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Summary

Derivative summary sums up end of the day F/O market trades in brief; covering Trade statistics, Nifty futures volume-price, most active contracts in stock options and stock futures, Put-Call Ratio, and Most active Calls/Puts. The page also provides alternative to get trade statistics for individual stocks.

Nifty Futures »
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FII Statistics » *
20/01/2012
IndexType Buy Amt.(Rs.Cr.) Sell Amt.(Rs.Cr.) Net Amt. (Rs.Cr.)
Index Futures 3333.78 2200.43 1133.35
Index Options 13225.37 12672.97 552.40
Stock Futures 4697.00 4160.71 536.29
Stock Options 640.13 674.92 -34.79
* The above data is compiled on the basis of reports submitted to SEBI by NSE and BSE on 20/01/2012 and constitutes FIIs trading / position of the previous trading day.
Nifty Futures »
03/02/2012 3:29PM
Expiry Date LTP Change
(Nos.)
Traded Value
(Rs. Lakhs)
Mar12 5364.15 63.30 0.00
Apr12 5386.80 61.85 790.92
Feb12 5339.00 64.65 0.00
Trade Statistics »
20/01/2012
Product No. of Contracts Turnover(Rs. Cr.)
FUTIDX 680,151 16,278
FUTSTK 1,047,586 27,237
OPTIDX 3,836,716 96,104
OPTSTK 271,876 6,879
Most Active Contract - Stock Futures »
03/02/2012 3:30PM
Symbol Expiry Date Contract Traded
(Nos.)
Traded Value
(Rs. Lakhs)
CNX BAN 23/2/12 76356 190317.33
CNX BAN 23/2/12 71811 182220.41
ICICI B 23/2/12 55250 125562.53
SBI 23/2/12 37179 95503.56
TATA MO 23/2/12 14200 69409.60
Most Active Contract - Stock Options »
03/02/2012 3:30PM
Symbol Expiry Date Option type Strike Price No. of Contract
Traded
NSE IND 23/2/12 PE 5200 309,902.0
NSE IND 23/2/12 CE 5300 298,341.0
NSE IND 23/2/12 CE 5200 293,955.0
NSE IND 23/2/12 CE 5400 281,573.0
NSE IND 23/2/12 PE 5100 265,161.0
Most Active Calls »
03/02/2012 3:30PM
Symbol SID LTP Volume
ICICI BANK O:1-Mon:CE:900.00 43.00 5915
RIL O:1-Mon:CE:840.00 22.00 5190
SBI O:1-Mon:CE:2100.00 82.50 6445
Most Active Puts »
03/02/2012 3:30PM
Symbol SID LTP Volume
ICICI BANK O:1-Mon:PE:900.00 24.35 1906
ICICI BANK O:1-Mon:PE:880.00 18.40 1838
SBI O:1-Mon:PE:2000.00 51.50 1799
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