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NSE Derrivatives puts Calls options Future Trade Summary & PCR put call Ratio 19 jan 2010

NSE Derrivatives puts Calls options Future Trade Summary & PCR put call Ratio 19 jan 2010

Derrivative
Vol Contracts
Value Rs Cr.
PC Ratio

Index Futures
463534
11824.96
-

Stock Futures
553768
19770.31
-

Index Options
1111549
29292.72
1.04

Stock Options
70630
2553.87
0.24

F&O Total
2199481
63441.87
0.96

NSE Stock options latest data 12 jan 2010 : list of Stock options with high open interest

NSE Stock options latest data 12 jan 2010 : list of Stock options with high open interest

Stocks NSE F&O Derivatives

SYMBOL
EXPIRY Date
Strike
type
CLOSE
Vol
OI open interest
Change in open interest

ASHOKLEY
28-Jan-10
55
CA
0.95
60
1547100
19100

ASHOKLEY
28-Jan-10
60
CA
0.25
30
792650
0

BALRAMCHIN
28-Jan-10
140
CA
3.15
106
801600
-9600

BALRAMCHIN
28-Jan-10
150
CA
1.1
65
564000
33600

BHARTIARTL
28-Jan-10
330
CA
6.5
1171
2427000
154000

BHARTIARTL
28-Jan-10
340
CA
3.7
795
790500
140000

BHARTIARTL
28-Jan-10
350
CA
2.1
843
605000
206500

BHARTIARTL
28-Jan-10
330
PA
13.1
206
2124000
7000

CHAMBLFERT
28-Jan-10
60
CA
4.85
16
621000
-6900

CHAMBLFERT
28-Jan-10
65
CA
2
218
969450
127650

CHAMBLFERT
28-Jan-10
70
CA
0.75
178
976350
151800

DENABANK
28-Jan-10
90
CA
1.6
87
577500
126000

DLF
28-Jan-10
400
CA
9.05
1106
648000
203200

ESSAROIL
28-Jan-10
160
CA
3
303
936156
103076

FSL
28-Jan-10
35
CA
1.7
146
1168500
9500

FSL
28-Jan-10
37.5
CA
0.75
130
2318000
123500

FSL
28-Jan-10
40
CA
0.4
77
1548500
247000

GMRINFRA
28-Jan-10
70
CA
1.65
193
1507500
165000

GMRINFRA
28-Jan-10
75
CA
0.7
65
677500
47500

GTLINFRA
28-Jan-10
40
CA
1.05
67
843900
33950

GVKPIL
28-Jan-10
50
CA
2.05
133
845500
-61750

HINDALCO
28-Jan-10
160
CA
11
66
664902
35180

HINDALCO
28-Jan-10
170
CA
4.85
378
1400164
0

HINDALCO
28-Jan-10
175
CA
3.15
283
949860
211080

HINDALCO
28-Jan-10
180
CA
1.9
380
1554956
189972

HINDALCO
28-Jan-10
190
CA
0.75
93
622686
105540

HINDALCO
28-Jan-10
130
PA
0.3
7
503074
3518

HINDALCO
28-Jan-10
150
PA
1
58
756370
-66842

HINDALCO
28-Jan-10
160
PA
2.85
146
865428
-137202

HINDALCO
28-Jan-10
170
PA
6.95
146
594542
-246260

HINDUNILVR
28-Jan-10
270
CA
3.05
274
1177000
133000

HINDUNILVR
28-Jan-10
260
PA
3.95
43
846000
9000

IDBI
28-Jan-10
140
CA
2.55
1572
1339200
400800

IDEA
28-Jan-10
60
CA
1.6
218
955800
35100

IDEA
28-Jan-10
65
CA
0.7
150
1020600
216000

IDEA
28-Jan-10
70
CA
0.3
14
575100
8100

IDEA
28-Jan-10
60
PA
2.95
58
531900
-29700

IDFC
28-Jan-10
160
CA
5
73
557550
8850

IDFC
28-Jan-10
170
CA
1.85
187
755200
32450

IFCI
28-Jan-10
50
CA
4.85
46
527960
197000

IFCI
28-Jan-10
55
CA
1.7
800
5681480
