Friday, March 13, 2009

Derivatives Market Watch

Instrument Type Underlying Expiry Date Option Type Strike Price High Price Low Price Prev Close Last Price Number of contracts traded Turnover in Rs. Lakhs Underlying Value
FUTIDX NIFTY 26MAR2009 - - 2636.90 2582.85 2548.40 2600.70 846812 1104814.45 2617.45
OPTIDX NIFTY 26MAR2009 CE 2600.00 92.00 56.55 55.35 68.90 331782 443934.27 2617.45
OPTIDX NIFTY 26MAR2009 PE 2600.00 81.55 55.00 108.10 69.50 289984 386885.05 2617.45
OPTIDX NIFTY 26MAR2009 PE 2500.00 44.00 26.25 63.10 35.15 287217 364070.52 2617.45
OPTIDX NIFTY 26MAR2009 CE 2700.00 41.55 20.60 22.10 27.55 241389 329824.27 2617.45
OPTIDX NIFTY 26MAR2009 CE 2800.00 15.05 7.00 8.55 10.45 111654 156990.55 2617.45
OPTIDX NIFTY 26MAR2009 PE 2400.00 22.80 13.10 36.25 18.15 100851 121924.82 2617.45
FUTSTK RELIANCE 26MAR2009 - - 1214.80 1173.00 1151.10 1201.20 31904 114514.62 1202.00
OPTIDX NIFTY 26MAR2009 CE 2500.00 163.00 114.00 109.65 127.95 75983 100457.88 2617.45
FUTSTK BHARTIARTL 26MAR2009 - - 599.90 542.15 584.75 548.60 33670 94676.67 548.45
FUTIDX BANKNIFTY 26MAR2009 - - 3460.00 3362.00 3313.90 3427.65 53485 91344.09 3442.55
FUTSTK ICICIBANK 26MAR2009 - - 288.65 272.50 262.70 284.35 44850 88072.39 284.15
OPTIDX NIFTY 26MAR2009 PE 2700.00 142.00 103.60 173.60 124.90 48200 68076.23 2617.45
FUTSTK SBIN 26MAR2009 - - 925.00 891.15 889.10 908.40 26801 64182.24 911.25
FUTIDX NIFTY 30APR2009 - - 2622.80 2569.05 2533.95 2593.20 44882 58180.09 2617.45
OPTIDX NIFTY 26MAR2009 PE 2300.00 13.90 6.35 18.45 8.95 48804 56338.61 2617.45
FUTIDX MINIFTY 26MAR2009 - - 2635.95 2582.10 2548.95 2601.30 93049 48559.85 2617.45
OPTIDX NIFTY 26MAR2009 CE 2900.00 5.70 2.25 3.30 3.35 31968 46413.38 2617.45
OPTIDX NIFTY 30APR2009 PE 2700.00 212.90 178.25 246.15 193.90 29506 42773.08 2617.45
OPTIDX NIFTY 26MAR2009 PE 2200.00 8.10 3.40 9.60 4.40 38741 42704.98 2617.45

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