MOSt Market Roundup
27th September 2017
EQUITY Market
Cash Volumes (INR in Crores)
Exchange
Today
BSE (Cash)
NA
BSE (Derivatives)
NA
NSE (Cash)
29627
NSE(Derivatives) 1158706
Total
1188333
Pev. Day
4002
0.20
26491
736825
767318
Sensex
31159.81
439.95
Nifty
9735.75
135.75
Dealer's Diary
There was bloodbath in Dalal Street. Nifty nosedived over 4% (417
points) in seven consecutive days. Nifty slipped 136 points (1.4%) to
close at one month low at 9736 and Sensex lost 440 points to close at
31160. There was across the board selling in the market in Banking,
Auto, Metal, Cement, Pharma, Mid-cap, Small Cap ETC. NSE 500 stocks
advance decline ratio was at 1:6. Continuous FIIs selling, rising USDINR,
rising Crude oil and cautious stance by investors awaiting outcome of
Q2'18 results after implementation of GST are the major reasons that
pulled down the market. Moreover, media news that the border tension
between India and Myanmar also added to negative sentiment in the
market. USDINR surged to 6-month high of 65.69 and 10-Year yield 3-
month high of 6.67%. Global markets were stable after reduced geo-
political tension. Asian markets closed on a mixed note while European
markets opened on a positive note. Divi's Lab slipped nearly 10% to
close at Rs851after the news that the US FDA issues form 483 with 6
observations . Shriram Transport Finance gained 4% to close at Rs1050
after the media news that the IDFC and the Shriram Group have decided
to abandon the merger plan worked out in July this year.
Advance / Decline
Group
Advance
Decline
Unchanged
NIFTY 50
5
46
0
BSE 201
26
175
0
Top Index Gainers
Scrip
INFRATEL
TCS
TECHM
AMBUJACEM
GAIL
LTP
383.55
2495.10
450.00
261.75
399.00
% Change
1.90
0.83
0.59
0.17
0.05
Technical Outlook
Nifty continued its selling pressure for seventh consecutive trading
sessions and corrected towards 9714 levels. It formed a Bearish Belt
Hold candle on the daily chart and fell by around 200 points from its
intraday highs. It failed to hold 9880 and witnessed sustain selling
pressure till the end of session ahead of Sep. derivatives settlement
day. It nullified the effect of Dragon Fly Doji on daily scale and also
forming a bearish Belt hold on the weekly chart. Now till it remains
below 9820 zones, weakness could continue towards 9685 and 9550
zones while on the upside hurdles are seen at 9777 then 9820 zones.
Nifty Futures
9741.25
125.70
Premium
5.50
Top Index Losers
Scrip
ADANIPORTS
SBIN
BANKBARODA
SUNPHARMA
ULTRACEMCO
LTP
372.00
250.25
138.30
492.55
3804.00
% Change
-4.75
-3.10
-3.05
-2.96
-2.83
DERIVATIVE MARKET
Derivative Volumes (INR in Crores)
Exchange
Index Futures
Stock Futures
Index Options
Stock Options
F&O Total
No. of
Contracts
444291
1510776
11718438
602225
14275730
Turn
Over
35840
106769
968591
47506
1158706
Most Active Stock Future
Stock
Futures
DIVISLAB
RELIANCE
HDFCBANK
SUNPHARMA
Price
INR
860.6
798.4
1780.6
492.6
No. of Contract
Vol
OI
37703
26194
24709
24694
7142
24936
24473
26598
Nifty future closed negative by 1.27% at 9741. On the option front, maximum
Put OI shifted to 9700 followed by 9600 strike while maximum Call OI is shifted
to 9900 and 10000 strike. We have seen significant Call writing at all the
strikes from 9750 to 9900 while fresh Put writing activities was seen at all the
lower strike below 9700 zones. Sustained Call writing and Put unwinding is not
given any sign of pause in the selling pressure. India VIX moved up sharply by
7.21% at 13.86 and again jump in volatility is a cause of concern for the short
term market movement. Built up of shorts were seen in Siemens, Pidilitind,
Grasim, Kotak Bank, Drreddy, Bharatforg, Jswsteel, Hindzinc, Yes Bank, M&M,
Havells, Cadila, BEL, BHEL, etc. while longs were seen in Infratel, TCS, Techm,
Ambujacem, OFSS, NIIT Tech, Srtransfin, etc.
Most Active Nifty Calls
Index
Option
9,900
9,800
10,000
9,850
Price
INR
2.2
13.0
0.7
4.5
No. of Contract
Vol
OI
943612
578926
532321
403877
82126
53407
69686
36904
Most Active Nifty Puts
Index
Option
9,800
9,700
9,900
9,600
Price
INR
68.0
22.9
152.0
7.6
No. of Contract
Vol
OI
777036
560573
360255
262257
36971
61469
22618
43832
Motilal Oswal Securities Ltd., Motilal Oswal Tower, Level 2, Sayani Road, Prabhadevi, Mumbai 400 025
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