Daily Derivatives Derivative Research Desk

January 17, 2022

INDICES
Nifty Snapshot
Particulars Spot Future Prem/Disc Future OI PCR OI PCR VOL IV VIX HV Call IV Put IV price
Current 18,255.75 18295 39.25 11525400 1.25 0.89 14.88 15.22 21.91 14.46 17.56 19,400.00
Previous 18,257.80 18287.25 29.45 11653050 1.48 1.07 15.32 16 21.94 15.30 18.60
18,400.00
Change -2.05 7.75 9.8 -127650 -0.23 -0.18 -0.44 -0.78 -0.03 -0.84 -1.04
% Chg -0.01 0.04 33.28 -1.10 -15.54 -16.82 -2.87 -4.88 -0.14 -5.49 -5.59 17,400.00

16,400.00
Banknifty Snapshot
Particulars Spot Future Prem/Disc Future OI PCR OI IV PCR VOL HV Call IV Put IV 15,400.00

Current 38,370.40 38491.1 120.7 2399250 0.89 22.3 0.99 31.33 22.46 25.19 14,400.00
Previous 38,469.95 38591.45 121.5 2396475 0.85 23.08 0.95 31.39 23.47 26.07
13,400.00
Change -99.55 -100.35 -0.8 2775 0.04 -0.78 0.04 -0.06 -1.01 -0.88
% Chg -0.26 -0.26 0.31 0.12 4.71 -3.38 4.21 -0.19 -4.30 -3.38 12,400.00

11,400.00
Indices R1 R2 R3 S1 S2 S3 VWAP
Nifty 18321.92 18388.08 18489.22 18154.62 18053.48 17987.32 18212.67
Banknifty 38543.05 38715.70 38983.35 38102.75 37835.10 37662.45 38855.04

Market Summary :
Equity benchmarks endured its winning streak over the fourth consecutive week as Nifty gained 2.5% to settle the week at 18256. The broader market relatively outperformed as Nifty midcap, small cap indices
surged ~3%, each.Brent Crude prices ended higher at US$ 85.3/barrel as compared to previous week’s closing price of US$81.0/barrel.Bond yields ended higher at 6.58% as compared to previous week’s closing
price of 6.55%.

Nifty View:
The Nifty Jan Fut closed 8 points or 0.04% higher at 18295. The Nifty Jan Fut closed at a premium of 39 points as against a premium of 29 points in the previous session. Nifty IV increased to 16% from 15%
indicating volatility expectations. The Nifty OI PCR fell to 1.25 from 1.48 in the previous session, indicating there was more buildup of OI in the call segment. Implied volatility (IV) of Calls was down and closed
at 15% vs 16% and Put IV options were up and closed at 18% vs 17%.
On the options front, maximum Put OI for 27th Jan series is at 17000 strike price with 34 lakh shares followed by 17500 & 16500 strike price. Meanwhile, maximum Call OI for 27th Jan series is at a 18000 strike
price with 20 lakh shares followed by 17500 & 18500 strike price .

As long as the index stays above 18000, the short-term outlook will remain bullish .A break above 18350 can then pave way for further rise to 18500-18600.A narrow range of 18000-18350 is possible if
Inability to breach 18350.

For the coming session, the trading spot band is between 18090 and 18320,which means further upsides are likely once the immediate resistances of 18320 are taken out and weakness could emerge if the
supports of 18090 are broken.

Analyst : Raushan Kumar FRM,CFA

01/14/2022 raushan.kumar@iifl.com 1
 Daily Derivatives Derivative Research Desk

January 17, 2022

Put Call OI Nifty Put Call OI Chg Nifty

400000
Chart Title
3500000 300000

3000000
200000 .C
2500000
.P
2000000 100000
C
1500000
P
0
1000000 16800 17000 17200 17400 17500 17600 17700 17800 18000 18500
500000 -100000
0
17000 17200 17500 17800 18000 18100 18200 18300 18500 19000 -200000

NIFTY CE Greeks*
Strike Delta Gamma Theta Vega Expiry MA*
17,200 0.51 0.0009 -2.55 12.46 Jan Indices 10 20 50 100 200
17,300 0.43 0.001 -2.34 12.02 Jan Nifty
17,400 0.3 0.0009 -2 10.78 Jan Bank Nifty
17,500 0.2 0.0008 -1.59 8.87 Jan Nifty IT
17,600 0.1 0.0006 -1.14 6.61 Jan Nifty Pharma

