Options Analysis

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Symbol
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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