Options Analysis

Expiry
Symbol
SPOT Price Filters





Show only

Options summary as on Friday, 04-Dec-20
Symbol     Expiry       SPOT Zone Strike Premium
Closing
Open
Interest
Premium
Close %
OI % Chg    Price Action   Premium Strength
(% of SPOT)
Contracts
(Liquidity)
ACC 31-Dec-20 1665.95 R2 CE 1800.00 19.85 497,500 -36.58% 66.95% Short Buildup 1.19% 1623
ACC 31-Dec-20 1665.95 R1 CE 1760.00 28.75 135,000 -35.25% 35.00% Short Buildup 1.73% 472
ACC 31-Dec-20 1665.95 S1 PE 1600.00 30.10 98,000 76.02% 9.50% Long Buildup 1.81% 620
ACC 31-Dec-20 1665.95 S2 PE 1500.00 9.10 97,500 95.70% 68.10% Long Buildup 0.55% 338
ADANIENT 31-Dec-20 445.95 R1 CE 460.00 21.65 478,000 -3.78% 28.49% Short Buildup 4.85% 382
ADANIENT 31-Dec-20 445.95 R1 CE 450.00 25.85 450,000 -3.72% 7.66% Short Buildup 5.80% 269
ADANIENT 31-Dec-20 445.95 S1 PE 400.00 8.25 326,000 -2.37% -0.61% Long Windup 1.85% 118
ADANIENT 31-Dec-20 445.95 S2 PE 350.00 1.95 252,000 0.00% 0.00% 0.44% 3
ADANIPORTS 31-Dec-20 453.70 R2 CE 500.00 6.15 1,042,500 86.36% 19.48% Long Buildup 1.36% 1167
ADANIPORTS 31-Dec-20 453.70 R1 CE 460.00 17.40 532,500 68.93% 13.30% Long Buildup 3.84% 1171
ADANIPORTS 31-Dec-20 453.70 S1 PE 420.00 5.60 635,000 -45.63% 27.64% Short Buildup 1.23% 385
ADANIPORTS 31-Dec-20 453.70 S2 PE 400.00 2.75 725,000 -45.54% 6.23% Short Buildup 0.61% 632
AMARAJABAT 31-Dec-20 911.60 R2 CE 1000.00 8.35 204,000 -4.57% 5.70% Short Buildup 0.92% 175
AMARAJABAT 31-Dec-20 911.60 R1 CE 900.00 38.05 113,000 -5.82% 0.89% Short Buildup 4.17% 27
AMARAJABAT 31-Dec-20 911.60 S1 PE 840.00 11.30 44,000 9.18% 37.50% Long Buildup 1.24% 48
AMARAJABAT 31-Dec-20 911.60 S2 PE 800.00 5.00 41,000 14.94% 0.00% 0.55% 2
AMBUJACEM 31-Dec-20 252.55 R2 CE 270.00 4.05 1,428,000 -37.21% 106.96% Short Buildup 1.60% 805
AMBUJACEM 31-Dec-20 252.55 R1 CE 260.00 7.10 1,599,000 -34.86% 197.77% Short Buildup 2.81% 1152
AMBUJACEM 31-Dec-20 252.55 S1 PE 250.00 7.50 531,000 76.47% 145.83% Long Buildup 2.97% 547
AMBUJACEM 31-Dec-20 252.55 S2 PE 240.00 4.15 399,000 159.38% 118.03% Long Buildup 1.64% 170
APOLLOHOSP 31-Dec-20 2434.65 R2 CE 2600.00 41.45 92,500 8.79% -1.07% Short Covering 1.70% 590
APOLLOHOSP 31-Dec-20 2434.65 R1 CE 2500.00 72.55 140,000 13.80% -25.93% Short Covering 2.98% 1020
APOLLOHOSP 31-Dec-20 2434.65 S1 PE 2400.00 77.60 52,500 -26.34% -5.41% Long Windup 3.19% 223
APOLLOHOSP 31-Dec-20 2434.65 S2 PE 2200.00 20.35 62,500 -35.60% -15.54% Long Windup 0.84% 231
APOLLOTYRE 31-Dec-20 188.25 R2 CE 200.00 4.45 645,000 -5.32% 3.20% Short Buildup 2.36% 217
APOLLOTYRE 31-Dec-20 188.25 R1 CE 190.00 8.10 525,000 -1.82% -3.67% Long Windup 4.30% 224
APOLLOTYRE 31-Dec-20 188.25 S1 PE 180.00 4.55 405,000 -14.15% 8.00% Short Buildup 2.42% 111
APOLLOTYRE 31-Dec-20 188.25 S1 PE 165.00 1.30 395,000 -23.53% 163.33% Short Buildup 0.69% 59
ASHOKLEY 31-Dec-20 94.80 R2 CE 100.00 3.10 6,111,000 -6.06% 15.87% Short Buildup 3.27% 755
ASHOKLEY 31-Dec-20 94.80 R1 CE 95.00 5.00 4,410,000 -6.54% -1.01% Long Windup 5.27% 624
ASHOKLEY 31-Dec-20 94.80 S1 PE 90.00 2.55 2,565,000 -1.92% 9.20% Short Buildup 2.69% 354
ASHOKLEY 31-Dec-20 94.80 S2 PE 85.00 1.25 3,411,000 -7.41% 6.46% Short Buildup 1.32% 266
ASIANPAINT 31-Dec-20 2438.75 R2 CE 2500.00 41.90 134,100 16.23% 13.16% Long Buildup 1.72% 2389
ASIANPAINT 31-Dec-20 2438.75 R1 CE 2400.00 89.80 229,500 20.54% -17.65% Short Covering 3.68% 1885
ASIANPAINT 31-Dec-20 2438.75 S1 PE 2200.00 12.40 237,000 -21.77% 0.77% Short Buildup 0.51% 904
ASIANPAINT 31-Dec-20 2438.75 S2 PE 2100.00 6.80 283,500 -15.53% 8.87% Short Buildup 0.28% 315
AUROPHARMA 31-Dec-20 900.65 R2 CE 1000.00 13.25 262,600 4.74% -9.21% Short Covering 1.47% 621
AUROPHARMA 31-Dec-20 900.65 R1 CE 900.00 43.30 507,650 2.49% -14.18% Short Covering 4.81% 2220
AUROPHARMA 31-Dec-20 900.65 S1 PE 800.00 7.15 211,250 -6.54% -1.81% Long Windup 0.79% 169
AUROPHARMA 31-Dec-20 900.65 S2 PE 780.00 4.65 159,900 -8.82% -2.38% Long Windup 0.52% 46
AXISBANK 31-Dec-20 614.50 R2 CE 700.00 5.00 1,165,200 20.48% -4.05% Short Covering 0.81% 1275
AXISBANK 31-Dec-20 614.50 R1 CE 620.00 25.95 2,082,000 22.70% 65.71% Long Buildup 4.22% 5622
AXISBANK 31-Dec-20 614.50 S1 PE 610.00 22.50 633,600 -21.88% 16.81% Short Buildup 3.66% 1370
AXISBANK 31-Dec-20 614.50 S1 PE 600.00 18.05 1,110,000 -24.16% 9.60% Short Buildup 2.94% 1863
BAJAJ-AUTO 31-Dec-20 3311.40 R2 CE 3500.00 47.65 76,500 2.25% -2.86% Short Covering 1.44% 586
BAJAJ-AUTO 31-Dec-20 3311.40 R1 CE 3400.00 78.45 96,000 1.55% 2.67% Long Buildup 2.37% 649
BAJAJ-AUTO 31-Dec-20 3311.40 S1 PE 3200.00 53.15 54,250 -13.51% -1.36% Long Windup 1.61% 224
BAJAJ-AUTO 31-Dec-20 3311.40 S2 PE 3000.00 15.40 51,750 -16.30% -11.91% Long Windup 0.47% 148
BAJAJFINSV 31-Dec-20 9052.45 R2 CE 10000.00 132.40 69,875 -14.39% 12.02% Short Buildup 1.46% 890
BAJAJFINSV 31-Dec-20 9052.45 R1 CE 9500.00 258.25 57,625 -12.86% 3.36% Short Buildup 2.85% 918
BAJAJFINSV 31-Dec-20 9052.45 S1 PE 8000.00 71.55 100,000 -5.11% 1.27% Short Buildup 0.79% 706
BAJAJFINSV 31-Dec-20 9052.45 S2 PE 7000.00 12.30 55,375 -17.73% -3.06% Long Windup 0.14% 227
BAJFINANCE 31-Dec-20 4875.35 R2 CE 5500.00 39.95 228,500 -8.58% 28.55% Short Buildup 0.82% 2338
BAJFINANCE 31-Dec-20 4875.35 R1 CE 5000.00 160.80 260,500 -2.43% 2.06% Short Buildup 3.30% 4151
BAJFINANCE 31-Dec-20 4875.35 S1 PE 4500.00 68.95 196,500 -15.81% -0.38% Long Windup 1.41% 1603
BAJFINANCE 31-Dec-20 4875.35 S2 PE 4000.00 11.65 335,500 -21.02% 1.21% Short Buildup 0.24% 792
BALKRISIND 31-Dec-20 1649.50 R2 CE 1700.00 48.35 92,000 -8.43% -2.13% Long Windup 2.93% 273
BALKRISIND 31-Dec-20 1649.50 R1 CE 1680.00 55.80 17,600 -6.30% 4.76% Short Buildup 3.38% 24
BALKRISIND 31-Dec-20 1649.50 S1 PE 1600.00 39.30 41,600 -10.07% 0.00% 2.38% 101
BALKRISIND 31-Dec-20 1649.50 S2 PE 1500.00 14.50 16,000 -10.77% 11.11% Short Buildup 0.88% 13
BANDHANBNK 31-Dec-20 393.40 R2 CE 400.00 18.45 709,200 54.39% -1.25% Short Covering 4.69% 1914
BANDHANBNK 31-Dec-20 393.40 S1 PE 360.00 7.55 633,600 -36.82% 11.04% Short Buildup 1.92% 853
BANDHANBNK 31-Dec-20 393.40 R1 CE 350.00 49.40 651,600 34.06% 0.84% Long Buildup 12.56% 68
BANDHANBNK 31-Dec-20 393.40 S2 PE 350.00 5.30 410,400 -38.01% 31.03% Short Buildup 1.35% 345
BANKBARODA 31-Dec-20 59.05 R2 CE 60.00 3.30 6,018,800 4.76% 6.53% Long Buildup 5.59% 2001
