Derivative report 18th june

Page 1

MONEY MAKER RESEARCH PVT. LTD.

DAILY DERIVATIVE REPORT 18/JUNE/2015

WWW.MONEYMAKERFINANCIAL.COM


Market ended over 1% on Thursday to end higher for the fifth straight session, after the US Fed, which kept interest rate steady and also indicated that rate hikes would be gradual, eased concerns over slowdown in foreign fund inflows. The stronger finish was also aided by index heavyweight Reliance Industries, which rose over 5.41% on the BSE. The barometer index S&P BSE Sensex ended at 27,115 levels, up 284 points or 1.06 % while the 50-share CNX Niftyended 83 points or 1.03% up at 8,174 levels.

Highest Open Interest was seen in 8000 and 8100 Call Option looking as a resistance level for nifty and in the down side highest open interest was seen in 7900 and 7800 put looking as a major support level for Nifty. The market breadth was weak. Out of 2,776 stocks traded on the BSE, there were 1,258 advancing stocks as against 1,404 declines.

Highest OI increase w.r.t to increase in price was seen in RELIANCE JUNE 2015 and Highest OI increase w.r.t to decrease in price was seen in DISHTV JUNE 2015 contract

INVESTMENT IDEA

FUTURE CALL BUY RELIANCE FUTURE ABOVE 982 TARGETS 994 , 1006 , 1018 STOPLOSS 958 BUY HINDALCO FUTURE ABOVE 120.5 TARGETS 123 , 125.5 , 128 STOPLOSS 115.5 JISLJALEQS FUTURE ABOVE 67.5 TARGETS 69.25 , 71 , 72.75 STOPLOSS 63 BUY KTKBANK FUTURE ABOVE 134 TARGETS 136.5 , 139 , 141.5 STOPLOSS 129


NIFTY SNAP SHOT

DESCRIPTION

NIFTY SPOT

NIFTY FUTURE

PREM/DISC

CURRENT

8,174.60

8157.55

-17.05

PREVIOUS

8,091.55

8,079.05

-12.5

% CHANGE

1.03

0.95

-0.03

NIFTY OPEN INTEREST

SEGMENT

EXPIRY

OPEN INTEREST

CHANGE IN OI

% CHANGE IN OI

NIFTY

06/25/15

15873475

229025

1.46

NIFTY

07/30/15

2654800

1048450

65.27

INSTRUMNT WISE VOLUME & TURNOVER

PRODUCT

NO. OF CONTRACTS

TRADED VALUE (Rs. Crs.)

INDEX FUTURES

7,69,010

18,665.50

STOCK FUTURES

10,07,550

25,843.23

INDEX OPTIONS

1,01,12,341

2,19,064.47

STOCK OPTIONS

5,24,128

13,652.76

F&O TOTAL

1,24,13,030

2,77,226.09


POSITIVE OI BUILD UP

STOCK TATAMOTORS BHARTIARTL IDFC RCOM RELIANCE JPPOWER IDEA ITC INFY ASHOKLEY

CLOSE 444 426.45 148.4 59.1 979.45 6.4 173.8 301.65 999 68.4

INCREASE OI 1994245 1272000 1090000 1068000 976750 945000 854000 792000 747250 680000

INCREAS 7.39% 10.60% 1.85% 2.18% 3.36% 1.38% 3.24% 792000.00% 6.00% 1.02%

CLOSE 109.8 7.55 107.1 27.5 138.8 140.6 128 395.4 136.45 273.15

INCREASE OI 3340000 2700000 2272000 2168000 1301250 1240000 606250 491000 430000 379000

INCREASE 15.45% 1.50% 9.45% 3.69% 5.31% 7.60% 2.64% 0.00% 1.57% 2.30%

NEGATIVE OI BUILD UP

STOCK DISHTV UNITECH DLF ADANIPOWER BANKBARODA POWERGRID PNB COALINDIA NTPC RECLTD

MOST ACTIVE CALL IN STOCK SCRIPT RELIANCE AXISBANK ICICIBANK

STRIKE PRICE 1000 560 310

INCREASE IN OI 1016500 1251500 3280000

STRIKE PRICE 100 25 130

INCREASE IN OI 4948000 1028000 132000

MOST ACTIVE PUT IN STOCK SCRIPT DISHTV ADANIPOWER AMTEKAUTO


NIFTY PUT CALL ANALYSIS 6000000 5000000 4000000

CALL PUT

3000000 2000000 1000000 0 8100

8200

8300

8400

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