1536600

IFCI
28-Jan-10
57.5
CA
1.05
492
2860440
464920

IFCI
28-Jan-10
60
CA
0.65
1512
14152480
1095320

IFCI
28-Jan-10
65
CA
0.25
525
8266120
197000

IFCI
28-Jan-10
70
CA
0.1
71
3955760
212760

IFCI
28-Jan-10
50
PA
0.7
208
2915600
-189120

IFCI
28-Jan-10
52.5
PA
1.4
90
843160
118200

IFCI
28-Jan-10
55
PA
2.55
438
2931360
315200

IFCI
28-Jan-10
60
PA
6.45
37
803760
-55160

ISPATIND
28-Jan-10
20
CA
2.35
88
1730550
249000

ISPATIND
28-Jan-10
22.5
CA
0.7
276
8727450
771900

ISPATIND
28-Jan-10
25
CA
0.25
308
12213450
1020900

ISPATIND
28-Jan-10
27.5
CA
0.1
17
3610500
74700

ISPATIND
28-Jan-10
30
CA
0.1
5
1743000
49800

ISPATIND
28-Jan-10
20
PA
0.25
52
2290800
0

ISPATIND
28-Jan-10
22.5
PA
1.1
60
2402850
-161850

ISPATIND
28-Jan-10
25
PA
2.45
0
634950
0

ITC
28-Jan-10
260
CA
2.2
268
525375
199125

JPPOWER
28-Jan-10
85
CA
1.5
92
703125
25000

MTNL
28-Jan-10
85
CA
2.95
273
787200
211200

MTNL
28-Jan-10
90
CA
1.45
323
1180800
192000

MTNL
28-Jan-10
95
CA
0.75
97
643200
70400

NAGARFERT
28-Jan-10
35
CA
2.05
209
1228500
-52500

NAGARFERT
28-Jan-10
37.5
CA
1.15
516
1984500
1475250

NAGARFERT
28-Jan-10
40
CA
0.55
206
1081500
267750

NTPC
28-Jan-10
230
CA
5.6
260
1298375
206375

NTPC
28-Jan-10
235
CA
3.8
128
614250
45500

NTPC
28-Jan-10
240
CA
2.6
320
2135250
82875

NTPC
28-Jan-10
245
CA
1.75
88
503750
19500

NTPC
28-Jan-10
250
CA
1.2
171
1301625
63375

NTPC
28-Jan-10
230
PA
5.3
45
742625
24375

ONGC
28-Jan-10
1200
CA
23.7
89
635400
-5850

ONGC
28-Jan-10
1200
PA
26.45
29
610875
675

PETRONET
28-Jan-10
80
CA
1.3
78
800800
0

POWERGRID
28-Jan-10
110
CA
6.1
69
635250
26950

POWERGRID
28-Jan-10
115
CA
3.65
245
1505350
259875

POWERGRID
28-Jan-10
120
CA
1.95
207
1135750
136675

RCOM
28-Jan-10
180
CA
4.85
375
725200
77000

RCOM
28-Jan-10
190
CA
2.45
344
841400
60200

RCOM
28-Jan-10
200
CA
1.2
134
668500
46200

RELIANCE
28-Jan-10
1080
CA
29.45
2063
708300
12900

RELIANCE
28-Jan-10
1095
CA
23.2
1749
754200
29400

RELIANCE
28-Jan-10
1110
CA
18.25
4083
1247100
249000

RNRL
28-Jan-10
70
CA
4.5
114
1244448
-25032

RNRL
28-Jan-10
75
CA
2.25
378
2274336
328992

RNRL
28-Jan-10
80
CA
1.25
518
4048032
207408

RNRL
28-Jan-10
85
CA
0.65
121
1004856
-53640

RNRL
28-Jan-10
90
CA
0.45
134
2299368
243168

RNRL
28-Jan-10
70
PA
2.3
62
686592
-46488

RPOWER
28-Jan-10
160
CA
3.4
123
668000
70000

RPOWER
28-Jan-10
170
CA
1.35
155
902000
122000

SAIL
28-Jan-10
250
CA
3.5
269
677700
137700

SESAGOA
28-Jan-10
350
CA
43.25
0
600000
0

SUZLON
28-Jan-10
90
CA
5.5
338
2019000
159000

SUZLON
28-Jan-10
95
CA
3.4
1035
4590000
759000

SUZLON
28-Jan-10
100
CA
1.8
696
3513000
282000

SUZLON
28-Jan-10
105
CA
0.85
165
984000
-24000

SUZLON
28-Jan-10
80
PA
0.8
115
1029000
-63000

SUZLON
