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ELITE INVESTMENT ADVISORY SERVICES

DAILY DERIVATIVE REPORT 01/01/2018

01/REPORT07/12/153030/05/1414/03/
14101010/02/1403/12/2013
The benchmark indices settled the last trading day of 2017 on a positive note even as Asian
markets remained subdued, and back home the government breached its fiscal deficit target
for the ongoing financial year, due to lower-than-expected revenue collections and higher
revenue expenditure. European markets were trading flat, while Asian markets turned in a
mixed performance with investors mostly refraining from making significant moves due to
the absence of strong catalysts.

The Sensex settled at 34,056, up 209 points, while the broader Nifty50 ended at 10,530, up
52 points. For the year, both the indices added nearly 28%.

The fiscal deficit for the first eight months of FY18 stood at 112 per cent - Rs 6.12 lakh crore -
of the full year's target of Rs 5.46 lakh crore, data furnished by the Comptroller General of
Accounts (CGA) showed.

Highest open interest has been seen in 10500 and 10400 strike price for call option and in
10200 and 10300 strike price for put option.

STOCK RECOMMENDATION

BUY PTC FUTURE ABOVE 120.4 TARGETS 120.9, 121.4 STOPLOSS 119.65

BUY RNAVAL FUTURE ABOVE 50.5 TARGETS 50.95, 51.4 STOPLOSS 49.8

SELL BHEL FUTURE BELOW 92 TARGETS 91.5, 91 STOPLOSS 92.75

BUY JISLJALEQS FUTURE ABOVE 130 TARGETS 130.45, 130.9 STOPLOSS 129.3

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IMPLIED VOLATILITY

SCRIPT AVERAGE PRICE RANGE (%)


RCOM 22.12
JPASSOCIAT 11.02
RELCAPITAL 8.99
GMRINFRA 7.24
WOCKPHARMA 6.71

TOP 3 GAINERS TOP 3 LOSERS

SCRIPT CHANGE (%) SCRIPT CHANGE (%)


TATAMOTORS 3.01 GAIL -2.01
INFRATEL 2.99 BPCL -1.65
AXISBANK 2.9 HINDPETRO -0.86

MOST ACTIVE NIFTY CALL OPTION MOST ACTIVE NIFTY PUT OPTION

SYMBOL STRIKE VOLUME OI SYMBOL STRIKE VOLUME OI

NIFTY 10,400 1,77,387 38,59,425 NIFTY 10,300 1,95,508 42,46,050


NIFTY 10,500 1,72,767 45,25,875 NIFTY 10,200 1,45,998 54,96,750
NIFTY 10,600 1,18,568 36,02,325 NIFTY 10,400 1,01,015 24,30,825

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MOST ACTIVE STOCK CALL OPTION MOST ACTIVE STOCK PUT OPTION

SYMBOL STRIKE VOLUME OI SYMBOL STRIKE VOLUME OI

TATAMOTORS 450 9,158 33,67,500 TATAMOTORS 420 4,389 17,26,500


TATAMOTORS 460 8,026 33,12,000 TATAMOTORS 440 3,959 14,94,000
TATAMOTORS 500 7,042 30,93,000 TATAMOTORS 400 3,875 12,66,000

NIFTY PUT CALL ANALYSIS

6,000,000

5,000,000

4,000,000

3,000,000 CALL
PUT
2,000,000

1,000,000

0
10100 10200 10300 10400 10500

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