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Symbol Expiry Date Option Type Strike Price LTP Change
(%)
High / Low Avg Price Vol Value
(Rs.Lacs)
Open Interest Change OI
NIFTY 31-May-12 PE 4,800.00 47.00 -16.40
-25.87%
103.85
41.25
33,492,250 669,845 23,876.63 6,491,300 28,650
0.44%
NIFTY 31-May-12 PE 4,700.00 24.05 -10.45
-30.29%
60.00
21.30
26,655,600 533,112 10,827.50 7,015,650 614,800
9.60%
NIFTY 31-May-12 PE 4,600.00 11.45 -6.50
-36.21%
32.25
10.10
17,462,600 349,252 3,639.21 5,315,700 -526,600
-9.01%
NIFTY 31-May-12 PE 4,900.00 85.45 -24.50
-22.28%
167.00
77.00
11,029,050 220,581 12,977.88 5,709,000 -125,200
-2.15%
NIFTY 31-May-12 PE 4,500.00 5.65 -3.55
-38.59%
16.50
5.00
9,628,950 192,579 1,061.11 4,365,650 91,800
2.15%
NIFTY 31-May-12 PE 4,400.00 3.15 -1.55
-32.98%
8.80
2.75
3,525,150 70,503 207.28 1,560,300 294,800
23.30%
NIFTY 31-May-12 PE 5,000.00 142.60 -32.95
-18.77%
267.65
132.15
2,501,450 50,029 4,772.27 3,626,600 23,400
0.65%
NIFTY 28-Jun-12 PE 4,500.00 36.10 -4.95
-12.06%
61.40
34.20
2,000,250 40,005 975.92 2,266,300 211,800
10.31%
NIFTY 28-Jun-12 PE 4,800.00 101.55 -15.90
-13.54%
160.00
93.80
1,460,700 29,214 1,916.88 2,445,550 160,100
7.01%
NIFTY 28-Jun-12 PE 4,600.00 50.35 -8.80
-14.88%
85.40
47.65
1,347,750 26,955 923.34 1,429,750 30,850
2.21%
NIFTY 28-Jun-12 PE 4,700.00 70.55 -13.70
-16.26%
117.40
67.50
1,157,550 23,151 1,099.90 1,366,050 30,800
2.31%
NIFTY 31-May-12 PE 5,100.00 220.15 -41.55
-15.88%
338.10
209.95
1,051,550 21,031 3,131.31 2,740,700 -135,100
-4.70%
NIFTY 31-May-12 PE 4,300.00 1.75 -0.85
-32.69%
4.75
1.40
972,950 19,459 30.55 681,800 260,400
61.79%
NIFTY 28-Jun-12 PE 4,400.00 25.20 -3.65
-12.65%
44.00
23.90
845,150 16,903 294.37 894,600 86,950
10.77%
NIFTY 28-Jun-12 PE 4,900.00 140.25 -20.05
-12.51%
212.05
131.20
736,300 14,726 1,282.71 1,476,400 -62,550
-4.06%
NIFTY 28-Jun-12 PE 4,300.00 18.10 -2.15
-10.62%
31.20
17.00
514,600 10,292 135.75 879,300 133,150
17.84%
NIFTY 28-Jun-12 PE 5,000.00 192.85 -21.75
-10.14%
278.00
180.15
330,000 6,600 799.00 2,244,050 -83,750
-3.60%
NIFTY 28-Jun-12 PE 4,200.00 13.20 -1.60
-10.81%
22.80
12.55
303,600 6,072 55.83 959,700 46,500
5.09%
NIFTY 31-May-12 PE 4,200.00 1.15 -0.25
-17.86%
2.80
0.80
285,500 5,710 5.82 200,550 24,550
13.95%
NIFTY 31-May-12 PE 5,200.00 314.65 -35.00
-10.01%
432.15
298.00
271,550 5,431 1,025.05 1,442,250 -56,100
-3.74%
NIFTY 28-Jun-12 PE 4,100.00 9.80 -0.60
-5.77%
16.50
9.05
242,800 4,856 31.44 381,750 14,650
3.99%
NIFTY 31-May-12 PE 5,300.00 413.95 -31.30
-7.03%
531.65
395.00
242,150 4,843 1,171.50 953,350 -81,400
-7.87%
