overall rollover before E-2 days stands at 45% vs. 44% in the last
series. Nifty rollover before E-2 days stands at 46% vs. 30% in the last
series.
·
In today’s trading session, FII were net sellers to the tune of Rs. 577
crores in Index Futures; FIIs added 18607 longs and added 25337 shorts in Index
futures. FII Index long exposure is at 35.1% vs. 48.1% at the beginning of the
October series. In Index options, FII were net buyers to the tune of Rs. 542
crores; FIIs unwounded 1350 in Index call long, unwounded 6912 in Index put
long, added 5951 in Index call shorts and unwounded 19935 in Index put shorts.
·
Looking into the option data, Nifty does break the support level of
10140 in the intraday and is likely to move towards the level of 10000-9950. On
the upside, immediate resistance stands around the 10370 level and above that
10710-10760 level.
DERIVATIVE HIGHLIGHTS FOR 22-10-2018
·
Nifty future OI remains flat at 2.26 crores and Bank Nifty future seen
addition of 2 lacs in OI.
·
Nifty OI PCR ratio increased from 1.07 to 1.10.
·
Stocks seen long build-up includes UBL, Pidilite, NBCC, ICICIBank,
Nestle, BHEL, Amaraja and IRB. Stocks seen short build-up includes HindZinc,
HCC, CONCOR, Indigo, Canbk, RBLBank, Tata Power, SAIL, Kotakbank, IFCI, Dishtv
and ICICIPrulife.
·
Option statistics: Nifty highest Call option OI for October series
stands at 11000 strike price. In today’s trading session, Nifty 10200, 10300
and 10400 call options seen addition in OI with IV increasing indicates buying
of option. Nifty highest Put Option OI for the October series stand at 10000
strike price. In today’s trading session, Nifty 10200 and 10300 put options
seen addition in OI with IV increasing indicates buying of option.
·
In today’s trading session, FII were net buyers to the tune of Rs. 525
crores in Index Futures; FIIs added 23 longs and unwounded 6563 shorts in Index
futures. FII Index long exposure is at 33.9% vs. 48.1% at the beginning of the
October series. In Index options, FII were net buyers to the tune of Rs. 942 crores;
FIIs added 7112 in Index call long, added 20702 in Index put long, added 2962
in Index call shorts and added 14000 in Index put shorts.
·
Looking into the option data, the crucial support stands around the
10140 level and below that 9950 level. On the upside, immediate resistance
stands around the 10450 level and above that 10710-10760 level.
DERIVATIVE HIGHLIGHTS FOR 19-10-2018
·
Nifty future seen unwinding of 3 lacs in OI and Bank Nifty future seen
addition of 3 lacs in OI.
·
Nifty OI PCR ratio decreased from 1.11 to 1.07.
·
Stocks seen long build-up includes Hindzinc, Torntpower, Voltas,
Chennaipetro, Havells and MRPL. Stocks seen short build-up includes Repcohome,
ACC, Mindtree, Orientbank, RBLBank, PEL, NBCC, VGuard, Adanipower, Siemens, HCC
and TV18.
·
Option statistics: Nifty highest Call option OI for October series
stands at 11000 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 October series stand 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.
·
In today’s trading session, FII were net sellers to the tune of Rs. 438
crores in Index Futures; FIIs added 2012 longs and added 7316 shorts in Index
futures. FII Index long exposure is at 33.1% vs. 48.1% at the beginning of the
October series. In Index options, FII were net sellers to the tune of Rs. 2584
crores; FIIs added 4268 in Index call long, unwounded 198 in Index put long,
added 24968 in Index call shorts and added 4951 in Index put shorts.
·
On back of weak global cues, Nifty open almost near to the support level
of 10290 below the 10400 support level taken out. Looking into the option data,
the crucial support stands around the 10140 level and below that 9950 level. On
the upside, immediate resistance stands around the 10480 level and above that
10710-10760 level.
DERIVATIVE HIGHLIGHTS FOR 17-10-2018
·
Nifty future seen unwinding of 1 lakh in OI and Bank Nifty future seen
unwinding of 1.5 lacs in OI.
·
Nifty OI PCR ratio decreased from 1.24 to 1.11.
