| Options summary as on Thursday, 12-Dec-19 | |||||||||||
| Symbol | Expiry | SPOT | Zone | Strike | Premium Closing |
Open Interest |
Premium Close % |
OI % Chg | Price Action | Premium Strength (% of SPOT) |
Contracts (Liquidity) |
| ACC | 26-Dec-19 | 1432.60 | R2 | CE 1540.00 | 5.20 | 80,000 | 7.22% | -2.44% | Short Covering | 0.36% | 29 |
| ACC | 26-Dec-19 | 1432.60 | R1 | CE 1500.00 | 9.45 | 132,000 | 13.17% | 15.79% | Long Buildup | 0.66% | 190 |
| ACC | 26-Dec-19 | 1432.60 | S1 | PE 1440.00 | 29.50 | 37,200 | -24.36% | 5.68% | Short Buildup | 2.06% | 53 |
| ACC | 26-Dec-19 | 1432.60 | S2 | PE 1400.00 | 13.70 | 58,400 | -30.63% | 8.15% | Short Buildup | 0.96% | 225 |
| ADANIENT | 26-Dec-19 | 210.40 | R2 | CE 230.00 | 1.70 | 424,000 | 30.77% | -1.85% | Short Covering | 0.81% | 50 |
| ADANIENT | 26-Dec-19 | 210.40 | R1 | CE 220.00 | 3.95 | 612,000 | 38.60% | 0.00% | 1.88% | 111 | |
| ADANIENT | 26-Dec-19 | 210.40 | S1 | PE 205.00 | 4.55 | 244,000 | -27.78% | 10.91% | Short Buildup | 2.16% | 60 |
| ADANIENT | 26-Dec-19 | 210.40 | S2 | PE 200.00 | 2.90 | 400,000 | -33.33% | -6.54% | Long Windup | 1.38% | 73 |
| ADANIPORTS | 26-Dec-19 | 372.50 | R2 | CE 400.00 | 1.95 | 1,160,000 | 5.41% | -4.33% | Short Covering | 0.52% | 108 |
| ADANIPORTS | 26-Dec-19 | 372.50 | R1 | CE 380.00 | 6.20 | 860,000 | 15.89% | -4.97% | Short Covering | 1.66% | 341 |
| ADANIPORTS | 26-Dec-19 | 372.50 | S1 | PE 370.00 | 6.95 | 400,000 | -22.78% | 12.68% | Short Buildup | 1.87% | 104 |
| ADANIPORTS | 26-Dec-19 | 372.50 | S2 | PE 360.00 | 3.30 | 337,500 | -32.65% | 3.05% | Short Buildup | 0.89% | 131 |
| ADANIPOWER | 26-Dec-19 | 60.40 | R2 | CE 70.00 | 0.45 | 1,890,000 | -10.00% | 2.72% | Short Buildup | 0.75% | 37 |
| ADANIPOWER | 26-Dec-19 | 60.40 | R1 | CE 65.00 | 0.95 | 1,750,000 | -5.00% | -3.85% | Long Windup | 1.57% | 56 |
| ADANIPOWER | 26-Dec-19 | 60.40 | S1 | PE 60.00 | 1.80 | 1,100,000 | -18.18% | 0.00% | 2.98% | 18 | |
| ADANIPOWER | 26-Dec-19 | 60.40 | S2 | PE 57.50 | 1.00 | 510,000 | -20.00% | 4.08% | Short Buildup | 1.66% | 20 |
| AMARAJABAT | 26-Dec-19 | 735.60 | R2 | CE 800.00 | 2.50 | 21,000 | 56.25% | -3.23% | Short Covering | 0.34% | 1 |
| AMARAJABAT | 26-Dec-19 | 735.60 | R1 | CE 760.00 | 9.10 | 18,200 | 23.81% | 8.33% | Long Buildup | 1.24% | 6 |
| AMARAJABAT | 26-Dec-19 | 735.60 | S1 | PE 750.00 | 24.20 | 5,600 | 3.42% | -11.11% | Short Covering | 3.29% | 2 |
| AMARAJABAT | 26-Dec-19 | 735.60 | S2 | PE 700.00 | 5.20 | 13,300 | -28.77% | 11.76% | Short Buildup | 0.71% | 5 |
| AMBUJACEM | 26-Dec-19 | 193.25 | R2 | CE 210.00 | 0.80 | 877,500 | 0.00% | 4.78% | 0.41% | 56 | |
| AMBUJACEM | 26-Dec-19 | 193.25 | R1 | CE 200.00 | 2.30 | 430,000 | 12.20% | -3.91% | Short Covering | 1.19% | 138 |
| AMBUJACEM | 26-Dec-19 | 193.25 | S1 | PE 200.00 | 9.80 | 160,000 | 2.08% | 1.59% | Long Buildup | 5.07% | 1 |
| AMBUJACEM | 26-Dec-19 | 193.25 | S2 | PE 190.00 | 2.75 | 230,000 | -21.43% | 12.20% | Short Buildup | 1.42% | 138 |
| APOLLOHOSP | 26-Dec-19 | 1385.50 | R1 | CE 1500.00 | 5.05 | 98,500 | -33.55% | 2.60% | Short Buildup | 0.36% | 108 |
| APOLLOHOSP | 26-Dec-19 | 1385.50 | R1 | CE 1460.00 | 10.15 | 50,000 | -27.76% | 40.85% | Short Buildup | 0.73% | 85 |
| APOLLOHOSP | 26-Dec-19 | 1385.50 | S1 | PE 1400.00 | 40.90 | 36,500 | 10.24% | 2.82% | Long Buildup | 2.95% | 9 |
| APOLLOHOSP | 26-Dec-19 | 1385.50 | S2 | PE 1360.00 | 21.65 | 40,500 | 4.84% | 0.00% | 1.56% | 74 | |
| APOLLOTYRE | 26-Dec-19 | 165.50 | R2 | CE 180.00 | 1.10 | 1,095,000 | 10.00% | -4.95% | Short Covering | 0.66% | 159 |
| APOLLOTYRE | 26-Dec-19 | 165.50 | R1 | CE 175.00 | 1.90 | 750,000 | 15.15% | -15.25% | Short Covering | 1.15% | 169 |
| APOLLOTYRE | 26-Dec-19 | 165.50 | S1 | PE 160.00 | 2.65 | 429,000 | -26.39% | -3.38% | Long Windup | 1.60% | 171 |
| APOLLOTYRE | 26-Dec-19 | 165.50 | S2 | PE 150.00 | 0.85 | 552,000 | -32.00% | -3.16% | Long Windup | 0.51% | 85 |
| ASHOKLEY | 26-Dec-19 | 78.50 | R2 | CE 90.00 | 0.35 | 4,572,000 | 0.00% | 1.74% | 0.45% | 262 | |
| ASHOKLEY | 26-Dec-19 | 78.50 | R1 | CE 85.00 | 0.85 | 3,870,000 | 30.77% | -8.64% | Short Covering | 1.08% | 564 |
| ASHOKLEY | 26-Dec-19 | 78.50 | S1 | PE 75.00 | 1.10 | 1,872,000 | -45.00% | 16.85% | Short Buildup | 1.40% | 399 |
| ASHOKLEY | 26-Dec-19 | 78.50 | S2 | PE 70.00 | 0.30 | 2,376,000 | -50.00% | -6.60% | Long Windup | 0.38% | 288 |
| ASIANPAINT | 26-Dec-19 | 1750.65 | R2 | CE 1800.00 | 8.95 | 142,800 | 2.29% | -0.42% | Short Covering | 0.51% | 373 |
| ASIANPAINT | 26-Dec-19 | 1750.65 | R1 | CE 1760.00 | 22.55 | 129,000 | 13.60% | 21.47% | Long Buildup | 1.29% | 416 |
| ASIANPAINT | 26-Dec-19 | 1750.65 | S1 | PE 1740.00 | 18.55 | 74,400 | -35.25% | 264.71% | Short Buildup | 1.06% | 235 |
| ASIANPAINT | 26-Dec-19 | 1750.65 | S1 | PE 1700.00 | 7.65 | 114,000 | -41.60% | 18.01% | Short Buildup | 0.44% | 359 |
| AUROPHARMA | 26-Dec-19 | 448.75 | R2 | CE 500.00 | 2.40 | 508,000 | -18.64% | 1.80% | Short Buildup | 0.53% | 171 |
| AUROPHARMA | 26-Dec-19 | 448.75 | R1 | CE 460.00 | 11.60 | 468,000 | -6.45% | 13.04% | Short Buildup | 2.58% | 501 |
| AUROPHARMA | 26-Dec-19 | 448.75 | S1 | PE 440.00 | 11.30 | 333,000 | -11.37% | -2.63% | Long Windup | 2.52% | 188 |
| AUROPHARMA | 26-Dec-19 | 448.75 | S2 | PE 400.00 | 2.70 | 310,000 | -18.18% | -0.32% | Long Windup | 0.60% | 105 |
| AXISBANK | 26-Dec-19 | 722.10 | R2 | CE 760.00 | 3.65 | 1,014,000 | -1.35% | 0.96% | Short Buildup | 0.51% | 577 |
| AXISBANK | 26-Dec-19 | 722.10 | R1 | CE 750.00 | 5.60 | 1,406,400 | 0.00% | -4.09% | 0.78% | 1179 | |
| AXISBANK | 26-Dec-19 | 722.10 | S1 | PE 720.00 | 12.65 | 1,138,800 | -23.10% | 3.83% | Short Buildup | 1.75% | 819 |
| AXISBANK | 26-Dec-19 | 722.10 | S2 | PE 680.00 | 2.50 | 709,200 | -35.90% | -2.64% | Long Windup | 0.35% | 339 |
| BAJAJ-AUTO | 26-Dec-19 | 3261.45 | R2 | CE 3400.00 | 13.60 | 53,500 | -18.56% | -5.31% | Long Windup | 0.42% | 155 |
| BAJAJ-AUTO | 26-Dec-19 | 3261.45 | R1 | CE 3300.00 | 42.70 | 72,000 | -9.73% | 1.77% | Short Buildup | 1.31% | 243 |
| BAJAJ-AUTO | 26-Dec-19 | 3261.45 | S1 | PE 3200.00 | 24.45 | 61,250 | -21.63% | 13.95% | Short Buildup | 0.75% | 273 |
| BAJAJ-AUTO | 26-Dec-19 | 3261.45 | S2 | PE 3100.00 | 7.70 | 48,000 | -35.02% | -17.95% | Long Windup | 0.24% | 181 |
| BAJAJFINSV | 26-Dec-19 | 9169.25 | R2 | CE 9500.00 | 40.10 | 19,375 | -8.55% | 28.10% | Short Buildup | 0.44% | 164 |
| BAJAJFINSV | 26-Dec-19 | 9169.25 | R1 | CE 9200.00 | 141.05 | 20,875 | 8.29% | 38.02% | Long Buildup | 1.54% | 293 |
| BAJAJFINSV | 26-Dec-19 | 9169.25 | S1 | PE 9000.00 | 81.05 | 18,125 | -33.18% | 15.08% | Short Buildup | 0.88% | 258 |
| BAJAJFINSV | 26-Dec-19 | 9169.25 | S2 | PE 8800.00 | 40.75 | 13,000 | -39.76% | 14.29% | Short Buildup | 0.44% | 64 |
| BAJFINANCE | 26-Dec-19 | 4057.15 | R2 | CE 4200.00 | 27.55 | 243,000 | -9.23% | -3.76% | Long Windup | 0.68% | 1636 |
| BAJFINANCE | 26-Dec-19 | 4057.15 | R1 | CE 4100.00 | 61.35 | 239,000 | 2.16% | 1.59% | Long Buildup | 1.51% | 2603 |
| BAJFINANCE | 26-Dec-19 | 4057.15 | S1 | PE 4000.00 | 46.00 | 174,000 | -32.50% | 2.65% | Short Buildup | 1.13% | 951 |
| BAJFINANCE | 26-Dec-19 | 4057.15 | S2 | PE 3900.00 | 24.10 | 248,250 | -36.83% | 2.80% | Short Buildup | 0.59% | 635 |
| BALKRISIND | 26-Dec-19 | 923.00 | R2 | CE 1000.00 | 3.60 | 51,200 | 20.00% | 3.23% | Long Buildup | 0.39% | 6 |
| BALKRISIND | 26-Dec-19 | 923.00 | R1 | CE 940.00 | 17.15 | 44,000 | 6.52% | -5.17% | Short Covering | 1.86% | 53 |
| BALKRISIND | 26-Dec-19 | 923.00 | S1 | PE 920.00 | 21.80 | 20,000 | -24.31% | 31.58% | Short Buildup | 2.36% | 22 |
| BALKRISIND | 26-Dec-19 | 923.00 | S2 | PE 880.00 | 7.85 | 24,800 | -37.94% | 3.33% | Short Buildup | 0.85% | 6 |
| BANKBARODA | 26-Dec-19 | 97.90 | R2 | CE 110.00 | 0.70 | 8,968,500 | 7.69% | -3.63% | Short Covering | 0.72% | 749 |
| BANKBARODA | 26-Dec-19 | 97.90 | R1 | CE 105.00 | 1.15 | 7,119,000 | 15.00% | -5.66% | Short Covering | 1.17% | 1222 |
| BANKBARODA | 26-Dec-19 | 97.90 | S1 | PE 100.00 | 4.00 | 2,592,000 | -32.77% | -4.00% | Long Windup | 4.09% | 124 |
| BANKBARODA | 26-Dec-19 | 97.90 | S2 | PE 95.00 | 1.45 | 3,703,500 | -44.23% | -11.60% | Long Windup | 1.48% | 659 |
| BANKNIFTY | 26-Dec-19 | 31665.45 | R2 | CE 32500.00 | 90.85 | 169,880 | 42.85% | -12.09% | Short Covering | 0.29% | 23098 |
| BANKNIFTY | 26-Dec-19 | 31665.45 | R1 | CE 32000.00 | 232.05 | 306,700 | 63.82% | -5.90% | Short Covering | 0.73% | 37661 |
