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 23FEB2012 CE 5400.00 95.20 106.60 60.05 103.80 75.00 483822 1326018.21 5381.60
OPTIDX NIFTY 23FEB2012 PE 5400.00 70.00 109.90 63.75 68.80 88.30 458378 1256734.96 5381.60
OPTIDX NIFTY 23FEB2012 PE 5300.00 39.90 64.00 34.20 38.60 48.25 453943 1213723.29 5381.60
OPTIDX NIFTY 23FEB2012 CE 5500.00 51.20 56.10 27.50 54.20 35.00 423844 1174170.79 5381.60
FUTIDX NIFTY 23FEB2012 - - 5424.80 5443.00 5350.20 5437.05 5388.05 424467 1145880.50 5381.60
OPTIDX NIFTY 23FEB2012 PE 5200.00 22.50 35.25 18.00 20.80 25.00 285652 746282.99 5381.60
OPTIDX NIFTY 23FEB2012 CE 5600.00 21.00 24.80 11.00 23.80 13.75 254683 715250.46 5381.60
OPTIDX NIFTY 23FEB2012 PE 5100.00 11.00 18.70 9.35 10.95 12.40 171285 437887.53 5381.60
OPTIDX NIFTY 23FEB2012 CE 5700.00 6.70 9.00 3.95 8.60 4.80 139067 396758.15 5381.60
OPTIDX NIFTY 23FEB2012 CE 5300.00 160.60 175.10 112.20 172.05 133.00 118112 321357.36 5381.60
OPTIDX NIFTY 23FEB2012 PE 5000.00 6.90 9.90 5.30 6.30 6.65 125635 314519.68 5381.60
OPTIDX NIFTY 23FEB2012 PE 5500.00 123.65 175.45 110.90 114.95 145.50 83680 235806.47 5381.60
FUTIDX BANKNIFTY 23FEB2012 - - 10549.00 10590.00 10346.10 10551.55 10444.00 83454 218406.00 10442.65
OPTIDX NIFTY 23FEB2012 CE 5800.00 2.60 2.90 1.35 2.80 1.70 66022 191528.17 5381.60
OPTIDX NIFTY 23FEB2012 PE 4900.00 4.35 5.55 3.25 4.15 3.85 74410 182457.41 5381.60
FUTSTK TATASTEEL 23FEB2012 - - 435.00 479.80 433.65 453.35 477.00 61482 143732.62 475.30
FUTSTK SBIN 23FEB2012 - - 2183.75 2210.00 2148.55 2188.50 2160.00 32187 87767.11 2160.00
FUTSTK TATAMOTORS 23FEB2012 - - 257.10 262.20 256.20 258.55 257.80 14705 76263.07 257.00
OPTIDX NIFTY 23FEB2012 PE 4800.00 2.55 3.70 2.25 2.75 2.65 31290 75139.49 5381.60
OPTIDX NIFTY 23FEB2012 CE 5900.00 0.95 1.05 0.35 1.05 0.50 19629 57912.42 5381.60