Further tightening the grip, the visitors reached 88 for one at stumps to take away the opening day's honours. Opener Shubham Khajuria (47) and one-down batsman Bandeep Singh (34) were at the crease at the end of day one.
Opting to bat, Mumbai raced to 50 in less than 10 overs with debutant openers Kevin Almeida (19) and Bravish Shetty (35) putting up a fine show.
However, a disciplined bowling effort from the visiting team's medium pacers applied the brakes at regular intervals to pack off the fancied Mumbai batsmen and skittle them out for 236 in 61 overs at the stroke of tea.
Mumbai were undone by some excellent wicket to wicket bowling by mainly Dayal -- among the new ball bowlers -- and teasing flight by Raza.
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For Mumbai, skipper Suryakumar Yadav top-scored with a 55-ball 57. But it was some lusty late order hitting by Dhawal Kulkarni, who made a quick unbeaten 42 off 61 balls inclusive of four sixes and one four, that helped Mumbai's cross 200.
J&K began their reply poorly when opener Adil Reshi was caught at long leg by Kulkarni, hooking a short ball from Shardul Thakur, but then had a slice of luck when the same bowler put down next man Bandeep Singh in the same over.
Brief scores:
Mumbai: 236 all out in 61 overs (Suryakumar Yadav 57, Dhawal Kulkarni 42 not out, Bravish Shetty 35; Ram Dayal 3/51, Waseem Raza 3/29).