| BANKNIFTY | 26-Dec-19 | 31665.45 | S1 | PE 31000.00 | 131.25 | 392,780 | -52.75% | -9.74% | Long Windup | 0.41% | 35920 |
| BANKNIFTY | 26-Dec-19 | 31665.45 | S2 | PE 30000.00 | 33.50 | 239,800 | -52.04% | 11.23% | Short Buildup | 0.11% | 18802 |
| BATAINDIA | 26-Dec-19 | 1711.30 | R2 | CE 1800.00 | 7.20 | 68,200 | -19.10% | 7.83% | Short Buildup | 0.42% | 68 |
| BATAINDIA | 26-Dec-19 | 1711.30 | R1 | CE 1740.00 | 23.00 | 80,300 | -9.98% | 4.29% | Short Buildup | 1.34% | 129 |
| BATAINDIA | 26-Dec-19 | 1711.30 | S1 | PE 1640.00 | 7.65 | 59,950 | -17.74% | -1.80% | Long Windup | 0.45% | 8 |
| BATAINDIA | 26-Dec-19 | 1711.30 | S2 | PE 1600.00 | 3.95 | 82,500 | -19.39% | 0.67% | Short Buildup | 0.23% | 13 |
| BEL | 26-Dec-19 | 98.80 | R2 | CE 110.00 | 0.75 | 2,004,000 | 7.14% | 0.00% | 0.76% | 93 | |
| BEL | 26-Dec-19 | 98.80 | R1 | CE 105.00 | 1.45 | 1,710,000 | -3.33% | -1.72% | Long Windup | 1.47% | 141 |
| BEL | 26-Dec-19 | 98.80 | S1 | PE 100.00 | 3.75 | 558,000 | -12.79% | 4.49% | Short Buildup | 3.80% | 18 |
| BEL | 26-Dec-19 | 98.80 | S2 | PE 95.00 | 1.50 | 534,000 | -23.08% | -13.59% | Long Windup | 1.52% | 107 |
| BERGEPAINT | 26-Dec-19 | 498.40 | R2 | CE 520.00 | 3.95 | 136,400 | -7.06% | 0.00% | 0.79% | 14 | |
| BERGEPAINT | 26-Dec-19 | 498.40 | R1 | CE 510.00 | 6.45 | 121,000 | -7.19% | -11.29% | Long Windup | 1.29% | 43 |
| BERGEPAINT | 26-Dec-19 | 498.40 | S1 | PE 470.00 | 3.50 | 77,000 | 14.75% | 0.00% | 0.70% | 1 | |
| BERGEPAINT | 26-Dec-19 | 498.40 | S2 | PE 465.00 | 2.30 | 52,800 | 6.98% | -4.00% | Short Covering | 0.46% | 3 |
| BHARATFORG | 26-Dec-19 | 448.50 | R2 | CE 500.00 | 1.05 | 84,000 | 16.67% | -1.41% | Short Covering | 0.23% | 12 |
| BHARATFORG | 26-Dec-19 | 448.50 | R1 | CE 480.00 | 3.05 | 92,400 | 45.24% | -3.75% | Short Covering | 0.68% | 35 |
| BHARATFORG | 26-Dec-19 | 448.50 | S1 | PE 440.00 | 8.30 | 106,800 | -30.54% | 50.85% | Short Buildup | 1.85% | 89 |
| BHARATFORG | 26-Dec-19 | 448.50 | S2 | PE 420.00 | 2.80 | 61,200 | -36.36% | -1.92% | Long Windup | 0.62% | 34 |
| BHARTIARTL | 26-Dec-19 | 438.65 | R2 | CE 500.00 | 1.25 | 1,480,800 | -24.24% | -3.50% | Long Windup | 0.28% | 236 |
| BHARTIARTL | 26-Dec-19 | 438.65 | R1 | CE 450.00 | 8.35 | 892,182 | -23.39% | 10.80% | Short Buildup | 1.90% | 908 |
| BHARTIARTL | 26-Dec-19 | 438.65 | S1 | PE 440.00 | 11.90 | 590,469 | 3.93% | -0.93% | Short Covering | 2.71% | 589 |
| BHARTIARTL | 26-Dec-19 | 438.65 | S2 | PE 400.00 | 1.65 | 1,208,703 | -10.81% | -3.83% | Long Windup | 0.38% | 264 |
| BHEL | 26-Dec-19 | 45.20 | R2 | CE 60.00 | 0.20 | 4,882,500 | 33.33% | -0.91% | Short Covering | 0.44% | 99 |
| BHEL | 26-Dec-19 | 45.20 | R1 | CE 55.00 | 0.35 | 4,657,500 | 16.67% | -1.74% | Short Covering | 0.77% | 150 |
| BHEL | 26-Dec-19 | 45.20 | S1 | PE 50.00 | 5.35 | 1,620,000 | -8.55% | -1.82% | Long Windup | 11.84% | 13 |
| BHEL | 26-Dec-19 | 45.20 | S2 | PE 45.00 | 1.60 | 1,335,000 | -30.43% | 9.20% | Short Buildup | 3.54% | 77 |
| BIOCON | 26-Dec-19 | 292.85 | R2 | CE 300.00 | 5.45 | 831,600 | 3.81% | 3.59% | Long Buildup | 1.86% | 465 |
| BIOCON | 26-Dec-19 | 292.85 | R1 | CE 290.00 | 9.95 | 352,800 | 8.74% | 0.51% | Long Buildup | 3.40% | 304 |
| BIOCON | 26-Dec-19 | 292.85 | S1 | PE 280.00 | 4.00 | 241,200 | -16.67% | 13.56% | Short Buildup | 1.37% | 152 |
| BIOCON | 26-Dec-19 | 292.85 | S2 | PE 270.00 | 2.15 | 207,000 | -17.31% | -6.50% | Long Windup | 0.73% | 35 |
| BOSCHLTD | 26-Dec-19 | 14964.95 | R2 | CE 17000.00 | 90.00 | 120 | 0.00% | 0.00% | 0.60% | 0 | |
| BOSCHLTD | 26-Dec-19 | 14964.95 | S2 | PE 17000.00 | 700.00 | 30 | 0.00% | 0.00% | 4.68% | 0 | |
| BOSCHLTD | 26-Dec-19 | 14964.95 | R1 | CE 15500.00 | 250.85 | 90 | 0.00% | 0.00% | 1.68% | 0 | |
| BPCL | 26-Dec-19 | 491.75 | R2 | CE 520.00 | 6.40 | 1,006,200 | 21.90% | 7.71% | Long Buildup | 1.30% | 1057 |
| BPCL | 26-Dec-19 | 491.75 | R1 | CE 500.00 | 12.15 | 1,024,200 | 26.56% | -6.57% | Short Covering | 2.47% | 1994 |
| BPCL | 26-Dec-19 | 491.75 | S1 | PE 500.00 | 17.95 | 601,200 | -26.43% | -2.05% | Long Windup | 3.65% | 158 |
| BPCL | 26-Dec-19 | 491.75 | S2 | PE 480.00 | 7.80 | 763,200 | -36.59% | 4.95% | Short Buildup | 1.59% | 642 |
| BRITANNIA | 26-Dec-19 | 3073.55 | R2 | CE 3200.00 | 15.95 | 21,800 | 34.03% | 2.83% | Long Buildup | 0.52% | 61 |
| BRITANNIA | 26-Dec-19 | 3073.55 | R1 | CE 3100.00 | 45.05 | 16,800 | 36.10% | -10.64% | Short Covering | 1.47% | 96 |
| BRITANNIA | 26-Dec-19 | 3073.55 | S1 | PE 3000.00 | 21.55 | 13,000 | -40.39% | 22.64% | Short Buildup | 0.70% | 57 |
| BRITANNIA | 26-Dec-19 | 3073.55 | S2 | PE 2800.00 | 2.15 | 9,000 | -57.00% | -2.17% | Long Windup | 0.07% | 2 |
| CADILAHC | 26-Dec-19 | 264.00 | R2 | CE 280.00 | 3.15 | 192,000 | 1.61% | -9.09% | Short Covering | 1.19% | 153 |
| CADILAHC | 26-Dec-19 | 264.00 | R1 | CE 270.00 | 6.30 | 233,600 | 6.78% | -15.12% | Short Covering | 2.39% | 356 |
| CADILAHC | 26-Dec-19 | 264.00 | S1 | PE 260.00 | 5.55 | 62,400 | -30.63% | 11.43% | Short Buildup | 2.10% | 67 |
| CADILAHC | 26-Dec-19 | 264.00 | S2 | PE 250.00 | 3.00 | 56,000 | -30.23% | -5.41% | Long Windup | 1.14% | 48 |
| CANBK | 26-Dec-19 | 217.85 | R2 | CE 230.00 | 3.10 | 658,000 | 26.53% | -10.60% | Short Covering | 1.42% | 384 |
| CANBK | 26-Dec-19 | 217.85 | R1 | CE 220.00 | 6.35 | 540,000 | 29.59% | -7.85% | Short Covering | 2.91% | 720 |
| CANBK | 26-Dec-19 | 217.85 | S1 | PE 210.00 | 3.45 | 330,000 | -41.53% | 30.95% | Short Buildup | 1.58% | 265 |
| CANBK | 26-Dec-19 | 217.85 | S2 | PE 200.00 | 1.40 | 338,000 | -49.09% | -16.34% | Long Windup | 0.64% | 157 |
| CASTROLIND | 26-Dec-19 | 129.75 | R2 | CE 160.00 | 0.20 | 251,600 | 33.33% | 0.00% | 0.15% | 1 | |
| CASTROLIND | 26-Dec-19 | 129.75 | R1 | CE 150.00 | 0.35 | 227,800 | 16.67% | 31.37% | Long Buildup | 0.27% | 24 |
| CASTROLIND | 26-Dec-19 | 129.75 | S1 | PE 140.00 | 8.05 | 54,400 | 0.00% | 0.00% | 6.20% | 0 | |
| CASTROLIND | 26-Dec-19 | 129.75 | S2 | PE 130.00 | 3.70 | 64,600 | -11.90% | 0.00% | 2.85% | 3 | |
| CENTURYTEX | 26-Dec-19 | 496.15 | R2 | CE 520.00 | 9.60 | 91,200 | 0.52% | 12.59% | Long Buildup | 1.93% | 103 |
| CENTURYTEX | 26-Dec-19 | 496.15 | R1 | CE 500.00 | 16.70 | 79,800 | 8.09% | -0.75% | Short Covering | 3.37% | 212 |
| CENTURYTEX | 26-Dec-19 | 496.15 | S1 | PE 460.00 | 4.70 | 48,000 | -28.24% | 2.56% | Short Buildup | 0.95% | 44 |
| CENTURYTEX | 26-Dec-19 | 496.15 | S2 | PE 440.00 | 1.90 | 37,200 | -38.71% | 0.00% | 0.38% | 8 | |
| CESC | 26-Dec-19 | 726.60 | R2 | CE 800.00 | 2.00 | 70,400 | 0.00% | -1.12% | 0.28% | 5 | |
| CESC | 26-Dec-19 | 726.60 | R1 | CE 740.00 | 12.05 | 51,200 | 13.15% | 6.67% | Long Buildup | 1.66% | 23 |
| CESC | 26-Dec-19 | 726.60 | S1 | PE 720.00 | 12.80 | 35,200 | -25.36% | -4.35% | Long Windup | 1.76% | 23 |
| CESC | 26-Dec-19 | 726.60 | S2 | PE 700.00 | 6.40 | 38,400 | -18.47% | 4.35% | Short Buildup | 0.88% | 24 |
| CHOLAFIN | 26-Dec-19 | 313.05 | R2 | CE 330.00 | 3.05 | 30,000 | 52.50% | 0.00% | 0.97% | 4 | |
| CHOLAFIN | 26-Dec-19 | 313.05 | R1 | CE 320.00 | 6.60 | 60,000 | 109.52% | 14.29% | Long Buildup | 2.11% | 15 |
| CHOLAFIN | 26-Dec-19 | 313.05 | S1 | PE 300.00 | 3.05 | 30,000 | -59.06% | 100.00% | Short Buildup | 0.97% | 33 |
| CHOLAFIN | 26-Dec-19 | 313.05 | S2 | PE 290.00 | 6.20 | 5,000 | 0.00% | 0.00% | 1.98% | 0 | |
| CIPLA | 26-Dec-19 | 461.05 | R2 | CE 500.00 | 1.65 | 435,000 | 32.00% | -3.12% | Short Covering | 0.36% | 86 |
| CIPLA | 26-Dec-19 | 461.05 | R1 | CE 470.00 | 6.95 | 227,000 | 65.48% | 18.85% | Long Buildup | 1.51% | 554 |
| CIPLA | 26-Dec-19 | 461.05 | S1 | PE 450.00 | 5.60 | 128,000 | -42.86% | 9.40% | Short Buildup | 1.21% | 222 |
| CIPLA | 26-Dec-19 | 461.05 | S2 | PE 430.00 | 1.90 | 119,000 | -47.22% | -8.46% | Long Windup | 0.41% | 26 |
| COALINDIA | 26-Dec-19 | 190.15 | R2 | CE 210.00 | 0.65 | 1,408,000 | 8.33% | -1.39% | Short Covering | 0.34% | 165 |
| COALINDIA | 26-Dec-19 | 190.15 | R1 | CE 200.00 | 1.40 | 1,271,600 | 16.67% | -0.52% | Short Covering | 0.74% | 294 |
| COALINDIA | 26-Dec-19 | 190.15 | S1 | PE 190.00 | 3.60 | 638,000 | -34.55% | -2.68% | Long Windup | 1.89% | 166 |
| COALINDIA | 26-Dec-19 | 190.15 | S2 | PE 180.00 | 0.90 | 530,200 | -45.45% | 3.88% | Short Buildup | 0.47% | 143 |
| COLPAL | 26-Dec-19 | 1476.05 | R2 | CE 1540.00 | 7.05 | 18,900 | 17.50% | 50.00% | Long Buildup | 0.48% | 33 |
| COLPAL | 26-Dec-19 | 1476.05 | R1 | CE 1500.00 | 17.00 | 49,000 | 6.92% | 12.90% | Long Buildup | 1.15% | 175 |