BANKBARODA 31-Dec-20 59.05 R1 CE 55.00 6.05 3,739,200 5.22% -16.18% Short Covering 10.25% 937
BANKBARODA 31-Dec-20 59.05 S1 PE 50.00 0.55 3,509,600 -26.67% 14.13% Short Buildup 0.93% 841
BANKBARODA 31-Dec-20 59.05 S2 PE 40.00 0.05 2,033,600 0.00% 1.22% 0.08% 6
BANKNIFTY 31-Dec-20 30052.40 R2 CE 32000.00 234.70 250,925 38.63% 18.60% Long Buildup 0.78% 21455
BANKNIFTY 31-Dec-20 30052.40 R1 CE 30000.00 940.55 291,325 38.09% -8.93% Short Covering 3.13% 29825
BANKNIFTY 31-Dec-20 30052.40 S1 PE 27000.00 74.40 357,925 -47.07% 4.24% Short Buildup 0.25% 17049
BANKNIFTY 31-Dec-20 30052.40 S2 PE 26000.00 29.80 341,800 -47.26% 18.87% Short Buildup 0.10% 11442
BATAINDIA 31-Dec-20 1563.85 R2 CE 1700.00 14.75 127,600 9.67% -2.52% Short Covering 0.94% 249
BATAINDIA 31-Dec-20 1563.85 R1 CE 1600.00 41.80 135,300 18.41% -24.07% Short Covering 2.67% 686
BATAINDIA 31-Dec-20 1563.85 S1 PE 1500.00 23.85 55,550 -24.76% -2.88% Long Windup 1.53% 212
BATAINDIA 31-Dec-20 1563.85 S2 PE 1400.00 6.80 67,100 -24.86% -2.40% Long Windup 0.43% 95
BEL 31-Dec-20 115.75 R2 CE 120.00 4.05 2,310,400 -1.22% 3.40% Short Buildup 3.50% 515
BEL 31-Dec-20 115.75 R1 CE 115.00 6.15 1,368,000 0.82% -16.67% Short Covering 5.31% 454
BEL 31-Dec-20 115.75 S1 PE 105.00 1.45 790,400 -19.44% 28.40% Short Buildup 1.25% 112
BEL 31-Dec-20 115.75 S2 PE 100.00 0.75 858,800 -11.76% 3.67% Short Buildup 0.65% 49
BERGEPAINT 31-Dec-20 671.20 R2 CE 680.00 18.70 119,900 -4.83% 9.00% Short Buildup 2.79% 104
BERGEPAINT 31-Dec-20 671.20 R1 CE 650.00 35.95 78,100 5.27% -10.13% Short Covering 5.36% 17
BERGEPAINT 31-Dec-20 671.20 S1 PE 650.00 10.25 49,500 -12.39% 21.62% Short Buildup 1.53% 32
BERGEPAINT 31-Dec-20 671.20 S2 PE 620.00 4.55 67,100 0.00% 0.00% 0.68% 0
BHARATFORG 31-Dec-20 551.95 R2 CE 600.00 10.90 370,500 21.11% 37.99% Long Buildup 1.97% 1255
BHARATFORG 31-Dec-20 551.95 R1 CE 560.00 24.30 381,000 20.30% 238.67% Long Buildup 4.40% 2366
BHARATFORG 31-Dec-20 551.95 S1 PE 540.00 20.00 96,000 -21.26% 433.33% Short Buildup 3.62% 282
BHARATFORG 31-Dec-20 551.95 S1 PE 500.00 7.45 130,500 -24.37% 3.57% Short Buildup 1.35% 344
BHARTIARTL 31-Dec-20 493.75 R2 CE 520.00 11.60 3,437,307 51.63% 87.77% Long Buildup 2.35% 6640
BHARTIARTL 31-Dec-20 493.75 R1 CE 500.00 18.80 4,692,285 40.30% 8.57% Long Buildup 3.81% 10963
BHARTIARTL 31-Dec-20 493.75 S1 PE 450.00 4.20 1,562,244 -35.88% 11.94% Short Buildup 0.85% 1503
BHARTIARTL 31-Dec-20 493.75 S2 PE 420.00 1.30 1,775,109 -33.33% -2.74% Long Windup 0.26% 583
BHEL 31-Dec-20 34.25 R2 CE 40.00 0.65 8,127,000 -7.14% 18.71% Short Buildup 1.90% 538
BHEL 31-Dec-20 34.25 R1 CE 35.00 1.95 8,253,000 0.00% 0.00% 5.69% 520
BHEL 31-Dec-20 34.25 S1 PE 32.00 1.00 2,562,000 -4.76% 11.93% Short Buildup 2.92% 65
BHEL 31-Dec-20 34.25 S2 PE 30.00 0.50 4,410,000 0.00% 5.53% 1.46% 138
BIOCON 31-Dec-20 442.65 R1 CE 450.00 17.25 761,300 26.84% 27.80% Long Buildup 3.90% 1087
BIOCON 31-Dec-20 442.65 R1 CE 440.00 22.00 853,300 24.29% 14.15% Long Buildup 4.97% 1453
BIOCON 31-Dec-20 442.65 S1 PE 420.00 8.40 342,700 -25.33% 9.56% Short Buildup 1.90% 251
BIOCON 31-Dec-20 442.65 S2 PE 400.00 3.85 471,500 -29.36% 10.22% Short Buildup 0.87% 281
BOSCHLTD 31-Dec-20 13119.65 R1 CE 14000.00 330.80 9,800 8.42% -23.74% Short Covering 2.52% 546
BOSCHLTD 31-Dec-20 13119.65 R1 CE 13500.00 505.85 7,150 7.44% 126.98% Long Buildup 3.86% 291
BOSCHLTD 31-Dec-20 13119.65 S1 PE 12000.00 197.00 2,000 3.36% 14.29% Long Buildup 1.50% 23
BOSCHLTD 31-Dec-20 13119.65 S2 PE 11000.00 40.00 2,250 -11.11% -2.17% Long Windup 0.30% 4
BPCL 31-Dec-20 392.30 R2 CE 440.00 7.20 1,749,600 -13.77% 8.97% Short Buildup 1.84% 727
BPCL 31-Dec-20 392.30 R1 CE 400.00 17.55 3,695,400 -10.91% 8.34% Short Buildup 4.47% 1787
BPCL 31-Dec-20 392.30 S1 PE 360.00 5.90 1,483,200 -0.84% 10.01% Short Buildup 1.50% 378
BPCL 31-Dec-20 392.30 S2 PE 350.00 3.95 1,265,400 0.00% 7.16% 1.01% 277
BRITANNIA 31-Dec-20 3648.20 R2 CE 4000.00 17.95 86,000 11.84% 18.13% Long Buildup 0.49% 377
BRITANNIA 31-Dec-20 3648.20 R1 CE 3700.00 81.55 57,800 1.18% -2.36% Short Covering 2.24% 615
BRITANNIA 31-Dec-20 3648.20 S1 PE 3500.00 33.25 53,800 -17.49% 13.03% Short Buildup 0.91% 217
BRITANNIA 31-Dec-20 3648.20 S2 PE 3400.00 17.45 40,000 -18.65% -13.79% Long Windup 0.48% 272
CADILAHC 31-Dec-20 471.05 R2 CE 520.00 7.55 523,600 24.79% 1.71% Long Buildup 1.60% 468
CADILAHC 31-Dec-20 471.05 R1 CE 500.00 12.30 816,200 23.62% 9.12% Long Buildup 2.61% 2034
CADILAHC 31-Dec-20 471.05 S1 PE 420.00 3.80 279,400 -27.62% 12.39% Short Buildup 0.81% 238
CADILAHC 31-Dec-20 471.05 S2 PE 400.00 1.80 334,400 -32.08% -24.00% Long Windup 0.38% 142
CANBK 31-Dec-20 111.20 R2 CE 120.00 3.00 3,595,000 -17.81% 52.33% Short Buildup 2.70% 1915
CANBK 31-Dec-20 111.20 R1 CE 110.00 6.50 3,050,000 -11.56% 109.62% Short Buildup 5.85% 2081
CANBK 31-Dec-20 111.20 S1 PE 105.00 3.25 2,235,000 -27.78% 94.35% Short Buildup 2.92% 1360
CANBK 31-Dec-20 111.20 S1 PE 100.00 1.95 2,110,000 -32.76% 56.88% Short Buildup 1.75% 1139
CHOLAFIN 31-Dec-20 369.75 R2 CE 400.00 9.25 265,000 -2.63% -5.36% Long Windup 2.50% 208
CHOLAFIN 31-Dec-20 369.75 R1 CE 380.00 15.45 295,000 -1.28% 0.85% Short Buildup 4.18% 288
CHOLAFIN 31-Dec-20 369.75 S1 PE 350.00 9.85 247,500 -2.96% 16.47% Short Buildup 2.66% 252
CHOLAFIN 31-Dec-20 369.75 S2 PE 300.00 1.55 187,500 3.33% -1.32% Short Covering 0.42% 18
CIPLA 31-Dec-20 766.95 R2 CE 800.00 16.25 1,028,300 4.50% 12.20% Long Buildup 2.12% 1363
CIPLA 31-Dec-20 766.95 R1 CE 780.00 23.50 401,700 3.75% -4.63% Short Covering 3.06% 1009
CIPLA 31-Dec-20 766.95 S1 PE 750.00 16.75 306,800 -19.47% -8.88% Long Windup 2.18% 548
CIPLA 31-Dec-20 766.95 S2 PE 700.00 4.35 449,800 -27.50% 1.47% Short Buildup 0.57% 331
COALINDIA 31-Dec-20 133.30 R2 CE 140.00 2.50 2,545,600 -13.79% -5.23% Long Windup 1.88% 1735
COALINDIA 31-Dec-20 133.30 R1 CE 135.00 4.20 2,849,000 -11.58% 4.62% Short Buildup 3.15% 1515
COALINDIA 31-Dec-20 133.30 S1 PE 130.00 2.80 1,235,800 -8.20% 26.04% Short Buildup 2.10% 1130
COALINDIA 31-Dec-20 133.30 S2 PE 120.00 0.55 1,365,300 -21.43% -5.14% Long Windup 0.41% 359
COFORGE 31-Dec-20 2448.15 R2 CE 2600.00 69.65 34,125 -17.57% 22.97% Short Buildup 2.85% 56
COFORGE 31-Dec-20 2448.15 R1 CE 2500.00 105.85 69,375 -16.16% 8.19% Short Buildup 4.32% 80
COFORGE 31-Dec-20 2448.15 S1 PE 2400.00 92.50 11,250 9.73% 0.00% 3.78% 4