NIFTY 31-May-12 PE 4,100.00 0.80 -0.20
-20.00%
1.85
0.60
216,800 4,336 2.99 169,500 3,450
2.08%
NIFTY 28-Jun-12 PE 4,000.00 6.80 -0.85
-11.11%
12.10
6.05
206,350 4,127 20.99 801,400 18,500
2.36%
NIFTY 26-Jul-12 PE 4,800.00 129.30 -15.35
-10.61%
185.00
121.10
118,000 2,360 183.36 346,850 66,900
23.90%
NIFTY 26-Jul-12 PE 4,700.00 101.20 -13.05
-11.42%
147.90
95.00
105,800 2,116 129.83 390,200 43,550
12.56%
NIFTY 31-May-12 PE 5,400.00 505.85 -38.80
-7.12%
627.00
492.00
105,350 2,107 605.68 485,350 -56,600
-10.44%
NIFTY 26-Jul-12 PE 5,000.00 217.70 -18.15
-7.70%
290.05
203.00
104,400 2,088 236.58 457,150 63,150
16.03%
BANKNIFTY 31-May-12 PE 9,000.00 102.45 -70.55
-40.78%
249.80
85.05
97,775 3,911 168.63 137,075 -2,250
-1.61%
NIFTY 31-May-12 PE 4,000.00 0.70 0.00
0.00%
1.50
0.50
88,350 1,767 0.86 374,900 9,800
2.68%
NIFTY 28-Jun-12 PE 5,100.00 254.85 -32.35
-11.26%
352.00
243.00
88,100 1,762 278.81 537,200 -12,350
-2.25%
NIFTY 28-Jun-12 PE 5,200.00 329.25 -31.25
-8.67%
435.55
315.05
81,850 1,637 333.29 737,450 -9,750
-1.30%
BANKNIFTY 31-May-12 PE 8,700.00 43.45 -36.85
-45.89%
126.35
40.00
65,375 2,615 60.85 27,425 16,050
141.10%
NIFTY 26-Jul-12 PE 4,900.00 167.45 -17.95
-9.68%
235.00
158.20
55,950 1,119 107.86 354,400 14,800
4.36%
NIFTY 26-Jul-12 PE 4,500.00 58.50 -7.75
-11.70%
89.50
55.10
55,200 1,104 43.46 172,250 -11,300
-6.16%
NIFTY 28-Jun-12 PE 5,300.00 416.65 -39.65
-8.69%
525.00
392.55
51,700 1,034 252.65 362,950 4,150
1.16%
NIFTY 26-Jul-12 PE 4,600.00 79.40 -7.55
-8.68%
114.00
72.50
48,650 973 45.53 149,050 -7,100
-4.55%
BANKNIFTY 31-May-12 PE 9,100.00 136.40 -80.50
-37.11%
333.90
114.25
47,375 1,895 86.56 40,625 13,450
49.49%
NIFTY 27-Dec-12 PE 4,000.00 72.10 -1.05
-1.44%
84.95
63.30
39,850 797 30.26 737,200 2,400
0.33%
BANKNIFTY 31-May-12 PE 8,800.00 58.40 -48.20
-45.22%
160.00
51.00
38,125 1,525 40.24 23,250 -875
-3.63%
NIFTY 27-Dec-12 PE 4,500.00 163.60 -2.50
-1.51%
192.50
155.00
35,550 711 61.84 737,750 5,600
0.76%
S&P500 18-May-12 PE 1,300.00 0.25 -1.75
-87.50%
3.05
0.25
35,000 70 0.21 15,000 13,000
650.00%
NIFTY 26-Jul-12 PE 4,400.00 44.85 -7.15
-13.75%
69.95
42.90
28,900 578 18.60 62,800 3,850
6.53%
BANKNIFTY 31-May-12 PE 8,900.00 76.40 -58.30
-43.28%
201.70
65.00
28,100 1,124 36.14 23,375 5,575
31.32%
NIFTY 26-Jul-12 PE 4,200.00 33.00 3.60
12.24%
41.95
33.00
27,800 556 11.07 89,650 20,400
29.46%
BANKNIFTY 31-May-12 PE 8,500.00 24.90 -23.20
-48.23%
77.15
19.00
26,675 1,067 14.26 39,400 7,400
23.13%
NIFTY 26-Jul-12 PE 4,000.00 16.00 -1.45
-8.31%
24.00
14.45
24,600 492 5.55 58,100 2,900
5.25%
BANKNIFTY 31-May-12 PE 9,200.00 166.45 -99.80
