| Options summary as on Thursday, 20-Feb-20 | |||||||||||
| Symbol | Expiry | SPOT | Zone | Strike | Premium Closing |
Open Interest |
Premium Close % |
OI % Chg | Price Action | Premium Strength (% of SPOT) |
Contracts (Liquidity) |
| ACC | 27-Feb-20 | 1423.45 | R2 | CE 1500.00 | 3.50 | 200,400 | -33.96% | -0.99% | Long Windup | 0.25% | 567 |
| ACC | 27-Feb-20 | 1423.45 | R1 | CE 1440.00 | 13.30 | 172,800 | -32.66% | 2.13% | Short Buildup | 0.93% | 963 |
| ACC | 27-Feb-20 | 1423.45 | S1 | PE 1420.00 | 15.45 | 55,600 | 15.73% | -4.79% | Short Covering | 1.09% | 267 |
| ACC | 27-Feb-20 | 1423.45 | S2 | PE 1400.00 | 7.95 | 79,600 | 6.71% | -3.40% | Short Covering | 0.56% | 320 |
| ADANIENT | 27-Feb-20 | 258.65 | R2 | CE 260.00 | 4.00 | 584,000 | 35.59% | -14.62% | Short Covering | 1.55% | 620 |
| ADANIENT | 27-Feb-20 | 258.65 | R1 | CE 255.00 | 7.10 | 288,000 | 44.90% | -20.88% | Short Covering | 2.75% | 162 |
| ADANIENT | 27-Feb-20 | 258.65 | S1 | PE 250.00 | 1.60 | 332,000 | -45.76% | -2.35% | Long Windup | 0.62% | 268 |
| ADANIENT | 27-Feb-20 | 258.65 | S1 | PE 240.00 | 0.55 | 312,000 | -45.00% | -27.10% | Long Windup | 0.21% | 123 |
| ADANIPORTS | 27-Feb-20 | 370.85 | R2 | CE 400.00 | 0.50 | 1,587,500 | -41.18% | -0.63% | Long Windup | 0.13% | 201 |
| ADANIPORTS | 27-Feb-20 | 370.85 | R1 | CE 380.00 | 1.50 | 772,500 | -47.37% | 3.00% | Short Buildup | 0.40% | 777 |
| ADANIPORTS | 27-Feb-20 | 370.85 | S1 | PE 370.00 | 3.65 | 280,000 | -9.88% | 7.69% | Short Buildup | 0.98% | 146 |
| ADANIPORTS | 27-Feb-20 | 370.85 | S1 | PE 360.00 | 1.10 | 232,500 | -26.67% | -7.92% | Long Windup | 0.30% | 94 |
| ADANIPOWER | 27-Feb-20 | 57.65 | R2 | CE 65.00 | 0.15 | 1,410,000 | -40.00% | 0.00% | 0.26% | 8 | |
| ADANIPOWER | 27-Feb-20 | 57.65 | R1 | CE 60.00 | 0.40 | 1,330,000 | -57.89% | 3.91% | Short Buildup | 0.69% | 109 |
| ADANIPOWER | 27-Feb-20 | 57.65 | S1 | PE 60.00 | 2.95 | 1,220,000 | 15.69% | 0.00% | 5.12% | 21 | |
| ADANIPOWER | 27-Feb-20 | 57.65 | S2 | PE 55.00 | 0.35 | 540,000 | -22.22% | -5.26% | Long Windup | 0.61% | 22 |
| AMARAJABAT | 27-Feb-20 | 770.80 | R2 | CE 800.00 | 4.15 | 68,800 | -55.14% | -4.44% | Long Windup | 0.54% | 152 |
| AMARAJABAT | 27-Feb-20 | 770.80 | R1 | CE 780.00 | 9.40 | 34,400 | -49.73% | -6.52% | Long Windup | 1.22% | 36 |
| AMARAJABAT | 27-Feb-20 | 770.80 | S1 | PE 760.00 | 6.80 | 15,200 | 36.00% | 11.76% | Long Buildup | 0.88% | 13 |
| AMARAJABAT | 27-Feb-20 | 770.80 | S2 | PE 740.00 | 3.15 | 26,400 | 36.96% | 0.00% | 0.41% | 8 | |
| AMBUJACEM | 27-Feb-20 | 205.40 | R2 | CE 215.00 | 2.00 | 1,617,500 | 11.11% | 82.77% | Long Buildup | 0.97% | 894 |
| AMBUJACEM | 27-Feb-20 | 205.40 | R1 | CE 210.00 | 3.60 | 1,215,000 | 7.46% | 60.40% | Long Buildup | 1.75% | 913 |
| AMBUJACEM | 27-Feb-20 | 205.40 | S1 | PE 200.00 | 2.75 | 492,500 | 5.77% | 52.71% | Long Buildup | 1.34% | 472 |
| AMBUJACEM | 27-Feb-20 | 205.40 | S2 | PE 195.00 | 1.35 | 357,500 | -3.57% | 66.28% | Short Buildup | 0.66% | 164 |
| APOLLOHOSP | 27-Feb-20 | 1800.70 | R2 | CE 1860.00 | 6.70 | 73,500 | -22.09% | 20.49% | Short Buildup | 0.37% | 285 |
| APOLLOHOSP | 27-Feb-20 | 1800.70 | R1 | CE 1800.00 | 23.45 | 121,000 | -2.90% | -31.05% | Long Windup | 1.30% | 1409 |
| APOLLOHOSP | 27-Feb-20 | 1800.70 | S1 | PE 1760.00 | 11.85 | 43,000 | -46.50% | 38.71% | Short Buildup | 0.66% | 272 |
| APOLLOHOSP | 27-Feb-20 | 1800.70 | S1 | PE 1700.00 | 3.40 | 62,000 | -51.77% | -2.36% | Long Windup | 0.19% | 169 |
| APOLLOTYRE | 27-Feb-20 | 158.00 | R2 | CE 170.00 | 0.70 | 897,000 | 100.00% | -12.57% | Short Covering | 0.44% | 245 |
| APOLLOTYRE | 27-Feb-20 | 158.00 | R1 | CE 165.00 | 1.25 | 810,000 | 127.27% | 3.45% | Long Buildup | 0.79% | 388 |
| APOLLOTYRE | 27-Feb-20 | 158.00 | S1 | PE 160.00 | 4.40 | 381,000 | -53.68% | -5.93% | Long Windup | 2.78% | 48 |
| APOLLOTYRE | 27-Feb-20 | 158.00 | S2 | PE 150.00 | 0.70 | 411,000 | -75.00% | 5.38% | Short Buildup | 0.44% | 173 |
| ASHOKLEY | 27-Feb-20 | 84.30 | R2 | CE 90.00 | 0.35 | 5,416,000 | 16.67% | -13.98% | Short Covering | 0.42% | 1439 |
| ASHOKLEY | 27-Feb-20 | 84.30 | R1 | CE 85.00 | 1.30 | 9,568,000 | 62.50% | -28.00% | Short Covering | 1.54% | 4593 |
| ASHOKLEY | 27-Feb-20 | 84.30 | S1 | PE 80.00 | 0.40 | 6,344,000 | -68.00% | 37.67% | Short Buildup | 0.47% | 1599 |
| ASHOKLEY | 27-Feb-20 | 84.30 | S2 | PE 75.00 | 0.15 | 3,056,000 | -50.00% | -19.24% | Long Windup | 0.18% | 407 |
| ASIANPAINT | 27-Feb-20 | 1842.25 | R1 | CE 1900.00 | 5.95 | 332,400 | -66.48% | 51.37% | Short Buildup | 0.32% | 1402 |
| ASIANPAINT | 27-Feb-20 | 1842.25 | R1 | CE 1880.00 | 8.65 | 160,200 | -66.86% | 161.76% | Short Buildup | 0.47% | 1122 |
| ASIANPAINT | 27-Feb-20 | 1842.25 | S1 | PE 1860.00 | 27.85 | 76,800 | 146.46% | -2.29% | Short Covering | 1.51% | 712 |
| ASIANPAINT | 27-Feb-20 | 1842.25 | S2 | PE 1800.00 | 5.75 | 121,800 | 121.15% | -22.81% | Short Covering | 0.31% | 513 |
| AUROPHARMA | 27-Feb-20 | 599.75 | R2 | CE 620.00 | 7.60 | 602,000 | -36.67% | -3.68% | Long Windup | 1.27% | 5238 |
| AUROPHARMA | 27-Feb-20 | 599.75 | R1 | CE 600.00 | 15.55 | 618,000 | -22.83% | -36.75% | Long Windup | 2.59% | 3963 |
| AUROPHARMA | 27-Feb-20 | 599.75 | S1 | PE 560.00 | 3.50 | 659,000 | -40.17% | -8.73% | Long Windup | 0.58% | 1424 |
| AUROPHARMA | 27-Feb-20 | 599.75 | S1 | PE 550.00 | 2.75 | 730,000 | -40.22% | -16.28% | Long Windup | 0.46% | 1383 |
| AXISBANK | 27-Feb-20 | 744.30 | R2 | CE 760.00 | 3.40 | 1,106,400 | -16.05% | -16.03% | Long Windup | 0.46% | 4102 |
| AXISBANK | 27-Feb-20 | 744.30 | R1 | CE 750.00 | 6.45 | 676,800 | -6.52% | -37.40% | Long Windup | 0.87% | 4139 |
| AXISBANK | 27-Feb-20 | 744.30 | S1 | PE 740.00 | 6.65 | 519,600 | -33.17% | 7.71% | Short Buildup | 0.89% | 3437 |
| AXISBANK | 27-Feb-20 | 744.30 | S1 | PE 720.00 | 1.90 | 511,200 | -43.28% | 5.19% | Short Buildup | 0.26% | 1240 |
| BAJAJ-AUTO | 27-Feb-20 | 3065.50 | R2 | CE 3300.00 | 3.45 | 78,500 | -34.29% | -12.04% | Long Windup | 0.11% | 126 |
| BAJAJ-AUTO | 27-Feb-20 | 3065.50 | R1 | CE 3200.00 | 9.00 | 111,250 | -21.74% | 4.71% | Short Buildup | 0.29% | 423 |
| BAJAJ-AUTO | 27-Feb-20 | 3065.50 | S1 | PE 3100.00 | 55.00 | 29,250 | 33.17% | -8.59% | Short Covering | 1.79% | 60 |
| BAJAJ-AUTO | 27-Feb-20 | 3065.50 | S2 | PE 3000.00 | 12.80 | 34,750 | 21.90% | -2.80% | Short Covering | 0.42% | 219 |
| BAJAJFINSV | 27-Feb-20 | 9709.70 | R2 | CE 10000.00 | 36.10 | 33,625 | -27.66% | 31.86% | Short Buildup | 0.37% | 704 |
| BAJAJFINSV | 27-Feb-20 | 9709.70 | R1 | CE 9800.00 | 84.85 | 42,750 | -28.97% | 22.14% | Short Buildup | 0.87% | 488 |
| BAJAJFINSV | 27-Feb-20 | 9709.70 | S1 | PE 9500.00 | 39.65 | 14,625 | 2.19% | -7.87% | Short Covering | 0.41% | 261 |
| BAJAJFINSV | 27-Feb-20 | 9709.70 | S2 | PE 9000.00 | 5.10 | 19,375 | -32.89% | -0.64% | Long Windup | 0.05% | 11 |
| BAJFINANCE | 27-Feb-20 | 4880.45 | R2 | CE 5000.00 | 18.85 | 262,250 | -7.14% | 22.55% | Short Buildup | 0.39% | 7999 |
| BAJFINANCE | 27-Feb-20 | 4880.45 | R1 | CE 4900.00 | 54.70 | 222,500 | 1.39% | 34.04% | Long Buildup | 1.12% | 6122 |
| BAJFINANCE | 27-Feb-20 | 4880.45 | S1 | PE 4800.00 | 29.40 | 254,000 | -24.23% | 13.90% | Short Buildup | 0.60% | 3592 |
| BAJFINANCE | 27-Feb-20 | 4880.45 | S1 | PE 4700.00 | 12.05 | 250,000 | -35.90% | -10.95% | Long Windup | 0.25% | 1907 |
| BALKRISIND | 27-Feb-20 | 1266.70 | R2 | CE 1300.00 | 10.20 | 152,800 | -3.32% | -3.05% | Long Windup | 0.81% | 1037 |
| BALKRISIND | 27-Feb-20 | 1266.70 | R1 | CE 1280.00 | 15.35 | 77,600 | -1.60% | -5.83% | Long Windup | 1.21% | 457 |
| BALKRISIND | 27-Feb-20 | 1266.70 | S1 | PE 1200.00 | 6.80 | 64,800 | -30.26% | 15.71% | Short Buildup | 0.54% | 206 |
| BALKRISIND | 27-Feb-20 | 1266.70 | S2 | PE 1160.00 | 1.55 | 52,800 | -59.74% | -9.59% | Long Windup | 0.12% | 32 |
| BANKBARODA | 27-Feb-20 | 82.25 | R2 | CE 100.00 | 0.05 | 5,216,400 | -50.00% | -11.05% | Long Windup | 0.06% | 410 |
| BANKBARODA | 27-Feb-20 | 82.25 | R1 | CE 90.00 | 0.20 | 3,466,800 | -33.33% | -10.21% | Long Windup | 0.24% | 382 |
| BANKBARODA | 27-Feb-20 | 82.25 | S1 | PE 85.00 | 3.20 | 1,647,000 | -25.58% | 1.33% | Short Buildup | 3.89% | 65 |