COFORGE 31-Dec-20 2448.15 S2 PE 2300.00 53.50 10,500 8.08% 3.70% Long Buildup 2.19% 2
COLPAL 31-Dec-20 1540.80 R2 CE 1700.00 4.60 69,300 8.24% 2.06% Long Buildup 0.30% 67
COLPAL 31-Dec-20 1540.80 R1 CE 1600.00 20.20 84,000 8.89% 10.09% Long Buildup 1.31% 116
COLPAL 31-Dec-20 1540.80 S1 PE 1500.00 19.40 22,400 -9.35% 10.34% Short Buildup 1.26% 14
COLPAL 31-Dec-20 1540.80 S2 PE 1400.00 3.50 62,300 -5.41% -21.93% Long Windup 0.23% 61
CONCOR 31-Dec-20 412.65 R2 CE 430.00 13.35 451,707 -15.77% 7.04% Short Buildup 3.24% 574
CONCOR 31-Dec-20 412.65 R1 CE 420.00 17.40 1,409,826 -14.29% 54.19% Short Buildup 4.22% 1319
CONCOR 31-Dec-20 412.65 S1 PE 380.00 5.60 381,372 3.70% 79.41% Long Buildup 1.36% 207
CONCOR 31-Dec-20 412.65 S2 PE 370.00 3.75 384,498 2.74% 76.98% Long Buildup 0.91% 199
CUMMINSIND 31-Dec-20 567.40 R2 CE 600.00 11.10 54,000 -13.95% 0.00% 1.96% 18
CUMMINSIND 31-Dec-20 567.40 R1 CE 580.00 17.55 44,400 -13.76% 23.33% Short Buildup 3.09% 35
CUMMINSIND 31-Dec-20 567.40 S1 PE 550.00 14.00 22,800 10.24% 0.00% 2.47% 7
CUMMINSIND 31-Dec-20 567.40 S2 PE 500.00 3.10 27,600 26.53% 0.00% 0.55% 2
DABUR 31-Dec-20 502.30 R2 CE 520.00 8.60 882,500 -2.27% 3.22% Short Buildup 1.71% 668
DABUR 31-Dec-20 502.30 R1 CE 510.00 12.30 1,011,250 -1.99% 18.10% Short Buildup 2.45% 833
DABUR 31-Dec-20 502.30 S1 PE 500.00 11.10 700,000 -7.88% 8.11% Short Buildup 2.21% 432
DABUR 31-Dec-20 502.30 S2 PE 480.00 4.20 461,250 -17.65% 2.79% Short Buildup 0.84% 315
DIVISLAB 31-Dec-20 3711.95 R2 CE 4000.00 51.90 51,600 9.73% 8.86% Long Buildup 1.40% 315
DIVISLAB 31-Dec-20 3711.95 R1 CE 3800.00 111.45 109,400 7.53% 39.19% Long Buildup 3.00% 1876
DIVISLAB 31-Dec-20 3711.95 S1 PE 3400.00 28.85 24,600 -7.68% 20.59% Short Buildup 0.78% 127
DIVISLAB 31-Dec-20 3711.95 S2 PE 3300.00 16.40 27,400 -13.46% 0.00% 0.44% 46
DLF 31-Dec-20 211.30 R2 CE 220.00 7.10 1,399,200 46.39% 2.17% Long Buildup 3.36% 1335
DLF 31-Dec-20 211.30 R1 CE 210.00 11.35 1,029,600 42.77% -16.35% Short Covering 5.37% 2539
DLF 31-Dec-20 211.30 S1 PE 200.00 5.60 963,600 -37.78% -1.02% Long Windup 2.65% 742
DLF 31-Dec-20 211.30 S2 PE 180.00 1.60 917,400 -41.82% 9.88% Short Buildup 0.76% 313
DRREDDY 31-Dec-20 4908.55 R2 CE 5500.00 60.45 125,375 -9.51% 11.69% Short Buildup 1.23% 1146
DRREDDY 31-Dec-20 4908.55 R1 CE 5000.00 191.85 306,000 -5.24% 11.63% Short Buildup 3.91% 3266
DRREDDY 31-Dec-20 4908.55 S1 PE 4800.00 143.05 91,625 -1.17% 15.25% Short Buildup 2.91% 585
DRREDDY 31-Dec-20 4908.55 S2 PE 4500.00 47.25 112,375 -3.77% 10.44% Short Buildup 0.96% 554
EICHERMOT 31-Dec-20 2553.50 R2 CE 2700.00 55.15 110,600 -0.90% 6.40% Short Buildup 2.16% 542
EICHERMOT 31-Dec-20 2553.50 R1 CE 2600.00 90.70 171,150 -0.77% 19.27% Short Buildup 3.55% 960
EICHERMOT 31-Dec-20 2553.50 S1 PE 2400.00 41.95 60,200 -5.62% 10.26% Short Buildup 1.64% 239
EICHERMOT 31-Dec-20 2553.50 S2 PE 2300.00 21.95 73,150 -6.40% 0.97% Short Buildup 0.86% 165
ESCORTS 31-Dec-20 1432.40 R2 CE 1500.00 35.85 161,700 17.16% 40.67% Long Buildup 2.50% 2672
ESCORTS 31-Dec-20 1432.40 R1 CE 1400.00 80.20 165,000 16.49% -7.98% Short Covering 5.60% 317
ESCORTS 31-Dec-20 1432.40 S1 PE 1400.00 45.55 84,150 -18.44% 0.66% Short Buildup 3.18% 567
ESCORTS 31-Dec-20 1432.40 S2 PE 1200.00 5.55 122,650 -10.48% 9.85% Short Buildup 0.39% 97
EXIDEIND 31-Dec-20 186.85 R2 CE 200.00 4.00 1,296,000 15.94% -5.26% Short Covering 2.14% 690
EXIDEIND 31-Dec-20 186.85 R1 CE 190.00 7.25 1,170,000 15.08% -2.99% Short Covering 3.88% 952
EXIDEIND 31-Dec-20 186.85 S1 PE 170.00 1.90 457,200 -26.92% 7.63% Short Buildup 1.02% 100
EXIDEIND 31-Dec-20 186.85 S2 PE 160.00 0.80 453,600 -27.27% -2.33% Long Windup 0.43% 34
FEDERALBNK 31-Dec-20 66.00 R2 CE 70.00 2.35 9,333,000 2.17% 14.97% Long Buildup 3.56% 1382
FEDERALBNK 31-Dec-20 66.00 R1 CE 65.00 4.30 3,986,500 3.61% 7.82% Long Buildup 6.52% 607
FEDERALBNK 31-Dec-20 66.00 S1 PE 65.00 2.90 2,618,000 -12.12% 20.78% Short Buildup 4.39% 410
FEDERALBNK 31-Dec-20 66.00 S1 PE 60.00 1.10 3,867,500 -18.52% 0.22% Short Buildup 1.67% 276
GAIL 31-Dec-20 119.80 R2 CE 130.00 2.10 3,324,500 2.44% -4.39% Short Covering 1.75% 635
GAIL 31-Dec-20 119.80 R1 CE 120.00 5.40 2,854,800 9.09% -20.81% Short Covering 4.51% 898
GAIL 31-Dec-20 119.80 S1 PE 110.00 1.95 1,714,100 -26.42% 13.31% Short Buildup 1.63% 405
GAIL 31-Dec-20 119.80 S2 PE 100.00 0.55 2,043,500 -31.25% 10.93% Short Buildup 0.46% 224
GLENMARK 31-Dec-20 503.25 R2 CE 600.00 3.80 261,050 58.33% 46.45% Long Buildup 0.76% 199
GLENMARK 31-Dec-20 503.25 R1 CE 500.00 25.35 531,300 42.42% -1.91% Short Covering 5.04% 1638
GLENMARK 31-Dec-20 503.25 S1 PE 480.00 10.90 284,050 -29.45% 0.82% Short Buildup 2.17% 209
GLENMARK 31-Dec-20 503.25 S2 PE 460.00 6.00 232,300 -30.64% 1.51% Short Buildup 1.19% 134
GMRINFRA 31-Dec-20 26.00 R2 CE 30.00 0.45 8,640,000 -18.18% 31.51% Short Buildup 1.73% 306
GMRINFRA 31-Dec-20 26.00 R1 CE 27.00 1.15 5,850,000 -17.86% 7.88% Short Buildup 4.42% 118
GMRINFRA 31-Dec-20 26.00 S1 PE 26.00 1.35 1,260,000 35.00% 1.82% Long Buildup 5.19% 23
GMRINFRA 31-Dec-20 26.00 S1 PE 24.00 0.55 1,575,000 37.50% 11.11% Long Buildup 2.12% 38
GODREJCP 31-Dec-20 710.00 R2 CE 750.00 12.40 114,000 -11.43% 22.58% Short Buildup 1.75% 73
GODREJCP 31-Dec-20 710.00 R1 CE 720.00 22.30 226,000 -10.44% 0.00% 3.14% 194
GODREJCP 31-Dec-20 710.00 S1 PE 700.00 18.40 67,000 4.25% 17.54% Long Buildup 2.59% 28
GODREJCP 31-Dec-20 710.00 S1 PE 670.00 7.35 59,000 -4.55% 7.27% Short Buildup 1.04% 15
GODREJPROP 31-Dec-20 1200.30 R2 CE 1300.00 23.55 148,850 14.04% 133.67% Long Buildup 1.96% 822
GODREJPROP 31-Dec-20 1200.30 R1 CE 1200.00 55.05 128,050 10.21% -37.66% Short Covering 4.59% 745
GODREJPROP 31-Dec-20 1200.30 S1 PE 1100.00 28.90 35,100 -0.34% 8.00% Short Buildup 2.41% 51
GODREJPROP 31-Dec-20 1200.30 S2 PE 1000.00 6.50 26,000 -23.98% 2.56% Short Buildup 0.54% 9
GRASIM 31-Dec-20 931.50 R2 CE 940.00 32.80 150,100 37.82% 5.33% Long Buildup 3.52% 809
GRASIM 31-Dec-20 931.50 S1 PE 900.00 19.35 130,150 -26.84% 28.04% Short Buildup 2.08% 349
GRASIM 31-Dec-20 931.50 R1 CE 860.00 82.00 166,250 15.49% 2.34% Long Buildup 8.80% 12
GRASIM 31-Dec-20 931.50 S2 PE 860.00 9.40 104,500 -29.06% 3.77% Short Buildup 1.01% 117
HAVELLS 31-Dec-20 829.50 R1 CE 850.00 22.20 126,000 -8.83% 22.33% Short Buildup 2.68% 167