NIFTY PE Greeks*
Strike Delta Gamma Theta Vega Expiry MA*
17,200 -0.49 0.001 -2.7 12.62 Jan Indices 10 20 50 100 200
17,100 -0.41 0.0009 -2.62 12.18 Jan Nifty Next
17,000 -0.31 0.0008 -2.58 11.4 Jan Nifty Mid
16,900 -0.23 0.0007 -2.41 10.28 Jan Nifty Small
16,800 -0.15 0.0006 2.19 9.01 Jan Nifty pvt

Analyst : Raushan Kumar FRM,CFA

01/14/2022 raushan.kumar@iifl.com 2
 Daily Derivatives Derivative Research Desk

January 17, 2022

Put Call OI Banknity Put Call OI Chg Banknifty

400000 80000
350000 60000
300000 40000
250000
20000
200000 C C
0
150000 P 28000 29000 29500 30000 30500 31000 31500 32000 32500 33000 P.
-20000
100000
-40000
50000
-60000
0
28000 29000 29500 30000 30500 31000 31500 32000 32500 33000 -80000

FII Activities
Nifty vs FII/DII
Products Buy Sell Net OI OI Chg 18400 4000.00
Index Futures 2642 3268 -626 -572 15949 18300
18200 3000.00
Index Options 331050 325692 5358 32252 134506
18100
Stock Futures 13468 14364 -896 463 124070 18000 2000.00
Stock Options 16569 16803 -234 1045 23565 17900
1000.00
Total 363729 360127 3602 33188 298090 17800
17700 0.00
17600
Market Turnover 17500 -1000.00
Products Prev OI OI Prev Vol Vol % Chg 17400
Equity - - - - - 17300 -2000.00
Index Futures 3057556 3033835 2480572 2640790 6.46
Stock Futures 20752833 20937100 7414393 6635729 -10.50
Index Options 35106617 48883215 89261963 397457220 692.30
Stock Option 15122583 16138252 28733558 27551452 -9.77 Nifty FII DII

Analyst : Raushan Kumar FRM,CFA

01/14/2022 raushan.kumar@iifl.com 3
 Daily Derivatives Derivative Research Desk

January 17, 2022

STOCKS
Long Buildup Short Buildup
Stocks Price Price% OI OI% Spot Del% Stocks Price Price% OI OI% Spot Del%
RBLBANK 157.00 6.12 37363600 0.39 156.50 18.05 MOTHERSUMI 186.1 -20.88 23600500 67.9 185.55 47.8
BEL 220.80 5.02 27158600 1.30 220.10 32.63 MINDTREE 4564.05 -4.23 3049600 8.77 4547.95 20.68
TATACONSUM 765.60 4.42 11695725 1.49 762.50 27.40 BIOCON 357.95 -3.7 21192200 0.38 357.7 29.54
GRANULES 359.20 4.39 16454800 8.74 357.60 26.08 AUROPHARMA 698.1 -3.08 16360500 7.51 695.15 30
IRCTC 906.90 4.11 18.06 902.70 31.01 ASIANPAINT 3378.7 -2.62 3769050 5.62 3364.4 56.64

Short Covering Long Unwindng

Stocks Price Price% OI OI% Spot Del% Stocks Price Price% OI OI% Spot Del%
CONCOR 693.05 3.39 6191200 -2.54 692.55 44.55 AUBANK 1267.85 -3.11 3280000 -0.39 1262.4 38.72
VOLTAS 1307.55 3.34 3243500 -7.24 1303.65 29.06 LALPATHLAB 3634.7 -2.22 502250 -0.96 3637.3 43.58
TCS 3967.9 1.87 11374500 -5.38 3968.15 54.58 FSL 178.85 -2 12950600 -3.32 178.1 28.61
INFY 1930.7 1.78 32971200 -1.43 1929.35 53.14 PERSISTENT 4451.25 -1.81 638850 -0.28 4445.55 53.35
GODREJPROP 1967.35 1.73 3509350 -0.04 1964.35 48.74 METROPOLIS 3057.8 -1.78 579400 -0.75 3053.1 28.9

