The Alternative Research
AILY
ERIVATIVES
4 Oct 2013
Snapshot
4/Oct
Spot Price
NM Fut Prem/Dis
MM Fut Prem/Dis
5,907
44
84
3/Oct
5,910
57
96
Chg
-2
-13
-12
Technical outlook
Nifty witnessed range-bound session, faced resistance at 5950
levels and ended on a flat note. Crossover of these levels will be
imperative for Nifty to aim higher towards 6100 levels.
Key highlights
•
Nifty Futures OI increased by 0.2m shs to 19.1m shs. Nifty
Oct futures settled at a premium of 44 as against premium
of 57 in the previous session.
FII (Prov. Cash): Net Buy Rs.5.4b.
DII (Prov. Cash): Net Sell Rs.3.0b.
FII (Prov. Index Fut): Net Buy Rs.3.2b with OI increasing by
INR 1.8b.
FII (Prov. Stock Fut): Marginal Sell Rs.0.4b.
Coalindia
(CMP 310, up 3%) has settled its session
marginally below its 200D-SMA. The daily RSI has given a
positive crossover of its trigger line indicating strength.
Adaniports
(CMP 143, up 1%) has given a positive
crossover of its 200D-SMA. It has saw delivery of 3.8m shs
(10d-avg 1.3m shs) along with Fut OI rise by 11% to 2.7m
shs indicating built up of long positions.
Metal stocks: Hindalco
(118, up 2%) saw Fut OI rise by
9% to 22.7m shs and
Sail
(55, up 1%) saw Fut OI rise by
8% to 15.7m shs indicating built up of long positions.
Techm
(1401, up 2%) saw delivery of 0.9m shs (10d-avg
0.6m shs) along with Fut OI drop by 7% to 2.1m shs
indicating short covering.
Bpcl
(341, up 2%) saw Fut OI rise by 7% to 3.3m shs
indicating built up of long positions.
Powergrid
(98, down 2%) saw delivery of 8.3m shs (10d-
avg 3.1m shs) along with Fut OI rise by 8% to 9.6m shs
indicating creation of short positions.
In Oct series for Nifty, Highest Call OI is at 6100 strike with
4.6m shs up 0.7m shs and highest Put OI is at 5700 strike
with 4.5m shs down 0.1m shs.
Nifty 6300 Oct CE OI increased by 0.4m shs to 3m shs and
5300 Oct PE OI increased by 0.2m shs to 2.3m shs.
ATM IV for Nifty increased to 24.9% as against 23.9% in
the previous session while India VIX increased to 26.13 as
against 25.17.
PUT CALL RATIO
Total Vol PCR
Total O I PCR
Nifty Vol PCR
Nifty OI PCR
4/Oct
0.57
0.67
0.97
1.18
3/Oct
0.52
0.66
0.87
1.18
Chg
0.05
0.01
0.10
0.00
•
•
•
•
•
F&O VOLUME (INR B)
Index F utures
Stock Futures
Index O ptions
Stocks Options
Long Term Options
Total
4/Oct
121
146
841
61
0
1,169
3/Oct
119
148
688
57
1
1,013
Chg (%)
1
-1
22
6
-40
15
•
F&O OPEN INT (INR B)
Index F utures
Stock Futures
Index O ptions
Stocks Options
Long Term Options
Total
4/Oct
134
267
598
65
127
1,191
3/Oct
132
264
580
59
127
1,162
Chg (%)
1
1
3
10
0
2
•
•
•
•
KEY F IGURES (INR B)
FII Cash
Domestic Inst. Cash
FII Index F utures
FII Stock Futures
FII Index O ptions
FII Stock Options
BUY
23.2
8.4
18.6
13.7
149.5
8.1
SELL
17.8
11.5
15.4
14.1
143.0
8.5
NET
5.4
-3.0
3.2
-0.4
6.5
-0.5
•
•
•
NIFTY PIVOT POINTS
CLOSE
5,907
SUPPORT 2
5,849
SUPPORT 1
5,878
PIVOT POINT
5,914
RESISTANCE 1
5,944
RESISTANCE 2
5,980
04 Oct 2013
 Motilal Oswal Financial Services
D
AILY
D
ERIVATIVES
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04 Oct 2013
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