Institutional Research 05 October 2018

Technical & Derivative Report

Technical Report Daily Daily
Closing Brief
World Indices LTP
Ch(Pts) Ch(%)
Dow Jones 26627 -200 -0.75
BSE’s 30-share Sensex plunged 806.47 points, or 2.24%, its biggest
Nasdaq
decline since 2 February, to close at 35,169.16. The National Stock 7879 -145 -1.81
S&P 500
Exchange’s (NSE) 50-share Nifty fell 2.39%, its biggest such decline 2901 -23 -0.82
FTSE 100
since 11 November 2016, to close at 10,599.25. 7418 -91 -1.22
DAX
12244 -43 -0.35

Technical Build up Hang Seng

Nikkei
26464 -159 -0.60

Bearish candle with increase in volume 23784 -190 -0.80

Sensex
Sell crossover in oscillators. 35169 -806 -2.24
Nifty
Lower band of Bollinger exist at 10833 10599 -259 -2.39

Crucial moving average of 20/50 SMA are at 11302 and 11344 Commodity Daily
Daily
200 SMA trend deciding level exist at 10774 /Forex LTP 1.1Ch(Pt
Ch(%)
s)
Gold ($/Oz)
Outlook for the day Silver ($/Oz)
1202.60
14.59
1.00
-
0.08
-
Indian Equity market tanked nearly 2.5% and closed around the day’s Copper(USd/lb.)
277.25 -0.50 -0.18
low. The depreciating rupee, rising crude and liquidity fears have led to Brent
a collapse in investor confidence. Further sell off took place at the later Crude(USD/bbl) 84.98 0.40 0.47
USD/INR
part of the day post the Finance Minister's statement, as oil marketing 73.58 0.24 0.33
USD/YEN
companies have to bear Re1 a liter oil subsidy. On the sectoral front,
113.92 0.01 0.01
PHARMA, IT and FMCG underperformed the Nifty 50 index. On the USD/EUR
1.1511 -0.0003 -0.03
technical front, Nifty formed a 'Bearish Belt Hold’ pattern on the daily
Ashika Stock Broking Limited

chart registering a gap down opening below its 200-Day EMA. India VIX Support/Resistance levels for Indian Equity Indices
moved up by 8.05 percent at 19.58 levels. Volatility is not cooling S1 S2 CMP R1 R2
down which is not giving the relief to bulls and suggests a tight bear
Sensex 34810 34645 35169 35420 35670
grip in the market.. It has broken the 50% retracement of 10850 and
61.80% retracement of 10650 zones of entire up swing from 9952 to Nifty 10490 10440 10599 10675 10750

11760 levels . It seems that the Index might continue with its weakness Nifty (Fut) 10520 10470 10631 10705 10780
towards 10500 followed by 10350. On the F&O front maximum Put OI
is at 10500 followed by 10700 strikes while maximum Call OI is at Pivot Level
11000 followed by 11200 strikes Sensex

Nifty 10512

US: U.S. market fell sharply on Thursday

as interest rates hit new multiyear highs,
dampening investor sentiment.
Technically it seems that present price
consolidation has led to bullish
Descending triangle formation and
provided the necessary breakout.

Increase in OI with Increase in Price (Long Buildup) Increase in OI with Decrease in Price (Short Buildup)
OI Chg Pr.Ch OI Chg Pr.Chg
Symbol Prev OI Curr OI (%) Curr Pr. g (%) Symbol Prev OI Curr OI (%) Curr Pr. (%)
INFRAT 53788 57069 84450 11790
EL 00 00 6.1 257.05 1.6 KSCL 0 00 39.6 514.5 [1.7]
32160 33612 77220 10013
DLF 000 500 4.5 158.25 2 BPCL 00 400 29.7 308 [18.9]
JETAIR 71856 73476 INFIBEA 18328 22692
WAYS 00 00 2.3 185.5 5.3 M 000 000 23.8 58.95 [20.9]
RAMCO 80800 82320 CONCO 22775 25975
CEM 0 0 1.9 635 0.4 R 00 00 14.1 595 [7.4]
52460 52940 MARIC 85202 95186
IDBI 000 000 0.9 57.4 2.8 O 00 00 11.7 313.8 [4.6]

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 Institutional Research

Derivative Report Technical & Derivative Report

Nifty declined by 2.39% with Nifty future added 18.7 lakh shares in open interest and stock future shaded 45.5
Lakh shares in open interest.

