Index and Stock F & O Contract Specification | Derivatives Market Information | BSE
S&P BSE SENSEX
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Contract Specifications


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Contract Specification for Index Futures contracts

Security Symbol  
Underlying Click here for details
Contract Multiplier
Content Period 1,2,3 Month
Tick Size Rs. 0.25 in spread price terms for S&P BSE SENSEX futures contracts
Rs. 0.05 in spread price terms for S&P BSE-100 futures contracts
Rs. 1 in spread price terms for other index futures contracts
Trading Hours 9 .15 a.m to 3.30 p.m
Last Trading/Expiration Day Last Thursday of each contract maturity month.

Note:
A. Business day is a day during which the underlying stock market is open for trading.
B. If expiry day is a holiday, then the immediately preceding business day.
Final Settlement Cash Settlement. On the last trading day, the closing value of the underlying index would be the final settlement price of the expiring futures contract.



Contract Specifications for Single Stock futures Contracts

Security Symbol  
Underlying Click here for details
Contract Multiplier
Content Period 1,2,3 Month
Tick Size Rs.0.05
Trading Hours 9 .15 a.m to 3.30 p.m
Last Trading/Expiration Day Last Thursday of each contract maturity month.

Note:
A. Business day is a day during which the underlying stock market is open for trading.
B. If expiry day is a holiday, then the immediately preceding business day.
Final Settlement Delivery Based Settlement. On the last trading day, the closing value of the underlying stock is the final settlement price of the expiring futures contract.



Contract Specification for Index Options contracts (Weekly, Monthly & Long Dated Options )

Security Symbol  
Underlying Click here for details
Contract Multiplier
Content Period 1,2 & 3 Months, Weekly, Long dated (only S&P BSE SENSEX)
Exercise Style European
Tick Size Rs. 0.05 for S&P BSE SENSEX options and S&P BSE-100 options contracts
Rs. 0.25 for other index options contracts
Settlement Style Cash
Premium quotation In index points
Strike Price Intervals Shall have a minimum of 3 strikes (1 in-the-money, 1 near-the-money, 1 out-of-the-money).
Last Trading/Expiration Day Last Thursday of each contract maturity month.

Note:
A. Business day is a day during which the underlying stock market is open for trading.
B. If expiry day is a holiday, then the immediately preceding business day.
Trading Hours 9.15 a.m to 3.30 p.m



Contract Specification for Stock Options contracts (Weekly & Monthly Options)

Security Symbol  
Underlying Click here for details
Contract Multiplier
Content Period 1,2 & 3 Months, Weekly
Exercise Style European
Tick Size Rs. 0.05
Settlement Style Delivery-based
Premium quotation Rs per share
Strike Price Intervals Shall have a minimum of 3 strikes (1 in-the-money, 1 near-the-money, 1 out-of-the-money).
Last Trading/Expiration Day Last Thursday of each contract maturity month.

Note:
A. Business day is a day during which the underlying stock market is open for trading.
B.If expiry day is a holiday, then the immediately preceding business day.
Trading Hours 9.15 a.m to 3.30 p.m