1.0 National Stock Exchange (NSE) Benchmark Index Nifty50 :-
[A] Movement of Benchmark Index :
[B] Near Month (Feb'16)Expiry Nifty50 Derivative Contracts:
(i) At the end of session, Open Interest in near month Future contract of Nifty50 was increased by 5.43%. Contract was closed at 6,981 or 0.18% Lower. That means Cost of Carry at the time of close was stood at 0.10. That is fresh built up of Short Position was seen in today's session.
(ii) At the end of session, Highest Open Interest(OI) of Near month Call Option contracts was stood at the strike at 7,500. ( same as in previous session) Highest OI of Put Option contracts was stood at strike of 7,000 (Same as in previous session) Highest trading volume of Call option contracts was recorded at 7,200 strike, whereas highest trading volume of Put option contracts was recorded at 6,900 strike.
(iii) At the end of session, Implied volatility (IV) of Near month 7000 strike Call Option was seen at 18.17, whereas IV of Near month 7200 strike Put Option was seen at 23.77.
(iv) At the end of session, PCR was recorded as 0.71 (volume) and 0.77 (OI).
2.0 Movement of India Volatility - Index INDIA VIX :-
Throughout the trading session, IndiaVix Traded in RED, hovered around 25 and finally closed at 24.6725 or 4.98 % Lower.
3.0 Advance Decline Ratio(ADR) :-
NSE Advance Decline Ratio(ADR) opened near 0.32 and deteriorated to 0.1 level from where it started to improved upto 0.55. ADR finally closed at 0.45 i.e. on NSE, 489 stocks closed in GREEN against 1,071 stocks closed in RED or in simple words, out of every 100 stocks 31 stocks closed with gain.
4.0 Movement of Currency Future :-
On NSE, USD-INR Near month currency future (Feb'16 expiry) closed 0.15% lower at 68.3725 INR.
5.0 Sectoral Indices - Closing :-
Bank Nifty closed 0.4% LOWER. NiftyAuto Index closed 1.8 % HIGHER. NiftyMetal Index closed 1.6 % LOWER. NiftyPharma Index closed 0.17 % LOWER. NiftyIT Index closed 0.11% HIGHER. NiftyFMCG Index closed 0.55 % HIGHER. NiftyReality Index closed 1.75% Lower.
6.0 Daily Movement of the Front line Stocks :-
Infy closed 0.57% HIGHER: TataMotor closed 7.13 % HIGHER.
HUL closed 1.42% Higher; SunPharma closed 1.45% Higher.
HUL closed 1.42% Higher; SunPharma closed 1.45% Higher.
Reliance closed 2.13 % Lower; TataSteel Closed 3.61% Lower.
7.0 New 52 Week High made by front line stocks during the Day :-
In today's trade - no stock from Nifty50 / major Sectoral Index made fresh 52 week High.
8.0 New 52 Week Low made by front line stocks during the Day :-
Following front-line stocks of Nifty50 / major Sectoral Index made fresh 52 week low in today's trade and closed in RED. Figures in brackets shows the % difference of today's closing rate with respect to previous session closing rate.
Tech Mahendra (-0.57%); ACC (-0,81%).
HCL Tech (-1.05%); Bank of Baroda(-1.55%),
Bosch (-1.88%); ICICIBANK (-3.66%).
Larsen and Toubro (-3.79%); Hindalco (-4.47%).
ONGC(-4.73%); Adani Port(-5.38%).
PNB (-5.39%); BHEL (-14.35%).
Just Dial (-12.3 %); CYIENT(-4.02%).
MRF(-1.75%); Bharat Forge(-2.39%).
Federal Bank(-1.26%); Bank India (-0.94%).
Tata Global (-0.76%); Godrej Industry (-1.18%).
Tata Global (-0.76%); Godrej Industry (-1.18%).
GSK Consumer(-1.73%); Jubilant Food (-9.92%).
Jindal Saw (-4.43%); SAIL (-4.31%);
Orissa Mines (-2%); Bhushan Steel(-0.59%);
NMDC(-0.51%); Glenmark Pharma (-4.36%)
Delta Corp (- 8.06%).
Following front line stocks of Nifty50/ major sectoral Indices made 52 week low in today's trade but thereafter bounced to close in GREEN with gain,
Mahendra and Mahendara (3.63%);
Vedanta (1.77%); DLF(0.12%)
TCS (1.29% ); WIPRO (0,54%)
TATA POWER (0.36%); State Bank of India ( 0.13%)
Motherson Sumi(1.72%); CANARA BANK (3.13%).Colgate (1.42%); Jindal Steel(0.91%).
9.0 Derivative Stock with Extra-ordinary price movement :
Bharat Heavy Electricals Limited (BHEL):-
Share prices of Public Sector Heavy Engineering sector company BHEL, HQ at New Delhi, were slumped to 14.97% lower at 102.25 INR and finally closed at 104.45 INR with 13.14 % LOWER.
In today's trade, Open Interest (OI) in Near month(Feb'16 expiry) Future increased by 11.81 %. At the end of session, Cost of Carry of Near month future stood at -4.09.
At the end of session Put-Call Ratio (PCR) for near month Options was 0.70 ( Volume) & 0.56 (OI). During the session, Highest trading volume recorded for 120 strike of call options and 100 strike of Put options. At the end of session, Highest Open Interest (OI) of Near Month Call Option was at strike price of 140, whereas highest OI of Put Option was at strike price of 120. At the end of session, Implied volatility (IV) of Near month 100 strike Call Option was seen at 76.35, whereas IV of Near month 100 strike Put Option was seen at 81.82.
10.0 Daily Turnover on NSE :-
On NSE, Turnover in Equity segment was 22,454 Crore INR which was Higher than previous session; Turnover in Derivative segment was 3,65,912 crore INR Higher than previous session.
11.0 FIIs/DIIs Daily Activity :-
As per EoD provisional statistics, FII/FPIs Sold equity worth 398 crore INR(net), whereas DIIs Bought equity worth 545 crore INR(net).
12.0 Important Development during the Day :-
13.0 Way Ahead :-
At the end of session, India Vix is placed in RED above 20. NSE ADR is placed at 0.45. Both these together indicates NEUTRAL VIEW WITH Negative bias for upcoming session.
Important Disclaimer :-
Writer may have position in market/s as per risk profile and market condition. Reader/s must consult financial adviser/s, while acting on provided information. Writer may have discussed similar things with friends in group.
Written on : 12th-February 2016 22:00 Hrs.
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