| Options summary as on Friday, 03-Jul-20 | |||||||||||
| Symbol | Expiry | SPOT | Zone | Strike | Premium Closing |
Open Interest |
Premium Close % |
OI % Chg | Price Action | Premium Strength (% of SPOT) |
Contracts (Liquidity) |
| ACC | 30-Jul-20 | 1314.95 | R2 | CE 1400.00 | 22.20 | 134,500 | -15.27% | 30.58% | Short Buildup | 1.69% | 384 |
| ACC | 30-Jul-20 | 1314.95 | R1 | CE 1360.00 | 34.05 | 122,500 | -14.45% | 9.87% | Short Buildup | 2.59% | 233 |
| ACC | 30-Jul-20 | 1314.95 | S1 | PE 1240.00 | 20.15 | 40,000 | 11.63% | 14.29% | Long Buildup | 1.53% | 98 |
| ACC | 30-Jul-20 | 1314.95 | S2 | PE 1200.00 | 11.75 | 45,500 | 11.90% | 9.64% | Long Buildup | 0.89% | 40 |
| ADANIENT | 30-Jul-20 | 160.00 | R2 | CE 200.00 | 1.65 | 544,000 | 13.79% | 7.94% | Long Buildup | 1.03% | 80 |
| ADANIENT | 30-Jul-20 | 160.00 | R1 | CE 170.00 | 7.00 | 924,000 | 2.94% | 8.45% | Long Buildup | 4.38% | 282 |
| ADANIENT | 30-Jul-20 | 160.00 | S1 | PE 160.00 | 10.75 | 208,000 | -5.29% | 15.56% | Short Buildup | 6.72% | 23 |
| ADANIENT | 30-Jul-20 | 160.00 | S2 | PE 150.00 | 6.15 | 260,000 | -10.22% | -4.41% | Long Windup | 3.84% | 53 |
| ADANIPORTS | 30-Jul-20 | 360.40 | R2 | CE 400.00 | 2.65 | 697,500 | 140.91% | 18.22% | Long Buildup | 0.74% | 882 |
| ADANIPORTS | 30-Jul-20 | 360.40 | R1 | CE 370.00 | 9.65 | 620,000 | 96.94% | 106.67% | Long Buildup | 2.68% | 1454 |
| ADANIPORTS | 30-Jul-20 | 360.40 | S1 | PE 350.00 | 8.35 | 252,500 | -44.88% | 260.71% | Short Buildup | 2.32% | 510 |
| ADANIPORTS | 30-Jul-20 | 360.40 | S2 | PE 300.00 | 0.65 | 285,000 | -31.58% | 6.54% | Short Buildup | 0.18% | 97 |
| AMARAJABAT | 30-Jul-20 | 690.60 | R2 | CE 750.00 | 12.05 | 84,000 | 17.56% | 68.00% | Long Buildup | 1.74% | 242 |
| AMARAJABAT | 30-Jul-20 | 690.60 | R1 | CE 700.00 | 27.95 | 180,000 | 10.69% | 106.90% | Long Buildup | 4.05% | 1262 |
| AMARAJABAT | 30-Jul-20 | 690.60 | S1 | PE 620.00 | 8.55 | 119,000 | -13.64% | 1.71% | Short Buildup | 1.24% | 38 |
| AMARAJABAT | 30-Jul-20 | 690.60 | S2 | PE 600.00 | 6.00 | 26,000 | -4.00% | 52.94% | Short Buildup | 0.87% | 12 |
| AMBUJACEM | 30-Jul-20 | 195.80 | R2 | CE 200.00 | 5.75 | 438,000 | 8.49% | 0.00% | 2.94% | 144 | |
| AMBUJACEM | 30-Jul-20 | 195.80 | R1 | CE 190.00 | 10.80 | 282,000 | 8.00% | -1.05% | Short Covering | 5.52% | 27 |
| AMBUJACEM | 30-Jul-20 | 195.80 | S1 | PE 190.00 | 5.00 | 312,000 | -9.91% | -4.59% | Long Windup | 2.55% | 72 |
| AMBUJACEM | 30-Jul-20 | 195.80 | S2 | PE 180.00 | 2.15 | 276,000 | -14.00% | 5.75% | Short Buildup | 1.10% | 21 |
| APOLLOHOSP | 30-Jul-20 | 1379.80 | R2 | CE 1500.00 | 29.20 | 184,500 | 12.96% | -15.56% | Short Covering | 2.12% | 292 |
| APOLLOHOSP | 30-Jul-20 | 1379.80 | R1 | CE 1400.00 | 60.95 | 119,500 | 11.73% | 1.70% | Long Buildup | 4.42% | 460 |
| APOLLOHOSP | 30-Jul-20 | 1379.80 | S1 | PE 1300.00 | 32.65 | 90,000 | -22.26% | 2.27% | Short Buildup | 2.37% | 203 |
| APOLLOHOSP | 30-Jul-20 | 1379.80 | S2 | PE 1200.00 | 10.90 | 51,000 | -31.01% | -15.00% | Long Windup | 0.79% | 83 |
| APOLLOTYRE | 30-Jul-20 | 114.25 | R2 | CE 130.00 | 1.25 | 640,000 | 38.89% | 14.29% | Long Buildup | 1.09% | 81 |
| APOLLOTYRE | 30-Jul-20 | 114.25 | R1 | CE 120.00 | 3.50 | 1,070,000 | 40.00% | 20.90% | Long Buildup | 3.06% | 328 |
| APOLLOTYRE | 30-Jul-20 | 114.25 | S1 | PE 100.00 | 1.15 | 305,000 | -28.13% | 27.08% | Short Buildup | 1.01% | 45 |
| APOLLOTYRE | 30-Jul-20 | 114.25 | S2 | PE 95.00 | 0.60 | 275,000 | -14.29% | -24.66% | Long Windup | 0.53% | 31 |
| ASHOKLEY | 30-Jul-20 | 49.10 | R2 | CE 60.00 | 0.70 | 8,667,000 | -6.67% | -1.13% | Long Windup | 1.43% | 581 |
| ASHOKLEY | 30-Jul-20 | 49.10 | R1 | CE 55.00 | 1.40 | 6,570,000 | -6.67% | 2.82% | Short Buildup | 2.85% | 723 |
| ASHOKLEY | 30-Jul-20 | 49.10 | S1 | PE 45.00 | 1.45 | 4,122,000 | -9.38% | 10.63% | Short Buildup | 2.95% | 245 |
| ASHOKLEY | 30-Jul-20 | 49.10 | S2 | PE 40.00 | 0.40 | 5,913,000 | -11.11% | 2.82% | Short Buildup | 0.81% | 238 |
| ASIANPAINT | 30-Jul-20 | 1695.65 | R2 | CE 2000.00 | 3.30 | 131,100 | -2.94% | 2.58% | Short Buildup | 0.19% | 130 |
| ASIANPAINT | 30-Jul-20 | 1695.65 | R1 | CE 1800.00 | 24.45 | 169,500 | 5.39% | -2.75% | Short Covering | 1.44% | 607 |
| ASIANPAINT | 30-Jul-20 | 1695.65 | S1 | PE 1600.00 | 22.50 | 116,100 | -9.27% | -3.49% | Long Windup | 1.33% | 321 |
| ASIANPAINT | 30-Jul-20 | 1695.65 | S2 | PE 1500.00 | 7.20 | 125,700 | -17.24% | -3.01% | Long Windup | 0.42% | 219 |
| AUROPHARMA | 30-Jul-20 | 777.85 | R2 | CE 840.00 | 15.70 | 416,000 | -7.10% | 45.45% | Short Buildup | 2.02% | 507 |
| AUROPHARMA | 30-Jul-20 | 777.85 | R1 | CE 800.00 | 28.60 | 481,000 | -6.08% | 17.83% | Short Buildup | 3.68% | 541 |
| AUROPHARMA | 30-Jul-20 | 777.85 | S1 | PE 740.00 | 19.75 | 174,200 | 0.77% | -0.74% | Short Covering | 2.54% | 114 |
| AUROPHARMA | 30-Jul-20 | 777.85 | S2 | PE 700.00 | 9.30 | 202,800 | 0.54% | 0.00% | 1.20% | 155 | |
| AXISBANK | 30-Jul-20 | 428.45 | R2 | CE 460.00 | 13.75 | 1,771,200 | 1.10% | 0.14% | Long Buildup | 3.21% | 1349 |
| AXISBANK | 30-Jul-20 | 428.45 | R1 | CE 440.00 | 21.00 | 1,723,200 | 2.19% | -9.40% | Short Covering | 4.90% | 2072 |