·
Stocks seen long build-up includes NIITTech, Bergerpaint, Infy and
McDowell. Stocks seen short build-up includes DHFL, IBULLHSGFIN, Bharatfin,
JetAirways, Torntpharma, Unionbank, L&TFH, bajfinance, DLF, DCBBank,
Sreinfra, PEL, TVSMotor, GMRInfra and SRF.
·
Option statistics: Nifty highest Call option OI for October series
stands at 11000 strike price. In today’s trading session, Nifty 10400, 10500
and 10600 call options seen addition in OI with IV decreasing indicates writing
of option. Nifty highest Put Option OI for the October series stand at 10000
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.
·
In today’s trading session, FII were net buyers to the tune of Rs. 1,077
crores in Index Futures; FIIs added 3678 longs and unwounded 8517 shorts in
Index futures. FII Index long exposure is at 33.5% vs. 48.1% at the beginning
of the October series. In Index options, FII were net buyers to the tune of Rs.
36 crores; FIIs unwounded 13098 in Index call long, unwounded 7101 in Index put
long and unwounded 16340 in Index put shorts.
·
As mentioned, Nifty does move towards the target of 10670, making a high
of 10710, vindicating our view. For the day, Nifty retraces all the gain and
close the day near to the support of 10400. Looking in to the option data,
Nifty immediate support stands around 10400 and below that 10290-10140 level.
On the upside, Nifty strong resistance stands in the vicinity of 10710-10760
level
DERIVATIVE HIGHLIGHTS FOR 16-10-2018
·
Nifty future seen addition of 9 lacs in OI and Bank Nifty future seen
unwinding of 0.1 lacs in OI.
·
Nifty OI PCR ratio increased from 1.20 to 1.24.
·
Stocks seen long build-up includes JPAssociate, Bergerpaint, NBCC,
Heromotor, Federalbank, MCX, Chennai Petro, ACC, Torntpharma, MRPL,
ICICIPrulife, Ambujacement, Southbank and Indigo. Stocks seen short build-up
includes Infratel, DHFL, IBullhsgfin, Glenmark, Balkrishna, Infy and Amaraja.
·
Option statistics: Nifty highest Call option OI for October series
stands at 11000 strike price. In today’s trading session, Nifty 10400 and 10500
call options seen unwinding in OI with IV decreasing indicates profit booking
of option. Nifty highest Put Option OI for the October series stand at 10000
strike price. In today’s trading session, Nifty 10400, 10500 and 10600 put options
seen addition in OI with IV decreasing indicates writing of option.
·
In today’s trading session, FII were net buyers to the tune of Rs. 186
crores in Index Futures; FIIs added 1439 longs and unwounded 97 shorts in Index
futures. FII Index long exposure is at 31.6% vs. 48.1% at the beginning of the
October series. In Index options, FII were net buyers to the tune of Rs. 1478
crores; FIIs added 1206 in Index call long, added 15313 in Index put long and
added 3390 in Index put shorts.
·
As mentioned in the last report, Nifty does cross the resistance of
10500 and is likely to move towards the level of 10670-10770. On the downside,
immediate support stands around the 10410 level and below that 10140 level.
DERIVATIVE HIGHLIGHTS FOR 12-10-2018
·
Nifty future seen unwinding of 4 lacs in OI and Bank Nifty future seen
addition of 0.8 lacs in OI.
·
Nifty OI PCR ratio increased from 1.108 to 1.21.
·
Stocks seen long build-up includes SRF, Coal India, Chennai Petro,
Hexaware, Exideind, Grasim, TVSMotor, Yesbank, Bharat Finance, NBCC and
RBLBank. Stocks seen short build-up includes NIITTech, KTKBank, TCS, HCLTech,
ICICIPrulife and Auro Pharma.
·
Option statistics: Nifty highest Call option OI for October series
stands at 11000 strike price. In today’s trading session, Nifty 10300, 10400
and 10500 call options seen addition in OI with IV decreasing indicates profit
booking of option. Nifty highest Put Option OI for the October series stand 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.
·
In today’s trading session, FII were net buyers to the tune of Rs. 529
crores in Index Futures; FIIs added 2003 longs and unwounded 5952 shorts in
Index futures. FII Index long exposure is at 34.2% vs. 48.1% at the beginning
of the October series. In Index options, FII were net buyers to the tune of Rs.
1261 crores; FIIs added 17611 in Index call long, added 4521 in Index put long
and added 14360 in Index put shorts.
