| 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 |