daily derivative strategy 26042018 · disclaimer: this report, contains information based on...

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1 | Page 26th April 2018, research@bonanzaonli Index Summary 26/04/2018 25/04/ Nifty Spot 10617.80 105 Nifty Future 10619.00 105 Prem(+)/Disc(-) 1.20 Nifty 50 PCR OI 1.90 Nifty 50 PCR (VOL) 1.09 Volatility Index 26/04/2018 25/04/2018 India VIX 12.04 12.39 F & O Turnover (in Rs Cr.) Products 26/4/2018 25/4/2018 % Index Futures 42933.47 32913.38 Stock Futures 166524 138318.01 1 Index Option 1126850 754890.25 Stock Option 77787.42 72919.4 Total 1414095 999041.04 Advance Decl Nifty 29 21 NSE 793 98 ine.com /2018 Change 570.55 47.25 569.05 49.95 -1.60 -1.95 1.51 0.39 1.02 0.07 Change -2.85% %Change 30.44% 120.39% 49.27% 6.68% 41.55% cline Unchanged 1 0 81 93 F & O HEADL Nifty May Future ope made high of 10644. to a low of 1057 10632.50. Overall long build up s Long built up seen in Y Short built up seen in & DLF. Short covering seen in No Long Unwinding se LINES ened at 10583.60 and 30 whereas it slipped 77.05 and closed at seen in Nifty Future YESBANK, SRF & IDFC. n UNIONBANK, INDIGO n BIOCON. een.

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Page 1: DAILY DERIVATIVE STRATEGY 26042018 · Disclaimer: This report, contains information based on research carried by or on behalf of Bonanza Portfolio Limited, is neither advice nor any

1 | P a g e

26th April 2018, [email protected]

Index Summary

26/04/2018 25/04/201

Nifty Spot 10617.80 10570.55

Nifty Future 10619.00 10569.05

Prem(+)/Disc(-) 1.20

Nifty 50 PCR OI 1.90

Nifty 50 PCR (VOL) 1.09

Volatility Index

26/04/2018 25/04/2018

India VIX 12.04 12.39

F & O Turnover (in Rs Cr.)

Products 26/4/2018 25/4/2018 %Change

Index

Futures 42933.47 32913.38

Stock

Futures 166524 138318.01 120.39%

Index

Option 1126850 754890.25

Stock

Option 77787.42 72919.4

Total 1414095 999041.04

Advance Decline

Nifty 29 21

NSE 793 981

[email protected]

/2018 Change

10570.55 47.25

10569.05 49.95

-1.60 -1.95

1.51 0.39

1.02 0.07

Change

-2.85%

%Change

30.44%

120.39%

49.27%

6.68%

41.55%

Decline Unchanged

21 0

981 93

F & O HEADLINES

���� Nifty May Future open

made high of 10644.30

to a low of 10577.05

10632.50.

���� Overall long build up seen in Nifty Future

���� Long built up seen in YESBANK

���� Short built up seen in UNIONBANK, INDIGO

& DLF.

���� Short covering seen in BIOCON

���� No Long Unwinding seen

F & O HEADLINES

opened at 10583.60 and

44.30 whereas it slipped

77.05 and closed at

build up seen in Nifty Future

YESBANK, SRF & IDFC.

Short built up seen in UNIONBANK, INDIGO

Short covering seen in BIOCON.

No Long Unwinding seen.

Page 2: DAILY DERIVATIVE STRATEGY 26042018 · Disclaimer: This report, contains information based on research carried by or on behalf of Bonanza Portfolio Limited, is neither advice nor any

2 | P a g e

Buy Sell

Contracts Value (Rs

Cr)

Index Future 71427 6156.10

Index Option 1138453 102423.72

Stock Future 463830 33924.95

Stock Option 51707 3964.75

Nifty option OI distribution across the different Strikes

0

1000000

2000000

3000000

4000000

5000000

6000000

10200 10300 10400

10

5,4

50

23

6,4

75

2,7

16

,72

5

2,6

69

,40

0

FII activity on 26th April 2018

Buy Sell

Value (Rs Contracts Value (Rs Cr) Contracts

6156.10 61571 5394.39 133848

102423.72 1116733 100526.55 615306

33924.95 445923 32384.17 1056004

3964.75 47176 3593.90 4655

distribution across the different Strikes

10400 10500 10600 10700 10800

22

5,5

25

52

1,3

25

69

5,4

00

4,7

55

,67

5

2,5

20

,75

03,5

52

,60

0

5,7

47

,32

5

2,4

21

,90

0

45

,37

5

5,0

25

OI

Value (Rs Cr)

133848 11340.90

615306 50531.05

1056004 76443.42

4655 356.25

distribution across the different Strikes

strik price

CALL

PUT

Page 3: DAILY DERIVATIVE STRATEGY 26042018 · Disclaimer: This report, contains information based on research carried by or on behalf of Bonanza Portfolio Limited, is neither advice nor any

3 | P a g e

Top Gainers & Losers Open Interest Wise

Top Gainers & Losers Price Wise

Top Losers (OI wise) Company Future OI (%) Price (%)

BIOCON 57.88 1.34

HEXAWARE 54.50 -0.46

VGAURD 53.68 0.76

CHOLAFIN 48.52 0.05

BAJAJFINSV 45.84 -1.60

Top Gainers

Company Price (%) Future OI (%)

YESBANK 7.95 -65.66

NIITECH 7.28 37.95

SRF 6.52 -51.21

IDFC 6.48 -88.17

MINDTREE 3.99 -18.54

Top Gainers (OI wise) Company Future OI (%) Price (%)

BHARATFIN 46.01 0.82

BOSCH 36.01 0.27

GODREJCP 35.22 1.64

NESTLEIND 30.87 3.50

AMBUJACEM 24.8 -1.44

Top Losers

Company Price (%) Future OI (%)

RCOM -5.63 -9.62

HCC -5.2 -67.72

HDIL -4.84 -47.95

JPASSOCIAT -4.22 -69.75

BALRAMCHINI -3.65 -32.94

Page 4: DAILY DERIVATIVE STRATEGY 26042018 · Disclaimer: This report, contains information based on research carried by or on behalf of Bonanza Portfolio Limited, is neither advice nor any

4 | P a g e

Disclaimer: This report, contains information based on research carried by or on behalf of Bonanza Portfolio

Limited, is neither advice nor any offer to sell or a solicitation to buy any securities, Further the reader is also

advised to exercise restraint in placing any dependence on this report, as the sender, Bonanza Portfolio Limited,

neither claims or guarantees the accuracy of any information contained herein nor assumes any responsibility in

relation to losses arising from the errors of fact, opinions contained herein or the dependence placed on the same.

The situational factors affecting the information herein may change any time due to the volatile market conditions,

and may not be accurate, complete or exhaustive, the recipient therefore is advised to use his own discretion and

judgment, while entering into any transactions, whatsoever.

Further, please note that Bonanza, its director’s employees and associates may have trading or investment positions

in the securities mentioned herein.

BONANZA PORTFOLIO LTD

New Delhi: 4353/4C, Madan Mohan Street, Ansari Road, Darya Ganj, New Delhi – 110002. Tel: 91 11 30181290/94

Fax: 91 11 30412657

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91 22 67605500/600 Fax. 022-67605530