| AXISBANK | 30-Jul-20 | 428.45 | S1 | PE 400.00 | 14.10 | 1,170,000 | -12.96% | 1.67% | Short Buildup | 3.29% | 1549 |
| AXISBANK | 30-Jul-20 | 428.45 | S2 | PE 360.00 | 4.75 | 1,093,200 | -12.84% | 8.84% | Short Buildup | 1.11% | 477 |
| BAJAJ-AUTO | 30-Jul-20 | 2932.40 | R2 | CE 3100.00 | 47.20 | 46,500 | 20.10% | 43.08% | Long Buildup | 1.61% | 673 |
| BAJAJ-AUTO | 30-Jul-20 | 2932.40 | R1 | CE 3000.00 | 80.25 | 69,750 | 21.22% | 1.45% | Long Buildup | 2.74% | 1208 |
| BAJAJ-AUTO | 30-Jul-20 | 2932.40 | S1 | PE 2800.00 | 55.30 | 36,250 | -22.60% | 2.11% | Short Buildup | 1.89% | 438 |
| BAJAJ-AUTO | 30-Jul-20 | 2932.40 | S2 | PE 2500.00 | 10.25 | 42,250 | -18.00% | 19.01% | Short Buildup | 0.35% | 75 |
| BAJAJFINSV | 30-Jul-20 | 6149.40 | R2 | CE 7000.00 | 92.20 | 32,750 | -12.48% | 6.50% | Short Buildup | 1.50% | 209 |
| BAJAJFINSV | 30-Jul-20 | 6149.40 | R1 | CE 6200.00 | 321.70 | 24,375 | -9.56% | 1.04% | Short Buildup | 5.23% | 178 |
| BAJAJFINSV | 30-Jul-20 | 6149.40 | S1 | PE 5800.00 | 189.05 | 21,750 | 0.40% | 2.35% | Long Buildup | 3.07% | 58 |
| BAJAJFINSV | 30-Jul-20 | 6149.40 | S1 | PE 5000.00 | 39.00 | 27,500 | -4.06% | 5.77% | Short Buildup | 0.63% | 36 |
| BAJFINANCE | 30-Jul-20 | 2931.50 | R2 | CE 3500.00 | 41.65 | 333,500 | -15.69% | 5.87% | Short Buildup | 1.42% | 1369 |
| BAJFINANCE | 30-Jul-20 | 2931.50 | R1 | CE 3000.00 | 167.30 | 369,250 | -9.71% | 4.75% | Short Buildup | 5.71% | 2706 |
| BAJFINANCE | 30-Jul-20 | 2931.50 | S1 | PE 2500.00 | 47.55 | 349,500 | 3.71% | 6.64% | Long Buildup | 1.62% | 1118 |
| BAJFINANCE | 30-Jul-20 | 2931.50 | S2 | PE 2000.00 | 5.70 | 298,750 | -5.00% | 0.50% | Short Buildup | 0.19% | 213 |
| BALKRISIND | 30-Jul-20 | 1314.10 | R2 | CE 1400.00 | 20.30 | 129,600 | 100.00% | 31.71% | Long Buildup | 1.54% | 214 |
| BALKRISIND | 30-Jul-20 | 1314.10 | R1 | CE 1300.00 | 57.45 | 104,800 | 58.92% | -12.67% | Short Covering | 4.37% | 430 |
| BALKRISIND | 30-Jul-20 | 1314.10 | S1 | PE 1300.00 | 40.85 | 48,000 | -33.90% | 900.00% | Short Buildup | 3.11% | 143 |
| BALKRISIND | 30-Jul-20 | 1314.10 | S1 | PE 1200.00 | 11.15 | 60,000 | -37.36% | 78.57% | Short Buildup | 0.85% | 126 |
| BANDHANBNK | 30-Jul-20 | 347.15 | R2 | CE 400.00 | 8.85 | 412,200 | -10.15% | -4.58% | Long Windup | 2.55% | 297 |
| BANDHANBNK | 30-Jul-20 | 347.15 | R1 | CE 360.00 | 20.40 | 315,000 | -5.34% | 1.74% | Short Buildup | 5.88% | 287 |
| BANDHANBNK | 30-Jul-20 | 347.15 | S1 | PE 300.00 | 8.15 | 406,800 | -11.89% | 10.78% | Short Buildup | 2.35% | 235 |
| BANDHANBNK | 30-Jul-20 | 347.15 | S2 | PE 280.00 | 4.85 | 190,800 | -10.19% | 4.95% | Short Buildup | 1.40% | 27 |
| BANKBARODA | 30-Jul-20 | 50.75 | R2 | CE 60.00 | 1.10 | 3,985,200 | -15.38% | 3.85% | Short Buildup | 2.17% | 259 |
| BANKBARODA | 30-Jul-20 | 50.75 | R1 | CE 55.00 | 2.15 | 4,788,800 | -12.24% | 9.98% | Short Buildup | 4.24% | 237 |
| BANKBARODA | 30-Jul-20 | 50.75 | S1 | PE 45.00 | 1.25 | 3,148,800 | 19.05% | 32.87% | Long Buildup | 2.46% | 885 |
| BANKBARODA | 30-Jul-20 | 50.75 | S2 | PE 40.00 | 0.45 | 1,992,600 | 28.57% | -2.41% | Short Covering | 0.89% | 50 |
| BANKNIFTY | 30-Jul-20 | 21852.40 | R2 | CE 24500.00 | 130.20 | 295,275 | -23.86% | 2.50% | Short Buildup | 0.60% | 4945 |
| BANKNIFTY | 30-Jul-20 | 21852.40 | R1 | CE 23000.00 | 437.35 | 505,850 | -16.18% | 1.38% | Short Buildup | 2.00% | 12984 |
| BANKNIFTY | 30-Jul-20 | 21852.40 | S1 | PE 21000.00 | 553.45 | 217,975 | 0.10% | 14.50% | Long Buildup | 2.53% | 11097 |
| BANKNIFTY | 30-Jul-20 | 21852.40 | S1 | PE 20000.00 | 284.90 | 345,425 | -1.45% | 8.63% | Short Buildup | 1.30% | 11272 |
| BATAINDIA | 30-Jul-20 | 1298.65 | R2 | CE 1400.00 | 20.10 | 171,050 | 23.31% | 25.40% | Long Buildup | 1.55% | 580 |
| BATAINDIA | 30-Jul-20 | 1298.65 | R1 | CE 1360.00 | 30.35 | 204,600 | 19.96% | 121.43% | Long Buildup | 2.34% | 841 |
| BATAINDIA | 30-Jul-20 | 1298.65 | S1 | PE 1300.00 | 53.65 | 48,400 | -14.91% | 20.55% | Short Buildup | 4.13% | 76 |
| BATAINDIA | 30-Jul-20 | 1298.65 | S2 | PE 1200.00 | 17.80 | 113,300 | -13.80% | 8.99% | Short Buildup | 1.37% | 409 |
| BEL | 30-Jul-20 | 97.20 | R2 | CE 100.00 | 3.85 | 3,731,600 | 133.33% | 83.21% | Long Buildup | 3.96% | 4220 |
| BEL | 30-Jul-20 | 97.20 | R1 | CE 95.00 | 6.10 | 1,953,200 | 114.04% | -19.18% | Short Covering | 6.28% | 1601 |
| BEL | 30-Jul-20 | 97.20 | S1 | PE 90.00 | 2.25 | 1,656,800 | -59.09% | 159.52% | Short Buildup | 2.31% | 706 |
| BEL | 30-Jul-20 | 97.20 | S1 | PE 80.00 | 0.55 | 1,694,800 | -64.52% | 28.90% | Short Buildup | 0.57% | 423 |
| BERGEPAINT | 30-Jul-20 | 503.60 | R2 | CE 550.00 | 7.75 | 325,600 | 25.00% | -3.90% | Short Covering | 1.54% | 82 |
| BERGEPAINT | 30-Jul-20 | 503.60 | R1 | CE 520.00 | 15.85 | 89,100 | 20.08% | -4.71% | Short Covering | 3.15% | 174 |
| BERGEPAINT | 30-Jul-20 | 503.60 | S1 | PE 520.00 | 32.50 | 26,400 | -20.34% | 9.09% | Short Buildup | 6.45% | 2 |
| BERGEPAINT | 30-Jul-20 | 503.60 | S1 | PE 500.00 | 19.20 | 64,900 | -23.20% | 7.27% | Short Buildup | 3.81% | 39 |
