1-Feb-17

NIFTY TODAY PREVIOUS Change Market opened gap down and ended lower amid
Cash 8561.30 8632.75 -71.45 caution ahead of the Union Budget while IT pack
witnessed good amount of selling after a reform
Futures 8584.30 8655.35 -71.05
H1-B visa bill was introduce in US Congress.
Basis 23.00 22.60 0.40
Total_OI (Lacs) 205.83 210.23 -4.39 Nifty Feb future registered an intraday movement
of 64 points, making high of 8639.8 and low of
PCR-OI 0.98 0.97 8576.25
HV 14.19% 14.08%
COC 4.46% 4.15% India VIX, a measure of expected market volatility
in near term closed at 16.825, up 0.93% , made
high of 17.09 and low of 15.7125
BANKNIFTY TODAY PREVIOUS Change
Cash 19515.15 19585.25 -70.10 The Market wide open interest up from 414.07 cr.
to 435.35 cr. up by 5.14%
Futures 19588.45 19650.55 -62.10
Basis 73.30 65.30 8.00 FII's were Net Seller of Rs. -532.88 cr in cash
Total_OI (Lacs) 20.58 21.70 -1.12 market; while DII's were Net Buyer of Rs. 237.37 cr.
PCR-OI 0.82 0.92 In Nifty option segment Feb Call side 9000, 8900 &
HV 20.03% 20.60% 8800 strike witnessed addition of 10.55 Lac, 6.39
COC 6.23% 5.29% Lac & 4.01 Lac shares in open interest respectively.
In Nifty Put side 8400, 8200 & 8300 strike
VIX Nifty_Fut_Close witnessed addition of 9.73 Lac, 3.24 Lac & 2.12 Lac
shares in open interest respectively.
8700 8671.10 18 Max OI buildup was observed at 9000 Call and
8655.35
17 8400 Put for current month.
8650
8614.85 16 Market Outlook
8600 8584.30
15 Today the start in market is likely to be positive
14 tracking global peers while all eyes will be on the
8550 Union Budget for further determination of trend.
16.83
15.29

15.17

16.01

16.67

8509.60 13
Nifty future may find resistance at 8675 8715 levels
8500 12 while support may be seen at 8470 8455 levels.
24-Jan 25-Jan 27-Jan 30-Jan 31-Jan

Price_Gainers Price_Losers
Symbol Close Price_Chg OI_Chg Symbol Close Price_Chg OI_Chg
IDEA 107.30 10.62% -3.77% GRASIM 914.05 -5.91% 6.28%
JPASSOCIAT 11.50 6.98% 8.64% ABIRLANUVO 1358.15 -5.70% 4.60%
IFCI 30.95 3.34% 3.36% ADANIENT 87.70 -5.29% 9.12%
JUBLFOOD 878.75 1.30% -0.54% DISHTV 84.20 -4.75% 1.66%
INDUSINDBK 1256.15 0.95% 0.57% JUSTDIAL 363.65 -4.59% -0.14%

OI_Gainers OI_Losers
Symbol Close Price_Chg OI_Chg Symbol Close Price_Chg OI_Chg
ONGC 201.20 -0.10% 17.08% IBREALEST 75.65 -4.18% -11.05%
PFC 129.35 -3.40% 16.84% SRF 1,712.10 0.82% -7.95%
MINDTREE 451.60 -3.48% 14.66% BAJFINANCE 1,040.85 -1.76% -7.29%
WIPRO 457.45 -1.67% 12.87% CESC 737.60 -1.05% -7.18%
OIL 321.95 -3.38% 11.46% BIOCON 1,013.00 -1.12% -6.46%

SBICAP Securities Limited 1

 CE PE
Nifty Change in Option Open Interest IV Close Strike Close IV
12 11.45 416.35 8200 34.85 19.81
10
13.73 331.05 8300 51.25 19.24

10.55
8
9.73

6 14.30 253.95 8400 74.15 18.64

6.39
4 14.35 186.80 8500 105.25 18.28
3.24

2.12

1.01
3.35

3.52

4.01
2

1.57
0 14.38 130.60 8600 146.55 17.86
14.21 85.05 8700 198.40 17.50
-1.83

-1.83

-0.75

-1.58

-0.71
-1.31

-0.06

-0.17
-2
-4 14.00 50.95 8800 263.75 17.67
8800
8200

8300

8400

8500

8600

8700

8900

9000
13.85 28.25 8900 339.75 17.53
13.93 15.00 9000 422.50 18.49

Symbol UP_COC Symbol Down_COC STOCK PCR-OI STOCK High_HV

GMRINFRA 19.60% IOC -56.83% TORNTPHARM 400.00% IDEA 123.64%
JPASSOCIAT 14.55% UNIONBANK -55.23% IDEA 129.83% JPASSOCIAT 79.88%
ADANIENT 10.47% RECLTD -47.27% KPIT 128.57% DIVISLAB 71.95%
PTC 9.86% IDEA -42.19% WIPRO 108.81% BHARATFIN 69.18%
ANDHRABANK 9.83% OIL -38.75% BHARTIARTL 106.49% INFRATEL 69.03%

Sector wise OI Change Change

5.56%
4.15%
3.00%
2.54% 2.40%
2.03%
1.41% 1.31%
0.56% 0.33%
0.50% 0.03%

-0.14% -0.26% -0.18%

-0.98% -1.21%
Cement
Automobile

Financial

Pharma
Index

Media

Metals
IT
Banking

Telecom
Others
Capital Goods

Construction

Energy

TEXTILES
FMCG

Oil & Gas

Most Active Stock Options

Sym bol Strike Close No.of Lots Chg in OI Sym bol Strike Close No.of Lots Chg in OI

IDEA 115 CE 4.75 11,481 7,833,000 IDEA 100 PE 4.35 4,891 3,423,000
INFY 980 CE 8.45 4,009 465,500 INFY 900 PE 16.05 4,509 192,500
ICICIBANK 270 CE 11.35 3,091 992,500 ICICIBANK 270 PE 11.15 2,054 747,500
RELIANCE 1060 CE 17.70 2,031 71,000 TCS 2200 PE 48.95 1,816 65,750
ONGC 210 CE 5.20 1,910 1,515,000 TATAMOTORS 520 PE 16.50 1,399 336,000

FII DERIVATIVES STATISTICS FOR 31-Jan-2017

Intraday Trading Ideas
NET
Change in OI
Buy/Sell in
Buy COALINDIA Fut 308.45 SL 304 Trgt 315.2 Crs
(Conts)

Sell PFC Fut 129.35 SL 131 Trgt 126.85 Index Futures -320.00 -8,908
Buy ITC 260 CALL 9.4 SL 7.1 Trgt 12.9 Index Options 500.28 91,480
Buy RELIANCE 1040 CALL 26.7 SL 22 Trgt 34 Stock Futures -996.23 10,135
Stock Options -74.81 10,896

SBICAP Securities Limited 2

 SBICAP Securities Limited
(CIN): U65999MH2005PLC155485 | Research Analyst Registration No INH000000602
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Name Qualification Designation

Mahantesh Sabarad B. E. MMS Head - Retail Research
Jaldeep Vaishnav PGDBA - Fin Derivatives Analyst
Hemang Gor CFA (ICFAI) Derivatives Analyst

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