·
As mentioned in the yesterday report, Nifty does move towards the level
of 10500, making a high of 10492 above the immediate resistance of 10350,
vindicating our view. Looking into the option data, Nifty immediate resistance
stands around the 10500 level and a sustain trade above 10500 will open the
upside of 10670-10770 level. On the downside, Nifty strong support stands at
the level of 10140 and a sustain trade below 10140 will open the downside level
of 10000-9950.
DERIVATIVE HIGHLIGHTS FOR 11-10-2018
·
Nifty future seen addition of 1 lakh in OI and Bank Nifty future seen
unwinding of 3.5 lacs in OI.
·
Nifty OI PCR ratio increased from 1.16 to 1.08.
·
Stocks seen long build-up includes DHFL, ZEEL, MCX, BPCL, VGuard and
Yesbank. Stocks seen short build-up includes Voltas, NIITTech, Amaraja, Ramco
Cement, LT, HCLtech, Grasim, M&M, TVSMotor, Heromotor and SBIN.
·
Option statistics: Nifty highest Call option OI for October series
stands at 11000 strike price. In today’s trading session, Nifty 10200, 10300
and 10400 call options seen addition in OI with IV increasing indicates buying
of option. Nifty highest Put Option OI for the October series stand at 10000
strike price. In today’s trading session, Nifty 10300 and 10400 put options
seen unwinding in OI with IV increasing indicates covering by writers of
option.
·
Looking into the option data, Nifty immediate resistance stands around
the 10350 level and above that 10500 level. On the downside, a move below
today’s low of 10140 will open the downside level of 10000-9950 level.
DERIVATIVE HIGHLIGHTS FOR 10-10-2018
·
Nifty future seen addition of 4 lacs in OI and Bank Nifty future seen
addition of 4 lacs in OI.
·
Nifty OI PCR ratio increased from 1.11 to 1.16.
·
Stocks seen long build-up includes KSCL, Justdial, NBCC, NCC, MFSL, OIL,
Bank Baroda, PVR, Jublfood, McDowell, Havells and Hexaware. Stocks seen short
build-up includes Shree Cement, Infratel, TCS, Southbank, Coal India and INFY.
·
Option statistics: Nifty highest Call option OI for October series
stands at 11000 strike price. In today’s trading session, Nifty 10300, 10400
and 10500 call options seen unwinding in OI with IV decreasing indicates profit
booking of option. Nifty highest Put Option OI for the October series stand at
10000 strike price. In today’s trading session, Nifty 10300 and 10400 put
options seen addition in OI with IV decreasing indicates writing of option.
·
In today’s trading session, FII were net sellers to the tune of Rs. 1487
crores in Index Futures; FIIs added 1503 longs and added 18270 shorts in Index
futures. FII Index long exposure is at 36.2% vs. 48.1% at the beginning of the
October series. In Index options, FII were net buyers to the tune of Rs. 1149
crores; FIIs added 3163 in Index call long, added 3859 in Index put long and
added 1054 in Index put shorts.
·
Looking into the option data, Nifty immediate resistance stands around
the 10530-10550 level and above that 10770 level. On the downside, a move below
10198 level will open the downside level of 10000-9950 level.
DERIVATIVE HIGHLIGHTS FOR 09-10-2018
·
Nifty future seen unwinding of 7 lacs in OI and Bank Nifty future seen
unwinding of 1.1 lacs in OI.
·
Nifty OI PCR ratio decreased from 1.12 to 1.11.
·
Stocks seen long build-up includes OIL, Cholafinance, Adaniport, Amaraja,
UBL, Canfinhomes and Federalbank Stocks seen short build-up includes Justdial,
Bergerpaint, Indigo, Hexaware, Titan, NBCC, Divislab, Jet Airways, Grasim,
Dabut and Ramcocement.
·
Option statistics: Nifty highest Call option OI for October series stands
at 11000 strike price. In today’s trading session, Nifty 10300, 10400 and 10500
call options seen addition in OI with IV decreasing indicates writing of
option. Nifty highest Put Option OI for the October series stand at 10000
strike price. In today’s trading session, Nifty 10300 put options seen addition
in OI with IV increasing indicates buying of option.
