Indian Stocks 11 March2016

1.0      National Stock Exchange (NSE) Benchmark Index Nifty50 :-

[A]       Movement of Benchmark Index : 

Nifty50 opened flat at 7,485; made Day's high at 7,543. Thereafter Nifty50 steadily slided to make Day's low at 7,460. Nifty50 recovered from Day's Low and  finally closed at  7,510 or 0.32% Higher.

[B]         Movements in Derivative Contracts of Bench Mark Index Nifty50 :

(i)         Future Contract :-

Near Month or March'16 Expiry Nifty50 Future, closed with Cost of Carry of 1.11 at 7,514 or 0.41% Higher.
Open Interest Increased by 1.02%, which indicates Long Built up.

(ii)    Near month Expiry or March16 Expiry Option Contracts:-

Highest Open Interest(OI) of Call Options was at 7,500 strike (Same as previous session).Long Built up at 7,500 Call strike was seen .

Highest OI of Put Options was at 7,000 Put strike (no change). Long Built up was seen at 7,000 PUT strike.

Highest trading volume of Call options was recorded at 7,600 strike, whereas highest trading volume of Put options was recorded at 7,400 strike. 

(iii)     Implied volatility (IV)

IV  of Near month March'16 Expiry 7,500 strike Call Option was seen at 11.97, whereas
IV of Near month March'16 Expiry 7,500 strike Put Option was seen at 16.69..

(iv)     Put Call Ratio (PCR) :

PCR of Near month March'16 Expiry Options was recorded as.

0.97 (Vol), against previous sessions 0.94 (vol)  - Increased. 
1.12 (OI),  against previous session's 1.13 (OI) -  Decreased. 

2.0         Movement of India Volatility - Index INDIA VIX :-

IndiaVix TRADED in RED and finally closed 4.46% Lower at 17.0975.

3.0 Advance Decline Ratio(ADR) :-

NSE Advance Decline Ratio(ADR) opened above at 1.2. ADR finally closed at 0.71 i.e. on NSE, 642 stocks closed in GREEN against 899 stocks closed in RED or in simple words, out of every 100 stocks 41 stock closed with gain.

4.0 Movement of Currency Future :-

At the end of session, USD-INR Near Month future(March'16 Exp) closed in RED at 67.25 INR 0r 0.04% Lower.

5.0 Sectoral Indices - Closing:- 

At the end of session,

NIFTY AUTO closed 0.46% Higher.
NIFTY FMCG closed 1.51% Higher.
NIFTY IT closed 0.08% Higher.
NIFTY PHARMA closed 0.62% Higher.
NIFTY REALTY closed 0.50% Lower.
NIFTY BANK closed 0.08% Lower.
NIFTY METAL closed 0.66% Lower.

6.0 Daily Movement of the  Front line  Stocks :-

At the end of session,

RELIANCE closed 0.36% Higher.
SUNPHARMA closed 0.46% Higher.
SBIN closed 0.03% Higher.
TATAMOTORS closed 1.39% Higher.
HINDUNILVR closed 2.20% Higher.
Infosys closed 0.13% Lower.
TATASTEEL closed 0.71% Lower.

7.0 New 52 Week High made by front line  stocks during the Day :-

           

MARICO (+4.21%).

8.0 New 52 Week Low made by front line  stocks during the Day :-

Colgate Palmolive (+0.85%).

Prestige Estate (-1.73%).

9.0 Derivative Stock with Extra-ordinary price movement :

              Not Any

10.0 Daily Turnover on NSE :-

On NSE, Turnover in Equity segment was 15,620 Crore INR which was Lower  than .previous session; Turnover in Derivative segment was 2,63,444 crore INR which was Higher than previous session. 

11.0 FIIs/DIIs Daily Activity :-

As per EoD provisional statistics FII/FPIs BOUGHT equity worth 378 Crore INR (net),whereas DIIs Sold equity worth 432 crore INR(net) .

12.0 Important Development during the Day :-

All Major Stock exchanges in Asia, Europe and Japan were closed in GREEN,

13.0 Way Ahead :-

At the end of session, India Vix is placed in RED below 20. NSE ADR is placed at 0.71. Both these together indicates Neutral view for upcoming session at the opening. 

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 :  13th  March 2016 20:00 Hrs (Indian Standard TIme).