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Derivatives Summary
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Instrument Type Symbol Expiry Date Opt. Type Strike Price LTP Contracts
Traded
Turnover OI Market Lot
Rs. Rs. Nos. Rs.In Crores    
OPTIDX NIFTY 25-Jan-17 PE 8400.00 32.6 211446.00 13376.76 5335650 75
OPTIDX NIFTY 25-Jan-17 CE 8500.00 22.55 171107.00 10824.78 4800675 75
OPTIDX NIFTY 25-Jan-17 CE 8400.00 72.3 148433.00 9390.35 4386750 75
OPTIDX NIFTY 25-Jan-17 PE 8300.00 11.9 142080.00 8988.44 6004500 75
OPTIDX NIFTY 25-Jan-17 CE 8600.00 4.3 92448.00 5848.56 4508400 75
OPTIDX NIFTY 25-Jan-17 PE 8200.00 4.5 85524.00 5410.53 5784975 75
FUTIDX NIFTY 25-Jan-17 XX 0.00 8442.95 79581.00 5034.55 20198780 75
FUTIDX BANKNIFTY 25-Jan-17 XX 0.00 19150.95 60006.00 4590.28 2639040 40
OPTIDX NIFTY 25-Jan-17 PE 8500.00 79.7 56817.00 3594.43 1189500 75
OPTIDX NIFTY 25-Jan-17 PE 8100.00 2.1 55914.00 3537.3 4172175 75
OPTIDX BANKNIFTY 25-Jan-17 PE 19000.00 79.55 51641.00 3950.38 580280 40
OPTIDX BANKNIFTY 25-Jan-17 CE 19500.00 34.2 48712.00 3726.32 816040 40
OPTIDX NIFTY 25-Jan-17 CE 8450.00 42.4 41518.00 2626.56 1188075 75
OPTIDX NIFTY 25-Jan-17 PE 8000.00 1.5 35440.00 2242.05 6575700 75
OPTIDX BANKNIFTY 25-Jan-17 CE 19200.00 118.5 34951.00 2673.65 596720 40
OPTIDX BANKNIFTY 25-Jan-17 PE 18500.00 11.6 33949.00 2597 828920 40
OPTIDX NIFTY 25-Jan-17 PE 8350.00 19.6 32554.00 2059.47 1370025 75
OPTIDX BANKNIFTY 25-Jan-17 CE 19300.00 82.1 28564.00 2185.06 335520 40
OPTIDX NIFTY 25-Jan-17 CE 8700.00 1.1 25130.00 1589.81 1980675 75
FUTSTK YESBANK 25-Jan-17 XX 0.00 1351.05 24601.00 2320.49 8892100 700
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