-Nifty PCR decreased to 1.21 from 1.35

-Total Nifty Calls added 78.8 lakh shares in open interest.
-Total Nifty Puts added 31.1 lakh shares in open interest.
-Maximum open interest (Nifty) in Calls for Sept series is at 11000 and 10500 put.
-FII’s sold net Rs. 2760.63 Cr(provisional), while DIIs bought net Rs.1823.59 Cr in cash market.
-FII bought net Rs.5054.54 Cr in F&O
-Securities in Ban Period: NIL

Nifty Tracker
PARTICULARS 04/10/2018 03/10/2018 01/10/2018 28/09/2018
Spot 10599.25 10858.25 11008.3 10930.45
% Change in Spot -2.39% -1.36% 0.71% -0.43%
Nifty(FUT) Oct 10631.25 10893.6 11061.8 10954.3
Nifty(FUT) Oct Vol. 266263 177383 162774 207370
Nifty(FUT) Oct - OI 18616875 16888875 16109625 16608675
Nifty(FUT) Nov 10686.3 10947.75 11103.75 11001.9
Nifty(FUT) Nov Vol. 10370 8147 8027 11002
Nifty(FUT) Nov - OI 1200675 1078800 917625 800700
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Trade Statistics for 04/10/2018

PARTICULARS NO. OF CONTRACTS TURNOVER (RS. CR.) PUT CALL RATIO
NSE Index Futures 4,44,502 38789 -
NSE Stock Futures 10,45,615 67324 -
NSE Index Options 1,92,74,688 18,74,485.32 -
NSE Stock Options 6,22,962 45673 0.6
NSE F&O Total Turnover 2,13,87,767 2,026,272 0.76
NSE Cash Turnover - 39,917.13
BSE Cash Turnover - 3,531.10 -
Total Turnover - 2069720 -

FII Corner (F&O)

FII NET BUYING/SELLING & CHANGE IN OPEN INTEREST (Cr. Rupee)
04/10/2018 03/10/2018 01/10/2018
Net Buying Change In Net Buying Change In Net Buying Change In
PARTICULARS
/Selling Open interest /Selling Open interest /Selling Open interest
Index Future -3157 1897 -700 321 9 529
Index option 8509 774 -1357 2500 1962 6230
Stock Future -365 -366 -50 -202 417 2930
Stock option 67 831 47 1364 -64 831
Total 5054 3135 -2060 3984 2324 10520

Market Open Interest

ADDITION/REDUCTION IN MARKET OPEN INTEREST
Contracts 04/10/2018 03/10/2018 01/10/2018 28/09/2018 27/09/2018
Index Futures 832 767 573 -12213 2536
Index Options -1777 189 3901 -23454 2460
Stock Futures 29288 20800 14505 -87621 19734
Stock Options 3153 3173 3189 -33750 372
F&O Total 31496 24930 22167.54 -157037.26 25101.73

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Technical & Derivative Report

Nifty Option Open Interest Statistics
NIFTY OPTIONS HIGHEST ADDITION IN OPEN INTEREST
Expiry Strike Option Type Settlement Price Volume Open Interest Change In OI
25-Oct-18 10900 CE 82.55 170401 2027850 1311825
25-Oct-18 11000 CE 53.35 239108 3888225 1291800
25-Oct-18 10800 CE 122.05 130410 1416825 999900
25-Oct-18 10700 CE 170.75 102399 1146675 976050
25-Oct-18 10500 PE 154.55 143521 4445175 683175
25-Oct-18 11200 CE 22.15 145464 3504075 673875
25-Oct-18 10000 PE 45.2 71731 2280450 639525
25-Oct-18 10200 PE 76.1 55719 1660800 540225
25-Oct-18 10600 PE 194.1 107551 2365275 529200
25-Oct-18 11100 CE 33.9 141683 2979900 524400