28-Jan-10
85
PA
1.6
116
1038000
18000

SUZLON
28-Jan-10
90
PA
3.3
294
1494000
228000

SUZLON
28-Jan-10
95
PA
6
111
558000
117000

TATASTEEL
28-Jan-10
640
CA
14.95
1344
667736
71816

TATASTEEL
28-Jan-10
660
CA
8.75
1453
916800
125296

TTML
28-Jan-10
27.5
CA
1.1
30
1442100
52250

TTML
28-Jan-10
30
CA
0.35
48
1943700
-20900

TTML
28-Jan-10
32.5
CA
0.15
14
553850
20900

UNITECH
28-Jan-10
80
CA
9.6
44
715500
-81000

UNITECH
28-Jan-10
85
CA
5.8
257
1710000
-54000

UNITECH
28-Jan-10
90
CA
3.15
1596
4311000
103500

UNITECH
28-Jan-10
95
CA
1.65
1234
4207500
985500

UNITECH
28-Jan-10
100
CA
0.85
453
2686500
211500

UNITECH
28-Jan-10
105
CA
0.45
153
940500
63000

UNITECH
28-Jan-10
75
PA
0.4
22
513000
22500

UNITECH
28-Jan-10
80
PA
0.9
170
1710000
-166500

UNITECH
28-Jan-10
85
PA
2.1
293
1138500
-18000

UNITECH
28-Jan-10
90
PA
4.5
335
1264500
225000

VIJAYABANK
28-Jan-10
55
CA
1.1
53
565800
0

12 jan 2010 nifty Derrivatives put options expiring on 28 jan 2010

12 jan 2010 nifty Derrivatives  put options expiring on 28 jan 2010

Type
SYMBOL
EXPIRY Date
Strike
type
OPEN
HIGH
LOW
CLOSE
Vol
OI open interest
Change in open interest

OPTIDX
NIFTY
28-Jan-10
4000
PE
1.3
1.45
1
1.15
2868
722900
-2350

OPTIDX
NIFTY
28-Jan-10
4100
PE
1.2
1.2
0.8
0.95
50
110000
450

OPTIDX
NIFTY
28-Jan-10
4200
PE
1.4
1.45
1.1
1.25
122
238850
750

OPTIDX
NIFTY
28-Jan-10
4300
PE
1
1.7
1
1.6
621
541350
-1100

OPTIDX
NIFTY
28-Jan-10
4400
PE
1.75
2.4
1.65
2.15
1300
616450
6050

OPTIDX
NIFTY
28-Jan-10
4500
PE
2.1
3.3
2
2.95
7033
2897050
60100

OPTIDX
NIFTY
28-Jan-10
4600
PE
3.15
4.35
2.75
4.05
8343
1772600
97500

OPTIDX
NIFTY
28-Jan-10
4700
PE
4.35
6.5
4.25
5.8
9523
1976100
65050

OPTIDX
NIFTY
28-Jan-10
4800
PE
7.5
10.75
6.8
9.75
17127
2082300
118850

OPTIDX
NIFTY
28-Jan-10
4900
PE
12.65
18.8
11.3
17.45
28066
2945350
46100

OPTIDX
NIFTY
28-Jan-10
5000
PE
23
33.4
19.75
31
67821
5188950
61900

OPTIDX
NIFTY
28-Jan-10
5100
PE
41
56.1
34
52.7
106214
4198650
432900

OPTIDX
NIFTY
28-Jan-10
5200
PE
72
93.5
58.3
88.25
213941
4788700
-102150

OPTIDX
NIFTY
28-Jan-10
5300
PE
118.25
148
98
141.1
79283
1910050
-110100

OPTIDX
NIFTY
28-Jan-10
5400
PE
182
219
155.1
211.65
5323
460000
-23400

OPTIDX
NIFTY
28-Jan-10
5500
PE
271.85
303.75
233.7
298.5
790
148300
-6100

OPTIDX
NIFTY
28-Jan-10
5600
PE
357.4
398
332.65
387.45
325
73200
11900

OPTIDX
NIFTY
28-Jan-10
5700
PE
444.1
487.5
432.6
484.15
77
55500
3000

OPTIDX
NIFTY
28-Jan-10
5800
PE
0
0
0
538
0
8250
0

OPTIDX
NIFTY
28-Jan-10
5900
PE
0
0
0
610.05
0
0
0

Nifty Call options latest Data 12 jan 2010

Nifty Call options latest Data 12 jan 2010

Type
SYMBOL
EXPIRY Date
Strike
type
OPEN
HIGH
LOW
CLOSE
Vol
OI open interest
Change in open interest

