The Morning Tape
The Morning Tape — 28 Aug 2026
What the market is actually doing, as data. Never advice.
Global setup
| Market | Last | Change |
|---|---|---|
| S&P 500 | 7,730.99 | ▲ +0.72% |
| Nasdaq | 26,541.35 | ▲ +1.57% |
| Nikkei 225 | 66,682.88 | ▲ +0.83% |
| Hang Seng | 25,597.22 | ▲ +0.12% |
| USD/INR | 95.53 | ▲ +0.10% |
| Brent | 88.36 | ▼ -1.49% |
Index structure (yesterday's close read)
NIFTY — closed 24,090.8 (2026-08-27), regime TESTING, heaviest strike 24,100.
- Gamma walls: 24,200 (Γ·OI 26,282), 24,100 (Γ·OI 14,688), 24,300 (Γ·OI 14,579)
- Vacuum zones: below 23,700–23,750; below 23,850–23,850; below 23,950–23,950
SENSEX — closed 76,933.6 (2026-08-27), regime PINNED, heaviest strike 76,900.
- Gamma walls: 76,900 (Γ·OI 33,521), 77,000 (Γ·OI 13,179), 76,800 (Γ·OI 2,097)
- Vacuum zones: below 76,500–76,800; above 77,100–77,400
Institutional cash flow (2026-08-27)
- FII/FPI ▼ ₹298 cr
- DII ▲ ₹4,977 cr
- 5-day cumulative: FII ▲ ₹2,437 cr · DII ▲ ₹16,250 cr
| Date | FII ₹cr | DII ₹cr |
|---|---|---|
| 2026-08-27 | -298 | +4,977 |
| 2026-08-26 | +503 | +6,425 |
| 2026-08-25 | +1,594 | +230 |
| 2026-08-24 | +1,182 | +2,493 |
| 2026-08-21 | -543 | +2,124 |
NSE provisional cash-market figures. Sign convention: positive = net buying. Data, not recommendations.
Overnight positioning (2026-08-27)
| Symbol | Read | ΔOI | ΔPx | Streak | RVOL | Intraday | 30d range |
|---|---|---|---|---|---|---|---|
| LICHSGFIN | long-buildup | +11.5% | +2.12% | 3d | 2.95× | bought intraday (+2.1%) | 72% |
| TATAPOWER | short-buildup | +6.5% | -3.30% | 3d | 4.07× | sold intraday (-3.3%) | 0% |
| GVT&D | long-buildup | +5.7% | +1.56% | 2d | 1.76× | bought intraday (+1.6%) | 97% |
| HDFCAMC | short-buildup | +8.9% | -3.48% | 1d | 2.61× | sold intraday (-3.5%) | 42% |
| NYKAA | long-unwinding | -7.9% | -0.59% | 1d | 0.21× | sold intraday (-0.6%) | 79% |
| DMART | short-covering | -7.0% | +0.54% | 1d | 0.79× | bought intraday (+0.5%) | 8% |
| RVNL | short-buildup | +7.0% | -2.43% | 1d | 1.11× | sold intraday (-2.4%) | 0% |
| PAYTM | long-unwinding | -6.5% | -2.16% | 1d | 0.65× | sold intraday (-2.2%) | 90% |
| ADANIPOWER | long-buildup | +5.9% | +3.76% | 1d | 4.61× | bought intraday (+3.8%) | 100% |
| HINDZINC | long-unwinding | -5.9% | -2.62% | 1d | 0.66× | sold intraday (-2.6%) | 82% |
| KOTAKBANK | long-buildup | +4.7% | +1.80% | 1d | 3.17× | bought intraday (+1.8%) | 100% |
| ADANIENT | short-covering | -4.6% | +1.83% | 1d | 1.52× | bought intraday (+1.8%) | 100% |
Quiet builds (2-day cumulative)
| Symbol | Read | ΔOI 2d | ΔPx 2d | Intraday |
|---|---|---|---|---|
| PREMIERENE | quiet short-buildup | +35.3% | -3.47% | sold intraday (-0.5%) |
| VBL | quiet short-buildup | +16.8% | -4.39% | sold intraday (-0.6%) |
| ICICIGI | quiet short-buildup | +12.9% | -1.73% | sold intraday (-0.6%) |
| SAIL | quiet long-buildup | +8.6% | +4.56% | sold intraday (-1.0%) |
| LICI | quiet short-buildup | +7.0% | -2.37% | sold intraday (-0.3%) |
| VEDL | quiet long-buildup | +6.8% | +2.18% | sold intraday (-1.9%) |
| ZYDUSLIFE | quiet long-buildup | +6.8% | +5.75% | bought intraday (+3.4%) |
| CDSL | quiet long-buildup | +6.6% | +1.15% | sold intraday (-1.6%) |
Slow builds under the daily gate — positioning facts, resolution pending.
Criteria: |dOI|>=3.0% and |dPx|>=0.5% day-over-day; dOI = TOTAL futures OI (near+next series) net of the daily cross-sectional median, so reads are market-relative and roll-neutral; streak = consecutive sessions same read; RVOL vs 20d avg volume; range_pos = close within 30d low-high; intraday = open-to-close body vs overnight gap. Watch list = 2-day cumulative OI build >=4% that stayed under the daily gate. Data, not recommendations.
Events today (2026-08-28)
- Ex-date today (15): ADSL (dividend ₹1.5), CANTABIL (dividend), CORALFINAC (dividend), DYNAMATECH (dividend ₹5), GAEL (dividend), GUFICBIO (dividend), MCX (dividend ₹8), NBCC (dividend), POLYMED (dividend ₹3.5), ROHLTD (dividend ₹2.5), VARDHACRLC (dividend ₹1.5), VHL (dividend ₹5) …
Event dates as published by NSE. Names on this list can move on news rather than positioning — our reads carry no event view.
Five headlines that matter
- Oil Price Today (August 28): Crude oil falls over 5% this week despite Trump rejecting terms of Iran deal. What are experts saying? · ET
- ICICI Prudential Life Insurance to focus on growing absolute VNB amid slump in FY24 · Moneycontrol
- Is stock market open today? Or NSE, BSE closed for Raksha Bandhan 2026? Check exchange holiday calendar · Mint
- Positive opening seen amid lacklustre mood in Indian stocks · BusinessLine
- On F&O expiry day, sensex sees wild swings during Closing Auction Session · TOI
4 wire headline(s) withheld — advisory or recommendation language.
The Morning Tape is published by MarketQuants for educational and informational purposes only. It is not SEBI-registered investment advice and contains no recommendations. Positioning reads are mechanical screener output with disclosed criteria.
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