-37.48%
380.00
143.55
20,600 824 44.56 25,150 1,800
7.71%
NIFTY 31-May-12 PE 5,500.00 609.40 -34.20
-5.31%
724.00
593.05
19,250 385 128.22 496,100 -4,100
-0.82%
NIFTY 27-Dec-12 PE 5,000.00 335.40 -13.55
-3.88%
392.85
328.50
19,100 382 68.33 1,026,950 900
0.09%
NIFTY 31-May-12 PE 5,600.00 698.35 -44.40
-5.98%
821.00
692.00
17,400 348 132.17 390,100 -2,200
-0.56%
BANKNIFTY 31-May-12 PE 8,600.00 31.45 -30.35
-49.11%
97.15
29.00
14,025 561 9.96 19,125 900
4.94%
BANKNIFTY 31-May-12 PE 9,300.00 202.95 -128.95
-38.85%
430.00
184.00
11,900 476 32.27 19,450 -1,200
-5.81%
NIFTY 31-May-12 PE 6,300.00 1,404.50 -40.50
-2.80%
1,512.00
1,400.00
11,450 229 171.53 142,150 -10,950
-7.15%
NIFTY 31-May-12 PE 6,000.00 1,099.80 -37.85
-3.33%
1,220.00
1,088.85
11,250 225 131.01 386,850 -2,000
-0.51%
NIFTY 31-May-12 PE 5,800.00 905.30 -32.10
-3.42%
1,000.05
900.00
10,500 210 97.76 199,550 350
0.18%
BANKNIFTY 31-May-12 PE 9,500.00 315.25 -159.75
-33.63%
594.00
292.00
10,350 414 50.28 51,225 200
0.39%
NIFTY 27-Dec-12 PE 5,500.00 628.45 -1.55
-0.25%
690.00
620.00
9,850 197 63.02 293,250 -2,200
-0.74%
NIFTY 28-Jun-12 PE 6,000.00 1,067.00 -53.00
-4.73%
1,200.00
1,032.40
9,700 194 113.45 242,350 8,850
3.79%
NIFTY 27-Dec-12 PE 3,500.00 29.50 5.50
22.92%
31.00
26.15
9,150 183 2.70 308,550 2,450
0.80%
NIFTY 26-Jul-12 PE 5,100.00 272.55 -25.05
-8.42%
358.05
262.25
8,150 163 25.34 129,800 700
0.54%
NIFTY 28-Jun-12 PE 3,800.00 4.00 -0.50
-11.11%
6.00
4.00
8,100 162 0.47 11,400 50
0.44%
NIFTY 28-Jun-12 PE 3,900.00 5.65 -0.35
-5.83%
9.00
3.00
8,050 161 0.56 35,300 1,450
4.28%
NIFTY 28-Jun-12 PE 5,500.00 606.80 -19.65
-3.14%
711.00
590.00
7,700 154 51.52 122,850 1,950
1.61%
NIFTY 31-May-12 PE 5,700.00 805.25 -38.45
-4.56%
921.05
786.20
7,450 149 66.21 331,700 -1,500
-0.45%
NIFTY 25-Jun-15 PE 4,900.00 594.25 343.60
137.08%
594.25
594.25
6,500 130 38.63 6,500 6,500
0.00%
NIFTY 31-May-12 PE 6,700.00 1,823.15 -16.30
-0.89%
1,915.00
1,823.15
6,000 120 113.76 128,050 -5,600
-4.19%
BANKNIFTY 31-May-12 PE 8,400.00 18.65 -20.35
-52.18%
58.00
16.60
5,775 231 2.28 3,175 1,075
51.19%
NIFTY 28-Jun-12 PE 5,400.00 505.90 -34.40
-6.37%
618.65
487.65
5,650 113 31.82 327,250 -3,100
-0.94%
BANKNIFTY 31-May-12 PE 9,400.00 270.95 -132.30
-32.81%
500.00
250.00
4,800 192 15.14 15,700 3,625
30.02%
BANKNIFTY 31-May-12 PE 9,800.00 605.15 -129.20
-17.59%
864.70
551.00
4,325 173 29.18 15,125 -1,375
-8.33%
BANKNIFTY 31-May-12 PE 9,700.00 459.50 -155.50
-25.28%
607.00
454.00
3,375 135 18.08 20,225 -475
-2.29%
BANKNIFTY 31-May-12 PE 8,300.00 13.45 -11.55
-46.20%
40.05
13.20
3,075 123 0.98 4,025 1,000