| BANKBARODA | 27-Feb-20 | 82.25 | S2 | PE 80.00 | 0.80 | 1,404,000 | -38.46% | -27.17% | Long Windup | 0.97% | 949 |
| BANKNIFTY | 27-Feb-20 | 30942.85 | R2 | CE 32000.00 | 13.25 | 510,800 | -50.47% | 38.85% | Short Buildup | 0.04% | 88475 |
| BANKNIFTY | 27-Feb-20 | 30942.85 | R1 | CE 31500.00 | 57.90 | 488,060 | -18.85% | 33.63% | Short Buildup | 0.19% | 123607 |
| BANKNIFTY | 27-Feb-20 | 30942.85 | S1 | PE 30500.00 | 85.55 | 544,420 | -37.37% | 54.96% | Short Buildup | 0.28% | 115126 |
| BANKNIFTY | 27-Feb-20 | 30942.85 | S1 | PE 30000.00 | 26.60 | 471,220 | -46.04% | 36.31% | Short Buildup | 0.09% | 72514 |
| BATAINDIA | 27-Feb-20 | 1803.70 | R2 | CE 1900.00 | 3.65 | 159,500 | -29.81% | -7.35% | Long Windup | 0.20% | 203 |
| BATAINDIA | 27-Feb-20 | 1803.70 | R1 | CE 1860.00 | 7.65 | 106,700 | -23.50% | -13.00% | Long Windup | 0.42% | 193 |
| BATAINDIA | 27-Feb-20 | 1803.70 | S1 | PE 1800.00 | 18.25 | 63,800 | -19.43% | -17.14% | Long Windup | 1.01% | 177 |
| BATAINDIA | 27-Feb-20 | 1803.70 | S2 | PE 1700.00 | 1.35 | 64,900 | -41.30% | -12.59% | Long Windup | 0.07% | 65 |
| BEL | 27-Feb-20 | 86.55 | R2 | CE 100.00 | 0.20 | 3,294,000 | -20.00% | -2.66% | Long Windup | 0.23% | 111 |
| BEL | 27-Feb-20 | 86.55 | R1 | CE 90.00 | 1.00 | 3,330,000 | 5.26% | 13.27% | Long Buildup | 1.16% | 655 |
| BEL | 27-Feb-20 | 86.55 | S1 | PE 85.00 | 1.20 | 672,000 | -53.85% | -0.88% | Long Windup | 1.39% | 120 |
| BEL | 27-Feb-20 | 86.55 | S2 | PE 80.00 | 0.30 | 990,000 | -53.85% | -19.12% | Long Windup | 0.35% | 188 |
| BERGEPAINT | 27-Feb-20 | 572.60 | R2 | CE 600.00 | 1.65 | 305,800 | -57.69% | 2.21% | Short Buildup | 0.29% | 89 |
| BERGEPAINT | 27-Feb-20 | 572.60 | R1 | CE 590.00 | 3.00 | 268,400 | -54.89% | 11.93% | Short Buildup | 0.52% | 87 |
| BERGEPAINT | 27-Feb-20 | 572.60 | S1 | PE 560.00 | 3.10 | 79,200 | 10.71% | -14.29% | Short Covering | 0.54% | 19 |
| BERGEPAINT | 27-Feb-20 | 572.60 | S2 | PE 500.00 | 0.15 | 235,400 | -25.00% | -1.83% | Long Windup | 0.03% | 2 |
| BHARATFORG | 27-Feb-20 | 484.50 | R2 | CE 510.00 | 1.75 | 101,400 | -12.50% | 1.30% | Short Buildup | 0.36% | 65 |
| BHARATFORG | 27-Feb-20 | 484.50 | R1 | CE 500.00 | 3.15 | 149,500 | -11.27% | -0.86% | Long Windup | 0.65% | 175 |
| BHARATFORG | 27-Feb-20 | 484.50 | S1 | PE 480.00 | 5.00 | 83,200 | -39.02% | -18.99% | Long Windup | 1.03% | 87 |
| BHARATFORG | 27-Feb-20 | 484.50 | S2 | PE 470.00 | 2.40 | 81,900 | -50.52% | -16.00% | Long Windup | 0.50% | 65 |
| BHARTIARTL | 27-Feb-20 | 545.60 | R1 | CE 560.00 | 3.15 | 1,745,493 | -32.98% | -1.57% | Long Windup | 0.58% | 3140 |
| BHARTIARTL | 27-Feb-20 | 545.60 | R1 | CE 550.00 | 5.45 | 2,124,948 | -29.22% | 3.33% | Short Buildup | 1.00% | 3318 |
| BHARTIARTL | 27-Feb-20 | 545.60 | S1 | PE 540.00 | 5.55 | 1,327,167 | -29.75% | -13.82% | Long Windup | 1.02% | 2424 |
| BHARTIARTL | 27-Feb-20 | 545.60 | S2 | PE 500.00 | 0.85 | 1,443,780 | -43.33% | -4.53% | Long Windup | 0.16% | 588 |
| BHEL | 27-Feb-20 | 35.10 | R2 | CE 50.00 | 0.05 | 5,179,200 | 0.00% | 0.00% | 0.14% | 3 | |
| BHEL | 27-Feb-20 | 35.10 | R1 | CE 40.00 | 0.15 | 5,532,800 | -25.00% | -3.62% | Long Windup | 0.43% | 88 |
| BHEL | 27-Feb-20 | 35.10 | S1 | PE 33.00 | 0.15 | 1,518,400 | -40.00% | -2.01% | Long Windup | 0.43% | 89 |
| BHEL | 27-Feb-20 | 35.10 | S2 | PE 30.00 | 0.05 | 1,924,000 | 0.00% | 0.00% | 0.14% | 1 | |
| BIOCON | 27-Feb-20 | 315.05 | R2 | CE 320.00 | 4.50 | 669,300 | 42.86% | 11.92% | Long Buildup | 1.43% | 1906 |
| BIOCON | 27-Feb-20 | 315.05 | R1 | CE 310.00 | 9.95 | 372,600 | 51.91% | -60.20% | Short Covering | 3.16% | 1123 |
| BIOCON | 27-Feb-20 | 315.05 | S1 | PE 300.00 | 1.95 | 565,800 | -57.61% | 32.26% | Short Buildup | 0.62% | 387 |
| BIOCON | 27-Feb-20 | 315.05 | S2 | PE 290.00 | 0.95 | 324,300 | -56.82% | -9.62% | Long Windup | 0.30% | 99 |
| BOSCHLTD | 27-Feb-20 | 14552.95 | R2 | CE 15000.00 | 61.30 | 320 | -48.47% | 0.00% | 0.42% | 1 | |
| BOSCHLTD | 27-Feb-20 | 14552.95 | R1 | CE 14500.00 | 537.50 | 400 | 0.00% | 0.00% | 3.69% | 0 | |
| BOSCHLTD | 27-Feb-20 | 14552.95 | S1 | PE 13500.00 | 10.00 | 120 | -50.00% | -25.00% | Long Windup | 0.07% | 1 |
| BOSCHLTD | 27-Feb-20 | 14552.95 | S2 | PE 13000.00 | 20.00 | 160 | 0.00% | 0.00% | 0.14% | 0 | |
| BPCL | 27-Feb-20 | 471.75 | R2 | CE 500.00 | 2.25 | 1,717,200 | -23.73% | -8.88% | Long Windup | 0.48% | 1258 |
| BPCL | 27-Feb-20 | 471.75 | R1 | CE 480.00 | 5.05 | 1,306,800 | -31.29% | 19.60% | Short Buildup | 1.07% | 2973 |
| BPCL | 27-Feb-20 | 471.75 | S1 | PE 460.00 | 2.80 | 504,000 | -8.20% | 0.72% | Short Buildup | 0.59% | 462 |
| BPCL | 27-Feb-20 | 471.75 | S2 | PE 450.00 | 1.20 | 536,400 | -22.58% | -16.53% | Long Windup | 0.25% | 437 |
| BRITANNIA | 27-Feb-20 | 3059.40 | R2 | CE 3300.00 | 5.10 | 122,600 | -32.45% | -5.98% | Long Windup | 0.17% | 514 |
| BRITANNIA | 27-Feb-20 | 3059.40 | R1 | CE 3200.00 | 8.20 | 129,600 | -44.22% | 0.31% | Short Buildup | 0.27% | 603 |
| BRITANNIA | 27-Feb-20 | 3059.40 | S1 | PE 3100.00 | 62.05 | 36,800 | 29.14% | -1.60% | Short Covering | 2.03% | 55 |
| BRITANNIA | 27-Feb-20 | 3059.40 | S2 | PE 3000.00 | 17.95 | 24,000 | 26.41% | 5.26% | Long Buildup | 0.59% | 205 |
| CADILAHC | 27-Feb-20 | 279.25 | R2 | CE 300.00 | 1.10 | 334,400 | -8.33% | 10.95% | Short Buildup | 0.39% | 214 |
| CADILAHC | 27-Feb-20 | 279.25 | R1 | CE 290.00 | 2.55 | 664,400 | 2.00% | -16.11% | Short Covering | 0.91% | 307 |
| CADILAHC | 27-Feb-20 | 279.25 | S1 | PE 270.00 | 1.85 | 74,800 | -51.32% | 9.68% | Short Buildup | 0.66% | 77 |
| CADILAHC | 27-Feb-20 | 279.25 | S2 | PE 255.00 | 0.45 | 66,000 | -43.75% | -21.05% | Long Windup | 0.16% | 10 |
| CANBK | 27-Feb-20 | 172.65 | R2 | CE 200.00 | 0.40 | 1,786,200 | -27.27% | -3.51% | Long Windup | 0.23% | 266 |
| CANBK | 27-Feb-20 | 172.65 | R1 | CE 190.00 | 0.70 | 1,409,200 | -36.36% | -14.10% | Long Windup | 0.41% | 403 |
| CANBK | 27-Feb-20 | 172.65 | S1 | PE 190.00 | 17.90 | 293,800 | 6.55% | -5.04% | Short Covering | 10.37% | 31 |
| CANBK | 27-Feb-20 | 172.65 | S2 | PE 170.00 | 2.50 | 657,800 | -5.66% | 11.95% | Short Buildup | 1.45% | 356 |
| CENTURYTEX | 27-Feb-20 | 601.45 | R2 | CE 640.00 | 4.05 | 267,000 | -40.00% | 43.55% | Short Buildup | 0.67% | 690 |
| CENTURYTEX | 27-Feb-20 | 601.45 | R1 | CE 620.00 | 8.70 | 474,000 | -33.33% | 73.63% | Short Buildup | 1.45% | 1133 |
| CENTURYTEX | 27-Feb-20 | 601.45 | S1 | PE 580.00 | 6.60 | 49,800 | 37.50% | 2.47% | Long Buildup | 1.10% | 158 |
| CENTURYTEX | 27-Feb-20 | 601.45 | S1 | PE 560.00 | 4.00 | 80,400 | 56.86% | -6.94% | Short Covering | 0.67% | 41 |
| CESC | 27-Feb-20 | 697.80 | R2 | CE 740.00 | 1.70 | 65,600 | -26.09% | -2.38% | Long Windup | 0.24% | 27 |
| CESC | 27-Feb-20 | 697.80 | R1 | CE 720.00 | 3.65 | 60,000 | -17.05% | 0.00% | 0.52% | 37 | |
| CESC | 27-Feb-20 | 697.80 | S1 | PE 700.00 | 12.85 | 34,400 | -25.94% | -4.44% | Long Windup | 1.84% | 7 |
| CESC | 27-Feb-20 | 697.80 | S2 | PE 660.00 | 1.25 | 25,600 | -40.48% | 6.67% | Short Buildup | 0.18% | 4 |
| CHOLAFIN | 27-Feb-20 | 332.00 | R2 | CE 350.00 | 1.85 | 215,000 | -2.63% | 1.18% | Short Buildup | 0.56% | 30 |
| CHOLAFIN | 27-Feb-20 | 332.00 | R1 | CE 340.00 | 4.25 | 162,500 | 3.66% | 18.18% | Long Buildup | 1.28% | 50 |
| CHOLAFIN | 27-Feb-20 | 332.00 | S1 | PE 330.00 | 5.80 | 42,500 | -28.83% | 13.33% | Short Buildup | 1.75% | 13 |
| CHOLAFIN | 27-Feb-20 | 332.00 | S2 | PE 320.00 | 2.10 | 80,000 | -52.27% | 0.00% | 0.63% | 37 | |
| CIPLA | 27-Feb-20 | 435.75 | R2 | CE 460.00 | 1.35 | 402,500 | -56.45% | 11.82% | Short Buildup | 0.31% | 259 |
| CIPLA | 27-Feb-20 | 435.75 | R1 | CE 450.00 | 2.40 | 557,750 | -61.29% | 10.23% | Short Buildup | 0.55% | 678 |
| CIPLA | 27-Feb-20 | 435.75 | S1 | PE 440.00 | 7.85 | 177,100 | 84.71% | -12.99% | Short Covering | 1.80% | 337 |
| CIPLA | 27-Feb-20 | 435.75 | S2 | PE 400.00 | 0.80 | 180,550 | 33.33% | -5.42% | Short Covering | 0.18% | 14 |
| COALINDIA | 27-Feb-20 | 179.35 | R2 | CE 200.00 | 0.35 | 3,375,000 | -22.22% | -7.34% | Long Windup | 0.20% | 354 |
| COALINDIA | 27-Feb-20 | 179.35 | R1 | CE 180.00 | 3.00 | 3,331,800 | 7.14% | -16.85% | Short Covering | 1.67% | 1783 |
| COALINDIA | 27-Feb-20 | 179.35 | S1 | PE 180.00 | 3.70 | 1,201,500 | -23.71% | -9.18% | Long Windup | 2.06% | 369 |