PCR OI LOW PCR OI HIGH

Stocks Price OI % Chg PCR OI Chg % Pcr Chg Stocks Price OI % Chg PCR OI Chg % Pcr Chg
GSPL 314.35 2323900 0 0.08 0.01 0.1429 PVR 1560.35 2943424 -1.66 1.36 -0.01 -0.73
RAMCOCEM 1013.05 1908250 0.0317 0.18 -0.06 -0.25 INDIGO 2168 2813750 -0.5 1.18 -0.01 -0.84
CROMPTON 448.05 2483800 0.013 0.18 -0.03 -0.1429 INDHOTEL 211.6 12781916 -1.85 1.1 -0.02 -1.79
ATUL 10505.85 94050 -0.0926 0.18 0.05 0.3846 AUBANK 1267.85 3280000 -0.39 0.95 -0.12 -11.21
RAIN 252.5 6405000 0.0596 0.19 -0.03 -0.1364 ESCORTS 1874.7 7103800 4 0.85 0 0

High IV Low IV
Stocks Price % Chg IV %Chg HV % HV Chg Stocks Price % Chg IV %Chg HV % HV Chg
IDEA 12.8 -0.78 84.75 404 106.39 -26 BRITANNIA 3718.85 -1.07 18.9 71 28.39 -4
RBLBANK 157 6.12 60.29 -252 68.15 21 DABUR 577.35 -0.96 21.2 28 24.05 -3
FSL 178.85 -2 58.67 -50 59.68 -9 HEROMOTOCO 2574.3 -0.86 21.98 35 32.79 -5
NBCC 53.6 3.28 58.04 -4 55.65 3 PETRONET 226.85 0.00 22.83 -1 30.38 -8
MOTHERSUMI 186.1 -20.88 56.06 3763 55.51 34 INFY 1930.7 1.78 22.96 -296 30.62 1

Analyst : Raushan Kumar FRM,CFA

01/14/2022 raushan.kumar@iifl.com 4
 Daily Derivatives Derivative Research Desk

January 17, 2022

High HV Low HV
Stocks Price % Chg HV %Chg IV % Chg. Stocks Price % Chg HV %Chg IV % Chg.
IDEA 12.8 -0.78 106.39 -26 84.75 404 DABUR 577.35 -0.96 24.05 -3 21.2 28
IBULHSGFIN 222.2 0.45 75.89 -19 44.57 -201 COLPAL 1465.15 -0.21 25.84 -6 24.1 35
ZEEL 322.95 -0.92 74.37 -18 50.15 80 HINDUNILVR 2372.85 -2.06 26.64 9 24.41 190
HINDCOPPER 136.7 0 69.02 -17 54.32 -18 MARICO 500.5 -0.48 27.17 -6 25.72 108
RBLBANK 157 6.12 68.15 21 60.29 -252 BRITANNIA 3718.85 -1.07 28.39 -4 18.9 71

Highest Chg PCR Lowest Chg PCR

Stocks Price % Chg PCR Chg IV Chg. Stocks Price % Chg PCR Chg IV Chg.
INFY 1930.7 1.78 0.62 0.11 22.96 -2.96 MOTHERSUMI 186.1 -20.88 0.31 -0.74 56.06 37.63
CHAMBLFERT 470.2 3.68 0.48 0.11 48.41 -0.77 BANDHANBNK 296.95 0.44 0.68 -0.26 49.98 4.92
RBLBANK 157 6.12 0.81 0.11 60.29 -2.52 JUBLFOOD 3946.5 0.3 0.62 -0.23 41.59 3.38
ADANIENT 1876.15 1.02 0.65 0.09 45.26 -3.23 ACC 2365 1.78 0.38 -0.21 33.25 2.45
IRCTC 906.9 4.11 0.65 0.08 47.61 1.08 BHARATFORG 781.8 1.63 0.64 -0.18 32.95 0.66

Highest Chg IV Lowest Chg IV

Stocks Price % Chg IV Chg HV (IV-HV) Stocks Price % Chg IV Chg HV (IV-HV)
MOTHERSUMI 186.1 -20.88 56.06 37.63 55.51 0.55 MINDTREE 4564.05 -4.23 42.32 -6.6 47.61 -5.29
CUMMINSIND 990.75 1.57 39.89 5.89 38.47 1.42 ATUL 10505.85 1.3 34.8 -3.5 37.84 -3.04
RAMCOCEM 1013.05 -1.02 42.98 5.37 36.3 6.68 ADANIENT 1876.15 1.02 45.26 -3.23 56.03 -10.77
BANDHANBNK 296.95 0.44 49.98 4.92 58.41 -8.43 HONAUT 44758.85 1.11 30.72 -3.17 37.32 -6.6
GRANULES 359.2 4.39 46.93 4.76 49.26 -2.33 IPCALAB 1063 0.21 41.22 -2.96 38.38 2.84

