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Derivatives Market Watch
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As on May 21, 2012 03:30:20 PM
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| Underlying Asset | Series Code | Instrument Type | Expiry of contract | Strike price (Rs.) | Traded Quantity | Open (Rs.) | High (Rs.) | Low (Rs.) | LTP/Close (Rs.) | Prev.Close (Rs.) | Net Change (Rs.) | No. of contract traded | Turnover (Rs.Lakh.) | Spot Price (Rs.) | OI Qty |
| SENSEX | BSX25P15800 | IO( PUT ) | 31 May 2012 | 15800.00 | 7062855 | 122.00 | 136.00 | 92.00 | 136.00 | 156.75 | -20.75 | 470857 | 1123803.00 | 16183.26 | 41325 |
| SENSEX | BSX25C16600 | IO( CALL ) | 31 May 2012 | 16600.00 | 3255240 | 76.00 | 135.00 | 26.50 | 61.50 | 67.75 | -6.25 | 217016 | 543302.00 | 16183.26 | 144855 |
| SENSEX | BSX25C16400 | IO( CALL ) | 31 May 2012 | 16400.00 | 2172810 | 145.00 | 173.75 | 108.75 | 120.25 | 128.25 | -8.00 | 144854 | 359676.00 | 16183.26 | 98610 |
| SENSEX | BSX25C16200 | IO( CALL ) | 31 May 2012 | 16200.00 | 1876800 | 222.75 | 274.00 | 189.75 | 197.25 | 207.25 | -10.00 | 125120 | 308691.00 | 16183.26 | 73545 |
| SENSEX | BSX25P16000 | IO( PUT ) | 31 May 2012 | 16000.00 | 1781490 | 172.75 | 199.00 | 141.75 | 199.00 | 223.00 | -24.00 | 118766 | 288028.00 | 16183.26 | 69525 |
| SENSEX | BSX25P15600 | IO( PUT ) | 31 May 2012 | 15600.00 | 956010 | 87.75 | 89.00 | 59.25 | 80.25 | 103.50 | -23.25 | 63734 | 149850.00 | 16183.26 | 12675 |
| SENSEX | BSXMAY2012 | IF | 31 May 2012 | - | 345870 | 16180.00 | 16271.75 | 16104.75 | 16111.75 | 16108.25 | 3.50 | 23058 | 56052.00 | 16183.26 | 321600 |
| SENSEX | BSX25C16800 | IO( CALL ) | 31 May 2012 | 16800.00 | 299940 | 43.75 | 57.50 | 35.75 | 35.75 | 44.75 | -9.00 | 19996 | 50540.00 | 16183.26 | 112110 |
| SENSEX | BSX25C17200 | IO( CALL ) | 31 May 2012 | 17200.00 | 194625 | 10.00 | 17.00 | 10.00 | 13.50 | 8.00 | 5.50 | 12975 | 33502.00 | 16183.26 | 86355 |
| SENSEX | BSX25P15400 | IO( PUT ) | 31 May 2012 | 15400.00 | 121965 | 57.00 | 57.00 | 37.75 | 51.00 | 64.00 | -13.00 | 8131 | 18838.00 | 16183.26 | 12495 |
| SENSEX | BSX25P16200 | IO( PUT ) | 31 May 2012 | 16200.00 | 68595 | 245.00 | 285.50 | 214.75 | 284.25 | 317.75 | -33.50 | 4573 | 11280.00 | 16183.26 | 78240 |
| SENSEX | BSX25C17000 | IO( CALL ) | 31 May 2012 | 17000.00 | 56040 | 32.00 | 33.00 | 22.00 | 24.00 | 14.00 | 10.00 | 3736 | 9542.00 | 16183.26 | 56325 |
| SENSEX | BSX25P16400 | IO( PUT ) | 31 May 2012 | 16400.00 | 30000 | 346.00 | 405.75 | 310.00 | 405.25 | 413.00 | -7.75 | 2000 | 5026.00 | 16183.26 | 70680 |
| SENSEX | BSX25P15200 | IO( PUT ) | 31 May 2012 | 15200.00 | 28695 | 26.50 | 31.25 | 21.50 | 29.25 | 40.25 | -11.00 | 1913 | 4369.00 | 16183.26 | 14445 |
| BKX | BKXMAY2012 | IF | 31 May 2012 | - | 31290 | 10774.00 | 10844.00 | 10707.00 | 10707.00 | 10594.00 | 113.00 | 2086 | 3376.00 | 10843.00 | 60 |
| SENSEX | BSX25C16000 | IO( CALL ) | 31 May 2012 | 16000.00 | 20520 | 345.75 | 396.75 | 308.00 | 318.25 | 303.75 | 14.50 | 1368 | 3357.00 | 16183.26 | 83295 |
| SENSEX | BSXJUL2012 | IF | 26 Jul 2012 | - | 6210 | 16690.00 | 16690.00 | 16250.00 | 16320.00 | 16160.00 | 160.00 | 414 | 1013.00 | 16183.26 | 0 |
| SENSEX | BSX25C15800 | IO( CALL ) | 31 May 2012 | 15800.00 | 4755 | 505.75 | 530.00 | 433.25 | 433.25 | 444.00 | -10.75 | 317 | 775.00 | 16183.26 | 16815 |
| SENSEX | BSX25P16600 | IO( PUT ) | 31 May 2012 | 16600.00 | 3780 | 478.75 | 556.00 | 454.25 | 556.00 | 841.00 | -285.00 | 252 | 645.00 | 16183.26 | 54570 |
| SENSEX | BSX25C17800 | IO( CALL ) | 31 May 2012 | 17800.00 | 2970 | 2.00 | 3.25 | 2.00 | 3.25 | 1.00 | 2.25 | 198 | 528.00 | 16183.26 | 24135 |
| SENSEX | BSX25C17600 | IO( CALL ) | 31 May 2012 | 17600.00 | 2970 | 2.00 | 3.00 | 2.00 | 3.00 | 0.25 | 2.75 | 198 | 522.00 | 16183.26 | 50295 |
| SENSEX | BSX25P16800 | IO( PUT ) | 31 May 2012 | 16800.00 | 2970 | 530.00 | 550.00 | 530.00 | 550.00 | 668.50 | -118.50 | 198 | 515.00 | 16183.26 | 75405 |
| SENSEX | BSX25C15600 | IO( CALL ) | 31 May 2012 | 15600.00 | 2925 | 694.75 | 719.25 | 601.25 | 601.25 | 583.50 | 17.75 | 195 | 475.00 | 16183.26 | 2010 |
| SENSEX | BSX25C18000 | IO( CALL ) | 31 May 2012 | 18000.00 | 1980 | 2.00 | 3.25 | 2.00 | 3.25 | 0.25 | 3.00 | 132 | 356.00 | 16183.26 | 10080 |
| SENSEX | BSX25C17400 | IO( CALL ) | 31 May 2012 | 17400.00 | 1980 | 2.00 | 3.50 | 2.00 | 3.50 | 5.00 | -1.50 | 132 | 344.00 | 16183.26 | 53460 |
| SENSEX | BSXJUN2012 | IF | 28 Jun 2012 | - | 585 | 16287.25 | 16293.25 | 16212.50 | 16231.25 | 16143.50 | 87.75 | 39 | 95.15 | 16183.26 | 152190 |
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