·
In today’s trading session, FII were net buyers to the tune of Rs. 80
crores in Index Futures; FIIs unwounded 6249 longs and unwounded 7689 shorts in
Index futures. FII Index long exposure is at 38.3% vs. 48.1% at the beginning
of the October series. In Index options, FII were net sellers to the tune of
Rs. 1447 crores; FIIs added 7496 in Index call long, unwounded 8625 in Index
put long and added 8961 in Index put shorts.
·
Looking into the option data, Nifty immediate resistance stands around
the 10530 level and above that 10770 level. On the downside, a move below 10198
level will open the downside level of 10000-9950 level.
DERIVATIVE HIGHLIGHTS FOR 08-10-2018
·
Nifty future seen addition of 2 lacs in OI and Bank Nifty future seen
unwinding of 0.5 lacs in OI.
·
Nifty OI PCR ratio decreased from 1.21 to 1.07.
·
Stocks seen long build-up includes IOC, Amaraja, Bata India, Yesbank,
Adaniport, OIL, IBullhsgfin, IDBI and Cipla. Stocks seen short build-up
includes Voltas, Tata Elxsi, Bharatfin, Cholafin, DHFL, ITC, Infibeam, ZEEL and
BOSCH.
·
Option statistics: Nifty highest Call option OI for October series
stands at 11000 strike price. In today’s trading session, Nifty 10300, 10400
and 10500 call options seen addition in OI with IV decreasing indicates writing
of option. Nifty highest Put Option OI for the October series stand at 10000
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.
·
In today’s trading session, FII were net buyers to the tune of Rs. 918
crores in Index Futures; FIIs added 8275 longs and unwounded 2602 shorts in
Index futures. FII Index long exposure is at 38.6% vs. 48.1% at the beginning
of the October series. In Index options, FII were net sellers to the tune of
Rs. 1595 crores; FIIs unwounded 2700 in Index call long, unwounded 741 in Index
put long and added 14907 in Index put shorts.
·
Looking into the option data, Nifty immediate resistance stands around
the 10620 level and above that 10770 level. On the downside, a move below 10198
level will open the downside level of 10000-9950 level.
DERIVATIVE HIGHLIGHTS FOR 05-10-2018
·
Nifty future seen addition of 19 lacs in OI and Bank Nifty future seen
unwinding of 1.3 lacs in OI.
·
Nifty OI PCR ratio decreased from 1.21 to 1.07.
·
Stocks seen long build-up includes Torntpower, Infy, Titan and Granules.
Stocks seen short build-up includes BPCL, HindPetro, GAIL, Adaniport,
Balkrishna, Reliance, Bajfinance, IBullhsgfin, Yesbank, Tata Elxsi, Canbk and
Ashokleyland.
·
Option statistics: Nifty highest Call option OI for October series
stands at 11000 strike price. In today’s trading session, Nifty 10300, 10400
and 10500 call options seen addition in OI with IV decreasing indicates buying
of option. Nifty highest Put Option OI for the October series stand at 10500
strike price. In today’s trading session, Nifty 10500 put options seen
unwinding in OI with IV decreasing indicates profit booking of option.
·
In today’s trading session, FII were net sellers to the tune of Rs. 1610
crores in Index Futures; FIIs added 712 longs and added 21045 shorts in Index
futures. FII Index long exposure is at 36.4% vs. 48.1% at the beginning of the
October series. In Index options, FII were net buyers to the tune of Rs. 1443
crores; FIIs added 18571 in Index call long, added 45316 in Index put long and
added 15433 in Index put shorts.
·
As mentioned, Nifty does slide towards the level of 10250, making a low
of 10263, vindicating our view. Looking into the option data, Nifty crucial
support stands around the 10263 and a sustain below this level will open the
downside level of 10000-9950 level. On the upside, immediate resistance stands
around the 10780 level.
DERIVATIVE HIGHLIGHTS FOR 04-10-2018
·
Nifty future seen addition of 19 lacs in OI and Bank Nifty future seen
unwinding of 2.5 lacs in OI.
·
Nifty OI PCR ratio decreased from 1.36 to 1.21.
·
Stocks seen long build-up includes KSCL, Infratel, DLF, Indigo and
JetAirways. Stocks seen short build-up includes BPCL, Infibeam, CONCOR, Marico,
EicherMotor, Exideind, MFSL, HindPetro, Heromotor, IOC, Orientbank, CAPF,
COLPAL, GodrejCP and Petronet.
