1. No category

EQLine Research and Services Pvt Ltd
Derivative Report
Jan 29, 2015
Nifty Vs OI
Comments
The Nifty futures open interest increased by 10.72%
levels BankNifty futures open interest has increased by
0.76% as market closed at 8914.30 levels.
The Nifty January future closed at discount of 9.65 points
against a premium of 12.15 points. The February series
closed at a premium of 52.80 points.
The Implied Volatility of at the money options has
increased from 16.77% to 17.90%.
Nifty PCR-OI has decreased from 1.37 to 1.33 levels.
The total OI of the market is Rs. 2,54,327/- cr. and the
stock futures OI is Rs. 68,980/- cr.
Few of the liquid counters where we have seen high
rollover are GRASIM, HDFCBANK, RANBAXY, LUPIN and
BATAINDIA.
View
OI Gainers
OI
CHANGE
(%)
PRICE
PRICE
CHANGE
(%)
10499000
23.30
340.70
4.57
UBL
487000
20.69
999.50
-3.66
DLF
23662000
16.20
163.05
3.01
HDIL
34500000
15.35
86.70
2.38
GAIL
6504000
10.66
418.80
-0.37
OI
CHANGE
(%)
PRICE
PRICE
CHANGE
(%)
SCRIP
OI
RECLTD
OI Losers
SCRIP
OI
PTC
13996000
-11.10
97.90
-1.46
SIEMENS
1756250
-9.96
1056.30
-0.76
SRTRANSFIN
1298250
-9.84
1158.85
4.54
IBREALEST
36496000
-8.13
75.50
-1.96
SYNDIBANK
14914000
-8.12
124.15
-1.12
Put-Call Ratio
SCRIP
FIIs continue buying in cash market segment; they
were net buyers of worth Rs. 1723 crores. In Index
Futures they sold after long time of Rs. 1300 crores
with rise in open interest suggesting short formations
in last trading session.
In Index Options they bought marginally with rise in
open interest indicating blend of short and long
formation. We witness good amount of open interest
addition in 8800 & 8900 put option, which may be
short formations in the hopes market to expire above
these levels. Decent amount of unwinding was also
seen in the range of 8400-8700 put options. On the
other hand in call options some open interest
addition was seen in 9000-9100 strike price which
may be long positions, unwinding in lower strikes
8400-8900 was also visible in last trading session.
Rollover in Nifty and BankNifty is on the higher side
at 66.15% & 49.48% respectively.
Historical Volatility
PCR-OIPCR-
PCR-VOLPCR-
SCRIP
HV
NIFTY
1.33
1.07
TITAN
49.38
BANKNIFTY
1.74
0.94
BHARTIARTL
43.86
RELIANCE
0.61
0.54
APOLLOHOSP
45.40
INFY
1.38
0.38
HINDPETRO
42.73
AXISBANK
1.34
0.81
DIVISLAB
28.98
JPASSOCIAT
76.60
212/4B, Ramani Srinivasan IInd street, Venkateswara Nagar, New Perungalathur, Chennai 600063. Ph: +919444119602
1
EQLine Research and Services Pvt Ltd
Derivative Report
Jan 29, 2015
Turnover on 28- Jan -2015
FII Statistics for 28-Jan-2015
Open Interest
Detail
Buy
Sell
Net
No. of
Contracts
Instrument
Contracts
Value
(Rs in cr.)
Change
(%)
Turnover
(Rs in cr.)
Change
(%)
INDEX
FUTURES
10183.99 11484.72
(1300.73)
1263081
31481.52
18.81
INDEX
FUTURES
15,66,533
42310.43
33.91
INDEX
OPTIONS
35623.27 35533.47
89.81
3122101
83449.63
4.86
INDEX
OPTIONS
1,77,00,712
430714.60
61.62
STOCK
FUTURES
20884.68 21372.29
(487.61)
1983883
61127.57
3.73
STOCK
FUTURES
24,81,339
79214.46
5.84
16.43
112870
3852.29
(1.37)
STOCK
OPTIONS
5,22,841
17761.28
-2.05
(1682.10)
6481935
179911.01
2,22,71,431
570001.57
45.75
STOCK
OPTIONS
TOTAL
2187.29
2170.86
68879.24 70561.33
Nifty Spot =8914.30
TOTAL
Lot Size = 50
Bull-Call Spreads
Bear-Put Spreads
Action
Strike
Price
Buy
8900
34.90
Sell
9000
5.45
Buy
8900
34.90
Sell
9100
1.10
Buy
9000
5.45
Sell
6.83
9100
1.10
Risk
29.45
33.80
4.35
Reward
70.55
166.20
95.65
BEP
Action
Price
Buy
8900
29.35
Sell
8800
5.15
Buy
8900
29.35
Sell
8700
1.80
Buy
8800
5.15
Sell
8700
1.80
8929.45
8933.80
Strike
9004.35
Risk
Reward
BEP
24.20
75.80
8875.80
27.55
172.45
8872.45
3.35
96.65
8796.65
(Janasrecommendation.Note: Above mentioned Bullish or Bearish Spreads in Nifty (Jan Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
212/4B, Ramani Srinivasan IInd street, Venkateswara Nagar, New Perungalathur, Chennai 600063. Ph: +919444119602
2
EQLine Research and Services Pvt Ltd
Derivative Report
Strategy Date
Jan 29, 2015
Symbol
Strategy
29-12-29-12-2014
NIFTY
Long Put
05-01-05-01-2014
NIFTY
Ratio Put Spread
Open.
12-01-12-01-2015
ITC
Short Straddle
Open.
19-01-19-01-2015
ICICIBANK
Ratio Put Spread
Open.
27-01-27-01-2015
BANKNIFTYBANKNIFTY
Long Straddle
Open.
Research Team Con No: 9444119602
E-mail: [email protected]
Status
02-01-2015.Loss booked on 02-01-2015.
Website: www.eqinfotech.com
Disclaimer
The information herein, together with all estimates and forecasts, can change without notice. This report does not
purport to be a complete solicitation of offers to buy or sell any securities. Visitors to the site are advised to
consult experts or study prospectus and other legal offer documents issued by companies before taking any
decisions based on information provided in the site.
Neither http://www.eqinfotech.com or EQLine nor its Directors or Analysts or Employees accept any liability
whatsoever nor do they accept responsibility for any financial consequences arising from the use of the research
or information provided herein.
EQLINE RESEARCH
212/4B, Ramani Srinivasan IInd street, Venkateswara Nagar, New Perungalathur, Chennai 600063. Ph: +919444119602
3