HAVELLS 31-Dec-20 829.50 R1 CE 840.00 26.20 142,000 -8.23% -5.96% Long Windup 3.16% 206
HAVELLS 31-Dec-20 829.50 S1 PE 800.00 13.60 111,000 -2.51% -21.28% Long Windup 1.64% 93
HAVELLS 31-Dec-20 829.50 S2 PE 780.00 8.35 67,000 -6.18% -1.47% Long Windup 1.01% 12
HCLTECH 31-Dec-20 858.50 R2 CE 900.00 17.15 900,900 -5.25% -2.94% Long Windup 2.00% 1391
HCLTECH 31-Dec-20 858.50 R1 CE 860.00 31.95 392,700 -6.03% 7.88% Short Buildup 3.72% 1014
HCLTECH 31-Dec-20 858.50 S1 PE 800.00 8.30 313,600 -4.60% 1.82% Short Buildup 0.97% 437
HCLTECH 31-Dec-20 858.50 S2 PE 750.00 2.70 273,700 -19.40% -2.01% Long Windup 0.31% 58
HDFC 31-Dec-20 2245.90 R1 CE 2400.00 23.50 425,400 -8.38% 0.64% Short Buildup 1.05% 2148
HDFC 31-Dec-20 2245.90 R1 CE 2300.00 52.75 549,000 -6.97% 15.31% Short Buildup 2.35% 4118
HDFC 31-Dec-20 2245.90 S1 PE 2200.00 43.80 236,100 -6.81% 12.27% Short Buildup 1.95% 2551
HDFC 31-Dec-20 2245.90 S2 PE 2000.00 6.50 257,100 -16.13% -0.81% Long Windup 0.29% 520
HDFCBANK 31-Dec-20 1385.60 R2 CE 1500.00 10.15 1,035,100 4.64% 4.85% Long Buildup 0.73% 2448
HDFCBANK 31-Dec-20 1385.60 S1 PE 1420.00 54.30 616,550 -17.60% -1.23% Long Windup 3.92% 294
HDFCBANK 31-Dec-20 1385.60 R1 CE 1400.00 38.60 1,130,800 9.50% 10.84% Long Buildup 2.79% 7040
HDFCBANK 31-Dec-20 1385.60 S2 PE 1300.00 10.50 681,450 -28.81% 12.03% Short Buildup 0.76% 2309
HDFCLIFE 31-Dec-20 643.25 R2 CE 700.00 7.90 2,830,300 -15.96% 7.66% Short Buildup 1.23% 1366
HDFCLIFE 31-Dec-20 643.25 R1 CE 650.00 21.90 1,639,000 -13.95% 9.32% Short Buildup 3.40% 1723
HDFCLIFE 31-Dec-20 643.25 S1 PE 640.00 19.55 864,600 9.83% 6.36% Long Buildup 3.04% 408
HDFCLIFE 31-Dec-20 643.25 S2 PE 600.00 6.50 1,135,200 4.00% 9.44% Long Buildup 1.01% 556
HEROMOTOCO 31-Dec-20 3180.45 R1 CE 3300.00 68.50 120,000 13.41% 16.96% Long Buildup 2.15% 2193
HEROMOTOCO 31-Dec-20 3180.45 R1 CE 3200.00 105.75 219,000 13.22% -8.41% Short Covering 3.33% 2690
HEROMOTOCO 31-Dec-20 3180.45 S1 PE 3000.00 43.60 77,700 -25.79% 4.86% Short Buildup 1.37% 577
HEROMOTOCO 31-Dec-20 3180.45 S2 PE 2800.00 12.50 70,800 -33.16% 0.43% Short Buildup 0.39% 317
HINDALCO 31-Dec-20 252.70 R2 CE 260.00 8.55 1,763,000 78.13% 8.18% Long Buildup 3.38% 2660
HINDALCO 31-Dec-20 252.70 R1 CE 250.00 13.10 1,806,000 65.82% 2.44% Long Buildup 5.18% 2129
HINDALCO 31-Dec-20 252.70 S1 PE 220.00 1.90 1,745,800 -43.28% 45.00% Short Buildup 0.75% 761
HINDALCO 31-Dec-20 252.70 S2 PE 200.00 0.60 1,290,000 -36.84% 8.70% Short Buildup 0.24% 208
HINDPETRO 31-Dec-20 216.65 R2 CE 230.00 4.30 969,300 -24.56% 5.28% Short Buildup 1.98% 419
HINDPETRO 31-Dec-20 216.65 R1 CE 220.00 7.50 1,841,400 -23.47% 11.80% Short Buildup 3.46% 670
HINDPETRO 31-Dec-20 216.65 S1 PE 210.00 4.65 961,200 19.23% 6.59% Long Buildup 2.15% 304
HINDPETRO 31-Dec-20 216.65 S2 PE 200.00 1.85 1,684,800 15.63% 4.87% Long Buildup 0.85% 225
HINDUNILVR 31-Dec-20 2184.20 R2 CE 2300.00 21.80 406,500 96.40% 23.74% Long Buildup 1.00% 3667
HINDUNILVR 31-Dec-20 2184.20 R1 CE 2200.00 55.35 518,400 78.26% -8.76% Short Covering 2.53% 9015
HINDUNILVR 31-Dec-20 2184.20 S1 PE 2100.00 17.10 273,000 -47.38% -0.33% Long Windup 0.78% 2206
HINDUNILVR 31-Dec-20 2184.20 S2 PE 2000.00 5.50 256,800 -43.01% -30.24% Long Windup 0.25% 888
IBULHSGFIN 31-Dec-20 194.05 R2 CE 220.00 8.10 1,286,500 -8.99% -3.04% Long Windup 4.17% 518
IBULHSGFIN 31-Dec-20 194.05 R1 CE 200.00 14.55 3,031,800 -6.13% 4.26% Short Buildup 7.50% 1944
IBULHSGFIN 31-Dec-20 194.05 S1 PE 190.00 14.05 703,700 -6.33% 28.98% Short Buildup 7.24% 242
IBULHSGFIN 31-Dec-20 194.05 S1 PE 180.00 9.55 626,200 -7.73% 1.00% Short Buildup 4.92% 163
ICICIBANK 31-Dec-20 502.05 R2 CE 500.00 22.15 4,076,875 72.37% -7.89% Short Covering 4.41% 18933
ICICIBANK 31-Dec-20 502.05 R1 CE 480.00 33.80 2,227,500 57.58% -7.90% Short Covering 6.73% 2777
ICICIBANK 31-Dec-20 502.05 S1 PE 480.00 9.60 2,084,500 -42.17% 17.07% Short Buildup 1.91% 4484
ICICIBANK 31-Dec-20 502.05 S1 PE 470.00 6.95 1,839,750 -43.95% 54.68% Short Buildup 1.38% 4886
ICICIGI 31-Dec-20 1450.25 R2 CE 1520.00 27.85 24,225 -33.77% 11.76% Short Buildup 1.92% 28
ICICIGI 31-Dec-20 1450.25 R1 CE 1500.00 34.40 60,350 -31.68% 108.82% Short Buildup 2.37% 198
ICICIGI 31-Dec-20 1450.25 S1 PE 1500.00 75.80 5,950 31.60% 7.69% Long Buildup 5.23% 15
ICICIGI 31-Dec-20 1450.25 S1 PE 1400.00 26.05 19,550 38.56% 84.00% Long Buildup 1.80% 52
ICICIPRULI 31-Dec-20 476.20 R2 CE 500.00 9.90 312,000 1.02% -3.26% Short Covering 2.08% 275
ICICIPRULI 31-Dec-20 476.20 R1 CE 480.00 17.20 253,500 0.29% -19.14% Short Covering 3.61% 265
ICICIPRULI 31-Dec-20 476.20 S1 PE 440.00 4.55 115,500 -10.78% -7.23% Long Windup 0.96% 51
ICICIPRULI 31-Dec-20 476.20 S2 PE 400.00 0.80 139,500 -20.00% 1.09% Short Buildup 0.17% 15
IDEA 31-Dec-20 9.75 R2 CE 12.00 0.35 26,810,000 -12.50% 2.41% Short Buildup 3.59% 200
IDEA 31-Dec-20 9.75 R1 CE 10.00 0.85 39,340,000 -5.56% 3.12% Short Buildup 8.72% 204
IDEA 31-Dec-20 9.75 S1 PE 10.00 1.05 28,560,000 16.67% 36.45% Long Buildup 10.77% 357
IDEA 31-Dec-20 9.75 S2 PE 9.00 0.50 25,900,000 25.00% 10.12% Long Buildup 5.13% 319
IDFCFIRSTB 31-Dec-20 37.10 R1 CE 40.00 0.95 14,269,000 5.56% -1.70% Short Covering 2.56% 851
IDFCFIRSTB 31-Dec-20 37.10 R1 CE 38.00 1.50 9,538,000 7.14% 80.58% Long Buildup 4.04% 1135
IDFCFIRSTB 31-Dec-20 37.10 S1 PE 37.00 1.90 4,256,000 0.00% 16.67% 5.12% 80
IDFCFIRSTB 31-Dec-20 37.10 S2 PE 30.00 0.15 3,116,000 -25.00% 0.61% Short Buildup 0.40% 20
IGL 31-Dec-20 478.45 R2 CE 550.00 3.85 404,250 -18.95% 2.08% Short Buildup 0.80% 83
IGL 31-Dec-20 478.45 R1 CE 500.00 13.15 750,750 -16.77% 4.60% Short Buildup 2.75% 534
IGL 31-Dec-20 478.45 S1 PE 450.00 7.40 378,125 4.23% 5.77% Long Buildup 1.55% 140
IGL 31-Dec-20 478.45 S2 PE 440.00 5.45 236,500 6.86% 8.18% Long Buildup 1.14% 84
INDIGO 31-Dec-20 1744.80 R2 CE 2000.00 16.55 124,500 108.18% 85.82% Long Buildup 0.95% 2056
INDIGO 31-Dec-20 1744.80 R1 CE 1800.00 59.95 180,000 90.32% 67.44% Long Buildup 3.44% 3523
INDIGO 31-Dec-20 1744.80 S1 PE 1600.00 28.35 102,000 -47.89% 54.55% Short Buildup 1.62% 870
INDIGO 31-Dec-20 1744.80 S1 PE 1500.00 13.15 122,000 -48.13% 34.07% Short Buildup 0.75% 802
INDUSINDBK 31-Dec-20 913.65 R2 CE 1000.00 26.85 540,800 13.77% 5.63% Long Buildup 2.94% 1959
INDUSINDBK 31-Dec-20 913.65 R1 CE 900.00 65.05 694,400 15.34% -13.11% Short Covering 7.12% 2694
