| Parameter |
Index Futures |
Index Options |
Futures on Individual Securities |
Options on Individual Securities |
Mini Index Futures |
Mini Index Options |
Long Term Index Options |
| Underlying |
10 indices |
10 indices |
210 securities |
210 securities |
S&P
CNX Nifty |
S&P
CNX Nifty |
S&P CNX Nifty |
| Security Descriptor: |
| Instrument |
FUTIDX |
OPTIDX |
FUTSTK |
OPTSTK |
FUTIDX |
OPTIDX |
OPTIDX |
| Underlying Symbol
|
Symbol of Underlying Index |
Symbol of Underlying Index |
Symbol of Underlying Security |
Symbol of Underlying Security |
MINIFTY |
MINIFTY |
NIFTY |
| Expiry Date |
DD-MMM-YYYY |
DD-MMM-YYYY |
DD-MMM-YYYY |
DD-MMM-YYYY |
DD-MMM-YYYY |
DD-MMM-YYYY |
DD-MMM-YYYY |
| Option Type |
- |
CE / PE |
- |
CE / PE |
- |
CE / PE |
CE / PE |
| Strike Price |
- |
Strike Price |
- |
Strike Price |
- |
Strike Price |
Strike Price |
| |
| Trading Cycle |
3 month trading cycle - the near month (one), the next month (two) and the far month (three) |
Three quarterly expiries (March, June, Sept & Dec cycle) and next
8
half yearly expiries (Jun, Dec cycle) |
| Expiry Day |
Last Thursday of the expiry month. If the last Thursday is a trading holiday, then the expiry day is the previous trading day. |
| Strike Price Intervals |
- |
Depending on underlying price |
- |
Depending on underlying price |
- |
Depending on underlying price |
Depending on underlying price |
| Permitted Lot Size |
Underlying specific |
Underlying specific |
Underlying specific |
Underlying specific |
20 |
20 |
Underlying specific |
| Price Steps |
Rs.0.05 |
Rs.0.05 |
Rs.0.05 |
Rs.0.05 |
Rs.0.05 |
Rs.0.05 |
Rs.0.05 |
| Price Bands |
Operating range of 10% of the base price |
A contract specific price range based on its delta value is computed and updated on a daily basis |
Operating range of 20% of the base price |
A contract specific price range based on its delta value is computed and updated on a daily basis |
Operating range of 10% of the base price |
A contract specific price range based on its delta value is computed and updated on a daily basis |
A contract specific price range based on its delta value is computed and updated on a daily basis |