QUANT SECTION: 15th JUNE 2026

▪ FUTURES
━━━━━━━━━━━━━━
• Gift Nifty: 23,876, down 54pts vs Nifty Fut close of 23,930
• Dow Future: 51,709, up 38 points
━━━━━━━━━━━━━━
▪ FUND FLOWS (RS CR)
━━━━━━━━━━━━━━
Cash Market
• FII's: +200
• DII's: +3189
FII's in F&O
• Index Futures: +328.88 Cr (+2.4k lots)
• Nifty: +789.45 Cr (5.1k lots of buying)
• Bank Nifty: -616.25 Cr (3.6k lots of selling)
• Index Options: -5,446.62 Cr
• Stock Futures: +27.31 Cr (6.7k lots of buying)
• Stock Options: -512.71 Cr
━━━━━━━━━━━━━━
▪ LEVELS
━━━━━━━━━━━━━━
• Nifty CMP: 23,854 (20 EMA: 23,509 / 252 EMA: 24,561)
• Bank Nifty CMP: 57,199 (20 EMA: 54,761 / 252 EMA: 55,900)
━━━━━━━━━━━━━━
▪ F&O STOCKS IN BAN
━━━━━━━━━━━━━━
• Stocks in ban – KAYNES
• New addition in ban – Nil
• Stocks exit from ban – Nil
━━━━━━━━━━━━━━
▪ TOP GAINERS (NIFTY 500)
━━━━━━━━━━━━━━
• AARTIIND (498) (+13.1%)
• KALYANKJIL (383) (+11.1%)
• GABRIEL (1,146) (+10.2%)
• SCHNEIDER (1,216) (+10.0%)
• BALKRISIND (2,193) (+8.9%)
━━━━━━━━━━━━━━
▪ TOP LOSERS (NIFTY 500)
━━━━━━━━━━━━━━
• AUROPHARMA (1,408) (-4.4%)
• ZEEL (108) (-3.6%)
• TENNIND (554) (-3.6%)
• OLAELEC (44) (-3.5%)
• ASTERDM (787) (-3.5%)
━━━━━━━━━━━━━━
▪ HIGH DELIVERY % FOR STOCKS BETWEEN 500 – 20K CR M-CAP
━━━━━━━━━━━━━━
•⁠ ⁠Five-Star Business Finance – 5.6x Avg monthly volumes
•⁠ ⁠Aequs – 3.7x Avg monthly volumes
•⁠ ⁠Chalet Hotels – 5.4x Avg monthly volumes
•⁠ ⁠Aarti Industries – 4.9x Avg monthly volumes
•⁠ ⁠Sudeep Pharma – 5.2x Avg monthly volumes
━━━━━━━━━━━━━━
▪ COMMENTS
━━━━━━━━━━━━━━
• Long Build-Up: 82 stocks saw an increase in OI and price, suggesting a build-up of long positions. Major ones: TATAPOWER, APLAPOLLO, PRESTIGE, VBL, ANGELONE, etc.
• Short Build-Up: 31 stocks saw an increase in OI and a drop in price. Major ones: ONGC, NTPC, HINDUNILVR, NESTLEIND, HINDALCO, etc.
• Short-Covering: 83 stocks saw short-covering, where OI decreased with a price increase. Major ones: HDFCLIFE, CHOLAFIN, SHRIRAMFIN, BSE, ASHOKLEY, etc.
• Long Unwinding: 15 stocks saw a decline in open interest (OI) along with a fall in price, indicating long unwinding. Major ones: SUNPHARMA, BIOCON, ICICIBANK, FORTIS, TECHM, etc.
• Nifty ATM option premiums are pricing in a move of around 200 points on either side, implying an expected trading range of 23,650–24,050 for today's weekly expiry.
• Nifty needs to sustain above the 23,500 mark to keep the ongoing recovery intact. Holding this level on a closing basis could pave the way for a move towards the 24,450–24,500 zone, where the 200-day EMA is placed. Bank Nifty continues to display relative strength and is firmly holding above its key support of 56,500. As long as this level remains protected, the index may gradually advance towards the 58,500-59,000 zone in the near term.
━━━━━━━━━━━━━━
▪ BLOCK / INSIDER TRADES
━━━━━━━━━━━━━━
• Vedanta Iron and steel: Pi opportunities fund bought 4.86 cr shares at 21.02
━━━━━━━━━━━━━━
▪ IMPORTANT EVENTS TODAY
━━━━━━━━━━━━━━
• Bk of Japan Interest rate decision
━━━━━━━━━━━━━━
▪ ANY INTERESTING STOCKS ON TECHNICAL BASIS?
━━━━━━━━━━━━━━
• Bharat Forge (Rs 2020): Strong support is placed at 1,950–1,960. A breakout above 2,050 could pave the way for a move towards 2,150–2,200 in the near term.
━━━━━━━━━━━━━━
TEAM OMKARA
www.omkaracapital.in

Disclaimer: This does not construe to be an investment advice. Stock market investments are subject to market risks. All information is a point of view and is for educational and informational use only.