·
Option statistics: Nifty highest Call option OI for October series
stands at 11000 strike price. In today’s trading session, Nifty 10600, 10700
and 10800 call options seen addition in OI with IV increasing indicates buying
of option. Nifty highest Put Option OI for the October series stand at 10500
strike price. In today’s trading session, Nifty 10600 and 10700 put options
seen addition in OI with IV increasing indicates buying of option.
·
In today’s trading session, FII were net sellers to the tune of Rs. 3157
crores in Index Futures; FIIs unwounded 4612 longs and added 32875 shorts in
Index futures. FII Index long exposure is at 39.2%. In Index options, FII were
net buyers to the tune of Rs. 8509 crores; FIIs unwounded 15177 in Index call
long, added 36512 in Index put long and unwounded 3963 in Index put shorts.
·
Nifty does break the crucial support of 10770 and close well below the
200 DMA level. Looking into the option data, a move below today’s low of 10547
likely to take Nifty towards the level of 10300-10250 level. On the upside,
immediate resistance stands around the 10780 level.
DERIVATIVE HIGHLIGHTS FOR 03-10-2018
·
Nifty future seen addition of 9 lacs in OI and Bank Nifty future seen
addition of 4 lacs in OI.
·
Nifty OI PCR ratio decreased from 1.41 to 1.36.
·
Stocks seen long build-up includes Hindalco, VEDL, Bank India, Chennai
Petro, Mindtree and PcJeweller. Stocks seen short build-up inclues Bata India,
RamcoCement, BajajFinserv, M&M, Eichermotor, MFSL, Infratel, RelCapital,
TCS, JustDial, Apollo Tyre, Divislab and VGuard.
·
Option statistics: Nifty highest Call option OI for October series
stands at 11500 strike price. In today’s trading session, Nifty 10800, 10900
and 11000 call options seen addition in OI with IV increasing indicates buying
of option. Nifty highest Put Option OI for the October series stand at 10500
strike price. In today’s trading session, Nifty 10900 put options seen addition
in OI with IV increasing indicates buying of option.
·
In today’s trading session, FII were net sellers to the tune of Rs. 700
crores in Index Futures; FIIs unwounded 770 longs and added 8510 shorts in
Index futures. FII Index long exposure is at 46.1%. In Index options, FII were
net sellers to the tune of Rs. 1357 crores; FIIs added 8314 in Index call long,
added 2406 in Index put long and added 8485 in Index put shorts.
·
Looking into the option data, Nifty immediate resistance stands around
the 10970 level and above that 11050 level. On the downside, crucial support
holds in the vicinity of 10822-10770 level.
DERIVATIVE HIGHLIGHTS FOR 01-10-2018
·
Nifty future seen unwinding of 4 lacs in OI and Bank Nifty future seen
addition of 2.9 lacs in OI.
·
Nifty OI PCR ratio increased from 1.33 to 1.41.
·
Stocks seen long build-up includes Canfinhomes, Infratel, Mindtree,
Divislab, Adaniport, Hexaware, Balkrishna, IBullhsgfin, HDFCBank, Glenmark and
DHFL. Stocks seen short build-up inclues Indusindbank, DLF, MRPL, PEL, KSCL,
Kotakbank, Ambuja Cement, Bajajfinserv, Godrejind and Jet Airways.
·
Option statistics: Nifty highest Call option OI for October series
stands at 11500 strike price. In today’s trading session, Nifty 10900, 11000
and 11100 call options seen addition in OI with IV increasing indicates buying
of option. Nifty highest Put Option OI for the October series stand at 10800
strike price. In today’s trading session, Nifty 10900, 11000 and 11100 put
options seen addition in OI with IV decreasing indicates writing of option.
·
In today’s trading session, FII were net buyers to the tune of Rs. 9
crores in Index Futures; FIIs added 1453 longs and added 1476 shorts in Index
futures. In Index options, FII were net buyers to the tune of Rs. 1962 crores;
FIIs added 26950 in Index call long, added 12807 in Index put long and added
15256 in Index put shorts.
·
Looking into the option data, Nifty immediate resistance stands around
the 11065 level and above that 11150 level. On the downside, crucial support
holds in the vicinity of 10822-10770 level.
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.
