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 PE 5400.00 70.00 91.50 63.75 68.80 88.70 249139 682115.18 5380.25
OPTIDX NIFTY 23FEB2012 CE 5400.00 95.20 106.60 75.35 103.80 79.60 227742 625347.65 5380.25
OPTIDX NIFTY 23FEB2012 CE 5500.00 51.20 56.10 36.25 54.20 38.90 220887 612594.75 5380.25
OPTIDX NIFTY 23FEB2012 PE 5300.00 39.90 52.00 34.20 38.60 50.25 216815 579136.71 5380.25
FUTIDX NIFTY 23FEB2012 - - 5424.80 5443.00 5385.10 5437.05 5392.85 211344 572416.77 5380.25
OPTIDX NIFTY 23FEB2012 CE 5600.00 21.00 24.80 14.90 23.80 16.10 136483 383495.39 5380.25
OPTIDX NIFTY 23FEB2012 PE 5200.00 22.50 28.05 18.00 20.80 26.95 143194 373889.56 5380.25
OPTIDX NIFTY 23FEB2012 PE 5100.00 11.00 14.90 9.35 10.95 14.20 85939 219639.46 5380.25
OPTIDX NIFTY 23FEB2012 CE 5700.00 6.70 9.00 5.40 8.60 5.80 73757 210470.02 5380.25
OPTIDX NIFTY 23FEB2012 PE 5000.00 6.90 8.15 5.30 6.30 7.80 72076 180414.52 5380.25
OPTIDX NIFTY 23FEB2012 PE 5500.00 123.65 151.00 110.90 114.95 146.00 54250 152636.44 5380.25
OPTIDX NIFTY 23FEB2012 CE 5300.00 160.60 175.10 134.25 172.05 138.80 54708 149227.83 5380.25
FUTIDX BANKNIFTY 23FEB2012 - - 10549.00 10590.00 10415.00 10551.55 10456.00 45867 120454.08 10441.40
OPTIDX NIFTY 23FEB2012 CE 5800.00 2.60 2.90 1.80 2.80 1.90 36045 104570.51 5380.25
OPTIDX NIFTY 23FEB2012 PE 4900.00 4.35 4.65 3.25 4.15 4.55 41671 102173.12 5380.25
FUTSTK TATASTEEL 23FEB2012 - - 435.00 474.90 433.65 453.35 472.50 41475 96292.51 471.30
FUTSTK SBIN 23FEB2012 - - 2183.75 2210.00 2166.25 2188.50 2175.00 18073 49504.66 2174.00
OPTIDX NIFTY 23FEB2012 PE 4800.00 2.55 3.10 2.25 2.75 2.95 18720 44952.43 5380.25
FUTSTK TATAMOTORS 23FEB2012 - - 257.10 262.20 257.05 258.55 260.00 8341 43416.57 259.55
OPTIDX NIFTY 29MAR2012 PE 5200.00 82.05 96.35 78.85 81.30 95.00 14417 38093.97 5380.25