Derivatives Daily

Wednesday, January 13, 2021

Nifty Snapshot Market Summary:

Close Prv Cl. Ab chg % chg  Indian markets closed on a positive note where buying was mainly seen in Banking, Automobile,
Spot 14,564.8 14,563.4 1.40 0.01 Finance sectors. Nifty Jan Future closed at 14606.1 (up 8.20 points) at a premium of 41.30 pts to
5 5 spot.
Futures 14,606.1 14,597.9 8.20 0.06
OI (ml shr)
5
14.60
5
15.21 -0.60 -3.98
 FIIs were net buyers in Cash to the tune of 1879.1 Cr and were net sellers in index futures to the
tune of 976.30 Cr.
Vol (lots) 177711 124133 53578 43.2
 India VIX increased by 1.94% to close at 23.29 touching an intraday high of 24.05.
COC 41.30 34.50 6.80 19.7
PCR–OI 1.46 1.72 -0.26 -15.2 Open Interest in Nifty Options:

Nifty Futures Price v/s OI

Open Interest in Nifty Options (in million units, All Expiries) Call Put
OI Nifty Futures 10.00 9.30
14,700 19 9.00
14,600 7.69
Open interest in millions

8.00
17
14,500
7.00
14,400 15 6.17 6.10 6.15
14,300 6.00 5.32 5.20
14,200 13
5.00 4.61 4.48
3.95 4.18
16.76

14,100
16.21

11
15.21
15.12

4.00 3.37
14.60
14.50
14.25

14,000
13.72

13.43

13.37
13.15

13,900 9 3.00 2.33

2.31
13,800 1.78
7 2.00 1.20 1.20
13,700 0.97
0.79
13,600 5 1.00 0.44 0.44
0.05
1-Jan

4-Jan

5-Jan

6-Jan

7-Jan

8-Jan

11-Jan

12-Jan

13-Jan
30-Dec

31-Dec

0.00
14000.00 14100.00 14200.00 14300.00 14400.00 14500.00 14600.00 14700.00 14800.00 14900.00 15000.00

2.50 Change in Open Interest in Nifty Options (in million units, All 2.32
Expiries)
Call Put
Nifty Futures Price v/s Change in OI
14,700 3.0
2.00 1.92
1.72
14,600
2.0 1.50
14,500 1.20
1.11 1.20
Open interest in millions

14,400 1.0
1.00 0.86
1.79

0.55

0.56

0.54

1.13

0.62

0.09

14,300
0.0 0.82
14,200 0.46
-3.60

-0.82

-0.06

-0.60

14,100
0.50 0.27 0.32
-1.0 0.11 0.14 0.11
14,000 0.02
13,900 -2.0 0.00
-0.05
13,800 -0.15 -0.08
-0.21
-0.36 -0.27
-3.0 -0.50
13,700 -0.42
13,600 -4.0
1-Jan

4-Jan

5-Jan

6-Jan

7-Jan

8-Jan

11-Jan

12-Jan

13-Jan

-1.00
30-Dec

31-Dec

14000.00 14100.00 14200.00 14300.00 14400.00 14500.00 14600.00 14700.00 14800.00 14900.00 15000.00
OI ch g Nifty Futures

Institutional Activity in previous trading session  The above second chart shows previous trading day’s change in Nifty options where Addition in OI
(in Rs cr.) Buy Sell Net
were seen in 14600, 14500 strike Puts and at 14900, 14700, 14600 strike Calls indicating market is
likely to remain range bound during the day.
Index Futures 4094.72 5071.02 -976.30
Index Options 514686.09 508726.1 5959.95
 Highest OI build-up is seen at 15000 strike Call and 14000 strike Put, to the tune of 7.69mn and
4 9.30mn respectively.
Stock Futures 15913.43 17198.59 -1285.16
Stock Options 13014.05 13038.79 -24.74 Outlook on Nifty:
FII Cash 10,263.57 8,384.51 1,879.06
DII Cash 5,777.20 8,147.37 -2,370.17  Index is likely to open on a flat note today and is likely to remain range bound during the day.
Net FII Activity (in Rs cr.)
Date Idx Fut Stk Fut Idx Opt Cash
13-Jan -976.3 -1285.2 5960.0 1879.1
12-Jan -1206.1 -304.3 -1372.0 571.5
Technical Pivot (Intraday):
11-Jan -1357.1 696.8 1514.1 3138.9
S2 S1 PIVOT R1 R2
8-Jan 1133.0 684.9 -2.3 6029.8
NIFTY 14395 14500 14580 14685 14765
7-Jan 217.1 170.8 2725.4 382.3
BANKNIFTY 32060 32370 32565 32880 33070
6-Jan -295.2 97.5 8077.8 -483.6
Derivatives Daily
Wednesday, January 13, 2021

Volume Buzzers (Contract wise) Stock Ideas

One  RELIANCE & TATAMOTORS calls of strike 2000 & 260 respectively were amongst the most
Current Volume Price Month active Calls whereas RELIANCE & TATAMOTORS puts of strike 1900 & 200 respectively were
Symbol Volume Change Chg Avg
amongst most active Puts.
BHARATFORG 11843 427% 0.9% 3236
 HDFCAMC & BANKBARODA are likely to show good strength whereas BANDHANBNK &
BHEL 9102 289% 3.3% 3028 ASHOKLEY are likely to show weakness in today’s trading session.