Highest Chg HV Lowest Chg HV

Stocks Price % Chg HV (IV-HV) IV Chg Stocks Price % Chg HV (IV-HV) IV Chg
CROMPTON 448.05 -0.4 37.32 8.16 45.48 2.67 IBULHSGFIN 222.2 0.45 75.89 -31.32 44.57 -2.01
GSPL 314.35 -2.24 41.11 7.72 48.83 1.02 ESCORTS 1874.7 0.42 43.4 -28.22 15.18 -0.34
RAMCOCEM 1013.05 -1.02 36.3 6.68 42.98 5.37 HINDALCO 508.15 0.08 51.9 -23.54 28.36 1.05
COROMANDEL 789.8 -0.21 33.75 6.08 39.83 -0.84 SAIL 108.9 0.05 60.62 -21.83 38.79 0.14
POLYCAB 2700.45 0.18 42.51 4.68 47.19 0.94 ONGC 161.55 -1.13 45.48 -21.65 23.83 -0.98

Analyst : Raushan Kumar FRM,CFA

01/14/2022 raushan.kumar@iifl.com 5
 Daily Derivatives Derivative Research Desk

January 17, 2022

Top Bullish Share List : Positional Top Bullish Share List (Nifty ) : Positional
Scrip Price 1M TargetNegative Trend below 3M-6M Target Scrip Recomm. Price
1M Target Negative Trend below 3M-6M Target

BAJAJFIANCE 7600-7500 8000 6300 8700

TCS 3550-3600 3800 3370 4200
HCLTEC 1200 1300 1070 1500
ASIANPIANT 3250 3500 2900 3700

Top Delivery Percentage Secotrs % Change

Stocks Price %Chg Vol OI Deleviry Del % Sectors Price OI Vol Roll Del Del %
HDFCAMC 2474.9 -0.09 1991 3346600 500261 84.06 Automobile -1.27 5.48 21.69 6.41 35667034 37.61

CROMPTON 448.05 -0.4 504 2483800 877373 76.02 Banking -0.15 0.13 104.03 6.25 55206442 35.6
MFSL 1034.2 -2.05 1017 1934400 434661 68.76 Capital_Goods 1.43 3.24 92.75 5.03 17763485 39.6
ALKEM 3640.6 -1.78 693 252400 120565 67.81 Cement 0.99 1.38 91.09 2.97 3604188 37.11
PIIND 2813.15 -1.04 1609 2059000 252968 67.39 Fertilisers #N/A #N/A #N/A #N/A #N/A #N/A
HDFCLIFE 674.1 0.25 2117 20104700 832651 63.18 Finance -0.32 1.14 3.28 5.04 22092719 44.34
ICICIGI 1421 0.36 652 3090600 232330 62.74 FMCG -0.37 1.08 43.19 4.83 16027902 41.13
RELIANCE 2548.55 0.36 35500 32573500 5897918 62.53 Infrastructure 2.24 4.16 114.04 6.5 28122065 31.74
ABBOTINDIA 17764.95 -0.67 608 55600 11603 61.73 Media -0.35 -0.88 -6.34 4.65 2201532 25.35
COLPAL 1465.15 -0.21 1900 3304000 219376 59.67 Metals -0.21 -0.08 -55.37 6.43 30912959 32.17
MARICO 500.5 -0.48 1188 9549000 402349 59.62 Oil_Gas -0.22 0.3 21.68 7.68 25093766 45.42
IPCALAB 1063 0.21 617 1788300 150875 59.08 Others #N/A #N/A #N/A #N/A #N/A #N/A
BHARTIARTL 723.1 -1.24 8396 60157800 3199909 59.06 Pharma -0.66 1.81 1.34 5.09 10593605 40.41
ITC 223.6 -0.38 8473 231014400 6579689 57.79 Power 0.02 2.25 -29.91 9.89 24770012 32.93
POWERGRID 208.65 0.02 1647 34365852 6852231 57.69 Realty 1.57 2 195.58 6.07 6999925 29.74
HDFCBANK 1547.75 0.82 27018 38303650 3378755 57.59 Technology -0.57 2.19 15.03 6.08 20484938 40.67
HINDUNILVR 2372.85 -2.06 9752 8959800 992296 57.52 Telecom -0.82 0.02 -7.4 5.57 82818315 49.96
RECLTD 139.95 -0.53 953 37692000 1626880 57.28 Textile -0.35 -1.9 -15.08 3.29 1802120 30.92

