Derivatives Market Watch

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Underlying Asset	Series Code	Instrument / Spread Type	Expiry of contract	Strike price	Traded Quantity	Open	High	Low	LTP/Close	Net Change	No. of contract traded	Turnover (Rs.Lakh.)	Spot Price	OI Qty
BSE100	BSI36P5600	IO( PUT )	27 Jun 2013	5600.00	47285800	12.55	13.25	6.75	11.85	0.35	945716	2653065.00	5811.86	373350
BSE100	BSI36C6000	IO( CALL )	27 Jun 2013	6000.00	7225450	16.00	18.05	9.80	10.85	-5.80	144509	434553.28	5811.86	365700
BSE100	BSI36P5500	IO( PUT )	27 Jun 2013	5500.00	3176700	5.25	5.25	2.85	4.20	-0.65	63534	174845.31	5811.86	400400
BSE100	BSI36C5900	IO( CALL )	27 Jun 2013	5900.00	658500	37.00	47.25	27.10	30.05	-9.35	13170	39092.50	5811.86	146700
BSE100	BSI36C6100	IO( CALL )	27 Jun 2013	6100.00	540500	4.84	5.55	3.35	3.45	-1.95	10810	32996.22	5811.86	436300
BSE100	BSI36P5700	IO( PUT )	27 Jun 2013	5700.00	562950	29.00	31.65	17.00	26.65	-17.35	11259	32231.45	5811.86	128450
BSE100	BSIJUN2013	IF	27 Jun 2013	-	386600	5818.20	5864.05	5800.20	5813.10	-23.80	7732	22540.51	5811.86	340800
BSE100	BSI36C6200	IO( CALL )	27 Jun 2013	6200.00	360500	1.85	2.15	1.15	1.25	-1.20	7210	22357.51	5811.86	114050
BSE100	BSI36P5800	IO( PUT )	27 Jun 2013	5800.00	290900	62.00	67.05	41.30	61.25	-8.70	5818	17033.24	5811.86	75800
BSE100	BSI36P5400	IO( PUT )	27 Jun 2013	5400.00	199150	1.95	1.95	1.30	1.60	-1.65	3983	10757.31	5811.86	62900
SENSEX	BSXJUN2013	IF	27 Jun 2013	-	28620	19251.00	19377.00	19177.25	19214.25	-101.75	1908	5514.78	19223.28	206190
BSE100	BSI36C5800	IO( CALL )	27 Jun 2013	5800.00	83200	79.84	97.00	65.95	70.55	-9.45	1664	4892.58	5811.86	38150
BHEL	BHELJUN2013	EF	27 Jun 2013	-	1096000	182.00	184.50	180.65	181.40	-1.40	1096	2005.23	180.65	65000
HULL	HULLJUN2013	EF	27 Jun 2013	-	310000	594.15	598.65	594.15	596.15	-0.75	620	1848.11	595.60	29500
TISC	TISCJUN2013	EF	27 Jun 2013	-	589000	275.55	288.80	275.40	285.60	8.05	589	1658.56	284.70	63000
SBIL	SBILJUN2013	EF	27 Jun 2013	-	68250	2062.90	2077.25	2040.00	2045.95	-20.15	546	1409.23	2043.90	189250
BSE100	BSI36P5900	IO( PUT )	27 Jun 2013	5900.00	12700	117.00	124.80	102.10	120.25	-2.75	254	763.83	5811.86	13250
TAMO	TAMOJUN2013	EF	27 Jun 2013	-	248000	297.64	299.45	293.40	296.70	-2.90	248	734.61	297.10	69000
RELI	RELIJUN2013	EF	27 Jun 2013	-	87250	820.00	837.70	818.00	824.30	-0.95	349	721.19	823.60	106750
TCSL	TCSLJUN2013	EF	27 Jun 2013	-	48250	1453.75	1455.00	1444.15	1446.50	-4.40	193	698.75	1448.40	32250
HDFC	HDFCJUN2013	EF	27 Jun 2013	-	83750	825.65	836.05	820.50	821.85	-10.70	335	691.70	833.90	37250
BSE100	BSI36P6000	IO( PUT )	27 Jun 2013	6000.00	10750	191.30	220.00	161.00	201.15	24.95	215	663.99	5811.86	2300
HDBK	HDBKJUN2013	EF	27 Jun 2013	-	93000	665.35	666.95	656.50	658.65	-9.95	186	615.98	657.55	44500
LNTL	LNTLJUN2013	EF	27 Jun 2013	-	38750	1457.05	1463.75	1435.95	1440.75	-13.25	155	562.75	1438.35	12750
SENSEX	BSX46P28000	IO( PUT )	26 Jun 2014	28000.00	1545	7380.00	7380.00	7380.00	7380.00	-1291.80	103	546.62	19223.28	4185
COAL	COALJUN2013	EF	27 Jun 2013	-	178000	302.14	304.75	301.15	303.45	0.95	178	538.51	303.10	29000
ITCL	ITCLJUN2013	EF	27 Jun 2013	-	153000	329.10	332.40	328.90	330.20	-1.55	153	505.11	330.15	135000
HERO	HEROJUN2013	EF	27 Jun 2013	-	30875	1618.80	1639.25	1612.55	1625.65	19.30	247	502.16	1640.30	11000
ONGC	ONGCJUN2013	EF	27 Jun 2013	-	159000	311.75	312.40	307.35	308.25	-5.20	159	495.77	307.95	71000
