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 38.00 48.90 27.70 44.35 30.80 560436 1663830.80 5813.60
OPTIDX NIFTY 27JUN2013 PE 5800.00 53.45 66.00 38.15 48.55 61.45 557211 1631146.05 5813.60
OPTIDX NIFTY 27JUN2013 CE 5800.00 90.10 102.40 64.10 93.00 70.05 458270 1347522.31 5813.60
OPTIDX NIFTY 27JUN2013 PE 5700.00 22.50 30.85 16.00 22.20 27.25 384092 1099446.07 5813.60
OPTIDX NIFTY 27JUN2013 CE 6000.00 13.75 18.85 10.10 18.05 11.35 335709 1009537.39 5813.60
FUTIDX NIFTY 27JUN2013 - - 5839.90 5867.40 5800.20 5847.75 5811.00 239542 698115.22 5813.60
OPTIDX NIFTY 27JUN2013 PE 5600.00 9.90 13.00 6.45 9.80 11.40 220296 617968.83 5813.60
OPTIDX NIFTY 27JUN2013 PE 5900.00 100.00 126.60 81.55 97.10 119.45 158548 476163.24 5813.60
OPTIDX NIFTY 27JUN2013 CE 6100.00 5.10 6.00 3.25 6.50 3.60 142786 435828.56 5813.60
OPTIDX NIFTY 27JUN2013 CE 6200.00 4.00 4.00 1.15 2.75 1.30 128140 397346.76 5813.60
FUTIDX BANKNIFTY 27JUN2013 - - 11950.00 11977.80 11806.10 11984.45 11845.60 77361 229941.45 11820.95
OPTIDX NIFTY 27JUN2013 PE 5500.00 3.30 5.05 2.60 4.00 4.40 72757 200226.54 5813.60
FUTSTK RCOM 27JUN2013 - - 110.75 122.25 110.75 110.95 121.20 35810 168335.65 124.25
OPTIDX NIFTY 27JUN2013 CE 5700.00 140.10 179.90 127.00 166.05 135.50 56631 165649.92 5813.60
OPTIDX NIFTY 27JUN2013 PE 5400.00 1.50 2.00 1.25 1.80 1.65 51634 139450.53 5813.60
OPTIDX NIFTY 27JUN2013 CE 6300.00 1.25 1.25 0.45 1.35 0.45 31578 99482.70 5813.60
FUTSTK SBIN 27JUN2013 - - 2068.55 2078.65 2039.10 2068.40 2046.05 24423 62932.27 2045.40
OPTIDX NIFTY 25JUL2013 PE 5600.00 46.00 53.00 38.55 44.35 48.55 21881 61768.53 5813.60
OPTIDX NIFTY 27JUN2013 PE 6000.00 180.55 206.50 150.00 168.95 198.00 19405 59976.49 5813.60
OPTIDX NIFTY 25JUL2013 CE 6000.00 65.05 71.50 52.30 66.30 55.70 19682 59647.09 5813.60