Derivatives Market Watch
 
As on 2-Sep-2010
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
FUTIDX NIFTY 30-Sep-2010 - 0 5,509.90 5,477.10 5,489.85 5,483.45 367885 1,009,136.15 5,486.15
OPTIDX NIFTY 30-Sep-2010 CE 5500 88.00 70.55 75.90 72.50 272920 748,640.03 5,486.15
OPTIDX NIFTY 30-Sep-2010 PE 5400 62.00 46.20 55.75 57.90 229017 628,210.81 5,486.15
OPTIDX NIFTY 30-Sep-2010 PE 5500 96.90 80.15 88.70 92.00 218618 599,685.57 5,486.15
OPTIDX NIFTY 30-Sep-2010 CE 5600 39.50 29.20 32.30 31.00 197117 540,706.71 5,486.15
OPTIDX NIFTY 30-Sep-2010 PE 5300 38.85 31.50 34.40 35.20 143516 393,675.15 5,486.15
OPTIDX NIFTY 30-Sep-2010 CE 5400 156.00 130.35 140.50 137.00 128867 353,491.85 5,486.15
OPTIDX NIFTY 30-Sep-2010 CE 5700 13.50 9.65 10.65 10.00 103951 285,145.39 5,486.15
OPTIDX NIFTY 30-Sep-2010 PE 5100 13.15 10.10 10.70 11.20 97598 267,718.63 5,486.15
OPTIDX NIFTY 30-Sep-2010 PE 5200 23.25 18.00 20.00 20.50 87729 240,647.23 5,486.15
FUTSTK TATAMOTORS 30-Sep-2010 - 0 1,034.40 1,015.00 1,022.65 1,020.70 26803 136,286.55 1,016.95
FUTIDX BANKNIFTY 30-Sep-2010 - 0 10,988.90 10,927.00 10,962.85 10,955.00 45962 126,172.58 10,980.60
OPTIDX NIFTY 30-Sep-2010 PE 5000 7.30 5.65 5.95 6.45 41954 115,082.97 5,486.15
OPTIDX NIFTY 30-Sep-2010 CE 5800 6.00 4.15 4.60 4.20 34491 94,611.40 5,486.15
OPTIDX NIFTY 30-Sep-2010 PE 5600 151.60 129.60 141.00 146.00 28186 77,316.31 5,486.15
OPTIDX NIFTY 30-Sep-2010 PE 4900 4.50 3.10 3.35 3.50 26150 71,731.41 5,486.15
FUTSTK TATASTEEL 30-Sep-2010 - 0 548.50 536.25 544.45 544.00 26197 71,262.39 544.05
FUTSTK SBIN 30-Sep-2010 - 0 2,796.60 2,755.55 2,761.30 2,758.50 14122 48,705.01 2,759.10
FUTSTK UCOBANK 30-Sep-2010 - 0 120.70 114.75 118.90 118.90 10026 47,342.77 118.05
FUTSTK APOLLOTYRE 30-Sep-2010 - 0 84.00 75.15 82.60 82.45 12697 41,823.92 82.35
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