33.06%
S&P500 18-May-12 PE 1,295.00 0.25 -4.30
-94.51%
0.25
0.25
3,000 6 0.01 - 0
0.00%
NIFTY 27-Sep-12 PE 4,500.00 105.15 -4.80
-4.37%
129.70
105.15
2,700 54 3.27 15,300 900
6.25%
BANKNIFTY 28-Jun-12 PE 7,900.00 44.20 22.00
99.10%
45.20
40.00
2,500 100 1.10 1,500 1,500
0.00%
BANKNIFTY 31-May-12 PE 10,500.00 1,196.60 -201.75
-14.43%
1,510.00
1,181.00
2,375 95 34.69 6,175 -475
-7.14%
NIFTY 27-Sep-12 PE 4,400.00 110.00 37.90
52.57%
110.00
75.00
1,950 39 2.00 10,800 900
9.09%
BANKNIFTY 31-May-12 PE 10,000.00 767.10 -174.35
-18.52%
1,052.60
722.25
1,925 77 16.99 27,425 -600
-2.14%
BANKNIFTY 28-Jun-12 PE 9,000.00 240.00 -78.30
-24.60%
391.00
240.00
1,725 69 4.75 12,975 1,375
11.85%
BANKNIFTY 31-May-12 PE 9,600.00 398.20 -161.80
-28.89%
677.00
364.00
1,675 67 10.20 16,075 -1,250
-7.22%
NIFTY 26-Jul-12 PE 4,300.00 36.45 -4.55
-11.10%
51.95
36.00
1,650 33 0.75 74,450 350
0.47%
NIFTY 28-Jun-12 PE 3,700.00 4.00 2.60
185.71%
4.00
3.95
1,300 26 0.05 1,300 1,250
2,500.00%
FTSE100 18-May-12 PE 5,400.00 119.95 99.95
499.75%
130.00
80.10
1,150 2 1.17 3,750 0
0.00%
NIFTY 27-Dec-12 PE 3,000.00 18.00 0.00
0.00%
18.00
16.00
1,100 22 0.20 80,650 1,050
1.32%
NIFTY 28-Jun-12 PE 5,600.00 676.00 -51.45
-7.07%
800.00
675.00
1,050 21 8.05 129,700 950
0.74%
FTSE100 18-May-12 PE 5,300.00 30.00 25.50
566.67%
30.00
3.05
950 4 0.18 750 -150
-16.67%
BANKNIFTY 28-Jun-12 PE 9,200.00 322.75 -87.25
-21.28%
500.00
320.50
700 28 2.46 1,425 500
54.05%
NIFTY 27-Dec-12 PE 6,000.00 985.00 -35.00
-3.43%
1,070.00
975.00
700 14 7.19 53,100 100
0.19%
NIFTY 27-Dec-12 PE 4,900.00 299.00 14.70
5.17%
299.00
298.90
650 13 1.94 2,950 350
13.46%
NIFTY 31-May-12 PE 6,500.00 1,597.70 -34.65
-2.12%
1,705.00
1,585.05
650 13 10.71 25,350 -400
-1.55%
NIFTY 26-Jul-12 PE 4,100.00 23.00 -2.00
-8.00%
33.00
22.00
550 11 0.15 30,850 50
0.16%
NIFTY 28-Jun-12 PE 7,000.00 2,165.00 115.00
5.61%
2,165.00
2,160.00
500 10 10.81 2,700 500
22.73%
BANKNIFTY 31-May-12 PE 10,200.00 918.75 -188.30
-17.01%
1,036.40
900.00
400 16 3.77 8,525 -100
-1.16%
NIFTY 26-Jul-12 PE 5,200.00 331.00 -29.00
-8.06%
435.60
325.00
350 7 1.35 143,750 -50
-0.03%
NIFTY 27-Sep-12 PE 5,000.00 275.00 7.00
2.61%
380.00
275.00
350 7 1.12 368,100 100
0.03%
NIFTY 28-Jun-12 PE 6,500.00 1,600.00 30.00
1.91%
1,685.00
1,600.00
350 7 5.76 12,100 -150
-1.22%
NIFTY 28-Jun-12 PE 5,900.00 1,097.70 210.15
23.68%
1,100.00
850.05
250 5 2.50 25,100 200
0.80%
NIFTY 31-May-12 PE 6,600.00 1,734.00 52.20
3.10%
1,796.30
1,734.00
250 5 4.40 45,900 0
0.00%
S&P500 18-May-12 PE 1,305.00 1.00 -7.80
-88.64%
1.00
1.00
250 1 0.00 - 0
0.00%
S&P500 18-May-12 PE 1,325.00 23.00 16.30