| COALINDIA | 27-Feb-20 | 179.35 | S2 | PE 175.00 | 1.15 | 1,193,400 | -43.90% | 0.23% | Short Buildup | 0.64% | 560 |
| COLPAL | 27-Feb-20 | 1343.50 | R2 | CE 1500.00 | 0.95 | 131,600 | -32.14% | 0.00% | 0.07% | 4 | |
| COLPAL | 27-Feb-20 | 1343.50 | R1 | CE 1400.00 | 5.55 | 140,700 | -25.00% | 5.79% | Short Buildup | 0.41% | 154 |
| COLPAL | 27-Feb-20 | 1343.50 | S1 | PE 1360.00 | 26.70 | 32,200 | 20.27% | -9.80% | Short Covering | 1.99% | 9 |
| COLPAL | 27-Feb-20 | 1343.50 | S2 | PE 1300.00 | 4.20 | 50,400 | 52.73% | -6.49% | Short Covering | 0.31% | 42 |
| CONCOR | 27-Feb-20 | 550.05 | R2 | CE 600.00 | 0.95 | 198,501 | -24.00% | -1.55% | Long Windup | 0.17% | 30 |
| CONCOR | 27-Feb-20 | 550.05 | R1 | CE 580.00 | 2.20 | 123,477 | -22.81% | 16.18% | Short Buildup | 0.40% | 37 |
| CONCOR | 27-Feb-20 | 550.05 | S1 | PE 530.00 | 1.00 | 156,300 | -16.67% | -0.99% | Long Windup | 0.18% | 14 |
| CONCOR | 27-Feb-20 | 550.05 | S2 | PE 520.00 | 0.45 | 75,024 | 0.00% | 0.00% | 0.08% | 2 | |
| CUMMINSIND | 27-Feb-20 | 554.75 | R2 | CE 640.00 | 0.35 | 69,300 | 0.00% | 0.00% | 0.06% | 0 | |
| CUMMINSIND | 27-Feb-20 | 554.75 | R1 | CE 620.00 | 0.55 | 108,900 | -59.26% | -6.92% | Long Windup | 0.10% | 12 |
| CUMMINSIND | 27-Feb-20 | 554.75 | S1 | PE 600.00 | 57.00 | 22,500 | 0.00% | 0.00% | 10.27% | 0 | |
| CUMMINSIND | 27-Feb-20 | 554.75 | S2 | PE 580.00 | 43.10 | 21,600 | 0.00% | 0.00% | 7.77% | 0 | |
| DABUR | 27-Feb-20 | 506.15 | R2 | CE 530.00 | 1.00 | 218,750 | -42.86% | 1.16% | Short Buildup | 0.20% | 162 |
| DABUR | 27-Feb-20 | 506.15 | R1 | CE 520.00 | 2.20 | 272,500 | -35.29% | -1.36% | Long Windup | 0.43% | 566 |
| DABUR | 27-Feb-20 | 506.15 | S1 | PE 500.00 | 4.10 | 90,000 | -3.53% | -10.00% | Long Windup | 0.81% | 147 |
| DABUR | 27-Feb-20 | 506.15 | S2 | PE 480.00 | 1.00 | 78,750 | -20.00% | -16.00% | Long Windup | 0.20% | 34 |
| DIVISLAB | 27-Feb-20 | 2169.35 | R2 | CE 2200.00 | 17.30 | 83,200 | -22.94% | 10.64% | Short Buildup | 0.80% | 675 |
| DIVISLAB | 27-Feb-20 | 2169.35 | R1 | CE 2140.00 | 44.00 | 48,800 | -27.09% | -3.94% | Long Windup | 2.03% | 28 |
| DIVISLAB | 27-Feb-20 | 2169.35 | S1 | PE 2100.00 | 12.90 | 40,000 | 28.36% | 1.01% | Long Buildup | 0.59% | 237 |
| DIVISLAB | 27-Feb-20 | 2169.35 | S1 | PE 2000.00 | 2.50 | 35,600 | 4.17% | -16.82% | Short Covering | 0.12% | 36 |
| DLF | 27-Feb-20 | 220.10 | R1 | CE 250.00 | 0.25 | 2,019,600 | -64.29% | 13.97% | Short Buildup | 0.11% | 486 |
| DLF | 27-Feb-20 | 220.10 | R1 | CE 230.00 | 1.30 | 1,580,700 | -63.89% | 16.83% | Short Buildup | 0.59% | 1606 |
| DLF | 27-Feb-20 | 220.10 | S1 | PE 230.00 | 10.60 | 772,200 | 84.35% | -1.27% | Short Covering | 4.82% | 313 |
| DLF | 27-Feb-20 | 220.10 | S1 | PE 220.00 | 3.80 | 732,600 | 85.37% | -17.16% | Short Covering | 1.73% | 821 |
| DRREDDY | 27-Feb-20 | 3255.30 | R2 | CE 3400.00 | 12.95 | 135,750 | -23.82% | 111.28% | Short Buildup | 0.40% | 2245 |
| DRREDDY | 27-Feb-20 | 3255.30 | R1 | CE 3350.00 | 18.30 | 69,750 | -36.79% | 29.77% | Short Buildup | 0.56% | 1562 |
| DRREDDY | 27-Feb-20 | 3255.30 | S1 | PE 3250.00 | 36.85 | 60,250 | 11.67% | 19.90% | Long Buildup | 1.13% | 356 |
| DRREDDY | 27-Feb-20 | 3255.30 | S1 | PE 3200.00 | 19.35 | 85,500 | 0.00% | -20.65% | 0.59% | 351 | |
| EICHERMOT | 27-Feb-20 | 18848.65 | R2 | CE 21000.00 | 27.00 | 29,340 | -32.50% | 2.62% | Short Buildup | 0.14% | 542 |
| EICHERMOT | 27-Feb-20 | 18848.65 | R1 | CE 20000.00 | 62.55 | 31,770 | -29.84% | -10.93% | Long Windup | 0.33% | 494 |
| EICHERMOT | 27-Feb-20 | 18848.65 | S1 | PE 19000.00 | 411.25 | 6,870 | -2.94% | -11.58% | Long Windup | 2.18% | 169 |
| EICHERMOT | 27-Feb-20 | 18848.65 | S2 | PE 18000.00 | 88.90 | 6,990 | -15.69% | -3.72% | Long Windup | 0.47% | 358 |
| EQUITAS | 27-Feb-20 | 114.10 | R2 | CE 120.00 | 0.75 | 999,600 | -21.05% | 36.00% | Short Buildup | 0.66% | 531 |
| EQUITAS | 27-Feb-20 | 114.10 | R1 | CE 115.00 | 1.75 | 1,087,800 | -18.60% | 28.32% | Short Buildup | 1.53% | 429 |
| EQUITAS | 27-Feb-20 | 114.10 | S1 | PE 110.00 | 0.80 | 313,600 | -44.83% | -4.48% | Long Windup | 0.70% | 119 |
| EQUITAS | 27-Feb-20 | 114.10 | S1 | PE 105.00 | 0.30 | 259,700 | -50.00% | 6.00% | Short Buildup | 0.26% | 35 |
| ESCORTS | 27-Feb-20 | 878.30 | R2 | CE 920.00 | 5.70 | 424,600 | -63.81% | -0.77% | Long Windup | 0.65% | 2908 |
| ESCORTS | 27-Feb-20 | 878.30 | R1 | CE 900.00 | 11.15 | 507,100 | -57.20% | 16.12% | Short Buildup | 1.27% | 4564 |
| ESCORTS | 27-Feb-20 | 878.30 | S1 | PE 840.00 | 6.30 | 383,900 | 133.33% | -15.09% | Short Covering | 0.72% | 3589 |
| ESCORTS | 27-Feb-20 | 878.30 | S2 | PE 800.00 | 2.35 | 401,500 | 74.07% | 22.07% | Long Buildup | 0.27% | 2243 |
| EXIDEIND | 27-Feb-20 | 178.05 | R2 | CE 200.00 | 0.30 | 2,201,100 | -25.00% | -4.17% | Long Windup | 0.17% | 214 |
| EXIDEIND | 27-Feb-20 | 178.05 | R1 | CE 190.00 | 0.50 | 867,100 | -37.50% | -5.38% | Long Windup | 0.28% | 134 |
| EXIDEIND | 27-Feb-20 | 178.05 | S1 | PE 180.00 | 3.65 | 246,500 | -8.75% | -6.59% | Long Windup | 2.05% | 21 |
| EXIDEIND | 27-Feb-20 | 178.05 | S1 | PE 175.00 | 1.35 | 806,200 | -28.95% | -3.14% | Long Windup | 0.76% | 61 |
| FEDERALBNK | 27-Feb-20 | 87.50 | R2 | CE 100.00 | 0.10 | 1,351,000 | 0.00% | -6.31% | 0.11% | 44 | |
| FEDERALBNK | 27-Feb-20 | 87.50 | R1 | CE 95.00 | 0.15 | 1,239,000 | 0.00% | -16.51% | 0.17% | 110 | |
| FEDERALBNK | 27-Feb-20 | 87.50 | S1 | PE 90.00 | 3.05 | 567,000 | -45.54% | -6.90% | Long Windup | 3.49% | 34 |
| FEDERALBNK | 27-Feb-20 | 87.50 | S2 | PE 85.00 | 0.50 | 721,000 | -72.97% | 21.18% | Short Buildup | 0.57% | 280 |
| GAIL | 27-Feb-20 | 119.30 | R2 | CE 128.60 | 0.30 | 1,936,242 | -40.00% | -11.89% | Long Windup | 0.25% | 94 |
| GAIL | 27-Feb-20 | 119.30 | R1 | CE 123.60 | 0.75 | 2,416,302 | -40.00% | -3.62% | Long Windup | 0.63% | 233 |
| GAIL | 27-Feb-20 | 119.30 | S1 | PE 118.60 | 1.30 | 1,125,474 | -10.34% | 6.03% | Short Buildup | 1.09% | 90 |
| GAIL | 27-Feb-20 | 119.30 | S2 | PE 113.60 | 0.40 | 688,086 | 0.00% | -16.23% | 0.34% | 67 | |
| GLENMARK | 27-Feb-20 | 321.55 | R2 | CE 350.00 | 2.00 | 399,000 | -24.53% | -12.84% | Long Windup | 0.62% | 261 |
| GLENMARK | 27-Feb-20 | 321.55 | R1 | CE 340.00 | 3.35 | 403,200 | -10.67% | -7.69% | Long Windup | 1.04% | 310 |
| GLENMARK | 27-Feb-20 | 321.55 | S1 | PE 320.00 | 6.75 | 121,800 | -31.47% | -4.40% | Long Windup | 2.10% | 63 |
| GLENMARK | 27-Feb-20 | 321.55 | S2 | PE 300.00 | 2.00 | 123,200 | -33.33% | -5.38% | Long Windup | 0.62% | 95 |
| GMRINFRA | 27-Feb-20 | 23.65 | R2 | CE 25.00 | 0.20 | 9,540,000 | 33.33% | -6.61% | Short Covering | 0.85% | 172 |
| GMRINFRA | 27-Feb-20 | 23.65 | R1 | CE 24.00 | 0.45 | 4,950,000 | 28.57% | -9.84% | Short Covering | 1.90% | 152 |
| GMRINFRA | 27-Feb-20 | 23.65 | S1 | PE 22.00 | 0.10 | 3,285,000 | -50.00% | 5.80% | Short Buildup | 0.42% | 54 |
| GMRINFRA | 27-Feb-20 | 23.65 | S2 | PE 20.00 | 0.05 | 3,510,000 | 0.00% | 0.00% | 0.21% | 1 | |
| GODREJCP | 27-Feb-20 | 631.05 | R2 | CE 660.00 | 3.30 | 204,800 | 0.00% | -6.57% | 0.52% | 122 | |
| GODREJCP | 27-Feb-20 | 631.05 | R1 | CE 640.00 | 7.95 | 154,400 | 15.22% | -3.02% | Short Covering | 1.26% | 674 |
| GODREJCP | 27-Feb-20 | 631.05 | S1 | PE 630.00 | 11.20 | 35,200 | -31.08% | 7.32% | Short Buildup | 1.77% | 34 |
| GODREJCP | 27-Feb-20 | 631.05 | S2 | PE 600.00 | 2.70 | 72,000 | -44.33% | -9.09% | Long Windup | 0.43% | 19 |
| GRASIM | 27-Feb-20 | 751.30 | R2 | CE 820.00 | 0.55 | 250,500 | -60.71% | -7.73% | Long Windup | 0.07% | 196 |
| GRASIM | 27-Feb-20 | 751.30 | R1 | CE 760.00 | 8.90 | 318,000 | -35.04% | 2.66% | Short Buildup | 1.18% | 653 |
| GRASIM | 27-Feb-20 | 751.30 | S1 | PE 740.00 | 6.45 | 118,500 | -5.84% | -13.66% | Long Windup | 0.86% | 311 |
| GRASIM | 27-Feb-20 | 751.30 | S2 | PE 720.00 | 2.65 | 94,500 | -5.36% | -18.18% | Long Windup | 0.35% | 126 |
| HAVELLS | 27-Feb-20 | 622.75 | R1 | CE 630.00 | 5.85 | 159,000 | -16.43% | 3.92% | Short Buildup | 0.94% | 938 |
| HAVELLS | 27-Feb-20 | 622.75 | R1 | CE 620.00 | 10.65 | 143,000 | -4.05% | -38.89% | Long Windup | 1.71% | 290 |