Analyst : Raushan Kumar FRM,CFA

01/14/2022 raushan.kumar@iifl.com 6
 Daily Derivatives Derivative Research Desk

January 17, 2022

Top Premium Stocks Top Disccounted Stocks

Stocks Spot Future Fut OI IV Deleviry Prem/Disc Stocks Spot Future Fut OI IV Deleviry Prem/Disc
HONAUT 44556.2 44758.85 7395 30.72 2037 202.65 TVSMOTOR 658.75 652.5 7987000 36.93 219924 -6.25
MRF 76134.65 76294.1 57270 23.7 1660 159.45 SIEMENS 2394.55 2388.5 2050125 34.84 319681 -6.05
NESTLEIND 19400.15 19482.2 300450 19.48 17031 82.05 HCLTECH 1337.2 1332.55 21165900 34.49 2087740 -4.65
ABBOTINDIA 17690.45 17764.95 55600 33.87 11603 74.5 LALPATHLAB 3637.3 3634.7 502250 42.9 54259 -2.6
BOSCHLTD 17486 17555.7 150450 31.55 9932 69.7 NAM-INDIA 368.9 366.7 3494400 33.72 375076 -2.2

PAGEIND 44607.7 44662.9 82380 28.44 5835 55.2 HAVELLS 1344.85 1343.35 4112500 38.72 254675 -1.5
LTI 7078.35 7109.55 1010850 45.57 161302 31.2 TORNTPHARM 3194.2 3193.1 669750 29.79 80660 -1.1
BAJAJFINSV 18209.7 18238 586750 41.15 25654 28.3 ATUL 10506.55 10505.85 94050 34.8 30981 -0.7
BAJFINANCE 7832.2 7852.55 3700875 39.02 148504 20.35 TCS 3968.15 3967.9 11374500 23.01 1980570 -0.25
LTTS 5542.4 5560.9 871600 48.12 99753 18.5 IDEA 12.75 12.8 771960000 84.75 78217431 0.05

Key data to watch :

None

Analyst : Raushan Kumar FRM,CFA

01/14/2022 raushan.kumar@iifl.com 7
 Daily Derivatives Derivative Research Desk

January 17, 2022

Positional Option Strategy*

Symbol Strategy Name Rec. Prem. Or ratio SL Target1 Target2 Risk/ Profit Remarks
NIFTY Theta 130 17970& 18530 100.0 10.0 UnLimited/Limited IV to fall

Strategy Pair:
Sell Jan 18400CE&18100PE @130

Payout:

600 Strategy Payoff

Profit & Loss

400

200

0
220 320 420 520 620 720 820 920 1020 1120 1220
-200

-400
Spot on Expiry
-600 Recommendation given for on Min. 2lot and Price of option given as per Black-scholes calculation, app. estimate. And Once target1 achieved put trailing stops of
Note*:
recommended price to preserve profits.Please avoid allocating the entire trading corpus to a single strategy, recommendation to set risk management on every trade.

Analyst : Raushan Kumar FRM,CFA

01/14/2022 raushan.kumar@iifl.com 8
Daily Derivatives Derivative Research Desk

January 17, 2022

Gyan Box :

Analyst : Raushan Kumar FRM,CFA

01/14/2022 raushan.kumar@iifl.com 9
 Daily Derivatives Derivative Research Desk

January 17, 2022

Strategy call Performance sheet:

Date Symbol Strategy:P/L Rec. Price, SL Target1 Target2 Remarks
Daily Derivative Report Strategy :

