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Derivatives Market - NSE
21st July 2008
Nifty 4,160 (up 67 points)
| PRODUCT |
NO OF CONTRACTS |
TURNOVER (Rs m) * |
| Index Futures |
605,450 |
12,341 |
| Stock Futures |
474,118 |
136,686 |
| Index Options |
205,785 |
42,643 |
| Stock Options |
24,732 |
7,277 |
*Notional turnover in case of options
Stock Futures
| SCRIPNAME |
EXPIRY
DATE |
CLOSE
(Rs) |
VOLUME |
OPEN
INTEREST* |
CHANGE IN OPEN
INTEREST |
IMPLIED COST OF
CARRY (%) |
| NIFTY |
Jul 31 |
4,146.15 |
5,484 |
392,541 |
-16,027 |
-6.7 |
| RELIANCE |
Jul 31 |
2,057.30 |
203 |
27,990 |
-175 |
9.0 |
| RPL |
Jul 31 |
171.25 |
9 |
13,833 |
-244 |
1.0 |
| RELCAPITAL |
Jul 31 |
1,122.90 |
70 |
9,311 |
-115 |
7.8 |
| DLF |
Jul 31 |
446.30 |
83 |
31,061 |
596 |
-52.4 |
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Click on a company name to view its detailed futures quote |
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A call option gives the buyer the right, but not the obligation, to buy the underlying security at a specific price for a specified time period. Whereas, a put option gives the buyer the right, but not the obligation, to sell an underlying security at a specific price for a specified time period. Strike price is the stated price per unit for which the underlying index or stock option may be purchased (in case of a call) or sold (in case of a put). The change (%), in the table below, indicates the change in price of that particular option over its previous close. Hence, a comparison between various call and put options would be indicative of the future expected movement of the market/stocks.
Index Options
EXPIRY
DATE |
STRIKE PRICE (Rs) |
PUT / CALL |
CLOSE (Rs) |
VOLUME |
OPEN INTEREST |
| Jul 31 |
4,000 |
PE |
95.40 |
746 |
47,900 |
| Jul 31 |
4,200 |
CE |
119.25 |
712 |
28,398 |
| Jul 31 |
4,300 |
CE |
74.05 |
445 |
27,810 |
| Jul 31 |
4,100 |
CE |
175.10 |
414 |
20,558 |
| Jul 31 |
4,100 |
PE |
128.80 |
414 |
25,502 |
| Jul 31 |
3,900 |
PE |
69.60 |
306 |
24,783 |
| Jul 31 |
3,800 |
PE |
51.35 |
298 |
30,358 |
| Jul 31 |
3,700 |
PE |
37.95 |
293 |
32,410 |
| Jul 31 |
4,400 |
CE |
42.65 |
206 |
18,235 |
| Jul 31 |
4,000 |
CE |
240.40 |
136 |
19,583 |
Stock Options
| SCRIP |
EXPIRY
DATE |
MARKET
PRICE(Rs) |
STRIKE PRICE (Rs) |
PUT / CALL |
CLOSE (Rs) |
VOLUME |
OPEN INTEREST |
| NIFTY |
Jul 31 |
4,433.55 |
4,200 |
CE |
119.25 |
712 |
28,398 |
| INFOSYSTCH |
Jul 31 |
1,567.30 |
1,800 |
CA |
84.65 |
22 |
4,856 |
| RELIANCE |
Jul 31 |
2,308.05 |
2,100 |
CA |
60.85 |
11 |
1,241 |
| RPL |
Jul 31 |
167.20 |
170 |
CA |
8.65 |
0 |
989 |
| TATASTEEL |
Jul 31 |
630.90 |
700 |
CA |
27.30 |
1 |
276 |
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Click on a company name to view its detailed option quote |
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