| BHARATFORG | 30-Jul-20 | 358.80 | R2 | CE 400.00 | 5.75 | 243,000 | 173.81% | 27.56% | Long Buildup | 1.60% | 660 |
| BHARATFORG | 30-Jul-20 | 358.80 | R1 | CE 380.00 | 10.40 | 237,000 | 160.00% | 66.32% | Long Buildup | 2.90% | 586 |
| BHARATFORG | 30-Jul-20 | 358.80 | S1 | PE 320.00 | 5.25 | 225,000 | -49.76% | 14.50% | Short Buildup | 1.46% | 267 |
| BHARATFORG | 30-Jul-20 | 358.80 | S1 | PE 300.00 | 2.60 | 486,000 | -49.02% | 16.97% | Short Buildup | 0.72% | 203 |
| BHARTIARTL | 30-Jul-20 | 581.45 | R2 | CE 600.00 | 16.65 | 4,244,343 | 52.05% | 9.35% | Long Buildup | 2.86% | 7196 |
| BHARTIARTL | 30-Jul-20 | 581.45 | R1 | CE 580.00 | 24.80 | 2,291,538 | 47.62% | -12.07% | Short Covering | 4.27% | 5525 |
| BHARTIARTL | 30-Jul-20 | 581.45 | S1 | PE 550.00 | 10.00 | 1,380,846 | -45.65% | -6.40% | Long Windup | 1.72% | 1521 |
| BHARTIARTL | 30-Jul-20 | 581.45 | S2 | PE 500.00 | 1.95 | 1,373,442 | -51.85% | 8.96% | Short Buildup | 0.34% | 775 |
| BHEL | 30-Jul-20 | 38.65 | R2 | CE 44.00 | 1.05 | 5,292,000 | 75.00% | 40.00% | Long Buildup | 2.72% | 479 |
| BHEL | 30-Jul-20 | 38.65 | R1 | CE 40.00 | 2.20 | 12,453,000 | 51.72% | 10.43% | Long Buildup | 5.69% | 1405 |
| BHEL | 30-Jul-20 | 38.65 | S1 | PE 36.00 | 1.45 | 2,226,000 | -32.56% | 16.48% | Short Buildup | 3.75% | 96 |
| BHEL | 30-Jul-20 | 38.65 | S2 | PE 30.00 | 0.25 | 2,352,000 | -44.44% | 8.74% | Short Buildup | 0.65% | 140 |
| BIOCON | 30-Jul-20 | 395.60 | R2 | CE 420.00 | 11.60 | 1,012,000 | 4.50% | -0.23% | Short Covering | 2.93% | 328 |
| BIOCON | 30-Jul-20 | 395.60 | R1 | CE 400.00 | 18.80 | 637,100 | 5.92% | -12.89% | Short Covering | 4.75% | 440 |
| BIOCON | 30-Jul-20 | 395.60 | S1 | PE 380.00 | 12.35 | 264,500 | -13.94% | -10.16% | Long Windup | 3.12% | 90 |
| BIOCON | 30-Jul-20 | 395.60 | S1 | PE 370.00 | 8.70 | 262,200 | -15.53% | 8.57% | Short Buildup | 2.20% | 28 |
| BOSCHLTD | 30-Jul-20 | 11777.05 | R2 | CE 12000.00 | 416.85 | 4,050 | -21.70% | 22.73% | Short Buildup | 3.54% | 61 |
| BOSCHLTD | 30-Jul-20 | 11777.05 | R1 | CE 11000.00 | 1100.00 | 2,250 | 0.00% | 0.00% | 9.34% | 0 | |
| BOSCHLTD | 30-Jul-20 | 11777.05 | S1 | PE 11000.00 | 214.00 | 200 | 13.80% | 100.00% | Long Buildup | 1.82% | 3 |
| BOSCHLTD | 30-Jul-20 | 11777.05 | S2 | PE 10500.00 | 191.90 | 1,000 | 0.00% | 0.00% | 1.63% | 0 | |
| BPCL | 30-Jul-20 | 385.40 | R2 | CE 400.00 | 12.95 | 646,200 | 1.17% | 9.79% | Long Buildup | 3.36% | 687 |
| BPCL | 30-Jul-20 | 385.40 | S1 | PE 380.00 | 16.60 | 230,400 | 1.53% | 10.34% | Long Buildup | 4.31% | 427 |
| BPCL | 30-Jul-20 | 385.40 | R1 | CE 360.00 | 32.75 | 351,000 | -2.82% | -1.02% | Long Windup | 8.50% | 7 |
| BPCL | 30-Jul-20 | 385.40 | S1 | PE 360.00 | 8.80 | 275,400 | 1.15% | -1.92% | Short Covering | 2.28% | 56 |
| BRITANNIA | 30-Jul-20 | 3538.35 | R2 | CE 4000.00 | 13.95 | 46,000 | -3.79% | -4.96% | Long Windup | 0.39% | 108 |
| BRITANNIA | 30-Jul-20 | 3538.35 | R1 | CE 3600.00 | 92.35 | 34,600 | -2.64% | 6.79% | Short Buildup | 2.61% | 234 |
| BRITANNIA | 30-Jul-20 | 3538.35 | S1 | PE 3400.00 | 59.05 | 20,400 | -0.67% | -12.07% | Long Windup | 1.67% | 63 |
| BRITANNIA | 30-Jul-20 | 3538.35 | S2 | PE 3000.00 | 7.20 | 40,800 | 5.11% | 13.97% | Long Buildup | 0.20% | 41 |
| CADILAHC | 30-Jul-20 | 366.35 | R2 | CE 400.00 | 8.35 | 706,200 | 38.02% | 14.23% | Long Buildup | 2.28% | 726 |
| CADILAHC | 30-Jul-20 | 366.35 | R1 | CE 380.00 | 13.90 | 343,200 | 25.23% | 23.81% | Long Buildup | 3.79% | 476 |
| CADILAHC | 30-Jul-20 | 366.35 | S1 | PE 350.00 | 11.40 | 264,000 | 12.87% | 15.38% | Long Buildup | 3.11% | 260 |
| CADILAHC | 30-Jul-20 | 366.35 | S2 | PE 340.00 | 7.90 | 242,000 | 17.91% | 37.50% | Long Buildup | 2.16% | 173 |
| CANBK | 30-Jul-20 | 103.00 | R2 | CE 120.00 | 2.20 | 1,400,000 | -22.81% | 7.69% | Short Buildup | 2.14% | 71 |
| CANBK | 30-Jul-20 | 103.00 | R1 | CE 110.00 | 4.50 | 1,725,000 | -18.18% | -2.54% | Long Windup | 4.37% | 239 |
| CANBK | 30-Jul-20 | 103.00 | S1 | PE 100.00 | 5.75 | 1,055,000 | 9.52% | 2.43% | Long Buildup | 5.58% | 129 |
| CANBK | 30-Jul-20 | 103.00 | S2 | PE 90.00 | 2.25 | 730,000 | 7.14% | 0.69% | Long Buildup | 2.18% | 26 |
| CENTURYTEX | 30-Jul-20 | 306.05 | R2 | CE 320.00 | 13.85 | 200,200 | 23.11% | 15.32% | Long Buildup | 4.53% | 412 |
| CENTURYTEX | 30-Jul-20 | 306.05 | R1 | CE 300.00 | 22.60 | 72,800 | 20.86% | 23.81% | Long Buildup | 7.38% | 167 |
| CENTURYTEX | 30-Jul-20 | 306.05 | S1 | PE 300.00 | 16.00 | 84,000 | -18.78% | 27.66% | Short Buildup | 5.23% | 55 |
| CENTURYTEX | 30-Jul-20 | 306.05 | S2 | PE 260.00 | 3.70 | 51,800 | -29.52% | 2.78% | Short Buildup | 1.21% | 4 |
| CHOLAFIN | 30-Jul-20 | 196.70 | R2 | CE 220.00 | 6.20 | 400,000 | -7.46% | 14.29% | Short Buildup | 3.15% | 607 |
| CHOLAFIN | 30-Jul-20 | 196.70 | R1 | CE 210.00 | 8.90 | 490,000 | -5.82% | 46.27% | Short Buildup | 4.52% | 1072 |
| CHOLAFIN | 30-Jul-20 | 196.70 | S1 | PE 190.00 | 11.20 | 332,500 | -4.68% | 189.13% | Short Buildup | 5.69% | 815 |
| CHOLAFIN | 30-Jul-20 | 196.70 | S2 | PE 160.00 | 2.05 | 212,500 | -25.45% | 2.41% | Short Buildup | 1.04% | 14 |