INDUSINDBK 31-Dec-20 913.65 S1 PE 840.00 22.60 880,800 -25.78% 3.48% Short Buildup 2.47% 773
INDUSINDBK 31-Dec-20 913.65 S2 PE 800.00 12.65 632,000 -30.49% 0.13% Short Buildup 1.38% 1124
INFRATEL 31-Dec-20 237.35 R2 CE 250.00 9.70 1,072,400 -9.77% -7.93% Long Windup 4.09% 809
INFRATEL 31-Dec-20 237.35 R1 CE 240.00 13.25 1,058,400 -7.67% 34.04% Short Buildup 5.58% 701
INFRATEL 31-Dec-20 237.35 S1 PE 200.00 2.75 462,000 -16.67% 2.48% Short Buildup 1.16% 107
INFRATEL 31-Dec-20 237.35 S2 PE 180.00 1.30 532,000 0.00% -1.55% 0.55% 16
INFY 31-Dec-20 1134.65 R2 CE 1200.00 16.45 1,580,400 3.46% 5.91% Long Buildup 1.45% 4069
INFY 31-Dec-20 1134.65 R1 CE 1140.00 37.75 1,950,000 3.42% 9.91% Long Buildup 3.33% 8115
INFY 31-Dec-20 1134.65 S1 PE 1100.00 19.10 683,400 -18.38% 4.98% Short Buildup 1.68% 1573
INFY 31-Dec-20 1134.65 S2 PE 1000.00 3.65 706,800 -27.72% 1.82% Short Buildup 0.32% 436
IOC 31-Dec-20 90.40 R2 CE 100.00 1.10 4,862,100 -4.35% 20.48% Short Buildup 1.22% 1659
IOC 31-Dec-20 90.40 R1 CE 90.00 3.85 6,674,700 -3.75% -9.15% Long Windup 4.26% 1531
IOC 31-Dec-20 90.40 S1 PE 85.00 1.20 2,091,900 -14.29% 0.82% Short Buildup 1.33% 363
IOC 31-Dec-20 90.40 S2 PE 80.00 0.45 2,080,500 -10.00% -12.26% Long Windup 0.50% 159
ITC 31-Dec-20 198.20 R2 CE 210.00 2.55 7,193,600 6.25% 17.63% Long Buildup 1.29% 2646
ITC 31-Dec-20 198.20 R1 CE 200.00 5.85 10,451,200 9.35% -4.50% Short Covering 2.95% 4142
ITC 31-Dec-20 198.20 S1 PE 190.00 2.25 3,116,800 -25.00% -1.62% Long Windup 1.14% 886
ITC 31-Dec-20 198.20 S2 PE 180.00 0.65 2,572,800 -31.58% -13.36% Long Windup 0.33% 639
JINDALSTEL 31-Dec-20 267.30 R2 CE 300.00 5.10 830,000 17.24% 55.14% Long Buildup 1.91% 844
JINDALSTEL 31-Dec-20 267.30 R1 CE 280.00 10.30 840,000 14.44% 20.00% Long Buildup 3.85% 1118
JINDALSTEL 31-Dec-20 267.30 S1 PE 260.00 10.80 605,000 -16.28% 11.01% Short Buildup 4.04% 284
JINDALSTEL 31-Dec-20 267.30 S1 PE 240.00 4.60 635,000 -21.37% 44.32% Short Buildup 1.72% 301
JSWSTEEL 31-Dec-20 370.40 R2 CE 400.00 6.25 618,300 -8.76% 1.78% Short Buildup 1.69% 591
JSWSTEEL 31-Dec-20 370.40 R1 CE 380.00 12.40 548,100 -6.42% -1.46% Long Windup 3.35% 678
JSWSTEEL 31-Dec-20 370.40 S1 PE 360.00 10.30 318,600 -6.36% 29.67% Short Buildup 2.78% 385
JSWSTEEL 31-Dec-20 370.40 S1 PE 350.00 7.15 731,700 -5.92% 7.97% Short Buildup 1.93% 272
JUBLFOOD 31-Dec-20 2562.10 R2 CE 2700.00 54.05 73,500 2.95% -7.26% Short Covering 2.11% 824
JUBLFOOD 31-Dec-20 2562.10 R1 CE 2600.00 90.65 106,000 6.40% 23.26% Long Buildup 3.54% 1032
JUBLFOOD 31-Dec-20 2562.10 S1 PE 2500.00 63.05 44,000 -19.99% -19.63% Long Windup 2.46% 375
JUBLFOOD 31-Dec-20 2562.10 S2 PE 2400.00 32.45 38,000 -26.75% -39.20% Long Windup 1.27% 446
KOTAKBANK 31-Dec-20 1846.25 R2 CE 2000.00 16.25 486,800 14.04% 4.91% Long Buildup 0.88% 1698
KOTAKBANK 31-Dec-20 1846.25 R1 CE 1900.00 40.60 538,800 22.66% -4.67% Short Covering 2.20% 2494
KOTAKBANK 31-Dec-20 1846.25 S1 PE 1800.00 39.90 492,800 -26.59% -1.75% Long Windup 2.16% 1544
KOTAKBANK 31-Dec-20 1846.25 S2 PE 1700.00 13.95 427,200 -33.89% 2.20% Short Buildup 0.76% 1189
L&TFH 31-Dec-20 88.30 R2 CE 100.00 1.30 1,842,800 -13.33% 36.87% Short Buildup 1.47% 428
L&TFH 31-Dec-20 88.30 R1 CE 90.00 3.85 3,447,600 -9.41% 11.18% Short Buildup 4.36% 1199
L&TFH 31-Dec-20 88.30 S1 PE 80.00 1.70 1,802,000 21.43% 7.29% Long Buildup 1.93% 283
L&TFH 31-Dec-20 88.30 S2 PE 75.00 0.75 1,502,800 25.00% 4.74% Long Buildup 0.85% 109
LICHSGFIN 31-Dec-20 348.80 R1 CE 370.00 9.70 1,070,000 -21.46% 13.83% Short Buildup 2.78% 1039
LICHSGFIN 31-Dec-20 348.80 R1 CE 360.00 13.00 1,000,000 -18.50% 51.06% Short Buildup 3.73% 1490
LICHSGFIN 31-Dec-20 348.80 S1 PE 320.00 5.60 520,000 20.43% 24.40% Long Buildup 1.61% 409
LICHSGFIN 31-Dec-20 348.80 S2 PE 300.00 2.35 478,000 23.68% -5.53% Short Covering 0.67% 152
LT 31-Dec-20 1149.50 R2 CE 1200.00 23.30 1,232,000 37.06% 7.18% Long Buildup 2.03% 7278
LT 31-Dec-20 1149.50 R1 CE 1160.00 37.90 893,200 33.22% 80.44% Long Buildup 3.30% 5866
LT 31-Dec-20 1149.50 S1 PE 1100.00 18.45 292,600 -26.20% -1.48% Long Windup 1.61% 1480
LT 31-Dec-20 1149.50 S2 PE 1000.00 3.15 336,050 -27.59% -0.16% Long Windup 0.27% 432
LUPIN 31-Dec-20 933.30 R2 CE 1000.00 18.45 746,300 9.82% 2.93% Long Buildup 1.98% 1240
LUPIN 31-Dec-20 933.30 R1 CE 940.00 38.25 708,050 14.52% 19.51% Long Buildup 4.10% 2418
LUPIN 31-Dec-20 933.30 S1 PE 900.00 19.95 410,550 -32.37% 0.00% 2.14% 805
LUPIN 31-Dec-20 933.30 S2 PE 800.00 2.95 286,450 -44.86% -15.75% Long Windup 0.32% 155
M&M 31-Dec-20 750.55 R2 CE 800.00 13.10 526,400 0.00% -11.74% 1.75% 1186
M&M 31-Dec-20 750.55 R1 CE 760.00 26.40 506,800 2.72% -1.36% Short Covering 3.52% 1168
M&M 31-Dec-20 750.55 S1 PE 700.00 9.95 266,000 -11.16% 5.56% Short Buildup 1.33% 331
M&M 31-Dec-20 750.55 S2 PE 650.00 2.65 312,200 -17.19% -2.62% Long Windup 0.35% 78
M&MFIN 31-Dec-20 167.80 R2 CE 175.00 6.65 1,033,200 -3.62% -16.90% Long Windup 3.96% 366
M&MFIN 31-Dec-20 167.80 R1 CE 170.00 8.65 1,773,660 -3.35% 11.96% Short Buildup 5.15% 574
M&MFIN 31-Dec-20 167.80 S1 PE 160.00 5.75 458,052 -2.54% 9.92% Short Buildup 3.43% 135
M&MFIN 31-Dec-20 167.80 S2 PE 150.00 2.80 657,804 -3.45% 10.40% Short Buildup 1.67% 135
MANAPPURAM 31-Dec-20 173.85 R2 CE 200.00 1.75 1,890,000 -14.63% 12.90% Short Buildup 1.01% 145
MANAPPURAM 31-Dec-20 173.85 R1 CE 180.00 6.45 1,968,000 -9.79% 2.18% Short Buildup 3.71% 253
MANAPPURAM 31-Dec-20 173.85 S1 PE 165.00 4.35 540,000 3.57% 2.27% Long Buildup 2.50% 32
MANAPPURAM 31-Dec-20 173.85 S2 PE 160.00 2.85 1,224,000 -3.39% 1.49% Short Buildup 1.64% 39
MARICO 31-Dec-20 395.05 R2 CE 410.00 6.85 220,000 30.48% 144.44% Long Buildup 1.73% 410
MARICO 31-Dec-20 395.05 R1 CE 400.00 10.50 1,370,000 31.25% 284.83% Long Buildup 2.66% 1991
MARICO 31-Dec-20 395.05 S1 PE 370.00 3.30 144,000 -16.46% 118.18% Short Buildup 0.84% 142
MARICO 31-Dec-20 395.05 S1 PE 360.00 1.90 128,000 -11.63% 14.29% Short Buildup 0.48% 19
MARUTI 31-Dec-20 7803.15 R2 CE 8500.00 64.60 124,900 -1.30% 27.32% Short Buildup 0.83% 7117
MARUTI 31-Dec-20 7803.15 R1 CE 8000.00 191.10 175,600 6.14% -0.51% Short Covering 2.45% 13416
MARUTI 31-Dec-20 7803.15 S1 PE 7500.00 131.30 79,300 -23.19% 2.72% Short Buildup 1.68% 4523
MARUTI 31-Dec-20 7803.15 S1 PE 7000.00 38.90 160,800 -29.66% 18.41% Short Buildup 0.50% 3541
