Terminal Root / Indian Markets / Live Institutional Dispatch BSE/NSE DIRECT 24ms TICK FEED
Updated Live |
schedule 15:30:00 IST
FORENSIC SURVEILLANCE & ORDER FLOW DESK

Institutional Market Pulse & Capital Flow Analytics

Real-time institutional liquidity delta, options surface volatility indexing, and balance-sheet tier diagnostic breadth across domestic and offshore sovereign capital routes.

5.1 Index Core Diagnostics

UPDATED: REAL-TIME (TICK-BY-TICK)
BENCHMARK CASH

NIFTY 50

[▲ +0.62%]
24,850.20 +152.80 ▲
Day Range 24,680.00 – 24,885.50
Trailing P/E: 21.40 A/D: 38 / 12
SECTOR BENCHMARK

BANK NIFTY

[▼ -0.18%]
52,110.00 -94.20 ▼
Day Range 51,940.00 – 52,320.10
Total PCR: 0.88 Bank P/E: 15.62
BSE SENSITIVE

SENSEX 30

[▲ +0.45%]
81,420.50 +365.10 ▲
Day Range 80,950.00 – 81,590.20
Trailing P/E: 22.84 Div Yield: 1.18%
VOLATILITY SURFACE

INDIA VIX

[▼ -2.10%]
13.40 -0.29 ▼
Regime Classification:
Complacent / Low Risk
52-Wk Hi: 23.15 | 52-Wk Lo: 10.02
GIFT NIFTY (OFFSHORE)
24,910.00 [▲ +0.24%]
Premium: +59.80 pts
USD / INR SPOT
₹83.92 [● 0.00%]
RBI FX Ref: 83.9450
BRENT CRUDE ($/BBL)
$74.20 [▼ -1.15%]
Import Deficit Relief
US 10Y BENCHMARK
3.98% [▲ +0.02%]
Spread to IN 10Y: 288 bps

5.2 Institutional Cash Flow Delta (FII vs DII)

Offshore Sovereign & Domestic Mutual Fund Gross Ledger Settlement

FII / FPI NET CASH [OUTFLOW]
-₹1,842.50 Cr Gross Sales Outpacing Buy Orders
DII (DOMESTIC) NET CASH [INFLOW]
+₹2,954.10 Cr SIP Inflows & Pension Absorption
NET INSTITUTIONAL DELTA [SURPLUS]
+₹1,111.60 Cr Domestic Absorption Surplus
[SELL] FII Exposure: -₹1,842.5 Cr Zero Equivalence Center [BUY] DII Surplus: +₹2,954.1 Cr
-62.4%
+100%
Trade Date FII Gross Buy FII Gross Sell FII Net Cash DII Gross Buy DII Gross Sell DII Net Cash Net Liquidity
Today (Provisional) ₹12,410.20 ₹14,252.70 -₹1,842.50 ₹11,180.50 ₹8,226.40 +₹2,954.10 +₹1,111.60
11 Oct 2024 ₹10,950.40 ₹15,110.00 -₹4,159.60 ₹13,420.00 ₹9,680.10 +₹3,739.90 -₹419.70
10 Oct 2024 ₹14,320.10 ₹18,210.50 -₹3,890.40 ₹12,850.30 ₹9,340.00 +₹3,510.30 -₹380.10

5.3 Option Chain Sentiment & Open Interest Summary

Current Expiry Contract Concentrations: Resistance vs Support Structural Nodes

WEEKLY EXPIRY
HIGH-CONTRAST PCR GAUGE
1.14 Bullish Neutral
0.60 (Bear) 1.00 (Neutral) 1.50+ (Bull)
P/C Volume Ratio: 1.08
BANK NIFTY PCR
0.84
Cautious / Call Heavy
NIFTY MAX PAIN
24,800
Pin Strike Gravity
BANK NIFTY MAX PAIN
52,000
Anchor Zone
CALL OI RESISTANCE (CE) STRIKE (NIFTY) PUT OI SUPPORT (PE)
148.5L
CE #1 (25K)
25,000
41.2L
92.4L
CE #2
24,900
PE #3
86.1L
78.1L
CE #3
24,800 ATM
PE #2
117.8L

5.4 Sectoral Performance & Forensic Breadth

NSE TOTAL CASH POOL
SECTOR MOMENTUM DISPERSION (RANKED BARS)
Nifty Auto
+2.14%
Nifty IT
+1.45%
Nifty Pharma
+0.95%
Nifty Metal
-0.78%
Nifty Bank
-1.10%
NSE MARKET BREADTH GAUGE
Advances
1,420
Declines
890
A/D Ratio: 1.60 (Bullish Expansion)