| CIPLA | 30-Jul-20 | 638.80 | R2 | CE 700.00 | 10.95 | 1,150,500 | -29.35% | 37.64% | Short Buildup | 1.71% | 1218 |
| CIPLA | 30-Jul-20 | 638.80 | R1 | CE 650.00 | 25.10 | 582,400 | -17.16% | 13.99% | Short Buildup | 3.93% | 832 |
| CIPLA | 30-Jul-20 | 638.80 | S1 | PE 620.00 | 19.65 | 243,100 | 3.69% | 15.43% | Long Buildup | 3.08% | 358 |
| CIPLA | 30-Jul-20 | 638.80 | S1 | PE 600.00 | 12.45 | 367,900 | -2.35% | -1.74% | Long Windup | 1.95% | 420 |
| COALINDIA | 30-Jul-20 | 135.25 | R2 | CE 160.00 | 0.85 | 2,038,700 | 13.33% | 2.80% | Long Buildup | 0.63% | 160 |
| COALINDIA | 30-Jul-20 | 135.25 | R1 | CE 150.00 | 1.90 | 2,490,100 | 15.15% | -4.13% | Short Covering | 1.40% | 432 |
| COALINDIA | 30-Jul-20 | 135.25 | S1 | PE 130.00 | 3.50 | 1,213,600 | -16.67% | -4.37% | Long Windup | 2.59% | 374 |
| COALINDIA | 30-Jul-20 | 135.25 | S2 | PE 120.00 | 1.05 | 1,102,600 | -19.23% | 0.34% | Short Buildup | 0.78% | 171 |
| COLPAL | 30-Jul-20 | 1382.65 | R2 | CE 1500.00 | 9.55 | 116,200 | 3.24% | 2.47% | Long Buildup | 0.69% | 272 |
| COLPAL | 30-Jul-20 | 1382.65 | R1 | CE 1400.00 | 37.20 | 59,500 | 4.49% | 23.19% | Long Buildup | 2.69% | 73 |
| COLPAL | 30-Jul-20 | 1382.65 | S1 | PE 1400.00 | 48.95 | 31,500 | -25.83% | 2.27% | Short Buildup | 3.54% | 5 |
| COLPAL | 30-Jul-20 | 1382.65 | S2 | PE 1300.00 | 12.00 | 47,600 | -11.76% | 17.24% | Short Buildup | 0.87% | 32 |
| CONCOR | 30-Jul-20 | 429.95 | R2 | CE 500.00 | 3.15 | 211,005 | 5.00% | -3.57% | Short Covering | 0.73% | 11 |
| CONCOR | 30-Jul-20 | 429.95 | R1 | CE 430.00 | 20.80 | 118,788 | 16.53% | -3.80% | Short Covering | 4.84% | 34 |
| CONCOR | 30-Jul-20 | 429.95 | S1 | PE 400.00 | 8.70 | 48,453 | -20.91% | -11.43% | Long Windup | 2.02% | 24 |
| CONCOR | 30-Jul-20 | 429.95 | S2 | PE 340.00 | 3.00 | 39,075 | 0.00% | 0.00% | 0.70% | 0 | |
| CUMMINSIND | 30-Jul-20 | 410.75 | R2 | CE 420.00 | 17.65 | 184,800 | 70.53% | 413.33% | Long Buildup | 4.30% | 281 |
| CUMMINSIND | 30-Jul-20 | 410.75 | R1 | CE 400.00 | 22.90 | 39,600 | 15.37% | -15.38% | Short Covering | 5.58% | 15 |
| CUMMINSIND | 30-Jul-20 | 410.75 | S1 | PE 400.00 | 15.45 | 34,800 | -16.49% | 11.54% | Short Buildup | 3.76% | 11 |
| CUMMINSIND | 30-Jul-20 | 410.75 | S2 | PE 380.00 | 8.80 | 56,400 | -32.31% | 0.00% | 2.14% | 2 | |
| DABUR | 30-Jul-20 | 467.05 | R2 | CE 500.00 | 4.65 | 363,750 | 3.33% | 2.46% | Long Buildup | 1.00% | 173 |
| DABUR | 30-Jul-20 | 467.05 | R1 | CE 480.00 | 10.00 | 325,000 | 4.17% | 1.56% | Long Buildup | 2.14% | 162 |
| DABUR | 30-Jul-20 | 467.05 | S1 | PE 450.00 | 7.05 | 103,750 | -14.55% | -1.19% | Long Windup | 1.51% | 44 |
| DABUR | 30-Jul-20 | 467.05 | S2 | PE 400.00 | 0.70 | 108,750 | -22.22% | 2.35% | Short Buildup | 0.15% | 4 |
| DIVISLAB | 30-Jul-20 | 2190.45 | R1 | CE 2400.00 | 27.95 | 119,200 | -10.70% | 30.13% | Short Buildup | 1.28% | 394 |
| DIVISLAB | 30-Jul-20 | 2190.45 | R1 | CE 2300.00 | 51.10 | 99,200 | -10.74% | 65.33% | Short Buildup | 2.33% | 673 |
| DIVISLAB | 30-Jul-20 | 2190.45 | S1 | PE 2200.00 | 91.10 | 95,600 | 6.30% | 44.85% | Long Buildup | 4.16% | 263 |
| DIVISLAB | 30-Jul-20 | 2190.45 | S2 | PE 2000.00 | 20.95 | 64,000 | -10.85% | 15.94% | Short Buildup | 0.96% | 393 |
| DLF | 30-Jul-20 | 151.25 | R2 | CE 170.00 | 2.80 | 1,597,200 | -15.15% | 8.04% | Short Buildup | 1.85% | 245 |
| DLF | 30-Jul-20 | 151.25 | R1 | CE 160.00 | 5.20 | 1,382,700 | -11.86% | 15.75% | Short Buildup | 3.44% | 699 |
| DLF | 30-Jul-20 | 151.25 | S1 | PE 140.00 | 3.80 | 924,000 | 5.56% | 6.87% | Long Buildup | 2.51% | 312 |
| DLF | 30-Jul-20 | 151.25 | S2 | PE 130.00 | 1.65 | 745,800 | 3.12% | 5.12% | Long Buildup | 1.09% | 50 |
| DRREDDY | 30-Jul-20 | 3921.45 | R2 | CE 4200.00 | 54.00 | 82,000 | 0.65% | -0.91% | Short Covering | 1.38% | 194 |
| DRREDDY | 30-Jul-20 | 3921.45 | R1 | CE 4000.00 | 111.15 | 78,500 | -0.98% | -3.68% | Long Windup | 2.83% | 437 |
| DRREDDY | 30-Jul-20 | 3921.45 | S1 | PE 3800.00 | 96.55 | 41,000 | -4.64% | -6.82% | Long Windup | 2.46% | 79 |
| DRREDDY | 30-Jul-20 | 3921.45 | S2 | PE 3700.00 | 61.55 | 30,250 | -4.72% | 10.00% | Short Buildup | 1.57% | 41 |
| EICHERMOT | 30-Jul-20 | 18983.50 | R2 | CE 20000.00 | 419.10 | 7,210 | 68.04% | 40.14% | Long Buildup | 2.21% | 406 |
| EICHERMOT | 30-Jul-20 | 18983.50 | R1 | CE 19000.00 | 800.35 | 4,095 | 53.59% | 5.41% | Long Buildup | 4.22% | 455 |
| EICHERMOT | 30-Jul-20 | 18983.50 | S1 | PE 18000.00 | 389.15 | 6,685 | -32.27% | 98.96% | Short Buildup | 2.05% | 240 |
| EICHERMOT | 30-Jul-20 | 18983.50 | S2 | PE 17000.00 | 173.80 | 5,180 | -33.90% | 12.12% | Short Buildup | 0.92% | 105 |
| EQUITAS | 30-Jul-20 | 53.40 | R2 | CE 60.00 | 1.85 | 1,808,800 | -19.57% | -4.42% | Long Windup | 3.46% | 248 |
| EQUITAS | 30-Jul-20 | 53.40 | R1 | CE 55.00 | 3.35 | 1,573,200 | -22.09% | 1.47% | Short Buildup | 6.27% | 237 |
| EQUITAS | 30-Jul-20 | 53.40 | S1 | PE 55.00 | 5.15 | 547,200 | 19.77% | 10.77% | Long Buildup | 9.64% | 36 |
| EQUITAS | 30-Jul-20 | 53.40 | S1 | PE 50.00 | 2.45 | 539,600 | 16.67% | -18.39% | Short Covering | 4.59% | 97 |