| COLPAL | 26-Dec-19 | 1476.05 | S1 | PE 1500.00 | 30.00 | 9,800 | -40.77% | 16.67% | Short Buildup | 2.03% | 4 |
| COLPAL | 26-Dec-19 | 1476.05 | S2 | PE 1400.00 | 3.00 | 11,200 | -50.00% | 33.33% | Short Buildup | 0.20% | 5 |
| CONCOR | 26-Dec-19 | 561.70 | R2 | CE 600.00 | 3.95 | 192,249 | 23.44% | -8.21% | Short Covering | 0.70% | 32 |
| CONCOR | 26-Dec-19 | 561.70 | R1 | CE 580.00 | 7.70 | 140,670 | 11.59% | -8.16% | Short Covering | 1.37% | 66 |
| CONCOR | 26-Dec-19 | 561.70 | S1 | PE 560.00 | 13.00 | 45,327 | -13.91% | 0.00% | 2.31% | 1 | |
| CONCOR | 26-Dec-19 | 561.70 | S2 | PE 550.00 | 7.50 | 51,579 | -32.43% | 6.45% | Short Buildup | 1.34% | 5 |
| CUMMINSIND | 26-Dec-19 | 538.85 | S1 | PE 620.00 | 96.00 | 45,500 | 0.00% | 0.00% | 17.82% | 0 | |
| CUMMINSIND | 26-Dec-19 | 538.85 | R2 | CE 600.00 | 1.75 | 62,300 | 52.17% | 7.23% | Long Buildup | 0.32% | 7 |
| CUMMINSIND | 26-Dec-19 | 538.85 | R1 | CE 540.00 | 12.40 | 56,000 | 78.42% | 12.68% | Long Buildup | 2.30% | 53 |
| CUMMINSIND | 26-Dec-19 | 538.85 | S2 | PE 500.00 | 2.25 | 35,700 | -59.09% | 15.91% | Short Buildup | 0.42% | 25 |
| DABUR | 26-Dec-19 | 457.70 | R2 | CE 470.00 | 3.35 | 283,750 | 24.07% | 2.25% | Long Buildup | 0.73% | 86 |
| DABUR | 26-Dec-19 | 457.70 | R1 | CE 460.00 | 6.15 | 163,750 | 24.24% | 0.77% | Long Buildup | 1.34% | 134 |
| DABUR | 26-Dec-19 | 457.70 | S1 | PE 460.00 | 7.85 | 222,500 | -36.95% | 1.14% | Short Buildup | 1.72% | 18 |
| DABUR | 26-Dec-19 | 457.70 | S2 | PE 450.00 | 3.95 | 147,500 | -37.80% | 26.88% | Short Buildup | 0.86% | 111 |
| DISHTV | 26-Dec-19 | 13.45 | R2 | CE 20.00 | 0.20 | 3,024,000 | 0.00% | 2.86% | 1.49% | 19 | |
| DISHTV | 26-Dec-19 | 13.45 | R1 | CE 15.00 | 0.85 | 3,794,000 | -5.56% | 1.50% | Short Buildup | 6.32% | 86 |
| DISHTV | 26-Dec-19 | 13.45 | S1 | PE 12.00 | 0.75 | 1,666,000 | -11.76% | -4.80% | Long Windup | 5.58% | 47 |
| DISHTV | 26-Dec-19 | 13.45 | S2 | PE 10.00 | 0.30 | 1,764,000 | -14.29% | 0.00% | 2.23% | 31 | |
| DIVISLAB | 26-Dec-19 | 1829.15 | R2 | CE 1900.00 | 16.65 | 97,600 | -9.26% | 0.83% | Short Buildup | 0.91% | 98 |
| DIVISLAB | 26-Dec-19 | 1829.15 | R1 | CE 1800.00 | 60.00 | 56,800 | -2.28% | -1.39% | Long Windup | 3.28% | 17 |
| DIVISLAB | 26-Dec-19 | 1829.15 | S1 | PE 1800.00 | 25.95 | 21,600 | -21.60% | 14.89% | Short Buildup | 1.42% | 38 |
| DIVISLAB | 26-Dec-19 | 1829.15 | S2 | PE 1680.00 | 7.10 | 18,000 | -24.06% | -2.17% | Long Windup | 0.39% | 4 |
| DLF | 26-Dec-19 | 224.90 | R2 | CE 240.00 | 2.70 | 1,190,000 | -21.74% | -0.93% | Long Windup | 1.20% | 963 |
| DLF | 26-Dec-19 | 224.90 | R1 | CE 230.00 | 5.75 | 1,500,800 | -10.16% | 6.14% | Short Buildup | 2.56% | 1232 |
| DLF | 26-Dec-19 | 224.90 | S1 | PE 220.00 | 5.20 | 1,134,000 | -12.61% | 0.75% | Short Buildup | 2.31% | 756 |
| DLF | 26-Dec-19 | 224.90 | S1 | PE 210.00 | 2.55 | 1,313,200 | -17.74% | -2.70% | Long Windup | 1.13% | 396 |
| DRREDDY | 26-Dec-19 | 2905.65 | R2 | CE 3000.00 | 22.65 | 57,750 | 3.66% | 10.00% | Long Buildup | 0.78% | 244 |
| DRREDDY | 26-Dec-19 | 2905.65 | R1 | CE 2950.00 | 37.75 | 56,750 | 6.19% | 18.23% | Long Buildup | 1.30% | 230 |
| DRREDDY | 26-Dec-19 | 2905.65 | S1 | PE 2900.00 | 47.50 | 28,000 | -18.38% | 0.90% | Short Buildup | 1.63% | 71 |
| DRREDDY | 26-Dec-19 | 2905.65 | S1 | PE 2800.00 | 16.15 | 22,500 | -28.85% | -2.17% | Long Windup | 0.56% | 117 |
| EICHERMOT | 26-Dec-19 | 21953.55 | R2 | CE 24000.00 | 62.80 | 9,625 | 20.08% | -9.62% | Short Covering | 0.29% | 252 |
| EICHERMOT | 26-Dec-19 | 21953.55 | R1 | CE 23000.00 | 176.20 | 10,200 | 49.07% | -23.45% | Short Covering | 0.80% | 494 |
| EICHERMOT | 26-Dec-19 | 21953.55 | S1 | PE 21000.00 | 189.60 | 5,700 | -40.11% | 29.55% | Short Buildup | 0.86% | 284 |
| EICHERMOT | 26-Dec-19 | 21953.55 | S2 | PE 20000.00 | 69.50 | 4,500 | -34.31% | 2.86% | Short Buildup | 0.32% | 154 |
| EQUITAS | 26-Dec-19 | 101.05 | R1 | CE 115.00 | 0.75 | 1,372,000 | -59.46% | 6.19% | Short Buildup | 0.74% | 365 |
| EQUITAS | 26-Dec-19 | 101.05 | R1 | CE 110.00 | 1.35 | 1,296,000 | -59.70% | 55.02% | Short Buildup | 1.34% | 728 |
| EQUITAS | 26-Dec-19 | 101.05 | S1 | PE 100.00 | 3.45 | 684,000 | 43.75% | 19.58% | Long Buildup | 3.41% | 628 |
| EQUITAS | 26-Dec-19 | 101.05 | S2 | PE 90.00 | 0.85 | 492,000 | 30.77% | 4.24% | Long Buildup | 0.84% | 190 |
| ESCORTS | 26-Dec-19 | 598.30 | R2 | CE 660.00 | 3.00 | 485,100 | -4.76% | 0.23% | Short Buildup | 0.50% | 139 |
| ESCORTS | 26-Dec-19 | 598.30 | R1 | CE 640.00 | 5.25 | 369,600 | -3.67% | 9.09% | Short Buildup | 0.88% | 134 |
| ESCORTS | 26-Dec-19 | 598.30 | S1 | PE 600.00 | 17.25 | 123,200 | -11.99% | 0.90% | Short Buildup | 2.88% | 243 |
| ESCORTS | 26-Dec-19 | 598.30 | S2 | PE 580.00 | 9.50 | 155,100 | -15.93% | 2.17% | Short Buildup | 1.59% | 155 |
| EXIDEIND | 26-Dec-19 | 184.25 | R2 | CE 200.00 | 0.90 | 444,000 | 28.57% | 1.09% | Long Buildup | 0.49% | 32 |
| EXIDEIND | 26-Dec-19 | 184.25 | R1 | CE 190.00 | 2.55 | 182,400 | 45.71% | -27.62% | Short Covering | 1.38% | 83 |
| EXIDEIND | 26-Dec-19 | 184.25 | S1 | PE 190.00 | 11.00 | 88,800 | 0.00% | 0.00% | 5.97% | 0 | |
| EXIDEIND | 26-Dec-19 | 184.25 | S2 | PE 180.00 | 2.50 | 100,800 | -45.05% | -6.67% | Long Windup | 1.36% | 31 |
| FEDERALBNK | 26-Dec-19 | 85.30 | R2 | CE 100.00 | 0.20 | 2,485,000 | 0.00% | 5.34% | 0.23% | 78 | |
| FEDERALBNK | 26-Dec-19 | 85.30 | R1 | CE 90.00 | 0.90 | 3,528,000 | 20.00% | -3.08% | Short Covering | 1.06% | 175 |
| FEDERALBNK | 26-Dec-19 | 85.30 | S1 | PE 90.00 | 5.15 | 1,043,000 | -19.53% | 0.68% | Short Buildup | 6.04% | 8 |
| FEDERALBNK | 26-Dec-19 | 85.30 | S2 | PE 80.00 | 0.40 | 1,414,000 | -42.86% | -2.42% | Long Windup | 0.47% | 68 |
| GAIL | 26-Dec-19 | 118.95 | R2 | CE 130.00 | 0.65 | 2,880,360 | -13.33% | -0.37% | Long Windup | 0.55% | 243 |
| GAIL | 26-Dec-19 | 118.95 | R1 | CE 125.00 | 1.35 | 2,464,308 | -3.57% | -2.33% | Long Windup | 1.13% | 394 |
| GAIL | 26-Dec-19 | 118.95 | S1 | PE 120.00 | 3.75 | 1,013,460 | -26.47% | 1.60% | Short Buildup | 3.15% | 151 |
| GAIL | 26-Dec-19 | 118.95 | S2 | PE 115.00 | 1.65 | 1,157,478 | -34.00% | 1.88% | Short Buildup | 1.39% | 229 |
| GLENMARK | 26-Dec-19 | 341.60 | R2 | CE 400.00 | 0.90 | 282,000 | -21.74% | -4.73% | Long Windup | 0.26% | 99 |
| GLENMARK | 26-Dec-19 | 341.60 | R1 | CE 350.00 | 9.60 | 238,000 | 23.87% | -0.83% | Short Covering | 2.81% | 520 |
| GLENMARK | 26-Dec-19 | 341.60 | S1 | PE 320.00 | 4.25 | 99,000 | -37.50% | -8.33% | Long Windup | 1.24% | 87 |
| GLENMARK | 26-Dec-19 | 341.60 | S2 | PE 300.00 | 1.55 | 117,000 | -36.73% | -8.59% | Long Windup | 0.45% | 41 |
| GMRINFRA | 26-Dec-19 | 20.85 | R2 | CE 27.00 | 0.05 | 6,390,000 | 0.00% | 0.00% | 0.24% | 3 | |
| GMRINFRA | 26-Dec-19 | 20.85 | R1 | CE 25.00 | 0.10 | 4,365,000 | 0.00% | -1.02% | 0.48% | 3 | |
| GMRINFRA | 26-Dec-19 | 20.85 | S1 | PE 20.00 | 0.30 | 5,130,000 | -45.45% | 8.57% | Short Buildup | 1.44% | 48 |
| GMRINFRA | 26-Dec-19 | 20.85 | S2 | PE 19.00 | 0.15 | 2,745,000 | -40.00% | 1.67% | Short Buildup | 0.72% | 16 |
| GODREJCP | 26-Dec-19 | 666.20 | R2 | CE 700.00 | 6.00 | 68,800 | -20.00% | -1.15% | Long Windup | 0.90% | 90 |
| GODREJCP | 26-Dec-19 | 666.20 | R1 | CE 680.00 | 11.85 | 68,000 | -15.66% | -10.53% | Long Windup | 1.78% | 113 |
| GODREJCP | 26-Dec-19 | 666.20 | S1 | PE 650.00 | 9.90 | 47,200 | 16.47% | 1.72% | Long Buildup | 1.49% | 9 |
| GODREJCP | 26-Dec-19 | 666.20 | S2 | PE 640.00 | 5.30 | 20,800 | -4.50% | 30.00% | Short Buildup | 0.80% | 21 |
| GRASIM | 26-Dec-19 | 774.20 | R2 | CE 820.00 | 5.75 | 203,250 | -3.36% | -0.37% | Long Windup | 0.74% | 56 |
| GRASIM | 26-Dec-19 | 774.20 | R1 | CE 800.00 | 10.00 | 210,000 | -1.48% | -6.67% | Long Windup | 1.29% | 133 |
| GRASIM | 26-Dec-19 | 774.20 | S1 | PE 760.00 | 11.10 | 79,500 | -28.62% | -4.50% | Long Windup | 1.43% | 113 |
| GRASIM | 26-Dec-19 | 774.20 | S2 | PE 740.00 | 5.75 | 72,000 | -38.17% | -7.69% | Long Windup | 0.74% | 60 |
| HAVELLS | 26-Dec-19 | 652.30 | R2 | CE 720.00 | 1.10 | 81,000 | 10.00% | 1.25% | Long Buildup | 0.17% | 2 |
| HAVELLS | 26-Dec-19 | 652.30 | R1 | CE 670.00 | 8.05 | 103,000 | 57.84% | -17.60% | Short Covering | 1.23% | 127 |
| HAVELLS | 26-Dec-19 | 652.30 | S1 | PE 640.00 | 8.85 | 61,000 | -46.85% | 35.56% | Short Buildup | 1.36% | 75 |
| HAVELLS | 26-Dec-19 | 652.30 | S2 | PE 600.00 | 1.60 | 76,000 | -60.00% | 1.33% | Short Buildup | 0.25% | 27 |