OPTIDX
NIFTY
28-Jan-10
4000
CE
1244
1260
1200.1
1202
120
272350
-5750

OPTIDX
NIFTY
28-Jan-10
4100
CE
1131
1131
1130
1130
5
12400
0

OPTIDX
NIFTY
28-Jan-10
4200
CE
1046.95
1046.95
991.25
998.45
50
12200
350

OPTIDX
NIFTY
28-Jan-10
4300
CE
937.95
958
937.95
947.95
43
20350
-50

OPTIDX
NIFTY
28-Jan-10
4400
CE
836.5
847.95
798.3
811.9
41
8500
50

OPTIDX
NIFTY
28-Jan-10
4500
CE
732.05
765
703.45
710
146
85150
-450

OPTIDX
NIFTY
28-Jan-10
4600
CE
624.15
662
602.35
609.95
95
26750
1850

OPTIDX
NIFTY
28-Jan-10
4700
CE
538
560.8
502.05
504.3
189
57550
-2050

OPTIDX
NIFTY
28-Jan-10
4800
CE
446.4
474.45
406.1
411.35
322
215450
-3650

OPTIDX
NIFTY
28-Jan-10
4900
CE
359
385.85
314.1
320.55
717
415800
-9450

OPTIDX
NIFTY
28-Jan-10
5000
CE
249.4
296.9
230.05
235.85
3595
1178100
-23450

OPTIDX
NIFTY
28-Jan-10
5100
CE
191
214
153.2
156.95
8636
1060050
88300

OPTIDX
NIFTY
28-Jan-10
5200
CE
123
137.5
90.6
95.2
123936
3682750
551350

OPTIDX
NIFTY
28-Jan-10
5300
CE
63
79.85
48
50.4
209572
5518900
295050

OPTIDX
NIFTY
28-Jan-10
5400
CE
33
38.1
20.3
21.55
98139
4199600
-119550

OPTIDX
NIFTY
28-Jan-10
5500
CE
12.35
14.9
7.35
7.8
43922
2443850
-106200

OPTIDX
NIFTY
28-Jan-10
5600
CE
4.05
5.3
2.75
3.1
15936
1326050
-39900

OPTIDX
NIFTY
28-Jan-10
5700
CE
1.8
2.15
1.4
1.75
6523
864150
-58150

OPTIDX
NIFTY
28-Jan-10
5800
CE
1.2
1.35
0.9
1.1
2410
297350
350

OPTIDX
NIFTY
28-Jan-10
5900
CE
0.4
0.75
0.4
0.7
483
62600
11600

NSE Stock Futures with highest open interest 12 jan 2010

NSE Stock Futures with highest open interest 12 jan 2010

Type
SYMBOL
EXPIRY Date
CLOSE
Vol
OI open interest
Change in open interest

FUTSTK
IFCI
28-Jan-10
54.15
7929
93378000
-606760

FUTSTK
ISPATIND
28-Jan-10
22.1
3097
86403000
-1070700

FUTSTK
UNITECH
28-Jan-10
88.6
16934
62910000
-378000

FUTSTK
SUZLON
28-Jan-10
92.25
12660
57375000
-3012000

FUTSTK
GTLINFRA
28-Jan-10
37.8
760
36210100
72750

FUTSTK
GMRINFRA
28-Jan-10
67.3
2836
36072500
1255000

FUTSTK
RNRL
28-Jan-10
72
3247
34919640
-529248

FUTSTK
IDEA
28-Jan-10
58.6
2931
32537700
1638900

FUTSTK
FSL
28-Jan-10
35.7
2126
30989000
-218500

FUTSTK
DISHTV
28-Jan-10
44.55
4434
26754250
-381100

NSE Stocks With highest cut in open interst in Derrivatives Section 12 jan 2010

NSE Stocks With highest cut in open interst in Derrivatives Section 12 jan 2010

Type
SYMBOL
EXPIRY Date
CLOSE
Vol
OI open interest
Change in open interest

FUTSTK
SUZLON
28-Jan-10
92.25
12660
57375000
-3012000

FUTSTK
GVKPIL
28-Jan-10
50.55
3343
25835250
-1667250

FUTSTK
JPASSOCIAT
28-Jan-10
161.7
6937
19342792
-1303136

FUTSTK
HDIL
28-Jan-10
365.05
12103
8356104
-1126944

FUTSTK
ISPATIND
28-Jan-10
22.1
3097
86403000
-1070700

FUTSTK
TATASTEEL
28-Jan-10
626.6
18408
12216360
-810604

FUTSTK
BALRAMCHIN
28-Jan-10
136.85
1532
16804800
-808800

FUTSTK
ASHOKLEY
28-Jan-10
53
772
14239050
-792650

FUTSTK
NEYVELILIG
28-Jan-10
164.35
2265
3271550
-690300

FUTSTK
GTOFFSHORE
28-Jan-10
487.2
2147
1601000