Analyst : Raushan Kumar FRM,CFA

01/14/2022 raushan.kumar@iifl.com 10
 Daily Derivatives Derivative Research Desk

January 17, 2022

December ,2020 Strategy call Performance : Number of Strategy Recommended : 48 ,Positive Payoff : 37 , Strike Rate : 80 %
Daily Derivative Report Strategy : Dec
Weekly NIFTY-Bullish 2.1K 3.5K 11,810 11,790 11,860.0 11,910 Target2 Achieved ON 24th June
Weekly NIFTY-Bearish 1.7K 3.3K 11,790 11,810 11,740.0 11,690 Target2 Achieved ON 27th June
1.5K
Weekly BANKNIFTY-Bullish 2.5K 30,800 30,470 30,900.0 31,000 Target2 Achieved ON 26th June
Nifty-Ratio Spread 2.1K 3.5K 70 30 100.0 150 Target2 Achieved
Nifty-Theta 1.5K 120 220 100.0 50 Target1 Achieved ON 20th June
BHARTIARTL-Bullish 7K 7K 346 360.0 380 Expiry at 349
Weekly NIFTY-Bearish 1.7K 2.7K 11,780 11,900 11,730.0 11,690 Target2 Achieved ON 17th June
1.5K
Weekly BANKNIFTY-Bearish 3K 30,470 30,850 30,370.0 30,270 Target2 Achieved ON 17th June
AXIS BANK-Bullish 10K 10K 801 823.0 843 Expiry at 790
Nifty-Bullish 11K 11K 11,900 12,000.0 12,100 Expiry at 11845
HDFCBANK-Bullish 7K 23K 2,405 2,457.0 2,507 Book Full at 2490 on 27th June
Weekly NIFTY-Bullish 2.1K 11,960 11,840 12,010.0 12,060 Target1 Achieved on 11th June
Weekly NIFTY-Bearish 2.1K 3.5K 11,780 11,900 11,730.0 11,690 Target2 Achieved ON 17th June
1.5K
Weekly BANKNIFTY-Bullish 31,370 30,850 31,470.0 31,570 Target1 Achieved on 11th June
1.5K
Weekly BANKNIFTY-Bearish 2.5K 30,850 31,370 30,950.0 30,850 Target2 Achieved ON 17th June
REC-Bullish 27k 50k 147 153.0 160 Target2 Achieved ON 25th June
NMDC-Bullish 23K 103 107.0 113 Target1 Achieved on 11th June
IGL-Bullish 13K 332 350.0 370 Book 50% Profit at 343 on 14th June
Weekly NIFTY-Bullish 2K 3K 11,980 11,850 12,030.0 12,080 Target1&2 Achieved ON 3rd June
Weekly NIFTY-Bearish 1.7K 11,850 11,980 11,800.0 11,750 Target1 Achieved ON 7th June
1.4k
Weekly BANKNIFTY-Bullish 2K 31,600 31,050 31,700.0 31,800 Target1&2 Achieved ON 3rd June
1.5K
Weekly BANKNIFTY-Bearish 3K 31,050 31,600 30,950.0 30,850 Target1&2 Achieved ON 7th June
RELIACNE-Bullish 10K 10K 1,270 1,320.0 1,400 Expiry at 1280
RBLBANK-Bullish 20K 20K 672 703.0 730 Expiry at 630
SUNPHARMA-June Delta 5K 37 7 10,000.0 30,000 Book 50% Profit at 342 on 14th June
SBIN-June Delta 10K 18 3 10,000.0 30,000 Target1 Achieved

Nifty-Intraday 2K 3.5K 11,833 11,810 11,865.0 11,895 Target2 Achieved on 27th June
Nifty-Theta 1K 1K 400 500 370.0 300 Closed at 410 on 27th June
BANKNifty-Theta .6K 2K 397 490 360.0 290 Target2 Achieved on 25th June
Nifty-Intraday 2K 4K 11,833 11,810 11,865.0 11,895 Target2 Achieved on 27th June