| ESCORTS | 30-Jul-20 | 1059.90 | R2 | CE 1100.00 | 38.30 | 355,300 | 23.95% | -12.47% | Short Covering | 3.61% | 494 |
| ESCORTS | 30-Jul-20 | 1059.90 | R1 | CE 1060.00 | 56.00 | 154,000 | 22.27% | 15.70% | Long Buildup | 5.28% | 456 |
| ESCORTS | 30-Jul-20 | 1059.90 | S1 | PE 1000.00 | 27.55 | 169,400 | -21.62% | 4.05% | Short Buildup | 2.60% | 197 |
| ESCORTS | 30-Jul-20 | 1059.90 | S1 | PE 940.00 | 13.20 | 202,400 | -23.26% | 0.55% | Short Buildup | 1.25% | 41 |
| EXIDEIND | 30-Jul-20 | 153.30 | R2 | CE 170.00 | 2.05 | 493,200 | -6.82% | 3.01% | Short Buildup | 1.34% | 99 |
| EXIDEIND | 30-Jul-20 | 153.30 | R1 | CE 160.00 | 4.35 | 871,200 | -6.45% | -3.97% | Long Windup | 2.84% | 385 |
| EXIDEIND | 30-Jul-20 | 153.30 | S1 | PE 150.00 | 5.00 | 273,600 | -6.54% | 2.70% | Short Buildup | 3.26% | 91 |
| EXIDEIND | 30-Jul-20 | 153.30 | S2 | PE 140.00 | 1.85 | 590,400 | -13.95% | 1.86% | Short Buildup | 1.21% | 68 |
| FEDERALBNK | 30-Jul-20 | 53.00 | R2 | CE 60.00 | 1.40 | 3,689,000 | -9.68% | 6.11% | Short Buildup | 2.64% | 114 |
| FEDERALBNK | 30-Jul-20 | 53.00 | R1 | CE 55.00 | 2.75 | 2,754,000 | -11.29% | 20.00% | Short Buildup | 5.19% | 196 |
| FEDERALBNK | 30-Jul-20 | 53.00 | S1 | PE 50.00 | 1.95 | 2,082,500 | -2.50% | 5.15% | Short Buildup | 3.68% | 54 |
| FEDERALBNK | 30-Jul-20 | 53.00 | S2 | PE 45.00 | 0.75 | 1,139,000 | 0.00% | 14.53% | 1.42% | 57 | |
| GAIL | 30-Jul-20 | 104.90 | R2 | CE 110.00 | 4.50 | 4,422,500 | 12.50% | 3.57% | Long Buildup | 4.29% | 666 |
| GAIL | 30-Jul-20 | 104.90 | R1 | CE 105.00 | 6.45 | 1,921,500 | 10.26% | -0.63% | Short Covering | 6.15% | 322 |
| GAIL | 30-Jul-20 | 104.90 | S1 | PE 100.00 | 4.00 | 963,800 | -6.98% | -3.07% | Long Windup | 3.81% | 112 |
| GAIL | 30-Jul-20 | 104.90 | S2 | PE 80.00 | 0.30 | 866,200 | 0.00% | -2.74% | 0.29% | 11 | |
| GLENMARK | 30-Jul-20 | 432.70 | R2 | CE 500.00 | 8.00 | 791,200 | -13.98% | -4.97% | Long Windup | 1.85% | 18 |
| GLENMARK | 30-Jul-20 | 432.70 | R1 | CE 480.00 | 12.30 | 538,200 | -12.14% | -3.31% | Long Windup | 2.84% | 8 |
| GLENMARK | 30-Jul-20 | 432.70 | S1 | PE 400.00 | 11.25 | 575,000 | 6.13% | -3.10% | Short Covering | 2.60% | 8 |
| GLENMARK | 30-Jul-20 | 432.70 | S2 | PE 300.00 | 0.40 | 519,800 | -52.94% | -1.74% | Long Windup | 0.09% | 4 |
| GMRINFRA | 30-Jul-20 | 21.50 | R2 | CE 25.00 | 0.35 | 5,535,000 | 16.67% | -1.60% | Short Covering | 1.63% | 150 |
| GMRINFRA | 30-Jul-20 | 21.50 | R1 | CE 21.00 | 1.65 | 4,095,000 | 13.79% | -1.09% | Short Covering | 7.67% | 46 |
| GMRINFRA | 30-Jul-20 | 21.50 | S1 | PE 21.00 | 1.05 | 3,780,000 | -12.50% | 15.07% | Short Buildup | 4.88% | 46 |
| GMRINFRA | 30-Jul-20 | 21.50 | S1 | PE 18.00 | 0.20 | 3,195,000 | -20.00% | 16.39% | Short Buildup | 0.93% | 89 |
| GODREJCP | 30-Jul-20 | 717.30 | R2 | CE 720.00 | 23.45 | 85,000 | 43.87% | 226.92% | Long Buildup | 3.27% | 326 |
| GODREJCP | 30-Jul-20 | 717.30 | R1 | CE 680.00 | 33.65 | 93,000 | -10.62% | 0.00% | 4.69% | 11 | |
| GODREJCP | 30-Jul-20 | 717.30 | S1 | PE 680.00 | 9.50 | 61,000 | -44.61% | 19.61% | Short Buildup | 1.32% | 50 |
| GODREJCP | 30-Jul-20 | 717.30 | S2 | PE 660.00 | 5.55 | 86,000 | -48.61% | 26.47% | Short Buildup | 0.77% | 71 |
| GODREJPROP | 30-Jul-20 | 894.20 | R1 | CE 920.00 | 37.55 | 5,200 | 30.16% | 14.29% | Long Buildup | 4.20% | 5 |
| GODREJPROP | 30-Jul-20 | 894.20 | R1 | CE 900.00 | 42.75 | 13,650 | 32.35% | 16.67% | Long Buildup | 4.78% | 42 |
| GODREJPROP | 30-Jul-20 | 894.20 | S1 | PE 860.00 | 30.50 | 6,500 | -23.94% | 400.00% | Short Buildup | 3.41% | 10 |
| GODREJPROP | 30-Jul-20 | 894.20 | S2 | PE 800.00 | 11.00 | 5,200 | -56.00% | -20.00% | Long Windup | 1.23% | 5 |
| GRASIM | 30-Jul-20 | 628.15 | R1 | CE 650.00 | 20.75 | 218,500 | 19.94% | 289.83% | Long Buildup | 3.30% | 755 |
| GRASIM | 30-Jul-20 | 628.15 | R1 | CE 620.00 | 33.60 | 121,600 | 16.06% | 43.82% | Long Buildup | 5.35% | 139 |
| GRASIM | 30-Jul-20 | 628.15 | S1 | PE 600.00 | 17.20 | 95,000 | -12.69% | 16.28% | Short Buildup | 2.74% | 78 |
| GRASIM | 30-Jul-20 | 628.15 | S2 | PE 570.00 | 8.40 | 76,000 | -16.00% | -3.61% | Long Windup | 1.34% | 8 |
| HAVELLS | 30-Jul-20 | 580.05 | R2 | CE 700.00 | 1.50 | 80,000 | -6.25% | 2.56% | Short Buildup | 0.26% | 10 |
| HAVELLS | 30-Jul-20 | 580.05 | R1 | CE 600.00 | 16.60 | 190,000 | -5.68% | -6.86% | Long Windup | 2.86% | 197 |
| HAVELLS | 30-Jul-20 | 580.05 | S1 | PE 580.00 | 23.65 | 85,000 | 5.35% | 129.73% | Long Buildup | 4.08% | 294 |
| HAVELLS | 30-Jul-20 | 580.05 | S2 | PE 500.00 | 2.65 | 91,000 | 0.00% | 0.00% | 0.46% | 0 | |
| HCLTECH | 30-Jul-20 | 579.15 | R2 | CE 600.00 | 10.15 | 553,000 | 14.04% | 96.52% | Long Buildup | 1.75% | 737 |
| HCLTECH | 30-Jul-20 | 579.15 | R1 | CE 580.00 | 18.00 | 247,800 | 14.65% | -18.43% | Short Covering | 3.11% | 627 |
| HCLTECH | 30-Jul-20 | 579.15 | S1 | PE 540.00 | 7.20 | 121,800 | -21.74% | 11.54% | Short Buildup | 1.24% | 109 |
| HCLTECH | 30-Jul-20 | 579.15 | S2 | PE 500.00 | 2.00 | 120,400 | -28.57% | 4.88% | Short Buildup | 0.35% | 40 |
| HDFC | 30-Jul-20 | 1885.20 | R2 | CE 2000.00 | 21.80 | 225,000 | -12.27% | 4.31% | Short Buildup | 1.16% | 1283 |