-678000

NSE Stock futures with highest Change in Open interst 12 jan 2010 India F&O

NSE  Stock futures with highest addition in Open interest 12 jan 2010 India F&O

Type
SYMBOL
EXPIRY Date
CLOSE
Vol
OI open interest
Change in open interest

FUTSTK
GMRINFRA
28-Jan-10
67.3
2836
36072500
1255000

FUTSTK
IDEA
28-Jan-10
58.6
2931
32537700
1638900

FUTSTK
IDBI
28-Jan-10
133.9
15862
16178400
1053600

FUTSTK
BAJAJHIND
28-Jan-10
228.5
5450
14949675
1048800

OPTSTK
IFCI
28-Jan-10
0.65
1512
14152480
1095320

OPTSTK
ISPATIND
28-Jan-10
0.25
308
12213450
1020900

FUTSTK
ITC
28-Jan-10
250.85
3672
8641125
909000

OPTSTK
IFCI
28-Jan-10
1.7
800
5681480
1536600

OPTSTK
UNITECH
28-Jan-10
1.65
1234
4207500
985500

OPTSTK
NAGARFERT
28-Jan-10
1.15
516
1984500
1475250

NSE F & O Statistics 12 Jan 2009

NSE F & O Statistics 12 Jan 2009

Product
No. of Contracts
Turnover(Rs. cr.) *
Put Call Ratio

Index Futures
551790
13897.78
-

Stock Futures
568163
21358.94
-

Index Options
1168548
30852.55
1.04

Stock Options
84664
3224.9
0.3

F&O Total
2373165
69334.16
0.96

Most active stock futures in NSE 06 Jan 2010

Most active stock futures in NSE 06 Jan 2010

SYMBOL
EXPIRY
CLOSE
OPEN INT
CHANGE IN OI

FSL
28-Jan-10
36.15
32024500
-1463000

GMRINFRA
28-Jan-10
69.4
32577500
240000

GTLINFRA
28-Jan-10
38.5
38028850
509250

GVKPIL
28-Jan-10
48.4
28234000
-413250

IDEA
28-Jan-10
61.3
30874500
-267300

IFCI
28-Jan-10
57.7
96687600
-1048040

ISPATIND
28-Jan-10
23.35
86764050
821700

RNRL
28-Jan-10
74.7
36078264
-1387488

SUZLON
28-Jan-10
93.6
59199000
-54000

UNITECH
28-Jan-10
85.25
65466000
180000

MOST ACTIVE PUT OPTIONS NSE NIFTY F&O India Jan 2010 expiry

MOST ACTIVE PUT OPTIONS NSE NIFTY F&O India Jan 2010 expiry

SYMBOL
EXPIRY_DT
STRIKE_PR
OPTION_TYP
CLOSE
OPEN INT
CHANGE IN OI

NIFTY
28-Jan-10
4000
PE
1.1
722450
3900

NIFTY
28-Jan-10
4300
PE
1.6
554500
-52750

NIFTY
28-Jan-10
4400
PE
2.15
618200
500

NIFTY
28-Jan-10
4500
PE
2.75
2714650
144000

NIFTY
28-Jan-10
4600
PE
4.25
1344900
27750

NIFTY
28-Jan-10
4700
PE
6.15
1958350
61600

NIFTY
28-Jan-10
4800
PE
10.1
1782000
19700

NIFTY
28-Jan-10
4900
PE
16.75
2762650
131100

NIFTY
28-Jan-10
5000
PE
28.2
5019450
223400

NIFTY
28-Jan-10
5100
PE
44.8
3337300
445200

NIFTY
28-Jan-10
5200
PE
71.35
4311250
816100

NIFTY
28-Jan-10
5300
PE
110.65
1919800
362700

Discalimer
The author of this page is not a registered financial advisor, and you should not think anything written here to be investment advise. You should consult a qualified broker or other financial advisor prior to making any actual investment or trading decisions. All information is a point of view, and is for educational and informational use only. The author accepts no liability for any interpretation of articles or comments on this blog being used for actual investments. Whenever Author Talks about a Stock or Index.It may be safely assumed that he may have a position in the Stock or Index .