Derivatives Market Watch
 
As on 10-Feb-2012
Instrument Type Underlying Expiry Date Option Type Strike Price High Price Low Price Prev Close Last Price No:Contracts Traded Turnover in Rs. Lakhs Underlying Value
OPTIDX NIFTY 23-Feb-2012 CE 5400 106.60 60.05 78.65 75.00 483822 1,301,868.24 5,381.60
OPTIDX NIFTY 23-Feb-2012 PE 5400 109.90 63.75 82.55 88.30 458378 1,233,403.52 5,381.60
OPTIDX NIFTY 23-Feb-2012 PE 5300 64.00 34.20 44.90 48.25 453943 1,221,469.82 5,381.60
FUTIDX NIFTY 23-Feb-2012 - 0 5,443.00 5,350.20 5,397.65 5,388.05 424467 1,142,155.80 5,381.60
OPTIDX NIFTY 23-Feb-2012 CE 5500 56.10 27.50 37.10 35.00 423844 1,140,479.44 5,381.60
OPTIDX NIFTY 23-Feb-2012 PE 5200 35.25 18.00 23.10 25.00 285652 768,632.40 5,381.60
OPTIDX NIFTY 23-Feb-2012 CE 5600 24.80 11.00 14.65 13.75 254683 685,301.02 5,381.60
OPTIDX NIFTY 23-Feb-2012 PE 5100 18.70 9.35 11.65 12.40 171285 460,893.68 5,381.60
OPTIDX NIFTY 23-Feb-2012 CE 5700 9.00 3.95 5.05 4.80 139067 374,201.48 5,381.60
OPTIDX NIFTY 23-Feb-2012 PE 5000 9.90 5.30 6.40 6.65 125635 338,058.66 5,381.60
OPTIDX NIFTY 23-Feb-2012 CE 5300 175.10 112.20 139.20 133.00 118112 317,815.77 5,381.60
OPTIDX NIFTY 23-Feb-2012 PE 5500 175.45 110.90 138.20 145.50 83680 225,166.14 5,381.60
FUTIDX BANKNIFTY 23-Feb-2012 - 0 10,590.00 10,346.10 10,465.20 10,444.00 83454 217,870.23 10,442.65
OPTIDX NIFTY 23-Feb-2012 PE 4900 5.55 3.25 3.80 3.85 74410 200,222.43 5,381.60
OPTIDX NIFTY 23-Feb-2012 CE 5800 2.90 1.35 1.70 1.70 66022 177,652.00 5,381.60
FUTSTK TATASTEEL 23-Feb-2012 - 0 479.80 433.65 476.85 477.00 61482 146,035.12 475.05
FUTSTK SBIN 23-Feb-2012 - 0 2,210.00 2,148.55 2,173.60 2,160.00 32187 87,383.68 2,171.90
OPTIDX NIFTY 23-Feb-2012 PE 4800 3.70 2.25 2.60 2.65 31290 84,195.13 5,381.60
FUTSTK TATAMOTORS 23-Feb-2012 - 0 262.20 256.20 258.15 257.80 14705 75,686.64 257.35
OPTIDX NIFTY 29-Mar-2012 PE 5200 105.25 78.85 90.30 92.50 21776 58,594.86 5,381.60
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