| HDFC | 30-Jul-20 | 1885.20 | R1 | CE 1900.00 | 50.85 | 438,900 | -10.16% | -1.61% | Long Windup | 2.70% | 2262 |
| HDFC | 30-Jul-20 | 1885.20 | S1 | PE 1800.00 | 41.50 | 207,300 | -2.01% | -4.43% | Long Windup | 2.20% | 1081 |
| HDFC | 30-Jul-20 | 1885.20 | S1 | PE 1700.00 | 16.50 | 377,700 | -5.71% | 0.16% | Short Buildup | 0.88% | 516 |
| HDFCBANK | 30-Jul-20 | 1073.95 | R2 | CE 1200.00 | 5.40 | 1,375,000 | -16.92% | -2.99% | Long Windup | 0.50% | 1609 |
| HDFCBANK | 30-Jul-20 | 1073.95 | R1 | CE 1100.00 | 28.80 | 1,394,250 | -18.18% | 15.75% | Short Buildup | 2.68% | 3278 |
| HDFCBANK | 30-Jul-20 | 1073.95 | S1 | PE 1030.00 | 21.65 | 631,950 | 17.34% | 1.14% | Long Buildup | 2.02% | 268 |
| HDFCBANK | 30-Jul-20 | 1073.95 | S1 | PE 1000.00 | 13.80 | 739,200 | 12.65% | -1.25% | Short Covering | 1.28% | 1155 |
| HDFCLIFE | 30-Jul-20 | 572.15 | R2 | CE 600.00 | 11.45 | 632,500 | 122.33% | 40.93% | Long Buildup | 2.00% | 4469 |
| HDFCLIFE | 30-Jul-20 | 572.15 | R1 | CE 550.00 | 34.30 | 421,300 | 70.65% | -4.96% | Short Covering | 5.99% | 587 |
| HDFCLIFE | 30-Jul-20 | 572.15 | S1 | PE 550.00 | 11.85 | 171,600 | -42.20% | 387.50% | Short Buildup | 2.07% | 679 |
| HDFCLIFE | 30-Jul-20 | 572.15 | S1 | PE 500.00 | 2.25 | 194,700 | -44.44% | 30.15% | Short Buildup | 0.39% | 366 |
| HEROMOTOCO | 30-Jul-20 | 2738.25 | R2 | CE 2800.00 | 69.00 | 107,400 | 30.81% | 28.32% | Long Buildup | 2.52% | 1510 |
| HEROMOTOCO | 30-Jul-20 | 2738.25 | R1 | CE 2600.00 | 169.70 | 98,700 | 26.69% | -7.84% | Short Covering | 6.20% | 223 |
| HEROMOTOCO | 30-Jul-20 | 2738.25 | S1 | PE 2600.00 | 66.95 | 129,900 | -24.99% | 101.40% | Short Buildup | 2.44% | 1466 |
| HEROMOTOCO | 30-Jul-20 | 2738.25 | S1 | PE 2500.00 | 38.90 | 99,300 | -26.88% | 5.75% | Short Buildup | 1.42% | 694 |
| HINDALCO | 30-Jul-20 | 146.40 | R1 | CE 160.00 | 2.90 | 1,608,200 | -18.31% | 12.31% | Short Buildup | 1.98% | 308 |
| HINDALCO | 30-Jul-20 | 146.40 | R1 | CE 150.00 | 5.90 | 1,285,700 | -15.11% | 20.08% | Short Buildup | 4.03% | 371 |
| HINDALCO | 30-Jul-20 | 146.40 | S1 | PE 140.00 | 4.75 | 1,057,800 | 14.46% | 8.37% | Long Buildup | 3.24% | 658 |
| HINDALCO | 30-Jul-20 | 146.40 | S2 | PE 130.00 | 1.95 | 683,700 | 11.43% | 16.91% | Long Buildup | 1.33% | 136 |
| HINDPETRO | 30-Jul-20 | 215.85 | R2 | CE 230.00 | 6.40 | 720,900 | 0.79% | -0.37% | Short Covering | 2.97% | 232 |
| HINDPETRO | 30-Jul-20 | 215.85 | R1 | CE 220.00 | 9.70 | 648,000 | -1.02% | 1.69% | Short Buildup | 4.49% | 354 |
| HINDPETRO | 30-Jul-20 | 215.85 | S1 | PE 200.00 | 4.60 | 448,200 | -8.91% | 0.61% | Short Buildup | 2.13% | 88 |
| HINDPETRO | 30-Jul-20 | 215.85 | S2 | PE 180.00 | 1.05 | 380,700 | -16.00% | 0.71% | Short Buildup | 0.49% | 8 |
| HINDUNILVR | 30-Jul-20 | 2173.70 | R2 | CE 2300.00 | 24.70 | 537,000 | 8.81% | -3.09% | Short Covering | 1.14% | 1308 |
| HINDUNILVR | 30-Jul-20 | 2173.70 | R1 | CE 2200.00 | 55.95 | 836,700 | 8.96% | 5.76% | Long Buildup | 2.57% | 3622 |
| HINDUNILVR | 30-Jul-20 | 2173.70 | S1 | PE 2060.00 | 20.95 | 336,600 | -20.64% | 0.90% | Short Buildup | 0.96% | 116 |
| HINDUNILVR | 30-Jul-20 | 2173.70 | S2 | PE 2000.00 | 10.15 | 447,600 | -23.97% | -0.40% | Long Windup | 0.47% | 595 |
| IBULHSGFIN | 30-Jul-20 | 231.05 | R2 | CE 270.00 | 15.60 | 1,680,200 | 11.03% | 44.15% | Long Buildup | 6.75% | 1514 |
| IBULHSGFIN | 30-Jul-20 | 231.05 | R1 | CE 250.00 | 21.60 | 1,562,400 | 11.34% | 43.18% | Long Buildup | 9.35% | 1221 |
| IBULHSGFIN | 30-Jul-20 | 231.05 | S1 | PE 220.00 | 23.25 | 737,800 | -9.71% | 50.63% | Short Buildup | 10.06% | 603 |
| IBULHSGFIN | 30-Jul-20 | 231.05 | S1 | PE 200.00 | 14.50 | 1,199,700 | -10.49% | 1.84% | Short Buildup | 6.28% | 1482 |
| ICICIBANK | 30-Jul-20 | 361.00 | R2 | CE 400.00 | 5.65 | 3,276,625 | -16.91% | 9.82% | Short Buildup | 1.57% | 2212 |
| ICICIBANK | 30-Jul-20 | 361.00 | R1 | CE 380.00 | 11.15 | 3,819,750 | -11.86% | 3.77% | Short Buildup | 3.09% | 2284 |
| ICICIBANK | 30-Jul-20 | 361.00 | S1 | PE 340.00 | 9.60 | 2,050,125 | 3.23% | 6.96% | Long Buildup | 2.66% | 1146 |
| ICICIBANK | 30-Jul-20 | 361.00 | S2 | PE 300.00 | 2.55 | 2,118,875 | -1.92% | 5.84% | Short Buildup | 0.71% | 540 |
| ICICIPRULI | 30-Jul-20 | 433.50 | R2 | CE 450.00 | 10.60 | 319,500 | 21.14% | 33.13% | Long Buildup | 2.45% | 1348 |
| ICICIPRULI | 30-Jul-20 | 433.50 | R1 | CE 420.00 | 24.30 | 328,500 | 16.83% | -1.35% | Short Covering | 5.61% | 77 |
| ICICIPRULI | 30-Jul-20 | 433.50 | S1 | PE 420.00 | 11.75 | 114,000 | -22.44% | 24.59% | Short Buildup | 2.71% | 134 |
| ICICIPRULI | 30-Jul-20 | 433.50 | S2 | PE 360.00 | 1.10 | 121,500 | -52.17% | 0.00% | 0.25% | 2 | |
| IDEA | 30-Jul-20 | 10.00 | R2 | CE 12.00 | 0.85 | 36,820,000 | 0.00% | 0.00% | 8.50% | 0 | |
| IDEA | 30-Jul-20 | 10.00 | R1 | CE 10.00 | 1.40 | 28,280,000 | -9.68% | -0.98% | Long Windup | 14.00% | 2 |
| IDEA | 30-Jul-20 | 10.00 | S1 | PE 9.00 | 0.85 | 25,200,000 | 0.00% | 0.00% | 8.50% | 0 | |
| IDEA | 30-Jul-20 | 10.00 | S2 | PE 8.00 | 0.50 | 26,460,000 | 0.00% | 0.00% | 5.00% | 0 | |
