1.0 National Stock Exchange (NSE) Benchmark Index Nifty50 :-
[A] Movement of Benchmark Index :
[B] Movements in Derivative Contracts of Bench Mark Index Nifty50 :
(i) Today February'16 series contracts closed or Expired.
Near Month or March'16 expiry Nifty50 Future was closed with Cost of Carry of 6.99 at 7,016 or 0.36% lower. Open Interest increased by 31.69%. Increase in OI indicates fresh Short Built up.
(ii) Today February'16 series contracts closed or Expired.
At the end of session, Near month Expiry or March16 Expiry Option Contracts:-
Highest Open Interest(OI) of Call Options was at 7,500 strike (previous session it was at 7,700 Call Strike). Fresh Built Short Built up at 7,500 Call strike was seen.
Highest OI of Put Options was at 7,000 Put strike (no change). Fresh Long position was built up at 7,000 PUT strike.
Highest trading volume of Call options was recorded at 7,200 strike, whereas highest trading volume of Put options was recorded at 7,000 strike.
(iii) .Today February'16 series contracts closed or Expired.
At the end of session,
Implied volatility (IV) of Near month March'16 Expiry 7,000 strike Call Option was seen at 19.29, whereas IV of Near month 7,000 strike Put Option was seen at 21.90.
(iv) Today February'16 series contracts closed or Expired.
At the end of session
Near Month options (March16 Expiry) options,
Put Call Ratio (PCR) was recorded as 0.92(Vol), against previous session's 0.89 (volume). At the end of today's session, PCR was recorded as 0.93 (OI), against previous session's 0.87 (OI) .
2.0 Movement of India Volatility - Index INDIA VIX :-
IndiaVix opened in GREEN and thereafter slipped into RED Zone and finally closed at 22.7450 or 0.91 % LOWER.
3.0 Advance Decline Ratio(ADR) :-
NSE Advance Decline Ratio(ADR) opened near 1.30. Thereafter, market strength Continuously deteriorated. ADR finally closed at 0.53 i.e. on NSE, 523 stocks closed in GREEN against 984 stocks closed in RED or in simple words, out of every 100 stocks 35 stock closed with gain.
4.0 Movement of Currency Future :-
USD-INR Near Month future(March'16 Exp) closed in GREEN at 69.135 INR 0r 0.2% Higher.
5.0 Sectoral Indices - Closing:-
At the end of session,
NiftyMetal Index closed 0.16% Higher.
NiftyPharma Index closed 0.42% Higher.
NiftyMetal Index closed 0.16% Higher.
NiftyPharma Index closed 0.42% Higher.
BankNifty Index closed 1.73% Lower.
NiftyAuto Index closed 1.78%Lower
NiftyIT Index closed 0.62% Lower.
NiftyReality Index closed 2.14% Lower
NiftyReality Index closed 2.14% Lower
NiftyFMCG Index closed 0.02% Lower.
6.0 Daily Movement of the Front line Stocks :-
TataSteel closed 0.65 % Higher.
Sunpharma closed 2.63% Higher.
Hindustan UniLever closed 0.87 % Higher
Reliance closed 1.12 % Lower. Hindustan UniLever closed 0.87 % Higher
SBIN closed 2.75% Lower.
Infosys closed 0.84% Lower.
TataMotor closed 2.15% Lower,
7.0 New 52 Week High made by front line stocks during the Day :-
MARICO ( + 1.59%)
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. Figures in brackets shows the % difference of today's closing rate with respect to previous session closing rate.
BHEL( + 1.28%)
HDFC( +1.95%)
CANARA BANK( + 0,4%)
Orissa Mines (+ 0.95%)
ICICIBANK (-2.27%)
HDFCBANK (-0.91%).
Tech Mahendra (-1.12%)
ITC(-0.56%)
Tech Mahendra (-1.12%)
ITC(-0.56%)
GRASIM (-2.43%)
ACC (-1.69%)
Motherson SUMI(-0.02%)
Godrej Industry (-1.04%)
Oracle Financial Services Software (-1.92%)
SHOBHA DEVELOPER (-1.35%)
ACC (-1.69%)
Motherson SUMI(-0.02%)
Godrej Industry (-1.04%)
Oracle Financial Services Software (-1.92%)
SHOBHA DEVELOPER (-1.35%)
9.0 Derivative Stock with Extra-ordinary price movement :
Not Any in today's trade.
10.0 Daily Turnover on NSE :-
On NSE, Turnover in Equity segment was 18,482 Crore INR which was HIGHER than previous session; Turnover in Derivative segment was 5,95,639 crore INR HIGHER than previous session.
11.0 FIIs/DIIs Daily Activity :-
As per EoD provisional statistics, FII/FPIs SOLD equity worth 1,465 Crore INR (net), whereas DIIs Bought equity worth 806 crore INR(net).
12.0 Important Development during the Day :-
Earlier in the day,
Japanes Stock Market closed in GREEN.
Chines Stocks markets witnessed heavy selling and closed in RED.
Later on,
major European closed in GREEN.
USA stock markets closed in GREEN.
In Indian stock market, today Foreign Institutional Investors (FII) / Foreign Portfolio Investors (FPI) intensified their SELLING and offloaded huge chunk of equity. In today's Trade, Domestic Institutional Investors (DII) tried to absorb that SELLING.
Japanes Stock Market closed in GREEN.
Chines Stocks markets witnessed heavy selling and closed in RED.
Later on,
major European closed in GREEN.
USA stock markets closed in GREEN.
In Indian stock market, today Foreign Institutional Investors (FII) / Foreign Portfolio Investors (FPI) intensified their SELLING and offloaded huge chunk of equity. In today's Trade, Domestic Institutional Investors (DII) tried to absorb that SELLING.
For Indian Stock market, current week is important because,
(a) this is the last week before Union Budget for next financial year 2016-17 in Next week.
(b) Today, February'16 or Near Month Expiry Derivative contracts Expired.
(c) Today,on 25-02-2016 during the trading hours, Union Rail Budget proposals was presented in Indian Parliament, which failed to cheer up market mainly the huge shortfall in achieving last year's target could not generate enthusiasm.
13.0 Way Ahead :-
At the end of session, India Vix is placed in RED well above 20. NSE ADR is placed at 0.53. Both these together indicates NEUTRAL view 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 : 26th-February 2016 02:30 Hrs (Indian Standard TIme).
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