| HCLTECH | 26-Dec-19 | 536.35 | R1 | CE 570.00 | 1.90 | 310,800 | -30.91% | 3.26% | Short Buildup | 0.35% | 59 |
| HCLTECH | 26-Dec-19 | 536.35 | R1 | CE 560.00 | 3.15 | 233,800 | -32.26% | 14.38% | Short Buildup | 0.59% | 172 |
| HCLTECH | 26-Dec-19 | 536.35 | S1 | PE 560.00 | 24.00 | 105,000 | 26.32% | -3.85% | Short Covering | 4.47% | 6 |
| HCLTECH | 26-Dec-19 | 536.35 | S2 | PE 540.00 | 10.30 | 123,200 | 41.10% | 31.34% | Long Buildup | 1.92% | 117 |
| HDFC | 26-Dec-19 | 2318.45 | R2 | CE 2400.00 | 11.60 | 309,250 | -17.14% | -0.40% | Long Windup | 0.50% | 929 |
| HDFC | 26-Dec-19 | 2318.45 | R1 | CE 2300.00 | 50.30 | 156,000 | -3.55% | -1.11% | Long Windup | 2.17% | 677 |
| HDFC | 26-Dec-19 | 2318.45 | S1 | PE 2300.00 | 23.75 | 146,750 | -14.26% | 8.70% | Short Buildup | 1.02% | 1431 |
| HDFC | 26-Dec-19 | 2318.45 | S2 | PE 2200.00 | 3.95 | 168,000 | -28.18% | -7.82% | Long Windup | 0.17% | 441 |
| HDFCBANK | 26-Dec-19 | 1263.60 | R2 | CE 1300.00 | 6.55 | 1,007,000 | 24.76% | -6.33% | Short Covering | 0.52% | 3004 |
| HDFCBANK | 26-Dec-19 | 1263.60 | R1 | CE 1280.00 | 12.35 | 875,500 | 36.46% | -3.26% | Short Covering | 0.98% | 2913 |
| HDFCBANK | 26-Dec-19 | 1263.60 | S1 | PE 1260.00 | 12.10 | 424,500 | -42.52% | 6.66% | Short Buildup | 0.96% | 2538 |
| HDFCBANK | 26-Dec-19 | 1263.60 | S2 | PE 1200.00 | 1.65 | 386,000 | -48.44% | 2.66% | Short Buildup | 0.13% | 554 |
| HEROMOTOCO | 26-Dec-19 | 2334.05 | R2 | CE 2600.00 | 5.95 | 185,400 | -15.60% | 2.32% | Short Buildup | 0.25% | 369 |
| HEROMOTOCO | 26-Dec-19 | 2334.05 | R1 | CE 2500.00 | 12.10 | 273,800 | 0.41% | -4.93% | Short Covering | 0.52% | 1008 |
| HEROMOTOCO | 26-Dec-19 | 2334.05 | S1 | PE 2300.00 | 35.25 | 79,400 | -37.72% | 1.53% | Short Buildup | 1.51% | 504 |
| HEROMOTOCO | 26-Dec-19 | 2334.05 | S2 | PE 2200.00 | 11.20 | 69,200 | -48.39% | -14.78% | Long Windup | 0.48% | 474 |
| HEXAWARE | 26-Dec-19 | 340.15 | R2 | CE 350.00 | 6.15 | 49,500 | -9.56% | -5.71% | Long Windup | 1.81% | 25 |
| HEXAWARE | 26-Dec-19 | 340.15 | R1 | CE 340.00 | 10.40 | 43,500 | 8.90% | 7.41% | Long Buildup | 3.06% | 39 |
| HEXAWARE | 26-Dec-19 | 340.15 | S1 | PE 320.00 | 3.25 | 36,000 | -30.11% | -4.00% | Long Windup | 0.96% | 4 |
| HEXAWARE | 26-Dec-19 | 340.15 | S2 | PE 300.00 | 1.05 | 24,000 | 0.00% | 0.00% | 0.31% | 0 | |
| HINDALCO | 26-Dec-19 | 201.45 | R2 | CE 210.00 | 2.60 | 1,498,000 | 57.58% | -8.15% | Short Covering | 1.29% | 954 |
| HINDALCO | 26-Dec-19 | 201.45 | R1 | CE 205.00 | 4.30 | 1,113,000 | 56.36% | 20.45% | Long Buildup | 2.13% | 937 |
| HINDALCO | 26-Dec-19 | 201.45 | S1 | PE 190.00 | 1.50 | 763,000 | -43.40% | 27.49% | Short Buildup | 0.74% | 278 |
| HINDALCO | 26-Dec-19 | 201.45 | S2 | PE 180.00 | 0.35 | 1,253,000 | -50.00% | 1.42% | Short Buildup | 0.17% | 150 |
| HINDPETRO | 26-Dec-19 | 266.20 | R2 | CE 300.00 | 0.95 | 501,900 | -5.00% | -1.24% | Long Windup | 0.36% | 22 |
| HINDPETRO | 26-Dec-19 | 266.20 | R1 | CE 290.00 | 1.50 | 403,200 | -11.76% | 2.67% | Short Buildup | 0.56% | 38 |
| HINDPETRO | 26-Dec-19 | 266.20 | S1 | PE 290.00 | 23.60 | 327,600 | -24.96% | -0.64% | Long Windup | 8.87% | 1 |
| HINDPETRO | 26-Dec-19 | 266.20 | S2 | PE 250.00 | 1.85 | 298,200 | -41.27% | -7.79% | Long Windup | 0.69% | 57 |
| HINDUNILVR | 26-Dec-19 | 2007.35 | R2 | CE 2100.00 | 7.90 | 173,400 | -10.23% | 2.66% | Short Buildup | 0.39% | 490 |
| HINDUNILVR | 26-Dec-19 | 2007.35 | R1 | CE 2080.00 | 11.65 | 128,400 | -6.80% | -0.70% | Long Windup | 0.58% | 300 |
| HINDUNILVR | 26-Dec-19 | 2007.35 | S1 | PE 2000.00 | 25.90 | 73,200 | -8.16% | 9.91% | Short Buildup | 1.29% | 387 |
| HINDUNILVR | 26-Dec-19 | 2007.35 | S2 | PE 1980.00 | 18.40 | 51,300 | -12.17% | 29.55% | Short Buildup | 0.92% | 253 |
| IBULHSGFIN | 26-Dec-19 | 291.25 | R2 | CE 400.00 | 3.55 | 1,311,200 | 57.78% | -6.56% | Short Covering | 1.22% | 792 |
| IBULHSGFIN | 26-Dec-19 | 291.25 | R1 | CE 300.00 | 20.60 | 1,856,000 | 72.38% | -3.09% | Short Covering | 7.07% | 6359 |
| IBULHSGFIN | 26-Dec-19 | 291.25 | S1 | PE 300.00 | 28.80 | 604,000 | -32.63% | 5.45% | Short Buildup | 9.89% | 508 |
| IBULHSGFIN | 26-Dec-19 | 291.25 | S1 | PE 260.00 | 10.65 | 980,800 | -41.48% | 18.34% | Short Buildup | 3.66% | 2799 |
| ICICIBANK | 26-Dec-19 | 535.35 | R2 | CE 550.00 | 4.85 | 2,184,875 | -3.00% | -9.36% | Long Windup | 0.91% | 2321 |
| ICICIBANK | 26-Dec-19 | 535.35 | R1 | CE 540.00 | 8.70 | 2,209,625 | 0.00% | 8.43% | 1.63% | 3265 | |
| ICICIBANK | 26-Dec-19 | 535.35 | S1 | PE 510.00 | 2.25 | 1,808,125 | -26.23% | -7.59% | Long Windup | 0.42% | 897 |
| ICICIBANK | 26-Dec-19 | 535.35 | S2 | PE 500.00 | 1.55 | 2,098,250 | -22.50% | 5.31% | Short Buildup | 0.29% | 883 |
| ICICIPRULI | 26-Dec-19 | 493.25 | R2 | CE 520.00 | 3.35 | 388,500 | 3.08% | -12.20% | Short Covering | 0.68% | 187 |
| ICICIPRULI | 26-Dec-19 | 493.25 | R1 | CE 510.00 | 5.65 | 307,500 | 3.67% | -12.77% | Short Covering | 1.15% | 127 |
| ICICIPRULI | 26-Dec-19 | 493.25 | S1 | PE 480.00 | 5.70 | 213,000 | -30.91% | 3.65% | Short Buildup | 1.16% | 46 |
| ICICIPRULI | 26-Dec-19 | 493.25 | S2 | PE 470.00 | 3.75 | 175,500 | -34.78% | 3.54% | Short Buildup | 0.76% | 20 |
| IDEA | 26-Dec-19 | 6.80 | R2 | CE 10.00 | 0.15 | 34,944,000 | -25.00% | 3.40% | Short Buildup | 2.21% | 263 |
| IDEA | 26-Dec-19 | 6.80 | R1 | CE 8.00 | 0.40 | 35,448,000 | -11.11% | 1.28% | Short Buildup | 5.88% | 495 |
| IDEA | 26-Dec-19 | 6.80 | S1 | PE 6.00 | 0.45 | 19,656,000 | -10.00% | -0.14% | Long Windup | 6.62% | 344 |
| IDEA | 26-Dec-19 | 6.80 | S2 | PE 3.00 | 0.05 | 24,584,000 | 0.00% | 0.11% | 0.74% | 1 | |
| IDFCFIRSTB | 26-Dec-19 | 43.20 | R2 | CE 50.00 | 0.25 | 11,868,000 | 0.00% | -5.00% | 0.58% | 116 | |
| IDFCFIRSTB | 26-Dec-19 | 43.20 | R1 | CE 45.00 | 0.70 | 5,508,000 | -6.67% | 3.38% | Short Buildup | 1.62% | 271 |
| IDFCFIRSTB | 26-Dec-19 | 43.20 | S1 | PE 44.00 | 1.65 | 2,400,000 | -13.16% | 0.00% | 3.82% | 6 | |
| IDFCFIRSTB | 26-Dec-19 | 43.20 | S2 | PE 40.00 | 0.25 | 3,876,000 | -28.57% | -1.82% | Long Windup | 0.58% | 61 |
| IGL | 26-Dec-19 | 410.05 | R2 | CE 440.00 | 1.15 | 217,250 | -39.47% | 6.76% | Short Buildup | 0.28% | 46 |
| IGL | 26-Dec-19 | 410.05 | R1 | CE 420.00 | 4.90 | 349,250 | -33.33% | 0.79% | Short Buildup | 1.19% | 226 |
| IGL | 26-Dec-19 | 410.05 | S1 | PE 400.00 | 6.50 | 404,250 | 64.56% | 17.60% | Long Buildup | 1.59% | 112 |
| IGL | 26-Dec-19 | 410.05 | S2 | PE 390.00 | 3.65 | 253,000 | 69.77% | 12.20% | Long Buildup | 0.89% | 59 |
| INDIGO | 26-Dec-19 | 1339.40 | R2 | CE 1500.00 | 9.15 | 297,900 | -28.79% | 1.33% | Short Buildup | 0.68% | 154 |
| INDIGO | 26-Dec-19 | 1339.40 | R1 | CE 1450.00 | 16.25 | 355,500 | -21.69% | 3.04% | Short Buildup | 1.21% | 402 |
| INDIGO | 26-Dec-19 | 1339.40 | S1 | PE 1300.00 | 30.55 | 123,300 | -10.80% | 5.66% | Short Buildup | 2.28% | 229 |
| INDIGO | 26-Dec-19 | 1339.40 | S2 | PE 1200.00 | 9.10 | 75,600 | -28.63% | -8.70% | Long Windup | 0.68% | 467 |
| INDUSINDBK | 26-Dec-19 | 1444.15 | R2 | CE 1600.00 | 4.50 | 280,400 | 3.45% | 4.16% | Long Buildup | 0.31% | 313 |
| INDUSINDBK | 26-Dec-19 | 1444.15 | R1 | CE 1500.00 | 17.05 | 270,000 | 16.38% | 6.13% | Long Buildup | 1.18% | 1519 |
| INDUSINDBK | 26-Dec-19 | 1444.15 | S1 | PE 1500.00 | 68.10 | 96,000 | -19.60% | -0.83% | Long Windup | 4.72% | 43 |
| INDUSINDBK | 26-Dec-19 | 1444.15 | S2 | PE 1400.00 | 17.65 | 135,200 | -34.26% | 5.30% | Short Buildup | 1.22% | 906 |
| INFRATEL | 26-Dec-19 | 252.20 | R2 | CE 300.00 | 1.20 | 528,000 | -33.33% | -1.86% | Long Windup | 0.48% | 38 |
| INFRATEL | 26-Dec-19 | 252.20 | R1 | CE 280.00 | 3.25 | 436,000 | -20.73% | -1.36% | Long Windup | 1.29% | 57 |
| INFRATEL | 26-Dec-19 | 252.20 | S1 | PE 240.00 | 7.05 | 252,000 | -5.37% | 2.44% | Short Buildup | 2.80% | 83 |
| INFRATEL | 26-Dec-19 | 252.20 | S2 | PE 200.00 | 0.70 | 190,000 | -22.22% | -2.06% | Long Windup | 0.28% | 19 |
| INFY | 26-Dec-19 | 702.10 | R2 | CE 800.00 | 0.75 | 1,269,600 | -21.05% | 0.67% | Short Buildup | 0.11% | 243 |
| INFY | 26-Dec-19 | 702.10 | R1 | CE 720.00 | 8.25 | 1,112,400 | -44.07% | 24.60% | Short Buildup | 1.18% | 2986 |
| INFY | 26-Dec-19 | 702.10 | S1 | PE 700.00 | 12.80 | 937,200 | 111.57% | 28.88% | Long Buildup | 1.82% | 4757 |
| INFY | 26-Dec-19 | 702.10 | S2 | PE 680.00 | 6.55 | 634,800 | 138.18% | 114.17% | Long Buildup | 0.93% | 3590 |
| IOC | 26-Dec-19 | 128.10 | R2 | CE 140.00 | 0.45 | 1,347,500 | 12.50% | -1.53% | Short Covering | 0.35% | 50 |