SAIL 296 252% -2.5% 3319

MUTHOOTFIN 6657 235% -3.2% 4031 (Price is in Rs; OI is in million units; Price chg and OI chg are in percentage) NB RESEARCH
Fresh Longs seen in: Fresh Shorts seen in:
M&M 13124 171% 5.9% 4593

LICHSGFIN 11510 164% -0.3% 5747 Price OI Price OI

Scrip Price OI Scrip Price OI
chg Chg chg Chg
HINDPETRO 7763 141% 1.0% 4253
HDFCAMC 3247.1 0.9 0.3 17.2 BANDHANBNK 377.1 -3.8 21.0 14.4
BPCL 19401 135% 2.4% 7031
PNB 36.8 0.4 189 9.4 LICHSGFIN 439.7 -0.3 7.8 14.2
ADANIPORTS 9111 124% 4.9% 4982 ONGC 105.8 2.0 53.4 8.3 FINNIFTY 15675 -0.6 0.1 13.2
Short Covering seen in: Long Unwinding seen in:
IBULHSGFIN 9938 121% -0.4% 6157
Price OI Price OI
Scrip Price OI Scrip Price OI
chg Chg chg Chg

BANKBARODA 75.6 6.2 69.8 -8.7 ASHOKLEY 121.8 -0.3 35.5 -10.9
FROM THE EQUITY DERIVATIVE DESK:
GODREJCP 772.2 1.0 4.5 -7.4 SRTRANSFIN 1222.7 -3.6 3.7 -7.2
NIRAV HARISH CHHEDA INDUSINDBK 947.3 1.7 14.8 -7.0 HDFCBANK 1475.0 -0.7 32.0 -5.5
SENIOR DERIVATIVES AND TECHNICAL ANALYST
E-Mail: nirav.chheda@nirmalbang.com
Tel no: 6273-8199/8000
Technical Pivot (Intraday):
Script Name
AMIT BHUPTANI S2 S1 PIVOT R1 R2
DERIVATIVES AND TECHNICAL ANALYST HDFCAMC 3136 3191 3226 3281 3315
E-Mail: amit.bhuptani@nirmalbang.com
Tel no: 6273-8242/8000 BANDHANBNK 356 367 382 392 407
BANKBARODA 68 72 74 78 80
ASHOKLEY 115 118 122 125 129
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Derivatives Daily
Wednesday, January 13, 2021

NIFTY50 Options OI (CE OI = Resistance) (PE OI = Support) NIFTY50 Options OI (CE OI = Resistance) ( PE OI = Support)

Highest CE Highest PE Highest CE Highest PE

Symbol OI OI CMP Symbol OI OI CMP
ADANIPORTS 540 500 539 INDUSINDBK 960 900 947
ASIANPAINT 2800 2600 2717 INFY 1400 1300 1395
AXISBANK 700 600 691 IOC 105 85 101
BAJAJ-AUTO 3700 3500 3619 JSWSTEEL 420 400 405
BAJAJFINSV 9500 8500 8828 KOTAKBANK 2000 1800 1892
BAJFINANCE 5300 4800 4916 LT 1400 1300 1359
BHARTIARTL 600 550 580 M&M 900 700 830
BPCL 420 360 414 MARUTI 8500 7000 8178
BRITANNIA 4000 3400 3636 NESTLEIND 19000 17000 18101
CIPLA 860 820 846 NTPC 100 100 103
COALINDIA 150 140 146 ONGC 110 90 106
DIVISLAB 4000 3600 3739 POWERGRID 210 190 206
DRREDDY 5500 5000 5306 RELIANCE 2000 1900 1944
EICHERMOT 3000 2700 2881 SBILIFE 940 900 931
GAIL 150 130 139 SBIN 310 280 308
GRASIM 1000 1000 1036 SHREECEM 26000 25000 24850
HCLTECH 1100 850 1059 SUNPHARMA 620 600 605
HDFC 2800 2500 2683 TATAMOTORS 260 200 243
HDFCBANK 1500 1440 1475 TATASTEEL 750 600 712
HDFCLIFE 750 680 717 TCS 3200 2900 3168
HEROMOTOCO 3400 2800 3265 TECHM 1100 850 1075
HINDALCO 300 240 264 TITAN 1600 1400 1514
HINDUNILVR 2400 2300 2385 ULTRACEMCO 5700 5000 5678
ICICIBANK 560 540 559 UPL 500 450 494
ITC 220 200 212 WIPRO 500 400 458
Derivatives Daily
Wednesday, January 13, 2021

OI against MWPL OI against MWPL

Limit for Limit for

Symbol MWPL Open Interest next day % OI Symbol MWPL Open Interest next day % OI

BHEL 256482590 257691000 Ban 100%

IDEA 1606294231 1468460000 57519519 91%

CANBK 101005708 84817800 11137622 84%

SAIL 206529370 169537000 Ban 82%

IBULHSGFIN 68907318 54293400 11168552 79%

SUNTV 19704232 15151500 3567520 77%

PNB 484711308 362544000 97931742 75%

NATIONALUM 180964897 132396000 39520652 73%

TATACHEM 32880104 21066000 10170098 64%

TATAMOTORS 355884551 205804200 132286123 58%

BANKBARODA 238001693 133578900 92522708 56%

GMRINFRA 416295219 212647500 182832958 51%

IDFCFIRSTB 576082041 291137000 256140938 51%

Derivatives Daily
Wednesday, January 13, 2021

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