| HAVELLS | 27-Feb-20 | 622.75 | S1 | PE 620.00 | 6.95 | 74,000 | -30.15% | 76.19% | Short Buildup | 1.12% | 195 |
| HAVELLS | 27-Feb-20 | 622.75 | S2 | PE 580.00 | 0.50 | 95,000 | -54.55% | -4.04% | Long Windup | 0.08% | 11 |
| HCLTECH | 27-Feb-20 | 608.05 | R2 | CE 630.00 | 1.85 | 324,800 | -17.78% | -0.85% | Long Windup | 0.30% | 196 |
| HCLTECH | 27-Feb-20 | 608.05 | R1 | CE 620.00 | 3.55 | 523,600 | -11.25% | -13.63% | Long Windup | 0.58% | 711 |
| HCLTECH | 27-Feb-20 | 608.05 | S1 | PE 600.00 | 4.30 | 147,000 | -16.50% | 3.96% | Short Buildup | 0.71% | 381 |
| HCLTECH | 27-Feb-20 | 608.05 | S2 | PE 550.00 | 0.30 | 131,600 | -53.85% | -9.62% | Long Windup | 0.05% | 13 |
| HDFC | 27-Feb-20 | 2369.50 | R2 | CE 2500.00 | 4.00 | 957,500 | -36.51% | -0.47% | Long Windup | 0.17% | 1235 |
| HDFC | 27-Feb-20 | 2369.50 | R1 | CE 2400.00 | 15.25 | 351,500 | -30.84% | 3.23% | Short Buildup | 0.64% | 3087 |
| HDFC | 27-Feb-20 | 2369.50 | S1 | PE 2400.00 | 45.45 | 122,000 | 13.48% | -6.51% | Short Covering | 1.92% | 140 |
| HDFC | 27-Feb-20 | 2369.50 | S2 | PE 2300.00 | 5.60 | 171,750 | -0.88% | 0.73% | Short Buildup | 0.24% | 1008 |
| HDFCBANK | 27-Feb-20 | 1217.10 | R2 | CE 1260.00 | 2.60 | 1,292,500 | -40.91% | -3.87% | Long Windup | 0.21% | 1547 |
| HDFCBANK | 27-Feb-20 | 1217.10 | R1 | CE 1240.00 | 4.85 | 1,492,500 | -39.75% | 9.99% | Short Buildup | 0.40% | 3612 |
| HDFCBANK | 27-Feb-20 | 1217.10 | S1 | PE 1220.00 | 13.00 | 981,500 | 39.78% | -0.61% | Short Covering | 1.07% | 1770 |
| HDFCBANK | 27-Feb-20 | 1217.10 | S2 | PE 1200.00 | 4.80 | 795,000 | 37.14% | 0.00% | 0.39% | 2099 | |
| HEROMOTOCO | 27-Feb-20 | 2240.25 | R2 | CE 2500.00 | 3.60 | 359,800 | -25.77% | -8.35% | Long Windup | 0.16% | 668 |
| HEROMOTOCO | 27-Feb-20 | 2240.25 | R1 | CE 2300.00 | 15.00 | 248,200 | -30.07% | 28.20% | Short Buildup | 0.67% | 2932 |
| HEROMOTOCO | 27-Feb-20 | 2240.25 | S1 | PE 2250.00 | 39.10 | 64,600 | 18.13% | 6.60% | Long Buildup | 1.75% | 616 |
| HEROMOTOCO | 27-Feb-20 | 2240.25 | S2 | PE 2200.00 | 16.75 | 160,400 | 11.67% | 2.30% | Long Buildup | 0.75% | 982 |
| HINDALCO | 27-Feb-20 | 189.95 | R2 | CE 205.00 | 0.25 | 1,305,500 | -28.57% | -5.81% | Long Windup | 0.13% | 120 |
| HINDALCO | 27-Feb-20 | 189.95 | R1 | CE 200.00 | 0.45 | 2,604,000 | -25.00% | -3.75% | Long Windup | 0.24% | 488 |
| HINDALCO | 27-Feb-20 | 189.95 | S1 | PE 200.00 | 10.35 | 1,403,500 | -13.39% | 0.75% | Short Buildup | 5.45% | 13 |
| HINDALCO | 27-Feb-20 | 189.95 | S1 | PE 180.00 | 0.50 | 745,500 | -47.37% | 4.41% | Short Buildup | 0.26% | 303 |
| HINDPETRO | 27-Feb-20 | 222.40 | R2 | CE 250.00 | 0.40 | 804,300 | -38.46% | -6.36% | Long Windup | 0.18% | 66 |
| HINDPETRO | 27-Feb-20 | 222.40 | S1 | PE 250.00 | 22.20 | 432,600 | -9.57% | 0.00% | 9.98% | 3 | |
| HINDPETRO | 27-Feb-20 | 222.40 | R1 | CE 240.00 | 0.65 | 577,500 | -50.00% | -14.33% | Long Windup | 0.29% | 203 |
| HINDPETRO | 27-Feb-20 | 222.40 | S2 | PE 240.00 | 17.05 | 543,900 | 22.66% | -2.63% | Short Covering | 7.67% | 26 |
| HINDUNILVR | 27-Feb-20 | 2248.25 | R1 | CE 2300.00 | 9.25 | 252,000 | -64.49% | 16.34% | Short Buildup | 0.41% | 1849 |
| HINDUNILVR | 27-Feb-20 | 2248.25 | R1 | CE 2280.00 | 13.45 | 88,800 | -63.75% | 94.74% | Short Buildup | 0.60% | 1060 |
| HINDUNILVR | 27-Feb-20 | 2248.25 | S1 | PE 2220.00 | 11.05 | 125,400 | 104.63% | 32.70% | Long Buildup | 0.49% | 570 |
| HINDUNILVR | 27-Feb-20 | 2248.25 | S1 | PE 2200.00 | 6.65 | 142,500 | 95.59% | 0.64% | Long Buildup | 0.30% | 647 |
| IBULHSGFIN | 27-Feb-20 | 338.20 | R2 | CE 400.00 | 2.45 | 1,744,800 | 157.89% | 53.54% | Long Buildup | 0.72% | 6620 |
| IBULHSGFIN | 27-Feb-20 | 338.20 | R1 | CE 350.00 | 10.15 | 1,640,400 | 290.38% | 18.15% | Long Buildup | 3.00% | 11698 |
| IBULHSGFIN | 27-Feb-20 | 338.20 | S1 | PE 320.00 | 6.60 | 1,155,600 | -68.50% | 283.67% | Short Buildup | 1.95% | 6152 |
| IBULHSGFIN | 27-Feb-20 | 338.20 | S1 | PE 300.00 | 3.55 | 966,000 | -59.89% | -28.19% | Long Windup | 1.05% | 6789 |
| ICICIBANK | 27-Feb-20 | 547.00 | R2 | CE 560.00 | 1.95 | 2,319,625 | -15.22% | -7.71% | Long Windup | 0.36% | 2873 |
| ICICIBANK | 27-Feb-20 | 547.00 | R1 | CE 550.00 | 5.10 | 3,469,125 | -9.73% | 11.59% | Short Buildup | 0.93% | 6367 |
| ICICIBANK | 27-Feb-20 | 547.00 | S1 | PE 540.00 | 3.55 | 992,750 | -22.83% | -12.91% | Long Windup | 0.65% | 2663 |
| ICICIBANK | 27-Feb-20 | 547.00 | S2 | PE 500.00 | 0.20 | 1,196,250 | -33.33% | -4.08% | Long Windup | 0.04% | 108 |
| ICICIPRULI | 27-Feb-20 | 495.00 | R2 | CE 520.00 | 1.75 | 211,500 | -2.78% | -21.67% | Long Windup | 0.35% | 284 |
| ICICIPRULI | 27-Feb-20 | 495.00 | R1 | CE 500.00 | 5.60 | 253,500 | 8.74% | -28.69% | Short Covering | 1.13% | 917 |
| ICICIPRULI | 27-Feb-20 | 495.00 | S1 | PE 480.00 | 1.85 | 136,500 | -53.16% | -22.88% | Long Windup | 0.37% | 277 |
| ICICIPRULI | 27-Feb-20 | 495.00 | S2 | PE 400.00 | 0.15 | 217,500 | -25.00% | -15.20% | Long Windup | 0.03% | 39 |
| IDEA | 27-Feb-20 | 4.40 | R2 | CE 6.00 | 0.10 | 62,132,000 | -33.33% | 3.43% | Short Buildup | 2.27% | 1255 |
| IDEA | 27-Feb-20 | 4.40 | R1 | CE 5.00 | 0.30 | 50,176,000 | 0.00% | -2.48% | 6.82% | 1910 | |
| IDEA | 27-Feb-20 | 4.40 | S1 | PE 3.00 | 0.10 | 43,120,000 | 0.00% | 3.53% | 2.27% | 191 | |
| IDEA | 27-Feb-20 | 4.40 | S2 | PE 2.00 | 0.05 | 45,864,000 | 0.00% | 0.86% | 1.14% | 4 | |
| IDFCFIRSTB | 27-Feb-20 | 40.30 | R2 | CE 45.00 | 0.05 | 4,704,000 | -50.00% | -3.21% | Long Windup | 0.12% | 37 |
| IDFCFIRSTB | 27-Feb-20 | 40.30 | R1 | CE 42.00 | 0.25 | 4,452,000 | -28.57% | -0.80% | Long Windup | 0.62% | 192 |
| IDFCFIRSTB | 27-Feb-20 | 40.30 | S1 | PE 40.00 | 0.40 | 6,168,000 | -50.00% | -4.28% | Long Windup | 0.99% | 350 |
| IDFCFIRSTB | 27-Feb-20 | 40.30 | S2 | PE 39.00 | 0.20 | 3,120,000 | -50.00% | -13.91% | Long Windup | 0.50% | 250 |
| IGL | 27-Feb-20 | 464.65 | R1 | CE 520.00 | 0.70 | 794,750 | -41.67% | -5.56% | Long Windup | 0.15% | 188 |
| IGL | 27-Feb-20 | 464.65 | R1 | CE 500.00 | 1.10 | 745,250 | -59.26% | -8.14% | Long Windup | 0.24% | 407 |
| IGL | 27-Feb-20 | 464.65 | S1 | PE 480.00 | 16.40 | 236,500 | 84.27% | 7.50% | Long Buildup | 3.53% | 77 |
| IGL | 27-Feb-20 | 464.65 | S1 | PE 460.00 | 4.65 | 250,250 | 97.87% | 33.82% | Long Buildup | 1.00% | 333 |
| INDIGO | 27-Feb-20 | 1464.85 | R2 | CE 1600.00 | 2.00 | 68,100 | -51.81% | -12.02% | Long Windup | 0.14% | 132 |
| INDIGO | 27-Feb-20 | 1464.85 | R1 | CE 1500.00 | 9.75 | 157,500 | -59.38% | 2.34% | Short Buildup | 0.67% | 638 |
| INDIGO | 27-Feb-20 | 1464.85 | S1 | PE 1400.00 | 4.30 | 61,800 | -17.31% | -37.00% | Long Windup | 0.29% | 348 |
| INDIGO | 27-Feb-20 | 1464.85 | S2 | PE 1300.00 | 2.15 | 31,200 | 34.38% | -1.89% | Short Covering | 0.15% | 7 |
| INDUSINDBK | 27-Feb-20 | 1182.20 | R2 | CE 1300.00 | 3.20 | 1,181,600 | -12.33% | -7.57% | Long Windup | 0.27% | 3069 |
| INDUSINDBK | 27-Feb-20 | 1182.20 | R1 | CE 1200.00 | 18.35 | 751,200 | 43.36% | -28.48% | Short Covering | 1.55% | 12098 |
| INDUSINDBK | 27-Feb-20 | 1182.20 | S1 | PE 1200.00 | 34.35 | 308,400 | -48.65% | -18.59% | Long Windup | 2.91% | 3116 |
| INDUSINDBK | 27-Feb-20 | 1182.20 | S2 | PE 1100.00 | 5.35 | 520,400 | -67.96% | -7.34% | Long Windup | 0.45% | 4986 |
| INFRATEL | 27-Feb-20 | 226.20 | R2 | CE 260.00 | 0.85 | 276,000 | -34.62% | -6.76% | Long Windup | 0.38% | 26 |
| INFRATEL | 27-Feb-20 | 226.20 | R1 | CE 250.00 | 1.35 | 252,000 | -38.64% | -13.70% | Long Windup | 0.60% | 120 |
| INFRATEL | 27-Feb-20 | 226.20 | S1 | PE 220.00 | 4.00 | 182,000 | -37.01% | 7.06% | Short Buildup | 1.77% | 239 |
| INFRATEL | 27-Feb-20 | 226.20 | S1 | PE 200.00 | 1.35 | 218,000 | -41.30% | -18.66% | Long Windup | 0.60% | 151 |
| INFY | 27-Feb-20 | 797.00 | R2 | CE 820.00 | 1.80 | 733,200 | -49.30% | 24.44% | Short Buildup | 0.23% | 1914 |
| INFY | 27-Feb-20 | 797.00 | R1 | CE 800.00 | 7.15 | 1,108,800 | -35.00% | 4.64% | Short Buildup | 0.90% | 2178 |
| INFY | 27-Feb-20 | 797.00 | S1 | PE 780.00 | 2.90 | 314,400 | -14.71% | 0.77% | Short Buildup | 0.36% | 693 |
| INFY | 27-Feb-20 | 797.00 | S2 | PE 770.00 | 1.50 | 315,600 | -25.00% | -6.41% | Long Windup | 0.19% | 595 |
| IOC | 27-Feb-20 | 112.30 | R2 | CE 125.00 | 0.15 | 1,796,000 | -50.00% | 0.90% | Short Buildup | 0.13% | 76 |
