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ELITE INVESTMENT ADVISORY SERVICES

DAILY DERIVATIVE REPORT 27/09/2017

01/REPORT07/12/153030/05/1414/03/
14101010/02/1403/12/2013
Equity benchmarks closed flat with a negative bias after intraday volatility on Tuesday, but the
broader markets outperformed throughout session. The BSE Sensex fell little over 170 points
intraday amid geopolitical tensions between the US and North Korea, but recouped those losses in
last couple of hours of trade and turned range bound. Metals stocks hogged limelight today while
ICICI Bank and Infosys helped the market recover losses. Oil retailers and HDFC Group stocks saw
selling pressure.

The 30-share BSE Sensex was down 26.87 points at 31,599.76 and the 50-share NSE Nifty fell 1.10
points to 9,871.50.

Nifty September 2017 futures closed at 9866.95 on Tuesday at a discount of 4.55 points over spot
closing of 9,871.50, while Nifty October 2017 futures ended at 9899.85 at a premium of 28.35 points
over spot closing. Nifty September futures saw a contraction of 1.91 million (mn) units, taking the
total outstanding open interest (OI) to 17.64 mn units.

Highest open interest has been seen in 10000 and 9900 strike price for call option and in 9800 and
9900 strike price for put option.

STOCK RECOMMENDATION

BUY OIL FUTURE ABOVE 351.6 TARGETS 353.6 , 355.6 STOPLOSS 348.6

BUY TATAGLOBAL FUTURE ABOVE 206.5 TARGETS 207.3 , 208.1 STOPLOSS 205.3

BUY JINDAL STEEL FUTURE ABOVE 139.3 TARGETS 140.1 , 140.9 STOPLOSS 138.1

SELL RECLTD FUTURE BELOW 160 TARGETS 159.35 , 158.7 STOPLOSS 161

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IMPLIED VOLATILITY

SCRIPT AVERAGE PRICE RANGE (%)


INFIBEAM 36.53
IBREALEST 15.46
ICIL 9.95
JPASSOCIAT 9.06
RELCAPITAL 8.54

TOP 3 GAINERS TOP 3 LOSERS

SCRIPT CHANGE (%) SCRIPT CHANGE (%)


VEDL 3.54 BPCL -3.83
ONGC 3.34 INFRATEL -3.82
IBULHSGFIN 2.95 TATAPOWER -2.44

MOST ACTIVE NIFTY CALL OPTION MOST ACTIVE NIFTY PUT OPTION

SYMBOL STRIKE VOLUME OI SYMBOL STRIKE VOLUME OI


NIFTY 9900 5,88,119 50,08,575 NIFTY 9800 5,27,335 43,71,525
NIFTY 10000 4,92,711 59,28,300 NIFTY 9900 3,62,775 29,63,250
NIFTY 10100 2,29,647 48,45,975 NIFTY 9,700 2,59,634 37,76,925

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MOST ACTIVE STOCK CALL OPTION MOST ACTIVE STOCK PUT OPTION

SYMBOL STRIKE VOLUME OI SYMBOL STRIKE VOLUME OI


SBIN 265 7,153 22,17,000 RELIANCE 820 3,800 22,62,000
RELIANCE 830 4,839 12,20,000 TATASTEEL 630 3,646 7,60,000
TATASTEEL 650 4,388 10,84,000 DIVISLAB 940 2,673 3,27,200

NIFTY PUT CALL ANALYSIS

7,000,000

6,000,000

5,000,000

4,000,000
CALL
3,000,000 PUT

2,000,000

1,000,000

0
9700 9800 9900 10000 10100

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