| IOC | 26-Dec-19 | 128.10 | R1 | CE 130.00 | 1.80 | 1,666,000 | 24.14% | -6.85% | Short Covering | 1.41% | 269 |
| IOC | 26-Dec-19 | 128.10 | S1 | PE 130.00 | 4.60 | 934,500 | -35.21% | -3.96% | Long Windup | 3.59% | 32 |
| IOC | 26-Dec-19 | 128.10 | S2 | PE 125.00 | 1.90 | 626,500 | -47.22% | -12.25% | Long Windup | 1.48% | 171 |
| ITC | 26-Dec-19 | 238.55 | R2 | CE 260.00 | 0.50 | 3,201,600 | 0.00% | 1.68% | 0.21% | 641 | |
| ITC | 26-Dec-19 | 238.55 | R1 | CE 250.00 | 1.50 | 8,918,400 | 3.45% | 11.83% | Long Buildup | 0.63% | 1436 |
| ITC | 26-Dec-19 | 238.55 | S1 | PE 240.00 | 4.45 | 1,735,200 | -19.82% | -2.82% | Long Windup | 1.87% | 382 |
| ITC | 26-Dec-19 | 238.55 | S2 | PE 230.00 | 1.15 | 1,812,000 | -30.30% | -5.63% | Long Windup | 0.48% | 644 |
| JINDALSTEL | 26-Dec-19 | 142.25 | R2 | CE 170.00 | 0.90 | 1,548,800 | -14.29% | 1.68% | Short Buildup | 0.63% | 115 |
| JINDALSTEL | 26-Dec-19 | 142.25 | R1 | CE 150.00 | 3.80 | 1,913,600 | -20.83% | 27.23% | Short Buildup | 2.67% | 759 |
| JINDALSTEL | 26-Dec-19 | 142.25 | S1 | PE 140.00 | 7.10 | 694,400 | 42.00% | 21.23% | Long Buildup | 4.99% | 371 |
| JINDALSTEL | 26-Dec-19 | 142.25 | S2 | PE 130.00 | 3.75 | 924,800 | 59.57% | 6.64% | Long Buildup | 2.64% | 235 |
| JSWSTEEL | 26-Dec-19 | 255.60 | R2 | CE 270.00 | 2.90 | 732,000 | 11.54% | -0.54% | Short Covering | 1.13% | 417 |
| JSWSTEEL | 26-Dec-19 | 255.60 | R1 | CE 260.00 | 6.10 | 674,000 | 23.23% | -18.80% | Short Covering | 2.39% | 761 |
| JSWSTEEL | 26-Dec-19 | 255.60 | S1 | PE 250.00 | 5.05 | 346,000 | -37.27% | 2.37% | Short Buildup | 1.98% | 309 |
| JSWSTEEL | 26-Dec-19 | 255.60 | S2 | PE 240.00 | 2.35 | 302,000 | -43.37% | 26.89% | Short Buildup | 0.92% | 182 |
| JUBLFOOD | 26-Dec-19 | 1598.10 | R2 | CE 1640.00 | 24.70 | 59,000 | 25.38% | 0.85% | Long Buildup | 1.55% | 242 |
| JUBLFOOD | 26-Dec-19 | 1598.10 | R1 | CE 1600.00 | 41.60 | 71,500 | 20.06% | 31.19% | Long Buildup | 2.60% | 461 |
| JUBLFOOD | 26-Dec-19 | 1598.10 | S1 | PE 1560.00 | 23.55 | 31,000 | -25.47% | -1.59% | Long Windup | 1.47% | 50 |
| JUBLFOOD | 26-Dec-19 | 1598.10 | S2 | PE 1500.00 | 9.35 | 70,000 | -35.29% | 0.72% | Short Buildup | 0.59% | 80 |
| JUSTDIAL | 26-Dec-19 | 568.40 | R2 | CE 600.00 | 6.35 | 298,200 | -11.81% | 12.11% | Short Buildup | 1.12% | 245 |
| JUSTDIAL | 26-Dec-19 | 568.40 | S1 | PE 600.00 | 36.85 | 190,400 | -4.53% | 0.00% | 6.48% | 2 | |
| JUSTDIAL | 26-Dec-19 | 568.40 | R1 | CE 580.00 | 12.60 | 207,200 | -3.45% | -0.67% | Long Windup | 2.22% | 308 |
| JUSTDIAL | 26-Dec-19 | 568.40 | S2 | PE 580.00 | 22.40 | 196,000 | -11.29% | -2.78% | Long Windup | 3.94% | 93 |
| KOTAKBANK | 26-Dec-19 | 1715.60 | R2 | CE 1800.00 | 7.65 | 444,400 | 68.13% | 22.90% | Long Buildup | 0.45% | 898 |
| KOTAKBANK | 26-Dec-19 | 1715.60 | R1 | CE 1700.00 | 38.00 | 429,200 | 55.42% | -29.59% | Short Covering | 2.21% | 4286 |
| KOTAKBANK | 26-Dec-19 | 1715.60 | S1 | PE 1660.00 | 12.10 | 275,200 | -40.10% | 43.04% | Short Buildup | 0.71% | 1608 |
| KOTAKBANK | 26-Dec-19 | 1715.60 | S2 | PE 1600.00 | 4.45 | 280,000 | -30.47% | -5.91% | Long Windup | 0.26% | 709 |
| L&TFH | 26-Dec-19 | 115.15 | R2 | CE 125.00 | 1.25 | 2,142,000 | -24.24% | 3.03% | Short Buildup | 1.09% | 214 |
| L&TFH | 26-Dec-19 | 115.15 | R1 | CE 120.00 | 2.25 | 2,956,500 | -21.05% | 10.05% | Short Buildup | 1.95% | 736 |
| L&TFH | 26-Dec-19 | 115.15 | S1 | PE 110.00 | 1.90 | 1,125,000 | -20.83% | 0.81% | Short Buildup | 1.65% | 241 |
| L&TFH | 26-Dec-19 | 115.15 | S2 | PE 100.00 | 0.35 | 837,000 | -30.00% | -0.53% | Long Windup | 0.30% | 84 |
| LICHSGFIN | 26-Dec-19 | 434.35 | R1 | CE 480.00 | 1.70 | 392,700 | -42.37% | -2.72% | Long Windup | 0.39% | 81 |
| LICHSGFIN | 26-Dec-19 | 434.35 | R1 | CE 460.00 | 4.05 | 336,600 | -33.06% | 8.13% | Short Buildup | 0.93% | 292 |
| LICHSGFIN | 26-Dec-19 | 434.35 | S1 | PE 420.00 | 5.30 | 177,100 | -7.02% | -5.85% | Long Windup | 1.22% | 174 |
| LICHSGFIN | 26-Dec-19 | 434.35 | S2 | PE 400.00 | 1.90 | 156,200 | -15.56% | -18.39% | Long Windup | 0.44% | 99 |
| LT | 26-Dec-19 | 1279.70 | R2 | CE 1400.00 | 3.35 | 1,147,125 | -10.67% | -1.00% | Long Windup | 0.26% | 643 |
| LT | 26-Dec-19 | 1279.70 | R1 | CE 1300.00 | 18.85 | 1,027,875 | 19.68% | -2.00% | Short Covering | 1.47% | 4185 |
| LT | 26-Dec-19 | 1279.70 | S1 | PE 1260.00 | 14.00 | 345,375 | -39.78% | -0.86% | Long Windup | 1.09% | 1249 |
| LT | 26-Dec-19 | 1279.70 | S2 | PE 1200.00 | 3.90 | 358,125 | -43.48% | -6.83% | Long Windup | 0.30% | 506 |
| LUPIN | 26-Dec-19 | 748.75 | R2 | CE 810.00 | 2.90 | 153,300 | 0.00% | 7.35% | 0.39% | 42 | |
| LUPIN | 26-Dec-19 | 748.75 | R1 | CE 800.00 | 3.55 | 270,900 | 0.00% | -2.03% | 0.47% | 163 | |
| LUPIN | 26-Dec-19 | 748.75 | S1 | PE 800.00 | 57.80 | 76,300 | 5.19% | -14.84% | Short Covering | 7.72% | 21 |
| LUPIN | 26-Dec-19 | 748.75 | S2 | PE 700.00 | 2.75 | 94,500 | -25.68% | -3.57% | Long Windup | 0.37% | 40 |
| M&M | 26-Dec-19 | 511.90 | R2 | CE 600.00 | 0.80 | 672,000 | -5.88% | -0.30% | Long Windup | 0.16% | 46 |
| M&M | 26-Dec-19 | 511.90 | R1 | CE 550.00 | 2.85 | 806,000 | 0.00% | 2.41% | 0.56% | 266 | |
| M&M | 26-Dec-19 | 511.90 | S1 | PE 510.00 | 10.10 | 272,000 | -24.63% | 30.14% | Short Buildup | 1.97% | 294 |
| M&M | 26-Dec-19 | 511.90 | S2 | PE 500.00 | 6.35 | 425,000 | -29.05% | -5.76% | Long Windup | 1.24% | 290 |
| M&MFIN | 26-Dec-19 | 338.45 | S1 | PE 400.00 | 60.00 | 355,000 | 0.00% | 0.00% | 17.73% | 0 | |
| M&MFIN | 26-Dec-19 | 338.45 | R2 | CE 370.00 | 2.65 | 696,250 | 8.16% | -0.89% | Short Covering | 0.78% | 91 |
| M&MFIN | 26-Dec-19 | 338.45 | R1 | CE 360.00 | 3.75 | 215,000 | 17.19% | -9.47% | Short Covering | 1.11% | 88 |
| M&MFIN | 26-Dec-19 | 338.45 | S2 | PE 310.00 | 2.10 | 77,500 | -44.00% | 1.64% | Short Buildup | 0.62% | 11 |
| MANAPPURAM | 26-Dec-19 | 173.20 | R2 | CE 180.00 | 2.25 | 1,098,000 | 125.00% | 9.58% | Long Buildup | 1.30% | 574 |
| MANAPPURAM | 26-Dec-19 | 173.20 | R1 | CE 175.00 | 3.95 | 684,000 | 107.89% | 9.62% | Long Buildup | 2.28% | 538 |
| MANAPPURAM | 26-Dec-19 | 173.20 | S1 | PE 170.00 | 3.40 | 426,000 | -56.69% | 1083.33% | Short Buildup | 1.96% | 154 |
| MANAPPURAM | 26-Dec-19 | 173.20 | S1 | PE 160.00 | 1.00 | 552,000 | -60.00% | 80.39% | Short Buildup | 0.58% | 168 |
| MARICO | 26-Dec-19 | 331.10 | R2 | CE 360.00 | 0.95 | 145,600 | 0.00% | 13.13% | 0.29% | 30 | |
| MARICO | 26-Dec-19 | 331.10 | R1 | CE 350.00 | 1.60 | 133,900 | -13.51% | 10.75% | Short Buildup | 0.48% | 31 |
| MARICO | 26-Dec-19 | 331.10 | S1 | PE 340.00 | 10.80 | 110,500 | 20.00% | 30.77% | Long Buildup | 3.26% | 29 |
| MARICO | 26-Dec-19 | 331.10 | S2 | PE 335.00 | 6.40 | 76,700 | 8.47% | 25.53% | Long Buildup | 1.93% | 35 |
| MARUTI | 26-Dec-19 | 6999.80 | R2 | CE 7500.00 | 23.55 | 119,025 | -7.47% | 4.20% | Short Buildup | 0.34% | 975 |
| MARUTI | 26-Dec-19 | 6999.80 | R1 | CE 7200.00 | 79.55 | 174,525 | -1.55% | -1.06% | Long Windup | 1.14% | 1982 |
| MARUTI | 26-Dec-19 | 6999.80 | S1 | PE 7000.00 | 133.40 | 167,400 | -9.90% | 2.62% | Short Buildup | 1.91% | 1018 |
| MARUTI | 26-Dec-19 | 6999.80 | S2 | PE 6500.00 | 14.80 | 60,825 | -25.63% | 0.50% | Short Buildup | 0.21% | 318 |
| MCDOWELL-N | 26-Dec-19 | 592.00 | R2 | CE 630.00 | 3.25 | 161,250 | 12.07% | 0.00% | 0.55% | 10 | |
| MCDOWELL-N | 26-Dec-19 | 592.00 | R1 | CE 620.00 | 4.75 | 280,000 | 11.76% | 4.19% | Long Buildup | 0.80% | 97 |
| MCDOWELL-N | 26-Dec-19 | 592.00 | S1 | PE 600.00 | 16.25 | 103,750 | -21.31% | -3.49% | Long Windup | 2.74% | 16 |
| MCDOWELL-N | 26-Dec-19 | 592.00 | S2 | PE 580.00 | 7.45 | 68,750 | -26.96% | 7.84% | Short Buildup | 1.26% | 28 |
| MFSL | 26-Dec-19 | 505.20 | R2 | CE 550.00 | 4.00 | 186,000 | -31.62% | 4.03% | Short Buildup | 0.79% | 39 |
| MFSL | 26-Dec-19 | 505.20 | R1 | CE 530.00 | 7.75 | 118,800 | -23.27% | 0.00% | 1.53% | 28 | |
| MFSL | 26-Dec-19 | 505.20 | S1 | PE 510.00 | 20.85 | 43,200 | 6.65% | 28.57% | Long Buildup | 4.13% | 19 |
| MFSL | 26-Dec-19 | 505.20 | S2 | PE 500.00 | 11.65 | 183,600 | 2.19% | 19.53% | Long Buildup | 2.31% | 85 |
| MGL | 26-Dec-19 | 1040.20 | R2 | CE 1100.00 | 4.45 | 63,000 | 9.88% | 0.96% | Long Buildup | 0.43% | 13 |
| MGL | 26-Dec-19 | 1040.20 | R1 | CE 1060.00 | 13.50 | 59,400 | 16.38% | -1.00% | Short Covering | 1.30% | 58 |
| MGL | 26-Dec-19 | 1040.20 | S1 | PE 1020.00 | 10.45 | 33,000 | -33.86% | 3.77% | Short Buildup | 1.00% | 21 |
| MGL | 26-Dec-19 | 1040.20 | S2 | PE 1000.00 | 5.65 | 33,600 | -41.45% | 1.82% | Short Buildup | 0.54% | 17 |