NIFTY OPTIONS HIGHEST REDUCTION IN OPEN INTEREST

Expiry Strike Option Type Settlement Price Volume Open Interest Change In OI
25-Oct-18 10800 PE 286.65 69670 2315925 -466875
25-Oct-18 10900 PE 346.9 34841 1509600 -452700
25-Oct-18 11700 CE 4.05 29503 1252350 -333975
25-Oct-18 11000 PE 414.8 28996 2603100 -248625
25-Oct-18 11800 CE 3.45 14704 1187175 -201750
27-Dec-18 11000 PE 456.7 3945 2198925 -125325
25-Oct-18 11100 PE 477.9 8032 868875 -110925
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25-Oct-18 11200 PE 558.15 4823 1422000 -94875

25-Oct-18 11300 PE 650.15 3396 900975 -93600
29-Nov-18 11000 PE 427.6 3053 222825 -69600

Stock Option Open Interest Statistics

STOCK OPTIONS WITH HIGHEST ADDITION IN OPEN INTEREST
Symbol Expiry Strike Option Type Settl. Price Volume Open Interest Change in OI
IDEA 25-Oct-18 40 CE 0.7 2276 6244000 2905000
IDBI 25-Oct-18 60 CE 1.35 1403 6170000 2080000
ICICIBANK 25-Oct-18 320 CE 12.15 6811 3462250 1597750
ICICIBANK 25-Oct-18 350 CE 2.75 3858 2931500 1402500
YESBANK 25-Oct-18 250 CE 8.35 4289 4961250 1359750
IDEA 25-Oct-18 35 CE 2 457 1400000 1337000
RELIANCE 25-Oct-18 1200 CE 18.8 6241 1470000 1270000
YESBANK 25-Oct-18 260 CE 6.6 3567 3942750 1204000
JPASSOCIAT 25-Oct-18 7.5 CE 0.45 93 5814000 1156000
IDEA 25-Oct-18 37.5 CE 1.15 985 1449000 1064000

STOCK OPTIONS WITH HIGHEST REDUCTION IN OPEN INTEREST

Symbol Expiry Strike Option Type Settl. Price Volume Open Int. Change in OI
CGPOWER 25-Oct-18 42.5 PE 1.75 84 120000 -480000
IDBI 25-Oct-18 55 CE 3.8 367 1350000 -450000
TATAPOWER 25-Oct-18 61 PE 0.9 99 0 -450000
SREINFRA 25-Oct-18 32.5 PE 2.2 113 42000 -399000
YESBANK 25-Oct-18 300 CE 2.55 2087 5435500 -309750
IDEA 25-Oct-18 42.5 CE 0.45 547 2023000 -294000
JINDALSTEL 25-Oct-18 200 CE 11.15 1426 1269000 -279000
SBIN 25-Oct-18 260 PE 5.9 1860 1224000 -279000
NATIONALUM 25-Oct-18 65 CE 6.35 59 464000 -272000
RELIANCE 25-Oct-18 1180 PE 79.25 1106 318000 -237000

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 Institutional Research

Technical & Derivative Report

PARAS Digitally signed by

PARAS BOTHRA

BOTHRA Date: 2018.10.05

08:41:45 +05'30'

Ashika Stock Broking Limited (“ASBL”) or Research Entity has started its journey in the year 1994 and is engaged in the business of broking services,
depository services, distributor of financial products (Mutual fund, IPO & Bonds). This research report has been prepared and distributed by ASBL in the
sole capacity of a Research Analyst (Reg No. INZ000169130) of SEBI (Research Analyst) Regulations 2014. ASBL is a wholly owned subsidiary of Ashika
Global Securities (P) Ltd., a RBI registered non-deposit taking NBFC Company. Ashika group (details is enumerated on our website
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