243.28%
23.00
23.00
250 2 0.06 250 0
0.00%
NIFTY 26-Jul-12 PE 5,300.00 425.05 0.05
0.01%
425.05
425.00
200 4 0.85 16,750 0
0.00%
BANKNIFTY 28-Jun-12 PE 8,800.00 193.00 -81.00
-29.56%
280.00
193.00
175 7 0.39 150 100
200.00%
BANKNIFTY 31-May-12 PE 9,900.00 670.00 -165.00
-19.76%
950.00
670.00
175 7 1.38 8,625 25
0.29%
BANKNIFTY 31-May-12 PE 10,300.00 1,134.00 -71.50
-5.93%
1,220.00
1,134.00
150 6 1.78 6,400 -100
-1.54%
NIFTY 27-Dec-12 PE 4,800.00 250.00 0.10
0.04%
250.00
222.40
150 3 0.36 108,250 100
0.09%
NIFTY 28-Jun-12 PE 2,000.00 0.60 0.15
33.33%
0.60
0.60
150 3 0.00 182,350 0
0.00%
BANKNIFTY 31-May-12 PE 8,000.00 8.00 -12.00
-60.00%
19.00
8.00
125 5 0.02 100 75
300.00%
BANKNIFTY 31-May-12 PE 8,200.00 15.50 13.70
761.11%
16.00
15.50
125 5 0.02 125 125
0.00%
NIFTY 26-Dec-13 PE 4,500.00 200.00 -49.00
-19.68%
200.00
200.00
100 2 0.20 1,500 100
7.14%
NIFTY 27-Sep-12 PE 4,700.00 165.00 -1.00
-0.60%
175.00
165.00
100 2 0.17 189,750 50
0.03%
NIFTY 28-Jun-12 PE 7,800.00 2,643.80 -224.20
-7.82%
2,940.00
2,643.80
100 2 2.79 300 50
20.00%
NIFTY 30-Jun-16 PE 6,000.00 1,200.00 100.00
9.09%
1,300.00
1,200.00
100 2 1.25 250 50
25.00%
NIFTY 31-May-12 PE 3,700.00 0.05 0.00
0.00%
3.00
0.05
100 2 0.00 50 50
0.00%
BANKNIFTY 28-Jun-12 PE 8,600.00 180.00 -11.00
-5.76%
192.00
180.00
75 3 0.14 225 25
12.50%
BANKNIFTY 28-Jun-12 PE 8,700.00 140.00 -56.30
-28.68%
260.00
140.00
75 3 0.15 1,025 0
0.00%
BANKNIFTY 31-May-12 PE 10,400.00 1,252.00 -237.90
-15.97%
1,252.05
1,252.00
75 3 0.94 4,200 -75
-1.75%
BANKNIFTY 31-May-12 PE 10,800.00 1,700.00 0.00
0.00%
1,700.00
1,700.00
75 3 1.27 5,050 -75
-1.46%
BANKNIFTY 28-Jun-12 PE 9,100.00 307.50 -59.60
-16.24%
435.00
307.50
50 2 0.19 575 0
0.00%
NIFTY 27-Sep-12 PE 4,800.00 207.85 27.85
15.47%
207.85
207.85
50 1 0.10 182,250 0
0.00%
NIFTY 28-Jun-12 PE 5,800.00 890.00 -35.00
-3.78%
890.00
890.00
50 1 0.45 9,600 0
0.00%
NIFTY 31-May-12 PE 5,900.00 1,035.20 -0.35
-0.03%
1,035.20
1,035.20
50 1 0.52 6,850 0
0.00%
NIFTY 31-May-12 PE 6,100.00 1,235.40 -8.70
-0.70%
1,235.40
1,235.40
50 1 0.62 1,900 0
0.00%
NIFTY 31-May-12 PE 6,200.00 1,335.60 51.40
4.00%
1,335.60
1,335.60
50 1 0.67 8,700 0
0.00%
NIFTY 31-May-12 PE 6,400.00 1,536.50 381.50
33.03%
1,536.50
1,536.50
50 1 0.77 250 50
25.00%
BANKNIFTY 28-Jun-12 PE 8,900.00 318.45 45.45
16.65%
318.45
318.45
25 1 0.08 275 0
0.00%
BANKNIFTY 28-Jun-12 PE 9,500.00 500.00 -146.00
-22.60%
500.00
500.00
25 1 0.13 6,375 25
0.39%
BANKNIFTY 31-May-12 PE 10,100.00 930.00 -80.00
-7.92%
930.00
930.00
25 1 0.23 6,625 -25
-0.38%

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