| MINDTREE | 26-Dec-19 | 752.85 | R2 | CE 800.00 | 4.05 | 75,600 | -33.61% | 5.00% | Short Buildup | 0.54% | 132 |
| MINDTREE | 26-Dec-19 | 752.85 | R1 | CE 760.00 | 13.90 | 71,400 | -24.66% | 8.18% | Short Buildup | 1.85% | 154 |
| MINDTREE | 26-Dec-19 | 752.85 | S1 | PE 760.00 | 24.35 | 30,000 | 7.27% | 4.17% | Long Buildup | 3.23% | 4 |
| MINDTREE | 26-Dec-19 | 752.85 | S2 | PE 720.00 | 7.05 | 33,000 | -1.40% | 0.00% | 0.94% | 25 | |
| MOTHERSUMI | 26-Dec-19 | 135.45 | R2 | CE 150.00 | 1.15 | 676,500 | 64.29% | 4.06% | Long Buildup | 0.85% | 255 |
| MOTHERSUMI | 26-Dec-19 | 135.45 | R1 | CE 140.00 | 3.50 | 1,623,600 | 48.94% | 11.31% | Long Buildup | 2.58% | 745 |
| MOTHERSUMI | 26-Dec-19 | 135.45 | S1 | PE 130.00 | 2.55 | 448,800 | -22.73% | 21.43% | Short Buildup | 1.88% | 230 |
| MOTHERSUMI | 26-Dec-19 | 135.45 | S2 | PE 120.00 | 0.65 | 399,300 | -27.78% | -11.03% | Long Windup | 0.48% | 99 |
| MRF | 26-Dec-19 | 62692.10 | R2 | CE 70000.00 | 20.50 | 80 | 0.00% | 0.00% | 0.03% | 0 | |
| MRF | 26-Dec-19 | 62692.10 | R1 | CE 64000.00 | 500.00 | 70 | 0.00% | 0.00% | 0.80% | 0 | |
| MRF | 26-Dec-19 | 62692.10 | S2 | PE 61500.00 | 1122.00 | 10 | 0.00% | 0.00% | 1.79% | 0 | |
| MUTHOOTFIN | 26-Dec-19 | 712.80 | R2 | CE 740.00 | 7.55 | 102,000 | 71.59% | 23.64% | Long Buildup | 1.06% | 201 |
| MUTHOOTFIN | 26-Dec-19 | 712.80 | R1 | CE 720.00 | 14.85 | 126,000 | 50.76% | 31.25% | Long Buildup | 2.08% | 421 |
| MUTHOOTFIN | 26-Dec-19 | 712.80 | S1 | PE 660.00 | 1.95 | 57,000 | -57.61% | 40.74% | Short Buildup | 0.27% | 26 |
| MUTHOOTFIN | 26-Dec-19 | 712.80 | S2 | PE 650.00 | 1.05 | 93,000 | -62.50% | -1.59% | Long Windup | 0.15% | 16 |
| NATIONALUM | 26-Dec-19 | 43.20 | R2 | CE 50.00 | 0.25 | 3,220,000 | 25.00% | -4.17% | Short Covering | 0.58% | 29 |
| NATIONALUM | 26-Dec-19 | 43.20 | R1 | CE 45.00 | 0.85 | 2,010,000 | 30.77% | -5.19% | Short Covering | 1.97% | 41 |
| NATIONALUM | 26-Dec-19 | 43.20 | S1 | PE 42.00 | 0.85 | 410,000 | -34.62% | -4.65% | Long Windup | 1.97% | 7 |
| NATIONALUM | 26-Dec-19 | 43.20 | S2 | PE 40.00 | 0.30 | 1,130,000 | -45.45% | 5.61% | Short Buildup | 0.69% | 63 |
| NBCC | 26-Dec-19 | 34.40 | R2 | CE 45.00 | 0.15 | 1,759,500 | 0.00% | -1.90% | 0.44% | 23 | |
| NBCC | 26-Dec-19 | 34.40 | R1 | CE 40.00 | 0.45 | 2,873,000 | 0.00% | -6.63% | 1.31% | 102 | |
| NBCC | 26-Dec-19 | 34.40 | S1 | PE 35.00 | 2.05 | 680,000 | -21.15% | -1.23% | Long Windup | 5.96% | 2 |
| NBCC | 26-Dec-19 | 34.40 | S2 | PE 30.00 | 0.30 | 408,000 | -40.00% | -4.00% | Long Windup | 0.87% | 14 |
| NCC | 26-Dec-19 | 52.40 | R2 | CE 65.00 | 0.40 | 3,408,000 | 14.29% | -10.32% | Short Covering | 0.76% | 203 |
| NCC | 26-Dec-19 | 52.40 | R1 | CE 60.00 | 0.80 | 4,248,000 | 23.08% | -6.84% | Short Covering | 1.53% | 281 |
| NCC | 26-Dec-19 | 52.40 | S1 | PE 55.00 | 3.90 | 1,208,000 | -30.97% | -4.43% | Long Windup | 7.44% | 10 |
| NCC | 26-Dec-19 | 52.40 | S2 | PE 50.00 | 1.40 | 1,016,000 | -37.78% | 1.60% | Short Buildup | 2.67% | 93 |
| NESTLEIND | 26-Dec-19 | 14154.95 | R2 | CE 15000.00 | 34.00 | 2,250 | 0.00% | -4.26% | 0.24% | 19 | |
| NESTLEIND | 26-Dec-19 | 14154.95 | R1 | CE 14500.00 | 122.40 | 2,200 | 23.70% | 2.33% | Long Buildup | 0.86% | 13 |
| NESTLEIND | 26-Dec-19 | 14154.95 | S1 | PE 14000.00 | 148.45 | 2,200 | -20.49% | 4.76% | Short Buildup | 1.05% | 20 |
| NESTLEIND | 26-Dec-19 | 14154.95 | S2 | PE 13800.00 | 101.05 | 750 | -6.91% | -6.25% | Long Windup | 0.71% | 5 |
| NIFTY | 26-Dec-19 | 11971.80 | R2 | CE 12200.00 | 37.45 | 1,880,850 | 33.27% | -12.19% | Short Covering | 0.31% | 46102 |
| NIFTY | 26-Dec-19 | 11971.80 | R1 | CE 12000.00 | 122.25 | 2,794,200 | 40.92% | 6.64% | Long Buildup | 1.02% | 69556 |
| NIFTY | 26-Dec-19 | 11971.80 | S1 | PE 12000.00 | 93.70 | 3,260,400 | -37.49% | 15.57% | Short Buildup | 0.78% | 64172 |
| NIFTY | 26-Dec-19 | 11971.80 | S2 | PE 11500.00 | 10.80 | 3,538,800 | -41.94% | 6.26% | Short Buildup | 0.09% | 27578 |
| NIITTECH | 26-Dec-19 | 1484.25 | S1 | PE 1520.00 | 61.25 | 750 | 0.00% | 0.00% | 4.13% | 0 | |
| NIITTECH | 26-Dec-19 | 1484.25 | R2 | CE 1500.00 | 26.50 | 4,500 | -11.81% | -7.69% | Long Windup | 1.79% | 2 |
| NIITTECH | 26-Dec-19 | 1484.25 | S2 | PE 1480.00 | 36.00 | 375 | 0.00% | 0.00% | 2.43% | 0 | |
| NIITTECH | 26-Dec-19 | 1484.25 | R1 | CE 1460.00 | 52.00 | 1,875 | 0.00% | 0.00% | 3.50% | 0 | |
| NMDC | 26-Dec-19 | 113.75 | R2 | CE 120.00 | 1.15 | 1,200,000 | 4.55% | 0.50% | Long Buildup | 1.01% | 134 |
| NMDC | 26-Dec-19 | 113.75 | R1 | CE 110.00 | 5.80 | 906,000 | 24.73% | -1.95% | Short Covering | 5.10% | 57 |
| NMDC | 26-Dec-19 | 113.75 | S1 | PE 110.00 | 1.65 | 564,000 | -37.74% | 51.61% | Short Buildup | 1.45% | 110 |
| NMDC | 26-Dec-19 | 113.75 | S2 | PE 100.00 | 0.30 | 810,000 | -45.45% | 5.47% | Short Buildup | 0.26% | 21 |
| NTPC | 26-Dec-19 | 114.45 | R2 | CE 120.00 | 0.75 | 3,456,000 | 25.00% | 6.98% | Long Buildup | 0.66% | 340 |
| NTPC | 26-Dec-19 | 114.45 | R1 | CE 115.00 | 2.10 | 2,160,000 | 20.00% | -11.24% | Short Covering | 1.83% | 480 |
| NTPC | 26-Dec-19 | 114.45 | S1 | PE 115.00 | 2.35 | 1,017,600 | -29.85% | -4.50% | Long Windup | 2.05% | 107 |
| NTPC | 26-Dec-19 | 114.45 | S2 | PE 110.00 | 0.60 | 873,600 | -47.83% | 0.00% | 0.52% | 117 | |
| OIL | 26-Dec-19 | 155.50 | R2 | CE 165.00 | 0.60 | 84,975 | -29.41% | -3.85% | Long Windup | 0.39% | 1 |
| OIL | 26-Dec-19 | 155.50 | R1 | CE 160.00 | 2.60 | 81,576 | 52.94% | 9.09% | Long Buildup | 1.67% | 14 |
| OIL | 26-Dec-19 | 155.50 | S1 | PE 155.00 | 3.10 | 30,591 | -8.82% | 0.00% | 1.99% | 1 | |
| OIL | 26-Dec-19 | 155.50 | S2 | PE 150.00 | 1.30 | 33,990 | -48.00% | 0.00% | 0.84% | 3 | |
| ONGC | 26-Dec-19 | 125.90 | R2 | CE 135.00 | 0.70 | 1,751,250 | -26.32% | 6.14% | Short Buildup | 0.56% | 127 |
| ONGC | 26-Dec-19 | 125.90 | R1 | CE 130.00 | 1.60 | 1,800,000 | -23.81% | 23.08% | Short Buildup | 1.27% | 336 |
| ONGC | 26-Dec-19 | 125.90 | S1 | PE 130.00 | 5.10 | 675,000 | 15.91% | -0.55% | Short Covering | 4.05% | 15 |
| ONGC | 26-Dec-19 | 125.90 | S1 | PE 125.00 | 2.20 | 697,500 | 12.82% | 21.57% | Long Buildup | 1.75% | 162 |
| PAGEIND | 26-Dec-19 | 21934.20 | R2 | CE 24000.00 | 200.00 | 50 | 0.00% | 0.00% | 0.91% | 0 | |
| PAGEIND | 26-Dec-19 | 21934.20 | R1 | CE 22000.00 | 448.00 | 425 | -30.86% | 21.43% | Short Buildup | 2.04% | 3 |
| PAGEIND | 26-Dec-19 | 21934.20 | S1 | PE 22000.00 | 632.85 | 50 | 0.00% | 0.00% | 2.89% | 0 | |
| PAGEIND | 26-Dec-19 | 21934.20 | S2 | PE 21500.00 | 344.75 | 25 | 0.00% | 0.00% | 1.57% | 0 | |
| PEL | 26-Dec-19 | 1657.75 | R2 | CE 2000.00 | 4.70 | 85,768 | -6.00% | -2.41% | Long Windup | 0.28% | 60 |
| PEL | 26-Dec-19 | 1657.75 | R1 | CE 1700.00 | 44.45 | 66,440 | 10.85% | 1.38% | Long Buildup | 2.68% | 410 |
| PEL | 26-Dec-19 | 1657.75 | S1 | PE 1600.00 | 34.10 | 39,260 | -26.82% | 5.69% | Short Buildup | 2.06% | 185 |
| PEL | 26-Dec-19 | 1657.75 | S2 | PE 1500.00 | 10.95 | 34,428 | -33.23% | -11.63% | Long Windup | 0.66% | 105 |
| PETRONET | 26-Dec-19 | 271.55 | R1 | CE 290.00 | 1.35 | 240,000 | -27.03% | 8.11% | Short Buildup | 0.50% | 212 |
| PETRONET | 26-Dec-19 | 271.55 | R1 | CE 280.00 | 3.25 | 294,000 | -28.57% | 75.00% | Short Buildup | 1.20% | 377 |
| PETRONET | 26-Dec-19 | 271.55 | S1 | PE 270.00 | 4.85 | 168,000 | 32.88% | 43.59% | Long Buildup | 1.79% | 159 |
| PETRONET | 26-Dec-19 | 271.55 | S1 | PE 265.00 | 2.90 | 114,000 | 48.72% | 22.58% | Long Buildup | 1.07% | 25 |
| PFC | 26-Dec-19 | 115.50 | R2 | CE 125.00 | 0.50 | 905,200 | 0.00% | 4.29% | 0.43% | 34 | |
| PFC | 26-Dec-19 | 115.50 | R1 | CE 120.00 | 1.40 | 1,339,200 | 7.69% | -6.09% | Short Covering | 1.21% | 99 |
| PFC | 26-Dec-19 | 115.50 | S1 | PE 110.00 | 0.85 | 1,295,800 | -37.04% | -1.42% | Long Windup | 0.74% | 121 |
| PFC | 26-Dec-19 | 115.50 | S2 | PE 105.00 | 0.40 | 601,400 | -27.27% | 6.59% | Short Buildup | 0.35% | 22 |
| PIDILITIND | 26-Dec-19 | 1331.05 | R2 | CE 1360.00 | 12.65 | 47,500 | -13.65% | 1.06% | Short Buildup | 0.95% | 30 |
| PIDILITIND | 26-Dec-19 | 1331.05 | R1 | CE 1340.00 | 20.85 | 42,500 | -6.50% | -6.59% | Long Windup | 1.57% | 50 |
| PIDILITIND | 26-Dec-19 | 1331.05 | S1 | PE 1320.00 | 17.10 | 17,000 | -15.14% | 3.03% | Short Buildup | 1.28% | 7 |
| PIDILITIND | 26-Dec-19 | 1331.05 | S2 | PE 1300.00 | 9.75 | 11,500 | -18.07% | -8.00% | Long Windup | 0.73% | 4 |
| PNB | 26-Dec-19 | 60.80 | R2 | CE 70.00 | 0.40 | 6,909,000 | 14.29% | -4.27% | Short Covering | 0.66% | 176 |