| IOC | 27-Feb-20 | 112.30 | R1 | CE 120.00 | 0.45 | 3,408,000 | -35.71% | -6.78% | Long Windup | 0.40% | 223 |
| IOC | 27-Feb-20 | 112.30 | S1 | PE 115.00 | 3.40 | 1,192,000 | 58.14% | -2.61% | Short Covering | 3.03% | 62 |
| IOC | 27-Feb-20 | 112.30 | S2 | PE 110.00 | 0.80 | 1,060,000 | 33.33% | -7.67% | Short Covering | 0.71% | 195 |
| ITC | 27-Feb-20 | 207.45 | R2 | CE 240.00 | 0.15 | 5,088,000 | -25.00% | -4.20% | Long Windup | 0.07% | 249 |
| ITC | 27-Feb-20 | 207.45 | R1 | CE 220.00 | 0.40 | 5,018,400 | -11.11% | -5.21% | Long Windup | 0.19% | 961 |
| ITC | 27-Feb-20 | 207.45 | S1 | PE 210.00 | 3.90 | 1,963,200 | -12.36% | -10.99% | Long Windup | 1.88% | 361 |
| ITC | 27-Feb-20 | 207.45 | S2 | PE 200.00 | 0.45 | 2,409,600 | -40.00% | -9.55% | Long Windup | 0.22% | 904 |
| JINDALSTEL | 27-Feb-20 | 193.40 | R2 | CE 200.00 | 2.10 | 2,220,000 | 27.27% | -6.92% | Short Covering | 1.09% | 899 |
| JINDALSTEL | 27-Feb-20 | 193.40 | R1 | CE 190.00 | 6.10 | 1,345,000 | 38.64% | -18.98% | Short Covering | 3.15% | 956 |
| JINDALSTEL | 27-Feb-20 | 193.40 | S1 | PE 190.00 | 2.40 | 1,020,000 | -58.62% | 32.47% | Short Buildup | 1.24% | 501 |
| JINDALSTEL | 27-Feb-20 | 193.40 | S1 | PE 180.00 | 0.70 | 1,030,000 | -65.00% | -7.62% | Long Windup | 0.36% | 377 |
| JSWSTEEL | 27-Feb-20 | 281.80 | R2 | CE 300.00 | 0.75 | 510,600 | -21.05% | -11.55% | Long Windup | 0.27% | 281 |
| JSWSTEEL | 27-Feb-20 | 281.80 | S1 | PE 280.00 | 3.35 | 630,200 | -26.37% | -6.48% | Long Windup | 1.19% | 652 |
| JSWSTEEL | 27-Feb-20 | 281.80 | R1 | CE 270.00 | 13.00 | 685,400 | -1.89% | -1.97% | Long Windup | 4.61% | 15 |
| JSWSTEEL | 27-Feb-20 | 281.80 | S2 | PE 270.00 | 1.10 | 591,100 | -35.29% | -2.28% | Long Windup | 0.39% | 281 |
| JUBLFOOD | 27-Feb-20 | 1883.15 | R2 | CE 2000.00 | 3.95 | 163,000 | -51.83% | -6.59% | Long Windup | 0.21% | 301 |
| JUBLFOOD | 27-Feb-20 | 1883.15 | R1 | CE 1900.00 | 23.60 | 188,500 | -33.24% | -3.33% | Long Windup | 1.25% | 721 |
| JUBLFOOD | 27-Feb-20 | 1883.15 | S1 | PE 1800.00 | 5.00 | 104,000 | -23.08% | -9.96% | Long Windup | 0.27% | 204 |
| JUBLFOOD | 27-Feb-20 | 1883.15 | S2 | PE 1700.00 | 0.90 | 88,500 | -30.77% | -9.69% | Long Windup | 0.05% | 32 |
| JUSTDIAL | 27-Feb-20 | 498.70 | R2 | CE 540.00 | 2.80 | 350,000 | -26.32% | -10.07% | Long Windup | 0.56% | 339 |
| JUSTDIAL | 27-Feb-20 | 498.70 | R1 | CE 520.00 | 5.35 | 463,400 | -23.02% | 15.73% | Short Buildup | 1.07% | 809 |
| JUSTDIAL | 27-Feb-20 | 498.70 | S1 | PE 500.00 | 10.40 | 224,000 | -5.02% | -13.51% | Long Windup | 2.09% | 456 |
| JUSTDIAL | 27-Feb-20 | 498.70 | S2 | PE 480.00 | 4.70 | 217,000 | -4.08% | -15.76% | Long Windup | 0.94% | 245 |
| KOTAKBANK | 27-Feb-20 | 1685.95 | R2 | CE 1720.00 | 7.95 | 407,200 | -48.71% | 2.72% | Short Buildup | 0.47% | 3005 |
| KOTAKBANK | 27-Feb-20 | 1685.95 | R1 | CE 1700.00 | 13.55 | 469,200 | -44.12% | 18.01% | Short Buildup | 0.80% | 3441 |
| KOTAKBANK | 27-Feb-20 | 1685.95 | S1 | PE 1660.00 | 7.60 | 252,000 | 33.33% | 12.50% | Long Buildup | 0.45% | 1290 |
| KOTAKBANK | 27-Feb-20 | 1685.95 | S2 | PE 1600.00 | 1.60 | 235,200 | 18.52% | -2.65% | Short Covering | 0.09% | 218 |
| L&TFH | 27-Feb-20 | 123.10 | R2 | CE 135.00 | 0.25 | 1,982,400 | -37.50% | -13.66% | Long Windup | 0.20% | 518 |
| L&TFH | 27-Feb-20 | 123.10 | R1 | CE 130.00 | 0.55 | 2,469,600 | -35.29% | -10.55% | Long Windup | 0.45% | 853 |
| L&TFH | 27-Feb-20 | 123.10 | S1 | PE 120.00 | 0.90 | 1,495,200 | -18.18% | 25.94% | Short Buildup | 0.73% | 510 |
| L&TFH | 27-Feb-20 | 123.10 | S2 | PE 110.00 | 0.10 | 879,200 | -50.00% | -3.68% | Long Windup | 0.08% | 14 |
| LICHSGFIN | 27-Feb-20 | 364.60 | R2 | CE 400.00 | 1.65 | 1,261,000 | -32.65% | -12.69% | Long Windup | 0.45% | 1721 |
| LICHSGFIN | 27-Feb-20 | 364.60 | R1 | CE 380.00 | 4.25 | 1,129,700 | -27.97% | -6.36% | Long Windup | 1.17% | 2925 |
| LICHSGFIN | 27-Feb-20 | 364.60 | S1 | PE 370.00 | 11.20 | 482,300 | -4.68% | 20.85% | Short Buildup | 3.07% | 1145 |
| LICHSGFIN | 27-Feb-20 | 364.60 | S2 | PE 360.00 | 6.20 | 403,000 | -10.14% | -11.68% | Long Windup | 1.70% | 1115 |
| LT | 27-Feb-20 | 1280.60 | R2 | CE 1400.00 | 1.15 | 852,000 | -32.35% | -9.23% | Long Windup | 0.09% | 815 |
| LT | 27-Feb-20 | 1280.60 | R1 | CE 1300.00 | 8.00 | 960,375 | -32.49% | 7.79% | Short Buildup | 0.62% | 4706 |
| LT | 27-Feb-20 | 1280.60 | S1 | PE 1300.00 | 27.85 | 292,875 | 4.90% | -4.99% | Short Covering | 2.17% | 266 |
| LT | 27-Feb-20 | 1280.60 | S2 | PE 1280.00 | 14.65 | 270,000 | -2.33% | -1.77% | Long Windup | 1.14% | 1243 |
| LUPIN | 27-Feb-20 | 699.60 | R1 | CE 740.00 | 2.30 | 189,700 | -47.73% | 0.37% | Short Buildup | 0.33% | 154 |
| LUPIN | 27-Feb-20 | 699.60 | R1 | CE 720.00 | 4.35 | 193,200 | -51.67% | 12.20% | Short Buildup | 0.62% | 358 |
| LUPIN | 27-Feb-20 | 699.60 | S1 | PE 700.00 | 8.80 | 189,000 | 15.03% | 5.06% | Long Buildup | 1.26% | 315 |
| LUPIN | 27-Feb-20 | 699.60 | S2 | PE 660.00 | 1.80 | 150,500 | -7.69% | 2.38% | Short Buildup | 0.26% | 10 |
| M&M | 27-Feb-20 | 524.85 | R2 | CE 550.00 | 1.75 | 662,000 | -30.00% | -8.44% | Long Windup | 0.33% | 646 |
| M&M | 27-Feb-20 | 524.85 | R1 | CE 540.00 | 2.95 | 615,000 | -32.18% | -9.16% | Long Windup | 0.56% | 842 |
| M&M | 27-Feb-20 | 524.85 | S1 | PE 540.00 | 17.15 | 183,000 | -1.72% | -13.68% | Long Windup | 3.27% | 84 |
| M&M | 27-Feb-20 | 524.85 | S2 | PE 530.00 | 9.95 | 210,000 | -6.13% | -8.30% | Long Windup | 1.90% | 245 |
| M&MFIN | 27-Feb-20 | 381.30 | S1 | PE 450.00 | 81.00 | 169,600 | 0.00% | 0.00% | 21.24% | 0 | |
| M&MFIN | 27-Feb-20 | 381.30 | R2 | CE 400.00 | 2.60 | 297,600 | 0.00% | -2.11% | 0.68% | 292 | |
| M&MFIN | 27-Feb-20 | 381.30 | R1 | CE 390.00 | 4.75 | 216,000 | 4.40% | 42.11% | Long Buildup | 1.25% | 675 |
| M&MFIN | 27-Feb-20 | 381.30 | S2 | PE 370.00 | 2.85 | 145,600 | 0.00% | 4.60% | 0.75% | 101 | |
| MANAPPURAM | 27-Feb-20 | 176.05 | R2 | CE 200.00 | 0.20 | 1,356,000 | -33.33% | -5.44% | Long Windup | 0.11% | 129 |
| MANAPPURAM | 27-Feb-20 | 176.05 | R1 | CE 180.00 | 1.95 | 2,622,000 | -4.88% | 9.80% | Short Buildup | 1.11% | 1368 |
| MANAPPURAM | 27-Feb-20 | 176.05 | S1 | PE 175.00 | 2.55 | 660,000 | -41.38% | 48.65% | Short Buildup | 1.45% | 291 |
| MANAPPURAM | 27-Feb-20 | 176.05 | S1 | PE 170.00 | 1.00 | 876,000 | -53.49% | -19.34% | Long Windup | 0.57% | 360 |
| MARICO | 27-Feb-20 | 306.20 | R1 | CE 320.00 | 1.40 | 302,900 | 3.70% | -10.04% | Short Covering | 0.46% | 140 |
| MARICO | 27-Feb-20 | 306.20 | R1 | CE 310.00 | 3.30 | 313,300 | 24.53% | -5.49% | Short Covering | 1.08% | 341 |
| MARICO | 27-Feb-20 | 306.20 | S1 | PE 310.00 | 7.00 | 91,000 | -41.42% | 1.45% | Short Buildup | 2.29% | 5 |
| MARICO | 27-Feb-20 | 306.20 | S1 | PE 300.00 | 2.40 | 124,800 | -51.02% | -17.95% | Long Windup | 0.78% | 109 |
| MARUTI | 27-Feb-20 | 6757.60 | R2 | CE 7200.00 | 14.35 | 212,200 | -34.47% | -2.62% | Long Windup | 0.21% | 1824 |
| MARUTI | 27-Feb-20 | 6757.60 | R1 | CE 7000.00 | 30.20 | 183,400 | -32.96% | 1.55% | Short Buildup | 0.45% | 4686 |
| MARUTI | 27-Feb-20 | 6757.60 | S1 | PE 6600.00 | 33.30 | 117,600 | -26.73% | 1.91% | Short Buildup | 0.49% | 2273 |
| MARUTI | 27-Feb-20 | 6757.60 | S2 | PE 6500.00 | 18.60 | 89,000 | -33.21% | 8.54% | Short Buildup | 0.28% | 2843 |
| MCDOWELL-N | 27-Feb-20 | 723.15 | R2 | CE 750.00 | 3.85 | 283,750 | -42.54% | 7.08% | Short Buildup | 0.53% | 741 |
| MCDOWELL-N | 27-Feb-20 | 723.15 | R1 | CE 740.00 | 5.75 | 328,750 | -39.47% | 14.35% | Short Buildup | 0.80% | 885 |
| MCDOWELL-N | 27-Feb-20 | 723.15 | S1 | PE 700.00 | 3.35 | 121,250 | -17.28% | -7.62% | Long Windup | 0.46% | 191 |
| MCDOWELL-N | 27-Feb-20 | 723.15 | S2 | PE 600.00 | 0.50 | 131,250 | 11.11% | -17.97% | Short Covering | 0.07% | 29 |
| MFSL | 27-Feb-20 | 565.00 | R2 | CE 600.00 | 8.90 | 759,200 | 1171.43% | 4071.43% | Long Buildup | 1.58% | 5502 |
| MFSL | 27-Feb-20 | 565.00 | R1 | CE 580.00 | 14.65 | 331,500 | 1072.00% | 4150.00% | Long Buildup | 2.59% | 2538 |
| MFSL | 27-Feb-20 | 565.00 | S1 | PE 550.00 | 12.90 | 180,700 | -66.71% | 2216.67% | Short Buildup | 2.28% | 1483 |
| MFSL | 27-Feb-20 | 565.00 | S1 | PE 500.00 | 2.45 | 195,000 | -60.80% | 102.70% | Short Buildup | 0.43% | 752 |