MCDOWELL-N 31-Dec-20 579.60 R2 CE 600.00 13.35 587,500 18.67% -6.00% Short Covering 2.30% 837
MCDOWELL-N 31-Dec-20 579.60 R1 CE 580.00 21.70 301,250 15.73% -12.36% Short Covering 3.74% 718
MCDOWELL-N 31-Dec-20 579.60 S1 PE 550.00 7.95 200,000 -21.67% 2.56% Short Buildup 1.37% 144
MCDOWELL-N 31-Dec-20 579.60 S2 PE 500.00 1.25 130,000 -35.90% 6.12% Short Buildup 0.22% 29
MFSL 31-Dec-20 637.55 R2 CE 700.00 11.80 136,500 2.61% 1.94% Long Buildup 1.85% 33
MFSL 31-Dec-20 637.55 R1 CE 660.00 23.65 462,800 1.28% 6.27% Long Buildup 3.71% 92
MFSL 31-Dec-20 637.55 S1 PE 620.00 21.05 45,500 -8.28% 9.38% Short Buildup 3.30% 15
MFSL 31-Dec-20 637.55 S2 PE 600.00 13.85 80,600 -10.36% -3.13% Long Windup 2.17% 17
MGL 31-Dec-20 1037.55 R2 CE 1200.00 4.80 211,200 -23.81% -2.49% Long Windup 0.46% 216
MGL 31-Dec-20 1037.55 R1 CE 1100.00 18.95 188,400 -15.96% -11.55% Long Windup 1.83% 402
MGL 31-Dec-20 1037.55 S1 PE 1000.00 19.65 91,800 -3.20% 0.66% Short Buildup 1.89% 101
MGL 31-Dec-20 1037.55 S2 PE 900.00 2.85 160,200 -12.31% -3.61% Long Windup 0.27% 84
MINDTREE 31-Dec-20 1437.95 R1 CE 1500.00 41.05 141,600 -5.09% -7.81% Long Windup 2.85% 243
MINDTREE 31-Dec-20 1437.95 R1 CE 1440.00 65.80 52,800 -4.15% 24.53% Short Buildup 4.58% 112
MINDTREE 31-Dec-20 1437.95 S1 PE 1360.00 28.50 17,600 0.71% 10.00% Long Buildup 1.98% 3
MINDTREE 31-Dec-20 1437.95 S2 PE 1300.00 15.60 36,800 7.59% 9.52% Long Buildup 1.08% 21
MOTHERSUMI 31-Dec-20 158.85 R2 CE 170.00 4.35 924,000 22.54% -0.75% Short Covering 2.74% 529
MOTHERSUMI 31-Dec-20 158.85 R1 CE 160.00 7.95 2,303,000 16.91% 97.01% Long Buildup 5.00% 1431
MOTHERSUMI 31-Dec-20 158.85 S1 PE 140.00 1.60 791,000 -21.95% 24.18% Short Buildup 1.01% 162
MOTHERSUMI 31-Dec-20 158.85 S2 PE 120.00 0.15 777,000 -50.00% 1.83% Short Buildup 0.09% 25
MRF 31-Dec-20 78698.15 R2 CE 85000.00 800.00 460 -15.79% 17.95% Short Buildup 1.02% 13
MRF 31-Dec-20 78698.15 R1 CE 80000.00 2225.55 1,050 -3.36% 23.53% Short Buildup 2.83% 59
MRF 31-Dec-20 78698.15 S1 PE 80000.00 3500.00 90 9.00% 28.57% Long Buildup 4.45% 4
MRF 31-Dec-20 78698.15 S1 PE 75000.00 1199.95 280 11.85% 7.69% Long Buildup 1.52% 12
MUTHOOTFIN 31-Dec-20 1172.00 R2 CE 1300.00 15.50 181,500 -20.31% 1.68% Short Buildup 1.32% 314
MUTHOOTFIN 31-Dec-20 1172.00 R1 CE 1200.00 43.25 473,250 -15.20% -0.16% Long Windup 3.69% 1122
MUTHOOTFIN 31-Dec-20 1172.00 S1 PE 1100.00 23.00 196,500 4.55% -6.43% Short Covering 1.96% 288
MUTHOOTFIN 31-Dec-20 1172.00 S2 PE 1000.00 5.10 156,750 0.99% -3.69% Short Covering 0.44% 151
NATIONALUM 31-Dec-20 42.25 R2 CE 45.00 1.45 4,879,000 7.41% 21.10% Long Buildup 3.43% 587
NATIONALUM 31-Dec-20 42.25 S1 PE 42.00 2.05 1,581,000 -4.65% 10.71% Short Buildup 4.85% 142
NATIONALUM 31-Dec-20 42.25 R1 CE 40.00 3.70 2,703,000 1.37% -4.79% Short Covering 8.76% 88
NATIONALUM 31-Dec-20 42.25 S1 PE 40.00 1.20 1,462,000 -7.69% 11.69% Short Buildup 2.84% 164
NAUKRI 31-Dec-20 4236.00 R1 CE 4300.00 153.35 12,250 19.85% 8.89% Long Buildup 3.62% 54
NAUKRI 31-Dec-20 4236.00 R1 CE 4200.00 200.00 11,500 17.99% 4.55% Long Buildup 4.72% 25
NAUKRI 31-Dec-20 4236.00 S1 PE 4000.00 70.05 10,750 -24.92% -8.51% Long Windup 1.65% 11
NAUKRI 31-Dec-20 4236.00 S2 PE 3600.00 10.10 11,000 -40.59% 2.33% Short Buildup 0.24% 2
NESTLEIND 31-Dec-20 17828.70 R2 CE 19000.00 108.85 15,500 21.08% -4.62% Short Covering 0.61% 291
NESTLEIND 31-Dec-20 17828.70 R1 CE 18000.00 392.35 9,700 26.99% -29.20% Short Covering 2.20% 461
NESTLEIND 31-Dec-20 17828.70 S1 PE 16500.00 63.25 5,000 -45.38% 8.70% Short Buildup 0.35% 54
NESTLEIND 31-Dec-20 17828.70 S2 PE 16000.00 36.15 4,050 -30.95% -57.81% Long Windup 0.20% 176
NIFTY 31-Dec-20 13258.55 R2 CE 13500.00 124.65 1,884,750 27.26% -2.71% Short Covering 0.94% 39608
NIFTY 31-Dec-20 13258.55 R1 CE 13000.00 419.70 2,711,325 19.59% -0.22% Short Covering 3.17% 13402
NIFTY 31-Dec-20 13258.55 S1 PE 13000.00 108.95 3,086,475 -31.43% 6.81% Short Buildup 0.82% 43925
NIFTY 31-Dec-20 13258.55 S2 PE 12000.00 11.30 3,361,200 -32.54% 6.62% Short Buildup 0.09% 23296
NMDC 31-Dec-20 106.85 R2 CE 110.00 3.15 3,169,100 0.00% 3.05% 2.95% 739
NMDC 31-Dec-20 106.85 R1 CE 105.00 5.35 4,361,700 3.88% 1.72% Long Buildup 5.01% 726
NMDC 31-Dec-20 106.85 S1 PE 100.00 1.40 2,237,800 -17.65% -2.34% Long Windup 1.31% 459
NMDC 31-Dec-20 106.85 S2 PE 95.00 0.55 1,849,200 -15.38% 0.00% 0.51% 197
NTPC 31-Dec-20 98.55 R2 CE 100.00 3.40 8,105,400 -4.23% 26.63% Short Buildup 3.45% 2335
NTPC 31-Dec-20 98.55 R1 CE 95.00 5.80 3,220,500 -4.92% -8.43% Long Windup 5.89% 509
NTPC 31-Dec-20 98.55 S1 PE 95.00 2.05 1,875,300 2.50% 8.58% Long Buildup 2.08% 610
NTPC 31-Dec-20 98.55 S1 PE 90.00 0.80 2,308,500 6.67% 1.25% Long Buildup 0.81% 396
ONGC 31-Dec-20 89.85 R2 CE 95.00 2.65 4,928,000 8.16% 7.38% Long Buildup 2.95% 1141
ONGC 31-Dec-20 89.85 R1 CE 90.00 4.40 6,052,200 8.64% 3.29% Long Buildup 4.90% 2034
ONGC 31-Dec-20 89.85 S1 PE 80.00 1.10 2,949,100 -12.00% 2.68% Short Buildup 1.22% 352
ONGC 31-Dec-20 89.85 S2 PE 70.00 0.30 2,248,400 20.00% -2.99% Short Covering 0.33% 92
PAGEIND 31-Dec-20 24013.35 R1 CE 24000.00 899.05 90 79.81% 200.00% Long Buildup 3.74% 3
PAGEIND 31-Dec-20 24013.35 R1 CE 23000.00 1210.00 270 27.37% -18.18% Short Covering 5.04% 7
PAGEIND 31-Dec-20 24013.35 S1 PE 23000.00 703.90 90 0.00% 0.00% 2.93% 0
PAGEIND 31-Dec-20 24013.35 S2 PE 22500.00 499.80 30 0.00% 0.00% 2.08% 0
PEL 31-Dec-20 1468.35 R2 CE 1600.00 41.50 209,550 -23.78% -2.31% Long Windup 2.83% 1347
PEL 31-Dec-20 1468.35 R1 CE 1500.00 72.30 271,700 -22.09% 18.18% Short Buildup 4.92% 1509
PEL 31-Dec-20 1468.35 S1 PE 1400.00 52.25 79,200 12.73% 32.11% Long Buildup 3.56% 593
PEL 31-Dec-20 1468.35 S2 PE 1300.00 22.95 91,300 12.22% 20.29% Long Buildup 1.56% 257
PETRONET 31-Dec-20 262.05 R1 CE 270.00 7.75 858,000 29.17% 86.93% Long Buildup 2.96% 1493
PETRONET 31-Dec-20 262.05 R1 CE 260.00 12.10 591,000 24.74% -47.04% Short Covering 4.62% 934
PETRONET 31-Dec-20 262.05 S1 PE 250.00 5.20 171,000 -26.76% 21.28% Short Buildup 1.98% 97
PETRONET 31-Dec-20 262.05 S1 PE 240.00 2.65 219,000 -33.75% 8.96% Short Buildup 1.01% 121
PFC 31-Dec-20 115.50 R2 CE 120.00 2.95 2,238,200 13.46% -13.84% Short Covering 2.55% 741
PFC 31-Dec-20 115.50 R1 CE 110.00 8.00 1,289,600 8.84% -15.45% Short Covering 6.93% 243
PFC 31-Dec-20 115.50 S1 PE 105.00 1.00 669,600 -23.08% -9.24% Long Windup 0.87% 157
