Market Activity Report for 28-Nov-2024

Major Highlights:

  1. Nifty opened at 24274.15, dropped to an intraday low of 23873.35, and climbed to a high of 24345.75, marking an intraday range of 472.4 points. It eventually closed at 23914.15, reflecting a change of 360.75 , lower from the previous close of 24274.9. This was contributed by 4 gainers and 46 losers in the Board Market Index, making the day’s Index ADR at 0.09.
  2. Bank Nifty opened at 52389.95, dropped to an intraday low of 51782.9, and climbed to a high of 52760.2, recording an intraday range of 977.3 points. It closed at 51906.85, showing a change of 394.95 , lower from the previous close of 52301.8.
  3. NSE recorded a total traded value of ₹116893.73 crores for the day, with 4547076000.0 shares exchanged across 39730669.0 trades. The total market capitalization of NSE stood at ₹43939308.11 crores.
  4. FIIs/FPIs bought Stocks worth Rs. 10,796.17 crores and sold Stocks worth Rs. 22,552.42 crores thereby making a Net Investment of Rs. -11,756.25 crores.
  5. DIIs bought Stocks worth Rs. 17,685.35 crores and sold Stocks worth Rs. 8,967.05 crores thereby making a Net Investment of Rs. 8,718.30 crores.

Top 5 Gaining and Losing Indices on the NSE:

Gainers Value Change Losers Value Change
NIFTY Alpha 50 56086.8 446.6 Nifty IT 42968.75 -1049.95
NiftyM150Momntm50 63698.05 198.85 Nifty50 TR 2x Lev 19424.2 -598.85
NiftySml250MQ 100 50668.3 165.35 Nifty Serv Sector 31752.0 -472.9
NIFTY MICROCAP250 24906.3 164.55 NIFTY CONSR DURBL 39785.9 -458.0

Top 5 Gaining and Losing Nifty 50 Stocks:

Gainers Value Change Losers Value Change
ADANIENT 2437.1 39.3 BAJFINANCE 6509.4 -195.8
SHRIRAMFIN 3043.7 24.7 BAJAJ-AUTO 9013.5 -176.85
SBIN 838.85 4.75 ULTRACEMCO 10997.8 -142.1
CIPLA 1492.75 1.6 APOLLOHOSP 6841.1 -141.6

MTF Report as on 27-NOV-2024

On 27-NOV-2024 positions worth Rs. 5224.31 crores was bought via MTF while positions worth Rs. 4744.97 crores was moved out of MTF. At the end of the day, the outstanding MTF Positions stood at Rs. 76282.18 crores.
Top 10 Securities bought via MTF as on 27-NOV-2024 are as below:

Symbol No. of Shares (in Cr.) Funding (in Cr.)
RELIANCE 143116.77 1874.62
JIOFIN 476057.89 1522.39
TATAMOTORS 171104.94 1392.21
HAL 26911.3 1146.23
VBL 174933.73 961.31
BEL 343819.97 940.6
VEDL 183775.07 764.17
IRFC 461639.07 722.27
MAZDOCK 15961.48 651.11
IDFCFIRSTB 922140.02 633.37

Top 10 Stocks having Highest Trading Volume on the NSE:

Sr. Symbol Traded Qty. (in Cr.) Turnover (in Cr.) Delivery Qty. (in %)
1. ADANIENT 1.44 3564.76 10.53
2. ADANIPOWER 6.08 3420.55 11.61
3. HDFCBANK 1.79 3230.11 56.54
4. ICICIBANK 2.28 2947.8 77.59
5. NTPCGREEN 16.87 2110.66 24.69
6. RELIANCE 1.5 1924.62 60.54
7. ADANIPORTS 1.56 1862.51 29.91
8. OLAELEC 18.66 1717.78 15.89
9. INFY 0.85 1583.47 66.80
10. ATGL 1.97 1535.75 8.51

Participant Wise Volume in Futures and Options (No. of Contracts):

Security Type FII (Long) FII (Short) DII (Long) DII (Short) Pro (Long) Pro (Short) Client (Long) Client (Short)
Index Futures 112253 144782 114712 109404 302346 311913 535268 498480
Index Options - CALL 26677314 26146512 0 32 234420121 234577600 97830273 98203564
Index Options - PUT 30748374 30179784 47006 76482 212863014 212601617 96956652 97757163
Stock Futures 838803 917313 879635 963871 1349932 1267297 1244219 1164108
Stock Options - CALL 184833 224867 24195 10487 2852876 2764788 1329871 1391633
Stock Options - PUT 150388 169739 0 0 1827162 1756669 733557 784699

Participant Wise Open Interest in Futures and Options (No. of Contracts):

Security Type FII (Long) FII (Short) DII (Long) DII (Short) Pro (Long) Pro (Short) Client (Long) Client (Short)
Index Futures 112880 231385 143977 155211 45951 99546 409800 226466
Index Options - CALL 927334 849332 164 0 1665846 1755684 4560546 4548874
Index Options - PUT 1296235 802764 222906 0 1776772 1631965 3387882 4249066
Stock Futures 2928170 1834884 98688 3804907 655933 192388 2393265 243877
Stock Options - CALL 21454 79579 92 10604 328451 605662 869728 523880
Stock Options - PUT 48443 49924 0 0 472901 340730 418772 549462

FPI Derivative Trades:

Security Buy (Contracts) Buy Value (in Cr.) Sell (Contracts) Sell Value (in Cr.) OI (Contracts) OI Value (in Cr.) Net Value (in Cr.) OI Level
NIFTY FUTURES 94138.0 5685.2 125812.0 7605.1 178735.0 10782.25 -1919.9 24130.14
NIFTY OPTIONS 55199788.0 3328747.78 54118363.0 3264795.92 2953959.0 176656.64 63951.86 Not Applicable
BANKNIFTY FUTURES 15479.0 1235.6 15291.0 1217.94 111710.0 8774.05 17.66 52362.07
BANKNIFTY OPTIONS 1967897.0 157409.64 1946277.0 154249.92 815172.0 63512.57 3159.72 Not Applicable
FINNIFTY FUTURES 278.0 16.86 220.0 13.36 416.0 25.07 3.5 24105.77
FINNIFTY OPTIONS 146788.0 8957.07 147765.0 9026.37 52044.0 3112.27 -69.3 Not Applicable
MIDCPNIFTY FUTURES 2136.0 135.48 3263.0 206.39 53165.0 3356.92 -70.91 12628.31
MIDCPNIFTY OPTIONS 109993.0 7025.63 111083.0 7105.48 49554.0 3110.53 -79.85 Not Applicable
NIFTYNXT50 FUTURES 222.0 15.64 196.0 13.84 239.0 16.81 1.8 70334.73
NIFTYNXT50 OPTIONS 1222.0 93.02 2808.0 205.16 4936.0 346.77 -112.14 Not Applicable