| MGL | 27-Feb-20 | 1127.60 | R2 | CE 1240.00 | 3.55 | 148,200 | -27.55% | -5.00% | Long Windup | 0.31% | 54 |
| MGL | 27-Feb-20 | 1127.60 | R1 | CE 1200.00 | 5.35 | 162,000 | -40.88% | -12.34% | Long Windup | 0.47% | 207 |
| MGL | 27-Feb-20 | 1127.60 | S1 | PE 1200.00 | 74.00 | 31,800 | 19.26% | -3.64% | Short Covering | 6.56% | 6 |
| MGL | 27-Feb-20 | 1127.60 | S2 | PE 1100.00 | 11.40 | 32,400 | 3.64% | -11.48% | Short Covering | 1.01% | 96 |
| MINDTREE | 27-Feb-20 | 1049.50 | R2 | CE 1040.00 | 17.70 | 65,600 | 78.79% | 121.62% | Long Buildup | 1.69% | 512 |
| MINDTREE | 27-Feb-20 | 1049.50 | S1 | PE 980.00 | 6.05 | 28,800 | -32.40% | 24.14% | Short Buildup | 0.58% | 73 |
| MINDTREE | 27-Feb-20 | 1049.50 | R1 | CE 940.00 | 96.00 | 42,400 | 26.73% | 0.00% | 9.15% | 1 | |
| MINDTREE | 27-Feb-20 | 1049.50 | S2 | PE 900.00 | 0.80 | 36,800 | -33.33% | -4.17% | Long Windup | 0.08% | 6 |
| MOTHERSUMI | 27-Feb-20 | 122.95 | R2 | CE 140.00 | 0.20 | 1,155,000 | -33.33% | -10.81% | Long Windup | 0.16% | 72 |
| MOTHERSUMI | 27-Feb-20 | 122.95 | R1 | CE 130.00 | 0.70 | 1,115,000 | -17.65% | -7.47% | Long Windup | 0.57% | 256 |
| MOTHERSUMI | 27-Feb-20 | 122.95 | S1 | PE 120.00 | 1.10 | 930,000 | -47.62% | 3.33% | Short Buildup | 0.89% | 202 |
| MOTHERSUMI | 27-Feb-20 | 122.95 | S2 | PE 110.00 | 0.15 | 530,000 | -66.67% | -13.82% | Long Windup | 0.12% | 45 |
| MRF | 27-Feb-20 | 70789.50 | R2 | CE 75000.00 | 150.00 | 420 | 48.51% | -14.29% | Short Covering | 0.21% | 13 |
| MRF | 27-Feb-20 | 70789.50 | R1 | CE 73000.00 | 251.00 | 330 | -14.44% | -8.33% | Long Windup | 0.35% | 7 |
| MRF | 27-Feb-20 | 70789.50 | S1 | PE 72000.00 | 2607.35 | 70 | 0.00% | 0.00% | 3.68% | 0 | |
| MRF | 27-Feb-20 | 70789.50 | S2 | PE 70000.00 | 550.00 | 110 | -58.40% | 0.00% | 0.78% | 2 | |
| MUTHOOTFIN | 27-Feb-20 | 912.70 | R2 | CE 1000.00 | 2.20 | 487,500 | 41.94% | 49.08% | Long Buildup | 0.24% | 2032 |
| MUTHOOTFIN | 27-Feb-20 | 912.70 | R1 | CE 940.00 | 10.40 | 556,500 | 141.86% | 13.11% | Long Buildup | 1.14% | 4319 |
| MUTHOOTFIN | 27-Feb-20 | 912.70 | S1 | PE 860.00 | 5.10 | 448,500 | -63.04% | 21.05% | Short Buildup | 0.56% | 1784 |
| MUTHOOTFIN | 27-Feb-20 | 912.70 | S2 | PE 800.00 | 1.45 | 495,000 | -48.21% | -21.80% | Long Windup | 0.16% | 404 |
| NATIONALUM | 27-Feb-20 | 38.80 | R2 | CE 45.00 | 0.05 | 1,836,900 | -50.00% | -4.85% | Long Windup | 0.13% | 17 |
| NATIONALUM | 27-Feb-20 | 38.80 | S1 | PE 45.00 | 5.75 | 561,600 | -3.36% | -4.00% | Long Windup | 14.82% | 2 |
| NATIONALUM | 27-Feb-20 | 38.80 | R1 | CE 42.00 | 0.10 | 1,801,800 | -60.00% | -7.23% | Long Windup | 0.26% | 42 |
| NATIONALUM | 27-Feb-20 | 38.80 | S1 | PE 40.00 | 1.25 | 1,111,500 | -10.71% | -7.77% | Long Windup | 3.22% | 13 |
| NCC | 27-Feb-20 | 41.80 | R2 | CE 60.00 | 0.05 | 3,564,000 | 0.00% | -3.41% | 0.12% | 14 | |
| NCC | 27-Feb-20 | 41.80 | R1 | CE 50.00 | 0.20 | 2,907,000 | -42.86% | -11.51% | Long Windup | 0.48% | 59 |
| NCC | 27-Feb-20 | 41.80 | S1 | PE 50.00 | 6.50 | 918,000 | -16.67% | -2.86% | Long Windup | 15.55% | 3 |
| NCC | 27-Feb-20 | 41.80 | S2 | PE 40.00 | 0.70 | 747,000 | 40.00% | -5.68% | Short Covering | 1.67% | 15 |
| NESTLEIND | 27-Feb-20 | 16539.50 | R2 | CE 17000.00 | 68.85 | 9,100 | -63.74% | -20.18% | Long Windup | 0.42% | 173 |
| NESTLEIND | 27-Feb-20 | 16539.50 | R1 | CE 16500.00 | 234.40 | 4,100 | -45.93% | -3.53% | Long Windup | 1.42% | 41 |
| NESTLEIND | 27-Feb-20 | 16539.50 | S1 | PE 16000.00 | 38.30 | 3,500 | -2.05% | 0.00% | 0.23% | 15 | |
| NESTLEIND | 27-Feb-20 | 16539.50 | S2 | PE 15000.00 | 3.10 | 2,250 | -61.96% | -2.17% | Long Windup | 0.02% | 1 |
| NIFTY | 27-Feb-20 | 12080.85 | R1 | CE 12300.00 | 11.15 | 2,713,050 | -53.44% | 12.48% | Short Buildup | 0.09% | 119524 |
| NIFTY | 27-Feb-20 | 12080.85 | R1 | CE 12200.00 | 27.70 | 3,446,250 | -48.37% | 62.73% | Short Buildup | 0.23% | 182178 |
| NIFTY | 27-Feb-20 | 12080.85 | S1 | PE 12000.00 | 40.45 | 3,998,025 | 18.62% | -4.91% | Short Covering | 0.33% | 168367 |
| NIFTY | 27-Feb-20 | 12080.85 | S2 | PE 11800.00 | 7.90 | 2,476,050 | -31.90% | 15.68% | Short Buildup | 0.07% | 55667 |
| NIITTECH | 27-Feb-20 | 1854.40 | R2 | CE 2100.00 | 3.50 | 46,125 | -25.53% | -2.38% | Long Windup | 0.19% | 17 |
| NIITTECH | 27-Feb-20 | 1854.40 | R1 | CE 2000.00 | 4.70 | 66,375 | -59.13% | -9.23% | Long Windup | 0.25% | 196 |
| NIITTECH | 27-Feb-20 | 1854.40 | S1 | PE 1900.00 | 63.90 | 9,000 | 23.60% | 33.33% | Long Buildup | 3.45% | 21 |
| NIITTECH | 27-Feb-20 | 1854.40 | S2 | PE 1800.00 | 14.00 | 19,875 | 7.69% | -23.19% | Short Covering | 0.75% | 78 |
| NMDC | 27-Feb-20 | 105.00 | R2 | CE 120.00 | 0.20 | 1,590,000 | -20.00% | -13.11% | Long Windup | 0.19% | 142 |
| NMDC | 27-Feb-20 | 105.00 | R1 | CE 110.00 | 0.75 | 1,164,000 | -31.82% | 0.00% | 0.71% | 231 | |
| NMDC | 27-Feb-20 | 105.00 | S1 | PE 110.00 | 5.70 | 468,000 | -8.06% | -2.50% | Long Windup | 5.43% | 8 |
| NMDC | 27-Feb-20 | 105.00 | S2 | PE 100.00 | 0.65 | 636,000 | -38.10% | 1.92% | Short Buildup | 0.62% | 92 |
| NTPC | 27-Feb-20 | 111.35 | R2 | CE 120.00 | 0.25 | 3,686,400 | -37.50% | -0.65% | Long Windup | 0.22% | 219 |
| NTPC | 27-Feb-20 | 111.35 | R1 | CE 115.00 | 0.60 | 2,457,600 | -42.86% | -3.94% | Long Windup | 0.54% | 366 |
| NTPC | 27-Feb-20 | 111.35 | S1 | PE 110.00 | 0.95 | 1,382,400 | -13.64% | -11.38% | Long Windup | 0.85% | 178 |
| NTPC | 27-Feb-20 | 111.35 | S2 | PE 105.00 | 0.25 | 1,161,600 | -28.57% | -5.47% | Long Windup | 0.22% | 44 |
| OIL | 27-Feb-20 | 125.15 | R1 | CE 141.00 | 0.10 | 122,364 | 0.00% | 0.00% | 0.08% | 8 | |
| OIL | 27-Feb-20 | 125.15 | R1 | CE 131.00 | 0.85 | 234,531 | 0.00% | 0.00% | 0.68% | 107 | |
| OIL | 27-Feb-20 | 125.15 | S1 | PE 121.00 | 1.00 | 190,344 | 0.00% | 0.00% | 0.80% | 77 | |
| OIL | 27-Feb-20 | 125.15 | S2 | PE 111.00 | 0.20 | 166,551 | 0.00% | 0.00% | 0.16% | 30 | |
| ONGC | 27-Feb-20 | 102.80 | R2 | CE 120.00 | 0.15 | 4,120,500 | 0.00% | -3.37% | 0.15% | 150 | |
| ONGC | 27-Feb-20 | 102.80 | R1 | CE 110.00 | 0.35 | 4,100,000 | -22.22% | -11.19% | Long Windup | 0.34% | 823 |
| ONGC | 27-Feb-20 | 102.80 | S1 | PE 110.00 | 6.30 | 1,480,100 | -29.61% | -6.72% | Long Windup | 6.13% | 31 |
| ONGC | 27-Feb-20 | 102.80 | S2 | PE 100.00 | 0.60 | 1,746,600 | -42.86% | -8.58% | Long Windup | 0.58% | 664 |
| PAGEIND | 27-Feb-20 | 23075.20 | R1 | CE 24000.00 | 81.70 | 525 | 36.17% | -4.55% | Short Covering | 0.35% | 32 |
| PAGEIND | 27-Feb-20 | 23075.20 | R1 | CE 23000.00 | 300.25 | 2,800 | 40.90% | -5.88% | Short Covering | 1.30% | 52 |
| PAGEIND | 27-Feb-20 | 23075.20 | S1 | PE 23000.00 | 233.00 | 450 | -49.33% | 157.14% | Short Buildup | 1.01% | 40 |
| PAGEIND | 27-Feb-20 | 23075.20 | S2 | PE 22000.00 | 40.05 | 875 | -63.59% | -14.63% | Long Windup | 0.17% | 19 |
| PEL | 27-Feb-20 | 1600.10 | S1 | PE 1850.00 | 303.00 | 99,807 | 0.00% | 0.00% | 18.94% | 0 | |
| PEL | 27-Feb-20 | 1600.10 | R1 | CE 1650.00 | 17.45 | 120,201 | -9.11% | 10.83% | Short Buildup | 1.09% | 1071 |
| PEL | 27-Feb-20 | 1600.10 | R1 | CE 1600.00 | 32.80 | 191,271 | -2.38% | -23.58% | Long Windup | 2.05% | 1387 |
| PEL | 27-Feb-20 | 1600.10 | S1 | PE 1600.00 | 30.60 | 102,279 | -44.26% | 117.76% | Short Buildup | 1.91% | 535 |
| PETRONET | 27-Feb-20 | 267.50 | R2 | CE 300.00 | 0.25 | 429,000 | -16.67% | -8.92% | Long Windup | 0.09% | 44 |
| PETRONET | 27-Feb-20 | 267.50 | R1 | CE 280.00 | 0.95 | 432,000 | -20.83% | -7.69% | Long Windup | 0.36% | 127 |
| PETRONET | 27-Feb-20 | 267.50 | S1 | PE 260.00 | 0.95 | 255,000 | -53.66% | -23.42% | Long Windup | 0.36% | 148 |
| PETRONET | 27-Feb-20 | 267.50 | S2 | PE 255.00 | 0.25 | 180,000 | -73.68% | -16.67% | Long Windup | 0.09% | 39 |
| PFC | 27-Feb-20 | 132.25 | R2 | CE 135.00 | 1.20 | 1,599,600 | 20.00% | -0.39% | Short Covering | 0.91% | 592 |
| PFC | 27-Feb-20 | 132.25 | S1 | PE 135.00 | 3.90 | 1,543,800 | -46.94% | 3.32% | Short Buildup | 2.95% | 34 |
| PFC | 27-Feb-20 | 132.25 | R1 | CE 130.00 | 3.60 | 1,587,200 | 30.91% | -42.34% | Short Covering | 2.72% | 696 |
| PFC | 27-Feb-20 | 132.25 | S2 | PE 120.00 | 0.30 | 1,705,000 | -40.00% | -8.64% | Long Windup | 0.23% | 218 |