| PNB | 26-Dec-19 | 60.80 | R1 | CE 65.00 | 0.85 | 4,984,000 | 21.43% | -4.81% | Short Covering | 1.40% | 378 |
| PNB | 26-Dec-19 | 60.80 | S1 | PE 60.00 | 1.40 | 2,681,000 | -36.36% | 1.32% | Short Buildup | 2.30% | 222 |
| PNB | 26-Dec-19 | 60.80 | S2 | PE 55.00 | 0.30 | 1,820,000 | -50.00% | -5.11% | Long Windup | 0.49% | 159 |
| POWERGRID | 26-Dec-19 | 184.75 | R2 | CE 200.00 | 0.65 | 1,212,000 | 8.33% | 1.68% | Long Buildup | 0.35% | 211 |
| POWERGRID | 26-Dec-19 | 184.75 | R1 | CE 190.00 | 2.15 | 1,628,000 | 30.30% | -1.69% | Short Covering | 1.16% | 1178 |
| POWERGRID | 26-Dec-19 | 184.75 | S1 | PE 185.00 | 3.15 | 1,328,000 | -42.73% | 245.83% | Short Buildup | 1.71% | 421 |
| POWERGRID | 26-Dec-19 | 184.75 | S2 | PE 180.00 | 1.45 | 440,000 | -46.30% | 6.80% | Short Buildup | 0.78% | 360 |
| PVR | 26-Dec-19 | 1731.90 | R2 | CE 1850.00 | 11.55 | 79,200 | -24.26% | 1.02% | Short Buildup | 0.67% | 21 |
| PVR | 26-Dec-19 | 1731.90 | R1 | CE 1800.00 | 22.40 | 51,600 | -17.19% | 2.38% | Short Buildup | 1.29% | 38 |
| PVR | 26-Dec-19 | 1731.90 | S1 | PE 1750.00 | 57.40 | 14,800 | -0.52% | 5.71% | Short Buildup | 3.31% | 7 |
| PVR | 26-Dec-19 | 1731.90 | S2 | PE 1600.00 | 8.00 | 15,200 | 12.68% | 2.70% | Long Buildup | 0.46% | 3 |
| RAMCOCEM | 26-Dec-19 | 775.15 | R2 | CE 900.00 | 2.80 | 8,000 | 0.00% | 0.00% | 0.36% | 0 | |
| RAMCOCEM | 26-Dec-19 | 775.15 | R1 | CE 800.00 | 14.05 | 11,200 | 0.00% | 0.00% | 1.81% | 0 | |
| RAMCOCEM | 26-Dec-19 | 775.15 | S1 | PE 800.00 | 20.25 | 1,600 | 0.00% | 0.00% | 2.61% | 0 | |
| RAMCOCEM | 26-Dec-19 | 775.15 | S2 | PE 730.00 | 5.80 | 3,200 | 0.00% | 0.00% | 0.75% | 0 | |
| RBLBANK | 26-Dec-19 | 334.55 | R2 | CE 400.00 | 1.55 | 1,665,600 | 10.71% | -4.14% | Short Covering | 0.46% | 227 |
| RBLBANK | 26-Dec-19 | 334.55 | R1 | CE 380.00 | 2.65 | 1,023,600 | 8.16% | -8.08% | Short Covering | 0.79% | 358 |
| RBLBANK | 26-Dec-19 | 334.55 | S1 | PE 320.00 | 7.85 | 964,800 | -37.94% | 13.24% | Short Buildup | 2.35% | 1175 |
| RBLBANK | 26-Dec-19 | 334.55 | S2 | PE 300.00 | 3.60 | 708,000 | -45.45% | -0.17% | Long Windup | 1.08% | 1040 |
| RECLTD | 26-Dec-19 | 135.00 | R2 | CE 145.00 | 0.65 | 978,000 | -7.14% | 1.24% | Short Buildup | 0.48% | 70 |
| RECLTD | 26-Dec-19 | 135.00 | R1 | CE 140.00 | 1.65 | 1,464,000 | 3.12% | -5.06% | Short Covering | 1.22% | 165 |
| RECLTD | 26-Dec-19 | 135.00 | S1 | PE 135.00 | 2.95 | 738,000 | -28.05% | -0.81% | Long Windup | 2.19% | 63 |
| RECLTD | 26-Dec-19 | 135.00 | S2 | PE 130.00 | 1.25 | 894,000 | -39.02% | 4.93% | Short Buildup | 0.93% | 157 |
| RELIANCE | 26-Dec-19 | 1568.20 | R2 | CE 1700.00 | 2.80 | 1,620,500 | -13.85% | 6.79% | Short Buildup | 0.18% | 958 |
| RELIANCE | 26-Dec-19 | 1568.20 | R1 | CE 1600.00 | 17.80 | 2,043,500 | 1.14% | -0.83% | Short Covering | 1.14% | 4372 |
| RELIANCE | 26-Dec-19 | 1568.20 | S1 | PE 1560.00 | 22.45 | 896,500 | -16.85% | 19.53% | Short Buildup | 1.43% | 2976 |
| RELIANCE | 26-Dec-19 | 1568.20 | S2 | PE 1500.00 | 5.85 | 1,090,500 | -25.48% | 6.70% | Short Buildup | 0.37% | 1878 |
| SAIL | 26-Dec-19 | 39.80 | R2 | CE 45.00 | 0.25 | 3,252,000 | 66.67% | 1.88% | Long Buildup | 0.63% | 240 |
| SAIL | 26-Dec-19 | 39.80 | R1 | CE 40.00 | 1.50 | 6,096,000 | 76.47% | 9.48% | Long Buildup | 3.77% | 716 |
| SAIL | 26-Dec-19 | 39.80 | S1 | PE 39.00 | 1.05 | 1,884,000 | -41.67% | 37.72% | Short Buildup | 2.64% | 155 |
| SAIL | 26-Dec-19 | 39.80 | S1 | PE 38.00 | 0.80 | 1,548,000 | -38.46% | 55.42% | Short Buildup | 2.01% | 190 |
| SBIN | 26-Dec-19 | 321.85 | R2 | CE 350.00 | 1.90 | 10,728,000 | 35.71% | -4.97% | Short Covering | 0.59% | 3547 |
| SBIN | 26-Dec-19 | 321.85 | R1 | CE 340.00 | 3.05 | 8,889,000 | 48.78% | -4.30% | Short Covering | 0.95% | 3292 |
| SBIN | 26-Dec-19 | 321.85 | S1 | PE 310.00 | 4.00 | 4,947,000 | -49.69% | 4.76% | Short Buildup | 1.24% | 3239 |
| SBIN | 26-Dec-19 | 321.85 | S2 | PE 300.00 | 2.15 | 7,098,000 | -53.26% | -2.47% | Long Windup | 0.67% | 3282 |
| SHREECEM | 26-Dec-19 | 20086.00 | R2 | CE 22000.00 | 300.00 | 50 | 0.00% | 0.00% | 1.49% | 0 | |
| SHREECEM | 26-Dec-19 | 20086.00 | S2 | PE 20500.00 | 450.00 | 150 | 0.00% | 0.00% | 2.24% | 0 | |
| SIEMENS | 26-Dec-19 | 1487.80 | R2 | CE 1600.00 | 4.15 | 23,100 | -32.52% | -4.55% | Long Windup | 0.28% | 8 |
| SIEMENS | 26-Dec-19 | 1487.80 | R1 | CE 1500.00 | 29.85 | 77,550 | -4.63% | 17.50% | Short Buildup | 2.01% | 229 |
| SIEMENS | 26-Dec-19 | 1487.80 | S1 | PE 1460.00 | 20.00 | 24,750 | -5.66% | 2.27% | Short Buildup | 1.34% | 11 |
| SIEMENS | 26-Dec-19 | 1487.80 | S2 | PE 1400.00 | 6.15 | 17,600 | -15.75% | 0.00% | 0.41% | 33 | |
| SRF | 26-Dec-19 | 3309.15 | R2 | CE 3400.00 | 33.05 | 55,000 | 35.73% | 25.00% | Long Buildup | 1.00% | 460 |
| SRF | 26-Dec-19 | 3309.15 | R1 | CE 3300.00 | 74.50 | 34,500 | 30.47% | 3.76% | Long Buildup | 2.25% | 611 |
| SRF | 26-Dec-19 | 3309.15 | S1 | PE 3100.00 | 11.00 | 14,750 | -43.01% | -7.81% | Long Windup | 0.33% | 28 |
| SRF | 26-Dec-19 | 3309.15 | S2 | PE 3000.00 | 5.55 | 20,750 | -33.93% | 9.21% | Short Buildup | 0.17% | 19 |
| SRTRANSFIN | 26-Dec-19 | 1100.20 | R2 | CE 1200.00 | 4.00 | 24,600 | 25.00% | 2.50% | Long Buildup | 0.36% | 8 |
| SRTRANSFIN | 26-Dec-19 | 1100.20 | R1 | CE 1160.00 | 8.20 | 25,200 | 29.13% | -10.64% | Short Covering | 0.75% | 20 |
| SRTRANSFIN | 26-Dec-19 | 1100.20 | S1 | PE 1040.00 | 6.00 | 19,800 | -58.48% | 17.86% | Short Buildup | 0.55% | 8 |
| SRTRANSFIN | 26-Dec-19 | 1100.20 | S1 | PE 1020.00 | 8.05 | 26,400 | 0.00% | 0.00% | 0.73% | 0 | |
| SUNPHARMA | 26-Dec-19 | 434.15 | R2 | CE 460.00 | 3.35 | 1,239,700 | -2.90% | -0.79% | Long Windup | 0.77% | 573 |
| SUNPHARMA | 26-Dec-19 | 434.15 | R1 | CE 450.00 | 5.30 | 999,900 | 3.92% | -1.30% | Short Covering | 1.22% | 839 |
| SUNPHARMA | 26-Dec-19 | 434.15 | S1 | PE 440.00 | 13.90 | 588,500 | -18.71% | -1.47% | Long Windup | 3.20% | 143 |
| SUNPHARMA | 26-Dec-19 | 434.15 | S2 | PE 400.00 | 1.60 | 608,300 | -38.46% | -6.59% | Long Windup | 0.37% | 226 |
| SUNTV | 26-Dec-19 | 464.20 | S1 | PE 600.00 | 109.95 | 103,000 | 0.00% | 0.00% | 23.69% | 0 | |
| SUNTV | 26-Dec-19 | 464.20 | R2 | CE 500.00 | 3.75 | 308,000 | -2.60% | 8.83% | Short Buildup | 0.81% | 105 |
| SUNTV | 26-Dec-19 | 464.20 | R1 | CE 480.00 | 8.05 | 75,000 | 0.00% | -8.54% | 1.73% | 131 | |
| SUNTV | 26-Dec-19 | 464.20 | S2 | PE 450.00 | 7.15 | 72,000 | -25.13% | -2.70% | Long Windup | 1.54% | 110 |
| TATACHEM | 26-Dec-19 | 659.60 | R2 | CE 700.00 | 2.95 | 55,800 | 40.48% | 21.57% | Long Buildup | 0.45% | 22 |
| TATACHEM | 26-Dec-19 | 659.60 | R1 | CE 680.00 | 7.35 | 36,000 | 47.00% | -4.76% | Short Covering | 1.11% | 24 |
| TATACHEM | 26-Dec-19 | 659.60 | S1 | PE 650.00 | 10.35 | 25,200 | -31.91% | 7.69% | Short Buildup | 1.57% | 11 |
| TATACHEM | 26-Dec-19 | 659.60 | S1 | PE 630.00 | 4.40 | 15,300 | -19.27% | 6.25% | Short Buildup | 0.67% | 7 |
| TATAELXSI | 26-Dec-19 | 848.05 | R2 | CE 900.00 | 9.35 | 129,600 | 64.04% | -8.09% | Short Covering | 1.10% | 406 |
| TATAELXSI | 26-Dec-19 | 848.05 | R1 | CE 860.00 | 21.90 | 118,800 | 64.04% | 19.28% | Long Buildup | 2.58% | 411 |
| TATAELXSI | 26-Dec-19 | 848.05 | S1 | PE 840.00 | 20.05 | 29,400 | -31.34% | 19.51% | Short Buildup | 2.36% | 107 |
| TATAELXSI | 26-Dec-19 | 848.05 | S1 | PE 800.00 | 7.60 | 37,200 | -38.96% | -8.82% | Long Windup | 0.90% | 82 |
| TATAGLOBAL | 26-Dec-19 | 323.55 | R2 | CE 340.00 | 2.50 | 467,100 | 108.33% | 21.83% | Long Buildup | 0.77% | 555 |
| TATAGLOBAL | 26-Dec-19 | 323.55 | R1 | CE 330.00 | 5.30 | 618,300 | 112.00% | 63.57% | Long Buildup | 1.64% | 927 |
| TATAGLOBAL | 26-Dec-19 | 323.55 | S1 | PE 310.00 | 2.60 | 221,400 | -53.15% | 26.15% | Short Buildup | 0.80% | 226 |
| TATAGLOBAL | 26-Dec-19 | 323.55 | S2 | PE 300.00 | 1.15 | 202,500 | -53.06% | 5.63% | Short Buildup | 0.36% | 114 |
| TATAMOTORS | 26-Dec-19 | 173.35 | R2 | CE 200.00 | 1.20 | 4,161,000 | 166.67% | 40.96% | Long Buildup | 0.69% | 2738 |
| TATAMOTORS | 26-Dec-19 | 173.35 | R1 | CE 180.00 | 4.80 | 4,521,000 | 190.91% | 7.03% | Long Buildup | 2.77% | 5304 |
| TATAMOTORS | 26-Dec-19 | 173.35 | S1 | PE 160.00 | 2.50 | 2,781,000 | -55.36% | 50.24% | Short Buildup | 1.44% | 2637 |
| TATAMOTORS | 26-Dec-19 | 173.35 | S2 | PE 150.00 | 0.95 | 2,502,000 | -57.78% | 22.65% | Short Buildup | 0.55% | 1384 |
| TATAMTRDVR | 26-Dec-19 | 70.50 | R2 | CE 80.00 | 0.95 | 606,000 | 375.00% | 124.44% | Long Buildup | 1.35% | 97 |