DRRL	DRRLJUN2013	EF	27 Jun 2013	-	22875	2139.35	2152.85	2133.55	2135.55	-20.00	183	489.79	2132.10	9875
CIPL	CIPLJUN2013	EF	27 Jun 2013	-	129000	379.15	380.35	375.95	380.15	-0.50	129	487.94	379.75	32000
BSE100	BSI36C5600	IO( CALL )	27 Jun 2013	5600.00	6450	224.05	270.00	215.95	215.95	-17.05	129	376.06	5811.86	1400
BSE100	BSI36P5300	IO( PUT )	27 Jun 2013	5300.00	7000	0.75	0.75	0.75	0.75	0.70	140	371.05	5811.86	17050
INFY	INFYJUN2013	EF	27 Jun 2013	-	14750	2434.00	2465.00	2430.00	2452.10	30.75	118	360.79	2447.60	14875
MARU	MARUJUN2013	EF	27 Jun 2013	-	21750	1536.85	1541.60	1528.40	1535.75	-0.60	87	333.63	1538.25	16250
BHRT	BHRTJUN2013	EF	27 Jun 2013	-	103000	301.00	301.00	290.85	291.85	-4.70	103	305.42	291.45	41000
ICIC	ICICJUN2013	EF	27 Jun 2013	-	27000	1093.95	1100.15	1087.90	1091.70	-10.75	108	295.17	1091.00	31250
SENSEX	BSX46C13200	IO( CALL )	26 Jun 2014	13200.00	1545	5572.00	5572.00	5572.00	5572.00	-573.25	103	290.03	19223.28	4185
BSE100	BSI36C5700	IO( CALL )	27 Jun 2013	5700.00	4750	146.85	170.00	133.45	134.25	-20.80	95	277.55	5811.86	6800
SUNP	SUNPJUN2013	EF	27 Jun 2013	-	19000	968.35	980.00	968.35	971.30	-3.90	76	184.86	971.10	33500
WIPR	WIPRJUN2013	EF	27 Jun 2013	-	47500	335.80	337.60	333.70	336.90	3.20	95	159.91	341.10	43500
JSPL	JSPLJUN2013	EF	27 Jun 2013	-	60000	237.60	244.25	237.60	239.60	-1.65	60	144.90	239.75	33000
NTPC	NTPCJUN2013	EF	27 Jun 2013	-	88000	149.00	149.65	147.10	147.25	-3.60	44	130.59	147.00	50000
BAJT	BAJTJUN2013	EF	27 Jun 2013	-	4125	1795.15	1839.10	1795.15	1829.05	22.10	33	75.19	1826.90	4125
MNML	MNMLJUN2013	EF	27 Jun 2013	-	6500	990.00	990.00	983.55	985.00	-4.55	26	64.11	982.90	11000
NHPC	NHPCC6P16	EO( PUT )	20 Jun 2013	16.00	360000	1.55	1.55	1.55	1.55	1.50	30	63.18	18.65	360000
RCOM	RCOMJUN2013	EF	27 Jun 2013	-	48000	115.10	120.10	115.10	120.10	8.60	12	56.45	123.70	0
FRTL	FRTLJUN2013	EF	27 Jun 2013	-	40000	129.50	141.00	129.50	141.00	9.15	20	54.10	137.75	0
ADEL	ADELJUN2013	EF	27 Jun 2013	-	24000	176.50	187.20	176.50	187.20	9.10	24	43.64	186.30	0
RENS	RENSC6C20	EO( CALL )	20 Jun 2013	20.00	200000	1.00	1.00	1.00	1.00	1.00	25	42.00	16.85	200000
GAIL	GAILJUN2013	EF	27 Jun 2013	-	10000	298.30	298.30	295.50	295.50	-4.30	10	29.75	294.35	12000
INCM	INCMC6P55	EO( PUT )	20 Jun 2013	55.00	52000	1.65	1.70	1.65	1.70	-0.10	13	29.48	63.20	108000
IDBI	IDBIC6P70	EO( PUT )	20 Jun 2013	70.00	40000	2.15	2.20	2.15	2.20	2.15	10	28.88	76.20	40000
HNDL	HNDLJUN2013	EF	27 Jun 2013	-	20000	101.05	103.55	101.05	101.50	-0.65	10	20.41	101.50	46000
ALLD	ALLDC6P20	EO( PUT )	20 Jun 2013	20.00	90000	0.65	0.70	0.65	0.70	0.05	10	18.63	22.15	216000
STER	STERJUN2013	EF	27 Jun 2013	-	20000	82.60	83.30	82.60	83.30	1.40	5	16.58	83.05	44000
IOBL	IOBLC6P50	EO( PUT )	20 Jun 2013	50.00	32000	1.65	1.70	1.65	1.70	1.65	8	16.54	59.10	32000
RPOW	RPOWC6P60	EO( PUT )	20 Jun 2013	60.00	20000	1.60	1.65	1.60	1.65	1.65	5	12.33	67.55	20000
GMRI	GMRIC6P18	EO( PUT )	20 Jun 2013	18.00	50000	0.60	0.65	0.60	0.65	0.65	5	9.32	19.85	50000
BSE100	BSIJUL2013	IF	25 Jul 2013	-	50	5868.00	5868.00	5868.00	5868.00	-40.00	1	2.93	5811.86	265000
SENSEX	BSXJUL2013	IF	25 Jul 2013	-	15	19375.00	19375.00	19375.00	19375.00	-125.00	1	2.91	19223.28	176745
STER	STERC6P70	EO( PUT )	20 Jun 2013	70.00	4000	2.10	2.10	2.10	2.10	2.10	1	2.88	83.05	4000
SBIL	SBILJUL2013	EF	25 Jul 2013	-	125	2054.00	2054.00	2054.00	2054.00	-24.00	1	2.57	2043.90	171375

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