PFC 31-Dec-20 115.50 S2 PE 100.00 0.45 967,200 -18.18% 1.96% Short Buildup 0.39% 68
PIDILITIND 31-Dec-20 1606.70 R2 CE 1700.00 15.65 113,000 -11.83% 30.64% Short Buildup 0.97% 338
PIDILITIND 31-Dec-20 1606.70 R1 CE 1600.00 51.90 178,500 -6.74% 2.88% Short Buildup 3.23% 577
PIDILITIND 31-Dec-20 1606.70 S1 PE 1560.00 20.25 69,000 1.50% 21.05% Long Buildup 1.26% 179
PIDILITIND 31-Dec-20 1606.70 S2 PE 1500.00 7.50 154,500 -2.60% 8.42% Short Buildup 0.47% 135
PNB 31-Dec-20 35.65 R2 CE 40.00 0.90 8,064,000 -5.26% 39.13% Short Buildup 2.52% 1372
PNB 31-Dec-20 35.65 R1 CE 35.00 2.50 5,250,000 -5.66% 5.34% Short Buildup 7.01% 654
PNB 31-Dec-20 35.65 S1 PE 34.00 1.25 2,800,000 0.00% 21.21% 3.51% 132
PNB 31-Dec-20 35.65 S1 PE 30.00 0.35 3,570,000 0.00% 8.97% 0.98% 307
POWERGRID 31-Dec-20 194.35 R1 CE 200.00 4.20 1,880,000 2.44% 16.34% Long Buildup 2.16% 629
POWERGRID 31-Dec-20 194.35 R1 CE 195.00 6.00 912,000 0.84% 37.35% Long Buildup 3.09% 425
POWERGRID 31-Dec-20 194.35 S1 PE 185.00 2.65 720,000 -5.36% 71.43% Short Buildup 1.36% 231
POWERGRID 31-Dec-20 194.35 S2 PE 180.00 1.45 1,092,000 -9.38% -10.20% Long Windup 0.75% 119
PVR 31-Dec-20 1338.55 R2 CE 1500.00 27.05 103,785 -1.28% -2.67% Long Windup 2.02% 505
PVR 31-Dec-20 1338.55 R1 CE 1400.00 52.35 213,268 -3.23% 4.59% Short Buildup 3.91% 1033
PVR 31-Dec-20 1338.55 S1 PE 1300.00 55.05 41,107 -1.78% 8.60% Short Buildup 4.11% 265
PVR 31-Dec-20 1338.55 S2 PE 1200.00 24.40 57,794 -1.61% -2.74% Long Windup 1.82% 258
RAMCOCEM 31-Dec-20 889.40 R2 CE 1000.00 6.00 62,900 27.66% 5.71% Long Buildup 0.67% 14
RAMCOCEM 31-Dec-20 889.40 R1 CE 900.00 28.30 55,250 3.85% -2.99% Short Covering 3.18% 23
RAMCOCEM 31-Dec-20 889.40 S1 PE 860.00 24.00 5,950 25.00% 16.67% Long Buildup 2.70% 1
RAMCOCEM 31-Dec-20 889.40 S2 PE 840.00 22.00 1,700 0.00% 0.00% 2.47% 0
RBLBANK 31-Dec-20 237.20 R2 CE 260.00 7.60 1,024,400 17.83% 0.25% Long Buildup 3.20% 618
RBLBANK 31-Dec-20 237.20 R1 CE 240.00 14.55 946,400 18.29% 41.09% Long Buildup 6.13% 1533
RBLBANK 31-Dec-20 237.20 S1 PE 220.00 8.00 1,729,000 -20.00% 0.45% Short Buildup 3.37% 393
RBLBANK 31-Dec-20 237.20 S2 PE 200.00 3.05 816,400 -24.69% 5.72% Short Buildup 1.29% 280
RECLTD 31-Dec-20 127.25 R2 CE 130.00 3.65 972,000 0.00% -0.61% 2.87% 377
RECLTD 31-Dec-20 127.25 R1 CE 120.00 9.55 1,026,000 6.11% -11.40% Short Covering 7.50% 69
RECLTD 31-Dec-20 127.25 S1 PE 120.00 1.90 906,000 -19.15% -16.11% Long Windup 1.49% 213
RECLTD 31-Dec-20 127.25 S2 PE 110.00 0.45 498,000 -25.00% -10.75% Long Windup 0.35% 46
RELIANCE 31-Dec-20 1946.75 R2 CE 2100.00 26.00 3,070,905 -14.89% 16.29% Short Buildup 1.34% 5482
RELIANCE 31-Dec-20 1946.75 R1 CE 2000.00 56.70 5,409,055 -12.43% 15.46% Short Buildup 2.91% 8135
RELIANCE 31-Dec-20 1946.75 S1 PE 1900.00 48.80 1,624,080 20.94% 13.80% Long Buildup 2.51% 4895
RELIANCE 31-Dec-20 1946.75 S2 PE 1800.00 20.40 1,812,950 28.30% 15.25% Long Buildup 1.05% 3930
SAIL 31-Dec-20 54.90 R2 CE 60.00 1.55 2,983,000 10.71% 57.00% Long Buildup 2.82% 508
SAIL 31-Dec-20 54.90 R1 CE 55.00 3.30 4,028,000 10.00% 9.28% Long Buildup 6.01% 615
SAIL 31-Dec-20 54.90 S1 PE 50.00 1.20 2,888,000 -7.69% 35.71% Short Buildup 2.19% 308
SAIL 31-Dec-20 54.90 S2 PE 40.00 0.10 2,242,000 -33.33% 0.00% 0.18% 19
SBILIFE 31-Dec-20 863.00 R2 CE 900.00 17.35 480,000 -6.22% 1.11% Short Buildup 2.01% 763
SBILIFE 31-Dec-20 863.00 R1 CE 880.00 24.30 492,000 -5.08% 1.71% Short Buildup 2.82% 675
SBILIFE 31-Dec-20 863.00 S1 PE 840.00 17.75 141,750 -11.03% 11.83% Short Buildup 2.06% 64
SBILIFE 31-Dec-20 863.00 S2 PE 800.00 7.30 192,000 -15.61% 0.39% Short Buildup 0.85% 49
SBIN 31-Dec-20 263.50 R2 CE 290.00 3.55 4,935,000 22.41% -3.80% Short Covering 1.35% 6889
SBIN 31-Dec-20 263.50 R1 CE 270.00 9.05 6,639,000 25.69% 9.50% Long Buildup 3.43% 8997
SBIN 31-Dec-20 263.50 S1 PE 240.00 3.20 4,992,000 -35.35% 4.13% Short Buildup 1.21% 3555
SBIN 31-Dec-20 263.50 S2 PE 200.00 0.50 5,592,000 -23.08% -1.27% Long Windup 0.19% 906
SHREECEM 31-Dec-20 24912.85 R2 CE 26000.00 385.35 950 7.94% 11.76% Long Buildup 1.55% 24
SHREECEM 31-Dec-20 24912.85 R1 CE 25000.00 795.00 1,300 24.27% 18.18% Long Buildup 3.19% 22
SHREECEM 31-Dec-20 24912.85 S1 PE 24000.00 435.20 250 0.00% 0.00% 1.75% 0
SHREECEM 31-Dec-20 24912.85 S2 PE 23000.00 200.00 350 27.39% -12.50% Short Covering 0.80% 2
SIEMENS 31-Dec-20 1528.75 R2 CE 1600.00 30.65 86,900 -12.55% -5.39% Long Windup 2.00% 127
SIEMENS 31-Dec-20 1528.75 R1 CE 1540.00 53.25 49,500 -11.91% -12.62% Long Windup 3.48% 121
SIEMENS 31-Dec-20 1528.75 S1 PE 1400.00 10.45 66,550 -15.38% 4.31% Short Buildup 0.68% 42
SIEMENS 31-Dec-20 1528.75 S2 PE 1300.00 2.95 77,000 -15.71% -2.10% Long Windup 0.19% 27
SRF 31-Dec-20 5332.90 R2 CE 5500.00 143.15 22,625 27.47% 60.18% Long Buildup 2.68% 337
SRF 31-Dec-20 5332.90 R1 CE 5300.00 222.85 18,750 17.44% -16.67% Short Covering 4.18% 434
SRF 31-Dec-20 5332.90 S1 PE 5100.00 89.10 7,875 -22.15% -19.23% Long Windup 1.67% 77
SRF 31-Dec-20 5332.90 S1 PE 5000.00 65.60 12,625 -23.19% 14.77% Short Buildup 1.23% 155
SRTRANSFIN 31-Dec-20 1003.10 R2 CE 1160.00 15.10 134,067 -32.44% -5.63% Long Windup 1.51% 139
SRTRANSFIN 31-Dec-20 1003.10 R1 CE 1100.00 26.85 294,814 -28.21% 25.57% Short Buildup 2.68% 926
SRTRANSFIN 31-Dec-20 1003.10 S1 PE 1000.00 54.60 110,055 24.80% -11.29% Short Covering 5.44% 1350
SRTRANSFIN 31-Dec-20 1003.10 S2 PE 900.00 19.15 128,731 33.92% 33.10% Long Buildup 1.91% 406
SUNPHARMA 31-Dec-20 569.05 R2 CE 600.00 11.15 1,752,800 53.79% 46.26% Long Buildup 1.96% 4631
SUNPHARMA 31-Dec-20 569.05 R1 CE 580.00 17.65 882,000 50.85% 1.78% Long Buildup 3.10% 3275
SUNPHARMA 31-Dec-20 569.05 S1 PE 520.00 4.90 512,400 -47.31% -3.43% Long Windup 0.86% 1043
SUNPHARMA 31-Dec-20 569.05 S1 PE 500.00 2.50 1,033,200 -50.50% -3.53% Long Windup 0.44% 977
SUNTV 31-Dec-20 443.80 R1 CE 460.00 18.35 964,500 2.80% 280.47% Long Buildup 4.13% 3672
SUNTV 31-Dec-20 443.80 R1 CE 450.00 22.50 769,500 1.58% 5.34% Long Buildup 5.07% 2630
SUNTV 31-Dec-20 443.80 S1 PE 420.00 12.55 241,500 5.02% 11.81% Long Buildup 2.83% 290
SUNTV 31-Dec-20 443.80 S2 PE 400.00 7.15 396,000 10.85% 21.66% Long Buildup 1.61% 368
TATACHEM 31-Dec-20 490.90 R2 CE 520.00 11.60 520,000 0.00% 0.00% 2.36% 1616
TATACHEM 31-Dec-20 490.90 R1 CE 500.00 18.10 606,000 0.00% 0.00% 3.69% 2830