| TATAMTRDVR | 26-Dec-19 | 70.50 | R1 | CE 75.00 | 1.95 | 708,000 | 225.00% | 66.20% | Long Buildup | 2.77% | 201 |
| TATAMTRDVR | 26-Dec-19 | 70.50 | S1 | PE 65.00 | 1.10 | 480,000 | -60.00% | 471.43% | Short Buildup | 1.56% | 94 |
| TATAMTRDVR | 26-Dec-19 | 70.50 | S2 | PE 60.00 | 0.30 | 426,000 | -72.73% | 7.58% | Short Buildup | 0.43% | 12 |
| TATAPOWER | 26-Dec-19 | 53.35 | S1 | PE 72.00 | 15.20 | 720,000 | 0.00% | 0.00% | 28.49% | 0 | |
| TATAPOWER | 26-Dec-19 | 53.35 | R2 | CE 65.00 | 0.10 | 2,286,000 | -33.33% | -0.78% | Long Windup | 0.19% | 3 |
| TATAPOWER | 26-Dec-19 | 53.35 | R1 | CE 60.00 | 0.30 | 3,357,000 | 0.00% | -4.36% | 0.56% | 43 | |
| TATAPOWER | 26-Dec-19 | 53.35 | S2 | PE 55.00 | 2.50 | 900,000 | -27.54% | 1.01% | Short Buildup | 4.69% | 7 |
| TATASTEEL | 26-Dec-19 | 418.70 | R2 | CE 450.00 | 3.65 | 1,157,551 | 65.91% | -23.87% | Short Covering | 0.87% | 1774 |
| TATASTEEL | 26-Dec-19 | 418.70 | R1 | CE 420.00 | 13.05 | 1,110,867 | 60.12% | -5.85% | Short Covering | 3.12% | 4608 |
| TATASTEEL | 26-Dec-19 | 418.70 | S1 | PE 400.00 | 6.05 | 918,826 | -44.24% | 44.82% | Short Buildup | 1.44% | 2269 |
| TATASTEEL | 26-Dec-19 | 418.70 | S2 | PE 390.00 | 3.85 | 694,955 | -46.90% | 13.13% | Short Buildup | 0.92% | 1060 |
| TCS | 26-Dec-19 | 2020.90 | R2 | CE 2200.00 | 5.05 | 637,250 | -15.83% | -2.82% | Long Windup | 0.25% | 2288 |
| TCS | 26-Dec-19 | 2020.90 | R1 | CE 2100.00 | 18.80 | 722,250 | -12.35% | -3.89% | Long Windup | 0.93% | 7972 |
| TCS | 26-Dec-19 | 2020.90 | S1 | PE 2000.00 | 31.40 | 363,500 | 49.52% | 23.64% | Long Buildup | 1.55% | 3872 |
| TCS | 26-Dec-19 | 2020.90 | S2 | PE 1980.00 | 25.35 | 681,750 | 58.93% | -0.69% | Short Covering | 1.25% | 1284 |
| TECHM | 26-Dec-19 | 756.45 | R2 | CE 800.00 | 2.15 | 168,000 | -10.42% | 0.72% | Short Buildup | 0.28% | 90 |
| TECHM | 26-Dec-19 | 756.45 | R1 | CE 780.00 | 5.65 | 148,800 | -8.87% | 3.33% | Short Buildup | 0.75% | 184 |
| TECHM | 26-Dec-19 | 756.45 | S1 | PE 740.00 | 6.30 | 103,200 | -7.35% | -3.37% | Long Windup | 0.83% | 99 |
| TECHM | 26-Dec-19 | 756.45 | S2 | PE 720.00 | 2.45 | 127,200 | -12.50% | 1.92% | Short Buildup | 0.32% | 35 |
| TITAN | 26-Dec-19 | 1188.00 | R2 | CE 1300.00 | 2.40 | 394,500 | 0.00% | 0.38% | 0.20% | 81 | |
| TITAN | 26-Dec-19 | 1188.00 | R1 | CE 1200.00 | 20.80 | 802,500 | 10.64% | -7.28% | Short Covering | 1.75% | 843 |
| TITAN | 26-Dec-19 | 1188.00 | S1 | PE 1180.00 | 17.35 | 190,500 | -25.38% | 2.01% | Short Buildup | 1.46% | 227 |
| TITAN | 26-Dec-19 | 1188.00 | S2 | PE 1100.00 | 2.25 | 225,750 | -29.69% | 2.03% | Short Buildup | 0.19% | 76 |
| TORNTPHARM | 26-Dec-19 | 1857.60 | R2 | CE 2000.00 | 7.70 | 7,500 | -14.44% | 7.14% | Short Buildup | 0.41% | 4 |
| TORNTPHARM | 26-Dec-19 | 1857.60 | R1 | CE 1940.00 | 16.00 | 4,500 | 0.00% | 0.00% | 0.86% | 0 | |
| TORNTPHARM | 26-Dec-19 | 1857.60 | S1 | PE 1920.00 | 90.00 | 500 | 0.00% | 0.00% | 4.84% | 0 | |
| TORNTPHARM | 26-Dec-19 | 1857.60 | S2 | PE 1900.00 | 76.00 | 1,000 | 0.00% | 0.00% | 4.09% | 0 | |
| TORNTPOWER | 26-Dec-19 | 272.45 | R2 | CE 300.00 | 0.50 | 96,000 | -37.50% | 0.00% | 0.18% | 1 | |
| TORNTPOWER | 26-Dec-19 | 272.45 | R1 | CE 290.00 | 1.25 | 51,000 | -10.71% | -5.56% | Long Windup | 0.46% | 1 |
| TORNTPOWER | 26-Dec-19 | 272.45 | S1 | PE 280.00 | 8.65 | 36,000 | 0.00% | 0.00% | 3.17% | 0 | |
| TORNTPOWER | 26-Dec-19 | 272.45 | S2 | PE 260.00 | 1.90 | 33,000 | 0.00% | 0.00% | 0.70% | 0 | |
| TVSMOTOR | 26-Dec-19 | 444.10 | R2 | CE 500.00 | 1.20 | 202,400 | -20.00% | 5.75% | Short Buildup | 0.27% | 27 |
| TVSMOTOR | 26-Dec-19 | 444.10 | R1 | CE 480.00 | 2.65 | 125,400 | 15.22% | 0.00% | 0.60% | 15 | |
| TVSMOTOR | 26-Dec-19 | 444.10 | S1 | PE 430.00 | 7.60 | 61,600 | -30.59% | -13.85% | Long Windup | 1.71% | 60 |
| TVSMOTOR | 26-Dec-19 | 444.10 | S2 | PE 400.00 | 1.65 | 92,400 | -43.10% | -4.55% | Long Windup | 0.37% | 25 |
| UBL | 26-Dec-19 | 1210.60 | R2 | CE 1340.00 | 3.80 | 31,500 | 0.00% | 0.00% | 0.31% | 0 | |
| UBL | 26-Dec-19 | 1210.60 | R1 | CE 1300.00 | 6.30 | 146,300 | -10.00% | 1.46% | Short Buildup | 0.52% | 19 |
| UBL | 26-Dec-19 | 1210.60 | S1 | PE 1200.00 | 22.05 | 14,000 | -20.25% | -4.76% | Long Windup | 1.82% | 22 |
| UBL | 26-Dec-19 | 1210.60 | S2 | PE 1140.00 | 5.80 | 15,400 | -36.61% | 83.33% | Short Buildup | 0.48% | 16 |
| UJJIVAN | 26-Dec-19 | 328.80 | R2 | CE 400.00 | 0.80 | 995,200 | -74.19% | -5.61% | Long Windup | 0.24% | 1168 |
| UJJIVAN | 26-Dec-19 | 328.80 | R1 | CE 350.00 | 4.30 | 921,600 | -63.40% | 18.03% | Short Buildup | 1.31% | 2328 |
| UJJIVAN | 26-Dec-19 | 328.80 | S1 | PE 320.00 | 6.60 | 480,000 | -2.22% | 50.75% | Short Buildup | 2.01% | 1524 |
| UJJIVAN | 26-Dec-19 | 328.80 | S2 | PE 300.00 | 2.20 | 464,000 | -15.38% | 41.46% | Short Buildup | 0.67% | 1149 |
| ULTRACEMCO | 26-Dec-19 | 3992.10 | S1 | PE 5000.00 | 705.00 | 32,000 | 0.00% | 0.00% | 17.66% | 0 | |
| ULTRACEMCO | 26-Dec-19 | 3992.10 | S2 | PE 4800.00 | 565.00 | 35,400 | 0.00% | 0.00% | 14.15% | 0 | |
| ULTRACEMCO | 26-Dec-19 | 3992.10 | R1 | CE 4300.00 | 14.40 | 65,600 | -16.76% | 10.07% | Short Buildup | 0.36% | 80 |
| ULTRACEMCO | 26-Dec-19 | 3992.10 | R1 | CE 4200.00 | 25.85 | 51,600 | -13.26% | 58.28% | Short Buildup | 0.65% | 281 |
| UNIONBANK | 26-Dec-19 | 55.80 | R2 | CE 65.00 | 0.55 | 4,361,000 | 22.22% | -4.74% | Short Covering | 0.99% | 135 |
| UNIONBANK | 26-Dec-19 | 55.80 | R1 | CE 60.00 | 1.10 | 2,317,000 | 46.67% | 2.16% | Long Buildup | 1.97% | 180 |
| UNIONBANK | 26-Dec-19 | 55.80 | S1 | PE 55.00 | 2.00 | 651,000 | -27.27% | 40.91% | Short Buildup | 3.58% | 84 |
| UNIONBANK | 26-Dec-19 | 55.80 | S2 | PE 50.00 | 0.50 | 413,000 | -33.33% | -10.61% | Long Windup | 0.90% | 34 |
| UPL | 26-Dec-19 | 569.95 | R2 | CE 600.00 | 5.05 | 333,000 | 50.75% | 12.12% | Long Buildup | 0.89% | 1012 |
| UPL | 26-Dec-19 | 569.95 | R1 | CE 580.00 | 11.15 | 289,800 | 46.71% | 40.00% | Long Buildup | 1.96% | 1553 |
| UPL | 26-Dec-19 | 569.95 | S1 | PE 560.00 | 9.00 | 121,500 | -26.53% | 15.38% | Short Buildup | 1.58% | 505 |
| UPL | 26-Dec-19 | 569.95 | S2 | PE 540.00 | 3.85 | 83,700 | -32.46% | 9.41% | Short Buildup | 0.68% | 241 |
| VEDL | 26-Dec-19 | 144.00 | R2 | CE 160.00 | 0.75 | 1,596,000 | 25.00% | -2.56% | Short Covering | 0.52% | 333 |
| VEDL | 26-Dec-19 | 144.00 | R1 | CE 150.00 | 2.45 | 2,757,000 | 58.06% | -9.46% | Short Covering | 1.70% | 1256 |
| VEDL | 26-Dec-19 | 144.00 | S1 | PE 140.00 | 2.40 | 1,029,000 | -54.29% | 18.69% | Short Buildup | 1.67% | 505 |
| VEDL | 26-Dec-19 | 144.00 | S2 | PE 130.00 | 0.50 | 1,050,000 | -66.67% | -14.22% | Long Windup | 0.35% | 548 |
| VOLTAS | 26-Dec-19 | 693.20 | R2 | CE 720.00 | 5.70 | 151,000 | 50.00% | -1.95% | Short Covering | 0.82% | 104 |
| VOLTAS | 26-Dec-19 | 693.20 | R1 | CE 700.00 | 12.50 | 104,000 | 49.70% | -11.86% | Short Covering | 1.80% | 246 |
| VOLTAS | 26-Dec-19 | 693.20 | S1 | PE 680.00 | 8.45 | 60,000 | -37.87% | 5.26% | Short Buildup | 1.22% | 211 |
| VOLTAS | 26-Dec-19 | 693.20 | S2 | PE 670.00 | 5.80 | 78,000 | -38.95% | 5.41% | Short Buildup | 0.84% | 125 |
| WIPRO | 26-Dec-19 | 239.45 | R2 | CE 260.00 | 0.35 | 572,800 | -12.50% | 1.70% | Short Buildup | 0.15% | 25 |
| WIPRO | 26-Dec-19 | 239.45 | R1 | CE 250.00 | 1.20 | 902,400 | -14.29% | 1.81% | Short Buildup | 0.50% | 114 |
| WIPRO | 26-Dec-19 | 239.45 | S1 | PE 240.00 | 3.90 | 291,200 | 0.00% | -3.19% | 1.63% | 28 | |
| WIPRO | 26-Dec-19 | 239.45 | S2 | PE 227.50 | 0.60 | 249,600 | -25.00% | 4.00% | Short Buildup | 0.25% | 17 |
| YESBANK | 26-Dec-19 | 45.35 | R2 | CE 100.00 | 0.30 | 21,810,800 | 0.00% | -6.22% | 0.66% | 1645 | |
| YESBANK | 26-Dec-19 | 45.35 | R1 | CE 70.00 | 0.60 | 15,822,400 | -33.33% | -5.58% | Long Windup | 1.32% | 2820 |
| YESBANK | 26-Dec-19 | 45.35 | S1 | PE 50.00 | 11.60 | 7,205,000 | -12.78% | -3.65% | Long Windup | 25.58% | 241 |
| YESBANK | 26-Dec-19 | 45.35 | S1 | PE 40.00 | 4.40 | 7,345,800 | -26.67% | -12.18% | Long Windup | 9.70% | 1900 |
| ZEEL | 26-Dec-19 | 284.30 | R2 | CE 330.00 | 2.40 | 1,545,700 | -22.58% | -0.59% | Long Windup | 0.84% | 332 |
| ZEEL | 26-Dec-19 | 284.30 | R1 | CE 300.00 | 7.50 | 1,625,000 | -12.79% | -12.46% | Long Windup | 2.64% | 2063 |
| ZEEL | 26-Dec-19 | 284.30 | S1 | PE 300.00 | 22.85 | 1,320,800 | -8.60% | -26.27% | Long Windup | 8.04% | 523 |
| ZEEL | 26-Dec-19 | 284.30 | S2 | PE 280.00 | 10.40 | 949,000 | -17.13% | -1.22% | Long Windup | 3.66% | 1176 |