| IDFCFIRSTB | 30-Jul-20 | 26.75 | R2 | CE 34.00 | 0.25 | 4,370,000 | -16.67% | 0.44% | Short Buildup | 0.93% | 41 |
| IDFCFIRSTB | 30-Jul-20 | 26.75 | R1 | CE 30.00 | 0.75 | 6,593,000 | -11.76% | 0.87% | Short Buildup | 2.80% | 107 |
| IDFCFIRSTB | 30-Jul-20 | 26.75 | S1 | PE 25.00 | 1.00 | 1,957,000 | -4.76% | -2.83% | Long Windup | 3.74% | 21 |
| IDFCFIRSTB | 30-Jul-20 | 26.75 | S2 | PE 20.00 | 0.15 | 1,672,000 | -25.00% | -1.12% | Long Windup | 0.56% | 5 |
| IGL | 30-Jul-20 | 447.50 | R2 | CE 500.00 | 5.70 | 374,000 | 2.70% | 7.94% | Long Buildup | 1.27% | 289 |
| IGL | 30-Jul-20 | 447.50 | R1 | CE 480.00 | 9.45 | 389,125 | 0.53% | -18.44% | Short Covering | 2.11% | 538 |
| IGL | 30-Jul-20 | 447.50 | S1 | PE 440.00 | 16.50 | 233,750 | -12.47% | -2.86% | Long Windup | 3.69% | 158 |
| IGL | 30-Jul-20 | 447.50 | S2 | PE 400.00 | 4.45 | 165,000 | -16.82% | -6.98% | Long Windup | 0.99% | 87 |
| INDIGO | 30-Jul-20 | 1012.15 | R2 | CE 1200.00 | 11.50 | 122,500 | 1.32% | -2.00% | Short Covering | 1.14% | 135 |
| INDIGO | 30-Jul-20 | 1012.15 | R1 | CE 1100.00 | 28.15 | 171,500 | 0.72% | 3.63% | Long Buildup | 2.78% | 247 |
| INDIGO | 30-Jul-20 | 1012.15 | S1 | PE 1000.00 | 51.95 | 80,000 | -9.65% | -4.76% | Long Windup | 5.13% | 122 |
| INDIGO | 30-Jul-20 | 1012.15 | S2 | PE 900.00 | 17.60 | 108,000 | -13.94% | -7.30% | Long Windup | 1.74% | 107 |
| INDUSINDBK | 30-Jul-20 | 487.20 | R2 | CE 600.00 | 8.25 | 1,392,000 | -14.95% | 0.17% | Short Buildup | 1.69% | 609 |
| INDUSINDBK | 30-Jul-20 | 487.20 | R1 | CE 520.00 | 26.15 | 1,320,000 | -11.05% | -1.79% | Long Windup | 5.37% | 766 |
| INDUSINDBK | 30-Jul-20 | 487.20 | S1 | PE 520.00 | 57.65 | 552,800 | 10.33% | 1.92% | Long Buildup | 11.83% | 110 |
| INDUSINDBK | 30-Jul-20 | 487.20 | S1 | PE 500.00 | 44.85 | 666,400 | 11.01% | 14.74% | Long Buildup | 9.21% | 752 |
| INFRATEL | 30-Jul-20 | 226.70 | R2 | CE 240.00 | 8.40 | 308,000 | 12.75% | 0.92% | Long Buildup | 3.71% | 157 |
| INFRATEL | 30-Jul-20 | 226.70 | R1 | CE 230.00 | 12.25 | 263,200 | 12.39% | 27.03% | Long Buildup | 5.40% | 256 |
| INFRATEL | 30-Jul-20 | 226.70 | S1 | PE 200.00 | 4.00 | 260,400 | -19.19% | 3.33% | Short Buildup | 1.76% | 41 |
| INFRATEL | 30-Jul-20 | 226.70 | S2 | PE 180.00 | 1.25 | 165,200 | -26.47% | 11.32% | Short Buildup | 0.55% | 12 |
| INFY | 30-Jul-20 | 762.70 | R2 | CE 800.00 | 11.25 | 1,264,800 | 7.14% | -0.94% | Short Covering | 1.48% | 1201 |
| INFY | 30-Jul-20 | 762.70 | R1 | CE 760.00 | 26.65 | 1,725,600 | 7.68% | 3.23% | Long Buildup | 3.49% | 1472 |
| INFY | 30-Jul-20 | 762.70 | S1 | PE 700.00 | 7.00 | 1,056,000 | -16.17% | 9.73% | Short Buildup | 0.92% | 495 |
| INFY | 30-Jul-20 | 762.70 | S2 | PE 650.00 | 1.90 | 1,196,400 | -19.15% | 0.91% | Short Buildup | 0.25% | 192 |
| IOC | 30-Jul-20 | 87.85 | R2 | CE 100.00 | 1.10 | 4,172,400 | -15.38% | 4.72% | Short Buildup | 1.25% | 309 |
| IOC | 30-Jul-20 | 87.85 | R1 | CE 90.00 | 3.25 | 3,294,600 | -12.16% | -2.20% | Long Windup | 3.70% | 345 |
| IOC | 30-Jul-20 | 87.85 | S1 | PE 85.00 | 2.65 | 1,499,100 | 3.92% | 1.54% | Long Buildup | 3.02% | 95 |
| IOC | 30-Jul-20 | 87.85 | S2 | PE 80.00 | 1.10 | 1,755,600 | 0.00% | 8.83% | 1.25% | 91 | |
| ITC | 30-Jul-20 | 207.55 | R2 | CE 220.00 | 3.15 | 5,254,400 | -7.35% | 0.24% | Short Buildup | 1.52% | 1716 |
| ITC | 30-Jul-20 | 207.55 | R1 | CE 210.00 | 6.40 | 5,689,600 | -3.03% | -8.49% | Long Windup | 3.08% | 2663 |
| ITC | 30-Jul-20 | 207.55 | S1 | PE 200.00 | 4.60 | 2,950,400 | -12.38% | 29.13% | Short Buildup | 2.22% | 1626 |
| ITC | 30-Jul-20 | 207.55 | S1 | PE 190.00 | 2.15 | 2,864,000 | -14.00% | 15.78% | Short Buildup | 1.04% | 932 |
| JINDALSTEL | 30-Jul-20 | 153.70 | R2 | CE 170.00 | 4.75 | 1,000,000 | -12.84% | 2.56% | Short Buildup | 3.09% | 93 |
| JINDALSTEL | 30-Jul-20 | 153.70 | R1 | CE 160.00 | 7.85 | 1,505,000 | -8.72% | -6.52% | Long Windup | 5.11% | 220 |
| JINDALSTEL | 30-Jul-20 | 153.70 | S1 | PE 150.00 | 8.70 | 725,000 | 0.00% | 9.85% | 5.66% | 180 | |
| JINDALSTEL | 30-Jul-20 | 153.70 | S2 | PE 140.00 | 4.80 | 830,000 | -2.04% | 5.06% | Short Buildup | 3.12% | 111 |
| JSWSTEEL | 30-Jul-20 | 190.95 | R2 | CE 210.00 | 3.20 | 828,900 | -22.89% | 16.29% | Short Buildup | 1.68% | 275 |
| JSWSTEEL | 30-Jul-20 | 190.95 | R1 | CE 200.00 | 5.50 | 969,300 | -22.54% | 17.70% | Short Buildup | 2.88% | 364 |
| JSWSTEEL | 30-Jul-20 | 190.95 | S1 | PE 200.00 | 16.50 | 599,400 | 22.22% | 20.65% | Long Buildup | 8.64% | 53 |
| JSWSTEEL | 30-Jul-20 | 190.95 | S2 | PE 170.00 | 2.60 | 950,400 | 18.18% | 74.26% | Long Buildup | 1.36% | 225 |
| JUBLFOOD | 30-Jul-20 | 1737.05 | R2 | CE 2000.00 | 6.05 | 54,500 | -15.38% | 1.87% | Short Buildup | 0.35% | 73 |
| JUBLFOOD | 30-Jul-20 | 1737.05 | R1 | CE 1800.00 | 39.40 | 124,000 | -2.23% | -10.14% | Long Windup | 2.27% | 304 |
| JUBLFOOD | 30-Jul-20 | 1737.05 | S1 | PE 1700.00 | 48.10 | 60,000 | -13.26% | -0.83% | Long Windup | 2.77% | 165 |
| JUBLFOOD | 30-Jul-20 | 1737.05 | S2 | PE 1500.00 | 7.00 | 78,500 | -14.63% | 1.29% | Short Buildup | 0.40% | 57 |
