Derivatives Market Watch
Instrument Type Underlying Expiry Date Option Type Strike Price Open Price High Price Low Price Prev Close Last Price Number of contracts traded Turnover (In Lakhs) Underlying Value
OPTIDX NIFTY 27JUN2013 CE 5900.00 27.10 36.95 23.45 30.60 36.55 507685 1505004.26 5822.25
OPTIDX NIFTY 27JUN2013 CE 5800.00 63.10 80.40 55.00 69.40 79.70 512212 1502376.70 5822.25
OPTIDX NIFTY 27JUN2013 PE 5800.00 64.00 80.00 52.60 60.55 59.00 493773 1448352.25 5822.25
OPTIDX NIFTY 27JUN2013 PE 5700.00 29.00 37.00 22.00 26.95 26.65 479192 1372873.10 5822.25
OPTIDX NIFTY 27JUN2013 CE 6000.00 9.75 14.35 8.50 11.20 14.20 275145 826882.26 5822.25
OPTIDX NIFTY 27JUN2013 PE 5600.00 12.05 14.80 7.95 10.95 10.60 261311 733224.29 5822.25
FUTIDX NIFTY 27JUN2013 - - 5802.65 5829.10 5776.15 5812.00 5823.45 209877 608862.62 5822.25
OPTIDX NIFTY 27JUN2013 CE 6100.00 3.35 4.70 2.70 3.60 4.55 149313 455649.52 5822.25
OPTIDX NIFTY 27JUN2013 PE 5900.00 128.45 146.00 106.15 118.25 114.00 105399 317605.66 5822.25
OPTIDX NIFTY 27JUN2013 CE 5700.00 127.50 148.00 110.75 135.55 146.85 91424 266387.14 5822.25
OPTIDX NIFTY 27JUN2013 PE 5500.00 4.10 5.45 2.80 4.10 3.80 84602 232828.93 5822.25
OPTIDX NIFTY 27JUN2013 CE 6200.00 1.25 1.80 1.05 1.30 1.75 70953 220002.19 5822.25
FUTIDX BANKNIFTY 27JUN2013 - - 11801.00 11879.00 11741.00 11830.40 11870.05 68747 203105.11 11852.65
FUTSTK RCOM 27JUN2013 - - 123.25 128.25 120.65 120.75 123.50 33502 166920.36 126.20
OPTIDX NIFTY 27JUN2013 PE 5400.00 1.65 1.95 1.15 1.55 1.70 42845 115712.56 5822.25
OPTIDX NIFTY 25JUL2013 CE 6000.00 51.05 58.00 46.05 55.40 57.00 27809 84134.60 5822.25
OPTIDX NIFTY 27JUN2013 CE 6300.00 0.40 0.95 0.40 0.55 0.95 21107 66495.07 5822.25
OPTIDX BANKNIFTY 27JUN2013 CE 12000.00 99.95 125.00 84.95 112.60 124.00 20626 62423.87 11852.65
OPTIDX NIFTY 25JUL2013 CE 5900.00 85.00 95.60 78.35 90.85 95.15 20317 60799.64 5822.25
OPTIDX NIFTY 25JUL2013 PE 5800.00 116.90 127.90 102.30 110.95 106.70 18918 55949.32 5822.25