TATACHEM 31-Dec-20 490.90 S1 PE 450.00 8.25 408,000 -58.23% 385.71% Short Buildup 1.68% 1115
TATACHEM 31-Dec-20 490.90 S1 PE 400.00 1.75 440,000 -57.32% 46.67% Short Buildup 0.36% 405
TATACONSUM 31-Dec-20 563.50 R2 CE 600.00 8.90 496,800 31.85% 18.33% Long Buildup 1.58% 929
TATACONSUM 31-Dec-20 563.50 R1 CE 550.00 29.10 481,950 30.20% -22.39% Short Covering 5.16% 466
TATACONSUM 31-Dec-20 563.50 S1 PE 520.00 5.60 167,400 -35.63% 20.39% Short Buildup 0.99% 224
TATACONSUM 31-Dec-20 563.50 S2 PE 500.00 2.90 301,050 -34.09% -15.53% Long Windup 0.51% 305
TATAMOTORS 31-Dec-20 184.15 R2 CE 200.00 5.45 6,070,500 -9.17% 16.01% Short Buildup 2.96% 2451
TATAMOTORS 31-Dec-20 184.15 R1 CE 190.00 8.65 5,050,200 -6.99% 8.98% Short Buildup 4.70% 2362
TATAMOTORS 31-Dec-20 184.15 S1 PE 170.00 4.30 2,348,400 -5.49% 0.00% 2.34% 655
TATAMOTORS 31-Dec-20 184.15 S2 PE 150.00 1.05 2,337,000 -12.50% -2.38% Long Windup 0.57% 230
TATAPOWER 31-Dec-20 71.65 R2 CE 75.00 2.75 6,831,000 52.78% 133.18% Long Buildup 3.84% 2247
TATAPOWER 31-Dec-20 71.65 R1 CE 70.00 4.85 5,629,500 38.57% -33.49% Short Covering 6.77% 1238
TATAPOWER 31-Dec-20 71.65 S1 PE 65.00 1.15 2,484,000 -30.30% 31.43% Short Buildup 1.61% 591
TATAPOWER 31-Dec-20 71.65 S1 PE 60.00 0.40 3,010,500 -27.27% 10.95% Short Buildup 0.56% 338
TATASTEEL 31-Dec-20 622.70 R1 CE 640.00 21.90 1,166,200 1.39% 1.78% Long Buildup 3.52% 2595
TATASTEEL 31-Dec-20 622.70 R1 CE 600.00 42.70 1,473,900 2.03% -5.66% Short Covering 6.86% 861
TATASTEEL 31-Dec-20 622.70 S1 PE 550.00 5.10 2,053,600 -15.00% 4.14% Short Buildup 0.82% 1328
TATASTEEL 31-Dec-20 622.70 S2 PE 500.00 1.55 1,948,200 -13.89% 0.61% Short Buildup 0.25% 575
TCS 31-Dec-20 2727.55 R2 CE 3000.00 11.85 516,300 -0.84% 2.26% Short Buildup 0.43% 1140
TCS 31-Dec-20 2727.55 R1 CE 2800.00 51.85 707,100 2.98% 0.00% 1.90% 5098
TCS 31-Dec-20 2727.55 S1 PE 2500.00 9.05 299,400 -17.35% -1.09% Long Windup 0.33% 777
TCS 31-Dec-20 2727.55 S2 PE 2100.00 2.00 605,100 53.85% 0.10% Long Buildup 0.07% 4
TECHM 31-Dec-20 923.10 R2 CE 1000.00 10.95 315,600 18.38% 32.16% Long Buildup 1.19% 1444
TECHM 31-Dec-20 923.10 R1 CE 900.00 48.65 285,600 11.97% -8.11% Short Covering 5.27% 213
TECHM 31-Dec-20 923.10 S1 PE 820.00 4.35 165,600 -26.27% 0.00% 0.47% 97
TECHM 31-Dec-20 923.10 S2 PE 800.00 3.35 373,200 -20.24% 1.63% Short Buildup 0.36% 39
TITAN 31-Dec-20 1437.15 R2 CE 1500.00 23.00 317,250 12.75% 8.46% Long Buildup 1.60% 1891
TITAN 31-Dec-20 1437.15 R1 CE 1400.00 67.25 283,500 14.37% -5.97% Short Covering 4.68% 404
TITAN 31-Dec-20 1437.15 S1 PE 1400.00 29.75 190,500 -24.97% 38.80% Short Buildup 2.07% 916
TITAN 31-Dec-20 1437.15 S1 PE 1300.00 7.35 351,000 -36.36% 5.41% Short Buildup 0.51% 472
TORNTPHARM 31-Dec-20 2665.25 R2 CE 2800.00 55.25 16,750 -6.28% 4.69% Short Buildup 2.07% 35
TORNTPHARM 31-Dec-20 2665.25 R1 CE 2700.00 92.40 34,500 -7.46% 18.97% Short Buildup 3.47% 180
TORNTPHARM 31-Dec-20 2665.25 S1 PE 2600.00 62.80 5,500 -0.32% -4.35% Long Windup 2.36% 28
TORNTPHARM 31-Dec-20 2665.25 S1 PE 2500.00 37.95 8,000 11.62% 10.34% Long Buildup 1.42% 11
TORNTPOWER 31-Dec-20 323.00 R2 CE 340.00 8.15 849,000 -9.44% 150.44% Short Buildup 2.52% 917
TORNTPOWER 31-Dec-20 323.00 R1 CE 330.00 11.85 1,104,000 -8.14% 178.79% Short Buildup 3.67% 1164
TORNTPOWER 31-Dec-20 323.00 S1 PE 300.00 5.05 186,000 8.60% 138.46% Long Buildup 1.56% 87
TORNTPOWER 31-Dec-20 323.00 S1 PE 295.00 3.65 129,000 0.00% 0.00% 1.13% 45
TVSMOTOR 31-Dec-20 498.10 R2 CE 520.00 15.30 684,600 -2.86% 1.24% Short Buildup 3.07% 380
TVSMOTOR 31-Dec-20 498.10 R1 CE 510.00 19.00 497,000 -2.81% 9.57% Short Buildup 3.81% 589
TVSMOTOR 31-Dec-20 498.10 S1 PE 480.00 14.70 184,800 5.38% 3.13% Long Buildup 2.95% 29
TVSMOTOR 31-Dec-20 498.10 S2 PE 450.00 6.00 222,600 -6.98% -3.05% Long Windup 1.20% 110
UBL 31-Dec-20 1091.65 R2 CE 1200.00 15.70 172,200 33.05% -11.19% Short Covering 1.44% 464
UBL 31-Dec-20 1091.65 R1 CE 1100.00 46.10 142,800 27.88% 2.00% Long Buildup 4.22% 814
UBL 31-Dec-20 1091.65 S1 PE 1060.00 36.65 14,700 -8.38% 5.00% Short Buildup 3.36% 1
UBL 31-Dec-20 1091.65 S2 PE 980.00 11.95 21,700 -5.91% -3.13% Long Windup 1.09% 1
ULTRACEMCO 31-Dec-20 5091.40 R2 CE 5200.00 136.35 73,400 94.51% 370.51% Long Buildup 2.68% 4521
ULTRACEMCO 31-Dec-20 5091.40 R1 CE 5100.00 180.10 61,600 87.12% 148.39% Long Buildup 3.54% 3636
ULTRACEMCO 31-Dec-20 5091.40 S1 PE 5000.00 128.85 22,600 -37.51% 213.89% Short Buildup 2.53% 1226
ULTRACEMCO 31-Dec-20 5091.40 S2 PE 4500.00 20.45 19,800 -35.89% 73.68% Short Buildup 0.40% 742
UPL 31-Dec-20 455.70 R2 CE 500.00 6.25 1,103,700 -10.71% 13.65% Short Buildup 1.37% 1060
UPL 31-Dec-20 455.70 R1 CE 460.00 17.70 960,700 -5.85% 0.54% Short Buildup 3.88% 1271
UPL 31-Dec-20 455.70 S1 PE 420.00 5.30 507,000 -15.87% 7.44% Short Buildup 1.16% 401
UPL 31-Dec-20 455.70 S2 PE 400.00 2.50 666,900 -16.67% -5.18% Long Windup 0.55% 218
VEDL 31-Dec-20 128.95 R2 CE 130.00 5.65 2,728,000 11.88% 5.01% Long Buildup 4.38% 1465
VEDL 31-Dec-20 128.95 R1 CE 120.00 11.85 2,579,200 13.94% -23.39% Short Covering 9.19% 325
VEDL 31-Dec-20 128.95 S1 PE 120.00 2.50 3,441,000 -24.24% -0.72% Long Windup 1.94% 477
VEDL 31-Dec-20 128.95 S2 PE 110.00 0.85 2,188,600 -26.09% -3.29% Long Windup 0.66% 200
VOLTAS 31-Dec-20 820.55 R2 CE 850.00 16.95 150,000 16.10% -19.79% Short Covering 2.07% 438
VOLTAS 31-Dec-20 820.55 R1 CE 820.00 29.05 209,000 16.90% 18.75% Long Buildup 3.54% 750
VOLTAS 31-Dec-20 820.55 S1 PE 750.00 6.10 123,000 -32.22% 1.65% Short Buildup 0.74% 141
VOLTAS 31-Dec-20 820.55 S2 PE 700.00 1.65 144,000 -35.29% -4.64% Long Windup 0.20% 36
WIPRO 31-Dec-20 360.80 R2 CE 400.00 1.90 4,262,400 -5.00% 7.85% Short Buildup 0.53% 485
WIPRO 31-Dec-20 360.80 R1 CE 360.00 11.15 2,982,400 -2.62% 3.79% Short Buildup 3.09% 936
WIPRO 31-Dec-20 360.80 S1 PE 350.00 6.65 1,120,000 -7.64% 6.71% Short Buildup 1.84% 289
WIPRO 31-Dec-20 360.80 S2 PE 340.00 3.55 1,305,600 -11.25% 12.09% Short Buildup 0.98% 245
ZEEL 31-Dec-20 206.85 R2 CE 220.00 7.30 1,470,000 6.57% -2.58% Short Covering 3.53% 1615
ZEEL 31-Dec-20 206.85 R1 CE 210.00 10.95 1,536,000 7.35% -27.27% Short Covering 5.29% 2455
ZEEL 31-Dec-20 206.85 S1 PE 200.00 8.05 693,000 -14.36% -15.07% Long Windup 3.89% 721
ZEEL 31-Dec-20 206.85 S2 PE 180.00 2.50 600,000 -21.88% -4.31% Long Windup 1.21% 241