| PIDILITIND | 27-Feb-20 | 1575.30 | R2 | CE 1620.00 | 5.40 | 68,500 | -49.77% | 82.67% | Short Buildup | 0.34% | 131 |
| PIDILITIND | 27-Feb-20 | 1575.30 | R1 | CE 1600.00 | 8.70 | 107,500 | -51.93% | 5.91% | Short Buildup | 0.55% | 169 |
| PIDILITIND | 27-Feb-20 | 1575.30 | S1 | PE 1560.00 | 7.85 | 27,000 | 27.64% | 3.85% | Long Buildup | 0.50% | 78 |
| PIDILITIND | 27-Feb-20 | 1575.30 | S2 | PE 1500.00 | 1.20 | 29,000 | -17.24% | -12.12% | Long Windup | 0.08% | 26 |
| PNB | 27-Feb-20 | 52.85 | R2 | CE 65.00 | 0.05 | 4,498,600 | -50.00% | -4.75% | Long Windup | 0.09% | 39 |
| PNB | 27-Feb-20 | 52.85 | R1 | CE 60.00 | 0.10 | 6,158,600 | -50.00% | -4.50% | Long Windup | 0.19% | 162 |
| PNB | 27-Feb-20 | 52.85 | S1 | PE 55.00 | 2.60 | 2,373,800 | -5.45% | -2.05% | Long Windup | 4.92% | 56 |
| PNB | 27-Feb-20 | 52.85 | S2 | PE 50.00 | 0.25 | 2,265,900 | -28.57% | -8.08% | Long Windup | 0.47% | 358 |
| POWERGRID | 27-Feb-20 | 189.25 | R2 | CE 200.00 | 0.40 | 1,236,000 | -11.11% | -10.43% | Long Windup | 0.21% | 94 |
| POWERGRID | 27-Feb-20 | 189.25 | R1 | CE 190.00 | 2.00 | 1,276,000 | 5.26% | -9.38% | Short Covering | 1.06% | 409 |
| POWERGRID | 27-Feb-20 | 189.25 | S1 | PE 185.00 | 0.85 | 488,000 | -45.16% | -22.78% | Long Windup | 0.45% | 226 |
| POWERGRID | 27-Feb-20 | 189.25 | S2 | PE 170.00 | 0.10 | 392,000 | -33.33% | -3.92% | Long Windup | 0.05% | 7 |
| PVR | 27-Feb-20 | 2071.15 | R2 | CE 2150.00 | 7.75 | 53,600 | -56.82% | -2.19% | Long Windup | 0.37% | 267 |
| PVR | 27-Feb-20 | 2071.15 | R1 | CE 2100.00 | 18.25 | 48,000 | -55.97% | -11.76% | Long Windup | 0.88% | 204 |
| PVR | 27-Feb-20 | 2071.15 | S1 | PE 2000.00 | 8.70 | 42,800 | 17.57% | -13.71% | Short Covering | 0.42% | 82 |
| PVR | 27-Feb-20 | 2071.15 | S2 | PE 1900.00 | 1.55 | 26,400 | 106.67% | -4.35% | Short Covering | 0.07% | 6 |
| RAMCOCEM | 27-Feb-20 | 804.25 | R2 | CE 820.00 | 10.05 | 38,400 | -4.29% | 50.00% | Short Buildup | 1.25% | 152 |
| RAMCOCEM | 27-Feb-20 | 804.25 | R1 | CE 800.00 | 19.60 | 16,000 | 9.19% | -48.72% | Short Covering | 2.44% | 138 |
| RAMCOCEM | 27-Feb-20 | 804.25 | S1 | PE 790.00 | 11.65 | 2,400 | 0.00% | 0.00% | 1.45% | 0 | |
| RAMCOCEM | 27-Feb-20 | 804.25 | S2 | PE 740.00 | 0.50 | 4,000 | -62.96% | -16.67% | Long Windup | 0.06% | 3 |
| RBLBANK | 27-Feb-20 | 308.80 | R1 | CE 340.00 | 1.55 | 1,503,000 | -18.42% | -4.11% | Long Windup | 0.50% | 1523 |
| RBLBANK | 27-Feb-20 | 308.80 | R1 | CE 320.00 | 3.65 | 1,117,500 | -10.98% | -3.99% | Long Windup | 1.18% | 2451 |
| RBLBANK | 27-Feb-20 | 308.80 | S1 | PE 300.00 | 2.85 | 831,000 | -40.00% | 0.73% | Short Buildup | 0.92% | 1071 |
| RBLBANK | 27-Feb-20 | 308.80 | S2 | PE 280.00 | 0.90 | 571,500 | -30.77% | -8.41% | Long Windup | 0.29% | 245 |
| RECLTD | 27-Feb-20 | 139.95 | R2 | CE 149.00 | 0.30 | 714,000 | 0.00% | -3.25% | 0.21% | 47 | |
| RECLTD | 27-Feb-20 | 139.95 | R1 | CE 144.00 | 0.95 | 678,000 | 35.71% | -18.71% | Short Covering | 0.68% | 120 |
| RECLTD | 27-Feb-20 | 139.95 | S1 | PE 129.00 | 0.20 | 546,000 | -33.33% | -9.90% | Long Windup | 0.14% | 27 |
| RECLTD | 27-Feb-20 | 139.95 | S2 | PE 124.00 | 0.10 | 540,000 | 0.00% | -7.22% | 0.07% | 11 | |
| RELIANCE | 27-Feb-20 | 1485.95 | R1 | CE 1520.00 | 7.25 | 1,189,000 | -47.65% | 31.89% | Short Buildup | 0.49% | 7211 |
| RELIANCE | 27-Feb-20 | 1485.95 | R1 | CE 1500.00 | 13.20 | 2,409,500 | -41.72% | 33.60% | Short Buildup | 0.89% | 9642 |
| RELIANCE | 27-Feb-20 | 1485.95 | S1 | PE 1500.00 | 23.40 | 813,000 | 39.29% | -6.66% | Short Covering | 1.57% | 4723 |
| RELIANCE | 27-Feb-20 | 1485.95 | S1 | PE 1480.00 | 12.90 | 759,000 | 32.31% | -2.75% | Short Covering | 0.87% | 5522 |
| SAIL | 27-Feb-20 | 42.15 | R2 | CE 50.00 | 0.05 | 7,269,100 | 0.00% | -16.73% | 0.12% | 179 | |
| SAIL | 27-Feb-20 | 42.15 | R1 | CE 47.00 | 0.05 | 3,485,400 | -50.00% | -5.93% | Long Windup | 0.12% | 122 |
| SAIL | 27-Feb-20 | 42.15 | S1 | PE 47.00 | 4.80 | 3,359,800 | -8.57% | 0.00% | 11.39% | 10 | |
| SAIL | 27-Feb-20 | 42.15 | S2 | PE 40.00 | 0.25 | 1,931,100 | -37.50% | 0.00% | 0.59% | 211 | |
| SBIN | 27-Feb-20 | 327.65 | R2 | CE 340.00 | 1.65 | 9,945,000 | 3.12% | -16.14% | Short Covering | 0.50% | 6381 |
| SBIN | 27-Feb-20 | 327.65 | R1 | CE 330.00 | 4.35 | 10,644,000 | 24.29% | -26.53% | Short Covering | 1.33% | 11496 |
| SBIN | 27-Feb-20 | 327.65 | S1 | PE 320.00 | 2.30 | 5,058,000 | -60.34% | 14.38% | Short Buildup | 0.70% | 6878 |
| SBIN | 27-Feb-20 | 327.65 | S1 | PE 300.00 | 0.40 | 5,772,000 | -60.00% | -6.51% | Long Windup | 0.12% | 3421 |
| SHREECEM | 27-Feb-20 | 24407.40 | R2 | CE 26000.00 | 30.00 | 1,450 | -63.94% | -3.33% | Long Windup | 0.12% | 8 |
| SHREECEM | 27-Feb-20 | 24407.40 | R1 | CE 25000.00 | 140.65 | 2,550 | -43.27% | 0.00% | 0.58% | 47 | |
| SHREECEM | 27-Feb-20 | 24407.40 | S1 | PE 24000.00 | 237.90 | 850 | 8.11% | 0.00% | 0.97% | 10 | |
| SHREECEM | 27-Feb-20 | 24407.40 | S2 | PE 22000.00 | 27.40 | 350 | 0.00% | 0.00% | 0.11% | 0 | |
| SIEMENS | 27-Feb-20 | 1412.70 | R2 | CE 1600.00 | 1.05 | 77,550 | -32.26% | 0.00% | 0.07% | 31 | |
| SIEMENS | 27-Feb-20 | 1412.70 | R1 | CE 1500.00 | 3.20 | 124,300 | -36.00% | 11.88% | Short Buildup | 0.23% | 140 |
| SIEMENS | 27-Feb-20 | 1412.70 | S1 | PE 1500.00 | 75.00 | 27,500 | -11.76% | -1.96% | Long Windup | 5.31% | 2 |
| SIEMENS | 27-Feb-20 | 1412.70 | S2 | PE 1400.00 | 13.30 | 48,950 | 4.31% | -1.11% | Short Covering | 0.94% | 61 |
| SRF | 27-Feb-20 | 4166.80 | R2 | CE 4300.00 | 19.95 | 47,750 | -24.29% | 18.63% | Short Buildup | 0.48% | 888 |
| SRF | 27-Feb-20 | 4166.80 | R1 | CE 4200.00 | 51.25 | 53,750 | -14.94% | -11.16% | Long Windup | 1.23% | 597 |
| SRF | 27-Feb-20 | 4166.80 | S1 | PE 4000.00 | 10.75 | 58,750 | -34.85% | -16.37% | Long Windup | 0.26% | 142 |
| SRF | 27-Feb-20 | 4166.80 | S2 | PE 3600.00 | 1.55 | 39,000 | -39.22% | -1.27% | Long Windup | 0.04% | 17 |
| SRTRANSFIN | 27-Feb-20 | 1341.30 | R2 | CE 1360.00 | 11.15 | 76,800 | 223.19% | 39.13% | Long Buildup | 0.83% | 805 |
| SRTRANSFIN | 27-Feb-20 | 1341.30 | R1 | CE 1300.00 | 31.95 | 102,600 | 120.34% | -24.67% | Short Covering | 2.38% | 1595 |
| SRTRANSFIN | 27-Feb-20 | 1341.30 | S1 | PE 1260.00 | 5.55 | 102,600 | -76.18% | 350.00% | Short Buildup | 0.41% | 491 |
| SRTRANSFIN | 27-Feb-20 | 1341.30 | S1 | PE 1200.00 | 1.80 | 121,800 | -74.47% | -6.02% | Long Windup | 0.13% | 342 |
| SUNPHARMA | 27-Feb-20 | 404.95 | R2 | CE 450.00 | 0.65 | 1,470,000 | -51.85% | -4.31% | Long Windup | 0.16% | 577 |
| SUNPHARMA | 27-Feb-20 | 404.95 | R1 | CE 420.00 | 2.80 | 1,536,250 | -27.27% | -0.41% | Long Windup | 0.69% | 1706 |
| SUNPHARMA | 27-Feb-20 | 404.95 | S1 | PE 420.00 | 17.25 | 750,000 | -7.75% | -3.54% | Long Windup | 4.26% | 44 |
| SUNPHARMA | 27-Feb-20 | 404.95 | S2 | PE 400.00 | 4.45 | 752,500 | -31.54% | -13.75% | Long Windup | 1.10% | 1062 |
| SUNTV | 27-Feb-20 | 490.80 | R2 | CE 520.00 | 1.55 | 260,400 | -43.64% | -7.66% | Long Windup | 0.32% | 354 |
| SUNTV | 27-Feb-20 | 490.80 | R1 | CE 500.00 | 4.00 | 510,000 | -39.85% | 15.18% | Short Buildup | 0.81% | 806 |
| SUNTV | 27-Feb-20 | 490.80 | S1 | PE 500.00 | 19.95 | 118,800 | 11.76% | 5.32% | Long Buildup | 4.06% | 35 |
| SUNTV | 27-Feb-20 | 490.80 | S1 | PE 480.00 | 7.10 | 104,400 | 0.71% | 6.10% | Long Buildup | 1.45% | 160 |
| TATACHEM | 27-Feb-20 | 763.65 | R2 | CE 800.00 | 2.30 | 195,300 | -8.00% | -8.05% | Long Windup | 0.30% | 85 |
| TATACHEM | 27-Feb-20 | 763.65 | R1 | CE 780.00 | 4.00 | 188,100 | -18.37% | -5.00% | Long Windup | 0.52% | 280 |
| TATACHEM | 27-Feb-20 | 763.65 | S1 | PE 740.00 | 0.65 | 249,300 | -56.67% | -1.42% | Long Windup | 0.09% | 57 |
| TATACHEM | 27-Feb-20 | 763.65 | S2 | PE 730.00 | 0.30 | 344,700 | -45.45% | 0.00% | 0.04% | 38 | |
| TATAGLOBAL | 27-Feb-20 | 380.50 | R2 | CE 410.00 | 1.05 | 1,647,000 | -40.00% | -3.94% | Long Windup | 0.28% | 416 |
| TATAGLOBAL | 27-Feb-20 | 380.50 | R1 | CE 400.00 | 1.90 | 2,521,800 | -37.70% | -1.68% | Long Windup | 0.50% | 692 |
| TATAGLOBAL | 27-Feb-20 | 380.50 | S1 | PE 380.00 | 5.75 | 785,700 | 0.00% | -12.08% | 1.51% | 271 | |
| TATAGLOBAL | 27-Feb-20 | 380.50 | S2 | PE 370.00 | 2.60 | 602,100 | -7.14% | -11.51% | Long Windup | 0.68% | 256 |