Analyst : Raushan Kumar FRM,CFA

01/14/2022 raushan.kumar@iifl.com 11
 Daily Derivatives Derivative Research Desk

January 17, 2022

Nifty-Intraday 2K 4K 11,750 11,850 11,717.0 11,687 Target2 Achieved on 18th June

Nifty-Intraday 2K 4K 11,860 11,780 11,890.0 11,920 Target1 Achieved on 14th June
CANBK-Bullish 3K 3K 266 245 280.0 290 Closed at 264 on 17th June
Nifty-Intraday 1K 1K 11,925 11,850 11,960.0 11,990 Exit at 11920 on 12th June
Nifty OPtion-Intraday 0.3 0.3 52 30 70.0 93 Exit at 48 on 10th June
BANKNIFTY-Calendar 1K 2K 530 50.0 100 Target2 Achieved
BEL-Bullish 12k 107 97 113.0 130 Book 50% Profit at 110.50 on7th June, Now TSL
BANKNIFTY-Theta 0.8K 2k 930 870.0 770 Book full Profit at 820 on 11th June
NIFTY-Intraday Option 1.7k 1.7k 32 1 53.0 77 Exit at 10 on 6th June
PIDILITIND-Bullish 5k 2k 1,283 1,330.0 1,390 Book 50% Profit at 1305 on11th June
PFC-Bullish 13K 128 110 134.0 143 Book 50% Profit at 131.50 on 4th June
UNIONBANK -June Bullish14k 79 82.0 87 Book 50% Profit at 81.50 on 4th June

BEL-Bullish 12k 112 97 117.0 1,130 Book 50% Profit at 114.50 on 4th June
NIFTY-Bullish 3k 3k 12,100 11,843 12,200.0 12,300 SL hit
Nifty-Bearish 3.5K 8.5K 11,843 12,100 11,743.0 11,643 Target2 Achieved on 17th June
BANKNIFTY-Bearish 3k 31,000 32,000 30,800.0 30,600 Target2 Achieved on 19th June
MARUTI-Bullish 19K 19K 7,120 7,430.0 7,730 Rollover
BEL-Bullish 21k 54K 103 87 108.0 115 Target2 Achieved on 27th May

IMP: The above follow-up and performance review table of the strategies on min. 2lot , indicates the profit opportunity that was available in the strategies. Individual profits may vary,dependi
*Index Option Greeks &MA value change only on sifting or weekly,Monthly bacis .

Disclaimer:
Derivative Desk:

Analyst : Raushan Kumar FRM,CFA

01/14/2022 raushan.kumar@iifl.com 12
 Daily Derivatives Derivative Research Desk

January 17, 2022

Disclaimer:
Derivative Desk:

Analyst :Raushan Kumar FRM,CFA

raushan.kumar@iifl.com ,authors and the names subscribed to this report, hereby certify that all of the views expressed in this research report accurately reflect my views
about the subject issuer(s) or securities. I also certify that no part of our compensation was, is, or will be directly or indirectly related to the specific recommendation(s) or
view(s) in this report.

As to each individual report referenced herein, the primary research analyst(s) named within the report individually certify, with respect to each security or issuer that the
analyst covered in the report, that:
(1) all of the views expressed in the report accurately reflect his or her personal views about any and all of the subject securities or issuers; and
(2) No part of any of the research analyst's compensation was, is, or will be directly or indirectly related to the specific recommendations or views expressed in the report.

Please refer to http://www.indiainfoline.com/research/disclaimer for recommendation parameter, analyst disclaimer and other disclosures.

Published in 2017. © India Infoline Ltd 2017, India Infoline Limited (Formerly “India Infoline Distribution Company Limited”), CIN No.: U99999MH1996PLC132983,
Corporate Office – IIFL Centre, Kamala City, SenapatiBapatMarg, Lower Parel, Mumbai – 400013 Tel: (91-22) 4249 9000 .Fax: (91-22) 40609049, Regd. Office – IIFL House,
Sun Infotech Park, Road No. 16V, Plot No. B-23, MIDC, Thane Industrial Area, Wagle Estate, Thane – 400604 Tel: (91-22) 25806650. Fax: (91-22) 25806654 E-mail:
mail@indiainfoline.com Website: www.indiainfoline.com, Refer www.indiainfoline.com for detail of Associates.

National Stock Exchange of India Ltd. SEBI Regn. No.: INB231097537/ INF231097537/ INE231097537, Bombay Stock Exchange Ltd. SEBI Regn. No.:INB011097533/
INF011097533/ BSE-Currency, MCX Stock Exchange Ltd. SEBI Regn. No.: INB261097530/ INF261097530/ INE261097537, United Stock Exchange Ltd. SEBI Regn. No.:
INE271097532, PMS SEBI Regn. No. INP000002213, IA SEBI Regn. No. INA000000623, SEBI RA Regn.:- INH000000248.

**********************************************

Analyst : Raushan Kumar FRM,CFA

01/14/2022 raushan.kumar@iifl.com 13