| TATAMOTORS | 27-Feb-20 | 158.50 | R2 | CE 200.00 | 0.20 | 6,987,500 | -33.33% | -7.78% | Long Windup | 0.13% | 615 |
| TATAMOTORS | 27-Feb-20 | 158.50 | R1 | CE 180.00 | 0.60 | 8,079,700 | -29.41% | -2.69% | Long Windup | 0.38% | 1868 |
| TATAMOTORS | 27-Feb-20 | 158.50 | S1 | PE 160.00 | 4.65 | 2,274,700 | -20.51% | 4.55% | Short Buildup | 2.93% | 1690 |
| TATAMOTORS | 27-Feb-20 | 158.50 | S2 | PE 150.00 | 1.30 | 2,597,200 | -33.33% | -2.74% | Long Windup | 0.82% | 1373 |
| TATAPOWER | 27-Feb-20 | 51.60 | R2 | CE 60.00 | 0.10 | 1,485,000 | 0.00% | -1.79% | 0.19% | 16 | |
| TATAPOWER | 27-Feb-20 | 51.60 | S1 | PE 58.00 | 6.30 | 441,000 | -3.08% | -7.55% | Long Windup | 12.21% | 4 |
| TATAPOWER | 27-Feb-20 | 51.60 | R1 | CE 55.00 | 0.30 | 1,008,000 | 0.00% | 2.75% | 0.58% | 130 | |
| TATAPOWER | 27-Feb-20 | 51.60 | S2 | PE 55.00 | 3.45 | 675,000 | -1.43% | -2.60% | Long Windup | 6.69% | 11 |
| TATASTEEL | 27-Feb-20 | 443.55 | R2 | CE 500.00 | 0.35 | 2,655,000 | 0.00% | -4.94% | 0.08% | 387 | |
| TATASTEEL | 27-Feb-20 | 443.55 | R1 | CE 480.00 | 0.75 | 1,806,000 | 0.00% | -8.72% | 0.17% | 720 | |
| TATASTEEL | 27-Feb-20 | 443.55 | S1 | PE 420.00 | 1.30 | 886,500 | -63.89% | 16.11% | Short Buildup | 0.29% | 2037 |
| TATASTEEL | 27-Feb-20 | 443.55 | S2 | PE 400.00 | 0.45 | 955,500 | -59.09% | 1.43% | Short Buildup | 0.10% | 758 |
| TCS | 27-Feb-20 | 2156.80 | R2 | CE 2240.00 | 5.35 | 232,500 | -62.46% | 0.87% | Short Buildup | 0.25% | 3618 |
| TCS | 27-Feb-20 | 2156.80 | R1 | CE 2200.00 | 12.20 | 404,750 | -58.22% | 48.53% | Short Buildup | 0.57% | 5811 |
| TCS | 27-Feb-20 | 2156.80 | S1 | PE 2100.00 | 9.65 | 259,250 | 67.83% | -12.71% | Short Covering | 0.45% | 1151 |
| TCS | 27-Feb-20 | 2156.80 | S2 | PE 1900.00 | 0.60 | 723,500 | -60.00% | -0.17% | Long Windup | 0.03% | 5 |
| TECHM | 27-Feb-20 | 829.60 | R2 | CE 850.00 | 3.15 | 170,400 | -52.63% | 2.90% | Short Buildup | 0.38% | 516 |
| TECHM | 27-Feb-20 | 829.60 | R1 | CE 840.00 | 5.95 | 162,000 | -48.26% | -0.74% | Long Windup | 0.72% | 230 |
| TECHM | 27-Feb-20 | 829.60 | S1 | PE 820.00 | 4.35 | 109,200 | 26.09% | -18.75% | Short Covering | 0.52% | 120 |
| TECHM | 27-Feb-20 | 829.60 | S2 | PE 800.00 | 1.40 | 162,000 | -12.50% | -17.68% | Long Windup | 0.17% | 103 |
| TITAN | 27-Feb-20 | 1322.85 | R2 | CE 1340.00 | 7.85 | 375,750 | -38.43% | 10.84% | Short Buildup | 0.59% | 1880 |
| TITAN | 27-Feb-20 | 1322.85 | R1 | CE 1320.00 | 15.00 | 234,750 | -32.58% | -22.72% | Long Windup | 1.13% | 795 |
| TITAN | 27-Feb-20 | 1322.85 | S1 | PE 1300.00 | 6.00 | 217,500 | -9.09% | -5.23% | Long Windup | 0.45% | 919 |
| TITAN | 27-Feb-20 | 1322.85 | S1 | PE 1280.00 | 2.45 | 225,750 | -28.99% | -4.14% | Long Windup | 0.19% | 654 |
| TORNTPHARM | 27-Feb-20 | 2238.95 | R2 | CE 2260.00 | 35.50 | 15,500 | -23.49% | -22.50% | Long Windup | 1.59% | 50 |
| TORNTPHARM | 27-Feb-20 | 2238.95 | R1 | CE 2100.00 | 145.30 | 11,500 | 32.45% | -4.17% | Short Covering | 6.49% | 4 |
| TORNTPHARM | 27-Feb-20 | 2238.95 | S1 | PE 2100.00 | 6.50 | 5,000 | -4.41% | -16.67% | Long Windup | 0.29% | 4 |
| TORNTPHARM | 27-Feb-20 | 2238.95 | S1 | PE 2000.00 | 1.50 | 10,500 | -28.57% | -4.55% | Long Windup | 0.07% | 6 |
| TORNTPOWER | 27-Feb-20 | 314.05 | R2 | CE 350.00 | 0.40 | 297,000 | 0.00% | 19.28% | 0.13% | 26 | |
| TORNTPOWER | 27-Feb-20 | 314.05 | R1 | CE 330.00 | 1.50 | 324,000 | -41.18% | -14.96% | Long Windup | 0.48% | 144 |
| TORNTPOWER | 27-Feb-20 | 314.05 | S1 | PE 300.00 | 0.95 | 120,000 | -17.39% | -6.98% | Long Windup | 0.30% | 13 |
| TORNTPOWER | 27-Feb-20 | 314.05 | S2 | PE 290.00 | 0.25 | 57,000 | -58.33% | -9.52% | Long Windup | 0.08% | 5 |
| TVSMOTOR | 27-Feb-20 | 446.45 | R2 | CE 480.00 | 0.35 | 411,750 | -56.25% | -1.29% | Long Windup | 0.08% | 45 |
| TVSMOTOR | 27-Feb-20 | 446.45 | R1 | CE 470.00 | 0.75 | 391,500 | -46.43% | -3.97% | Long Windup | 0.17% | 137 |
| TVSMOTOR | 27-Feb-20 | 446.45 | S1 | PE 460.00 | 17.10 | 108,000 | -28.00% | 1.27% | Short Buildup | 3.83% | 7 |
| TVSMOTOR | 27-Feb-20 | 446.45 | S2 | PE 440.00 | 4.90 | 139,050 | -39.51% | -8.85% | Long Windup | 1.10% | 107 |
| UBL | 27-Feb-20 | 1267.00 | R2 | CE 1340.00 | 3.30 | 67,200 | -59.01% | -17.24% | Long Windup | 0.26% | 80 |
| UBL | 27-Feb-20 | 1267.00 | R1 | CE 1300.00 | 8.05 | 61,600 | -57.41% | 2.33% | Short Buildup | 0.64% | 113 |
| UBL | 27-Feb-20 | 1267.00 | S1 | PE 1300.00 | 39.55 | 32,900 | 1.41% | 4.44% | Long Buildup | 3.12% | 9 |
| UBL | 27-Feb-20 | 1267.00 | S2 | PE 1260.00 | 13.20 | 34,300 | 19.46% | 2.08% | Long Buildup | 1.04% | 16 |
| UJJIVAN | 27-Feb-20 | 385.40 | R1 | CE 410.00 | 1.70 | 285,600 | -38.18% | -1.18% | Long Windup | 0.44% | 113 |
| UJJIVAN | 27-Feb-20 | 385.40 | R1 | CE 400.00 | 2.90 | 413,100 | -39.58% | -1.62% | Long Windup | 0.75% | 427 |
| UJJIVAN | 27-Feb-20 | 385.40 | S1 | PE 380.00 | 3.70 | 146,200 | 8.82% | 1.18% | Long Buildup | 0.96% | 36 |
| UJJIVAN | 27-Feb-20 | 385.40 | S2 | PE 370.00 | 1.70 | 175,100 | 3.03% | 0.98% | Long Buildup | 0.44% | 27 |
| ULTRACEMCO | 27-Feb-20 | 4428.10 | S1 | PE 5200.00 | 745.00 | 30,000 | 3.58% | 0.00% | 16.82% | 50 | |
| ULTRACEMCO | 27-Feb-20 | 4428.10 | R2 | CE 4600.00 | 16.25 | 62,800 | -42.88% | -9.51% | Long Windup | 0.37% | 334 |
| ULTRACEMCO | 27-Feb-20 | 4428.10 | R1 | CE 4500.00 | 38.65 | 77,400 | -39.42% | 15.18% | Short Buildup | 0.87% | 504 |
| ULTRACEMCO | 27-Feb-20 | 4428.10 | S2 | PE 4300.00 | 15.40 | 23,800 | 24.19% | 0.85% | Long Buildup | 0.35% | 117 |
| UPL | 27-Feb-20 | 584.35 | R2 | CE 600.00 | 5.55 | 441,000 | -20.71% | 7.46% | Short Buildup | 0.95% | 810 |
| UPL | 27-Feb-20 | 584.35 | R1 | CE 590.00 | 8.90 | 177,300 | -17.21% | 5.35% | Short Buildup | 1.52% | 533 |
| UPL | 27-Feb-20 | 584.35 | S1 | PE 580.00 | 8.90 | 120,600 | 2.30% | -1.47% | Short Covering | 1.52% | 284 |
| UPL | 27-Feb-20 | 584.35 | S1 | PE 570.00 | 5.50 | 152,100 | 2.80% | -3.43% | Short Covering | 0.94% | 231 |
| VEDL | 27-Feb-20 | 142.35 | R2 | CE 150.00 | 0.75 | 2,625,000 | -31.82% | -5.66% | Long Windup | 0.53% | 590 |
| VEDL | 27-Feb-20 | 142.35 | R1 | CE 145.00 | 1.70 | 2,285,500 | -27.66% | 5.15% | Short Buildup | 1.19% | 865 |
| VEDL | 27-Feb-20 | 142.35 | S1 | PE 140.00 | 1.35 | 1,547,000 | -22.86% | -3.91% | Long Windup | 0.95% | 610 |
| VEDL | 27-Feb-20 | 142.35 | S2 | PE 135.00 | 0.50 | 987,000 | -33.33% | -9.32% | Long Windup | 0.35% | 282 |
| VOLTAS | 27-Feb-20 | 725.00 | R2 | CE 750.00 | 4.10 | 308,000 | -51.76% | 38.74% | Short Buildup | 0.57% | 953 |
| VOLTAS | 27-Feb-20 | 725.00 | R1 | CE 740.00 | 6.30 | 286,000 | -47.50% | 12.60% | Short Buildup | 0.87% | 928 |
| VOLTAS | 27-Feb-20 | 725.00 | S1 | PE 710.00 | 4.50 | 126,000 | -11.76% | -3.82% | Long Windup | 0.62% | 232 |
| VOLTAS | 27-Feb-20 | 725.00 | S1 | PE 700.00 | 2.85 | 187,000 | -18.57% | -16.52% | Long Windup | 0.39% | 299 |
| WIPRO | 27-Feb-20 | 245.70 | R2 | CE 260.00 | 0.30 | 617,600 | -14.29% | 6.04% | Short Buildup | 0.12% | 31 |
| WIPRO | 27-Feb-20 | 245.70 | R1 | CE 250.00 | 1.30 | 620,800 | -39.53% | -7.62% | Long Windup | 0.53% | 310 |
| WIPRO | 27-Feb-20 | 245.70 | S1 | PE 245.00 | 1.80 | 198,400 | 28.57% | -20.51% | Short Covering | 0.73% | 102 |
| WIPRO | 27-Feb-20 | 245.70 | S1 | PE 240.00 | 0.70 | 361,600 | 40.00% | 0.00% | 0.28% | 42 | |
| YESBANK | 27-Feb-20 | 35.45 | R2 | CE 100.00 | 0.10 | 7,568,000 | 0.00% | -11.89% | 0.28% | 119 | |
| YESBANK | 27-Feb-20 | 35.45 | R1 | CE 40.00 | 0.75 | 8,527,200 | 36.36% | -17.88% | Short Covering | 2.12% | 1034 |
| YESBANK | 27-Feb-20 | 35.45 | S1 | PE 25.00 | 0.15 | 7,603,200 | -50.00% | 6.40% | Short Buildup | 0.42% | 197 |
| YESBANK | 27-Feb-20 | 35.45 | S2 | PE 15.00 | 0.05 | 13,446,400 | -50.00% | -3.23% | Long Windup | 0.14% | 110 |
| ZEEL | 27-Feb-20 | 256.80 | R2 | CE 300.00 | 0.70 | 909,500 | -6.67% | -8.39% | Long Windup | 0.27% | 296 |
| ZEEL | 27-Feb-20 | 256.80 | R1 | CE 270.00 | 2.60 | 916,300 | 10.64% | -4.09% | Short Covering | 1.01% | 1282 |
| ZEEL | 27-Feb-20 | 256.80 | S1 | PE 250.00 | 3.15 | 889,100 | -51.54% | 44.48% | Short Buildup | 1.23% | 927 |
| ZEEL | 27-Feb-20 | 256.80 | S2 | PE 220.00 | 0.70 | 904,400 | -46.15% | -6.01% | Long Windup | 0.27% | 273 |