| JUSTDIAL | 30-Jul-20 | 382.80 | R2 | CE 500.00 | 2.05 | 238,000 | -14.58% | 3.66% | Short Buildup | 0.54% | 30 |
| JUSTDIAL | 30-Jul-20 | 382.80 | R1 | CE 400.00 | 18.25 | 295,400 | -12.05% | 4.98% | Short Buildup | 4.77% | 552 |
| JUSTDIAL | 30-Jul-20 | 382.80 | S1 | PE 380.00 | 23.20 | 107,800 | 7.16% | 20.31% | Long Buildup | 6.06% | 25 |
| JUSTDIAL | 30-Jul-20 | 382.80 | S2 | PE 340.00 | 8.00 | 40,600 | 3.90% | 11.54% | Long Buildup | 2.09% | 4 |
| KOTAKBANK | 30-Jul-20 | 1353.80 | R1 | CE 1400.00 | 35.35 | 384,400 | -7.10% | 5.95% | Short Buildup | 2.61% | 1763 |
| KOTAKBANK | 30-Jul-20 | 1353.80 | R1 | CE 1360.00 | 51.15 | 386,400 | -5.97% | 3.09% | Short Buildup | 3.78% | 1565 |
| KOTAKBANK | 30-Jul-20 | 1353.80 | S1 | PE 1340.00 | 48.50 | 328,400 | -3.96% | -1.91% | Long Windup | 3.58% | 314 |
| KOTAKBANK | 30-Jul-20 | 1353.80 | S2 | PE 1300.00 | 32.35 | 310,000 | -3.29% | 3.20% | Short Buildup | 2.39% | 588 |
| L&TFH | 30-Jul-20 | 67.65 | R2 | CE 80.00 | 0.90 | 1,570,800 | -25.00% | 8.45% | Short Buildup | 1.33% | 117 |
| L&TFH | 30-Jul-20 | 67.65 | R1 | CE 70.00 | 3.25 | 1,625,200 | -20.73% | 4.82% | Short Buildup | 4.80% | 266 |
| L&TFH | 30-Jul-20 | 67.65 | S1 | PE 65.00 | 3.10 | 659,600 | 26.53% | 38.57% | Long Buildup | 4.58% | 337 |
| L&TFH | 30-Jul-20 | 67.65 | S2 | PE 60.00 | 1.50 | 938,400 | 42.86% | 15.00% | Long Buildup | 2.22% | 141 |
| LICHSGFIN | 30-Jul-20 | 274.35 | R2 | CE 300.00 | 7.75 | 1,404,000 | -29.55% | 32.70% | Short Buildup | 2.82% | 1376 |
| LICHSGFIN | 30-Jul-20 | 274.35 | R1 | CE 290.00 | 10.50 | 546,000 | -27.59% | 11.43% | Short Buildup | 3.83% | 413 |
| LICHSGFIN | 30-Jul-20 | 274.35 | S1 | PE 260.00 | 10.65 | 312,000 | 36.54% | 23.81% | Long Buildup | 3.88% | 399 |
| LICHSGFIN | 30-Jul-20 | 274.35 | S1 | PE 250.00 | 7.25 | 398,000 | 39.42% | 30.92% | Long Buildup | 2.64% | 263 |
| LT | 30-Jul-20 | 944.25 | R2 | CE 1100.00 | 4.35 | 488,400 | -8.42% | 3.74% | Short Buildup | 0.46% | 415 |
| LT | 30-Jul-20 | 944.25 | R1 | CE 1000.00 | 18.45 | 693,000 | -2.12% | 0.64% | Short Buildup | 1.95% | 1617 |
| LT | 30-Jul-20 | 944.25 | S1 | PE 850.00 | 9.15 | 201,300 | -6.15% | 4.57% | Short Buildup | 0.97% | 146 |
| LT | 30-Jul-20 | 944.25 | S2 | PE 800.00 | 3.85 | 287,100 | -10.47% | 0.97% | Short Buildup | 0.41% | 97 |
| LUPIN | 30-Jul-20 | 900.05 | R2 | CE 1000.00 | 8.80 | 196,350 | 4.14% | 0.43% | Long Buildup | 0.98% | 129 |
| LUPIN | 30-Jul-20 | 900.05 | R1 | CE 940.00 | 20.70 | 189,550 | 2.22% | 8.78% | Long Buildup | 2.30% | 169 |
| LUPIN | 30-Jul-20 | 900.05 | S1 | PE 900.00 | 40.20 | 118,150 | -6.84% | -1.42% | Long Windup | 4.47% | 119 |
| LUPIN | 30-Jul-20 | 900.05 | S1 | PE 880.00 | 30.00 | 93,500 | -8.81% | 6.80% | Short Buildup | 3.33% | 118 |
| M&M | 30-Jul-20 | 530.50 | R2 | CE 550.00 | 13.15 | 513,800 | -4.01% | 7.00% | Short Buildup | 2.48% | 557 |
| M&M | 30-Jul-20 | 530.50 | R1 | CE 520.00 | 26.65 | 518,000 | -0.74% | -1.33% | Long Windup | 5.02% | 263 |
| M&M | 30-Jul-20 | 530.50 | S1 | PE 500.00 | 10.85 | 600,600 | -10.70% | -7.14% | Long Windup | 2.05% | 718 |
| M&M | 30-Jul-20 | 530.50 | S1 | PE 450.00 | 2.40 | 474,600 | -14.29% | 1.19% | Short Buildup | 0.45% | 97 |
| M&MFIN | 30-Jul-20 | 182.75 | R2 | CE 200.00 | 5.70 | 1,100,400 | -23.49% | 1.75% | Short Buildup | 3.12% | 837 |
| M&MFIN | 30-Jul-20 | 182.75 | R1 | CE 190.00 | 8.75 | 829,500 | -19.35% | 15.16% | Short Buildup | 4.79% | 790 |
| M&MFIN | 30-Jul-20 | 182.75 | S1 | PE 180.00 | 10.30 | 289,800 | 3.52% | 62.35% | Long Buildup | 5.64% | 442 |
| M&MFIN | 30-Jul-20 | 182.75 | S2 | PE 160.00 | 3.30 | 392,700 | -4.35% | -12.62% | Long Windup | 1.81% | 287 |
| MANAPPURAM | 30-Jul-20 | 161.30 | R2 | CE 180.00 | 2.65 | 1,128,000 | 3.92% | 11.90% | Long Buildup | 1.64% | 239 |
| MANAPPURAM | 30-Jul-20 | 161.30 | R1 | CE 170.00 | 5.15 | 852,000 | 5.10% | 11.81% | Long Buildup | 3.19% | 292 |
| MANAPPURAM | 30-Jul-20 | 161.30 | S1 | PE 150.00 | 3.70 | 720,000 | -22.11% | 8.11% | Short Buildup | 2.29% | 156 |
| MANAPPURAM | 30-Jul-20 | 161.30 | S2 | PE 140.00 | 1.60 | 654,000 | -28.89% | 9.00% | Short Buildup | 0.99% | 69 |
| MARICO | 30-Jul-20 | 358.50 | R1 | CE 380.00 | 4.80 | 224,000 | -1.03% | 6.67% | Short Buildup | 1.34% | 87 |
| MARICO | 30-Jul-20 | 358.50 | R1 | CE 370.00 | 7.80 | 282,000 | 0.00% | 34.29% | 2.18% | 302 | |
| MARICO | 30-Jul-20 | 358.50 | S1 | PE 340.00 | 4.70 | 108,000 | -12.15% | -1.82% | Long Windup | 1.31% | 180 |
| MARICO | 30-Jul-20 | 358.50 | S1 | PE 330.00 | 2.35 | 110,000 | -24.19% | 12.24% | Short Buildup | 0.66% | 25 |
| MARUTI | 30-Jul-20 | 5932.10 | R2 | CE 6500.00 | 49.75 | 107,700 | -23.87% | 60.03% | Short Buildup | 0.84% | 2297 |
| MARUTI | 30-Jul-20 | 5932.10 | R1 | CE 6000.00 | 192.05 | 90,700 | -13.72% | -2.99% | Long Windup | 3.24% | 3909 |
| MARUTI | 30-Jul-20 | 5932.10 | S1 | PE 5500.00 | 78.60 | 65,700 | -5.02% | 17.95% | Short Buildup | 1.32% | 1234 |
| MARUTI | 30-Jul-20 | 5932.10 | S2 | PE 5000.00 | 18.95 | 80,800 | -6.88% | -0.74% | Long Windup | 0.32% | 535 |
| MCDOWELL-N | 30-Jul-20 | 588.55 | R1 | CE 620.00 | 16.00 | 346,250 | -17.74% | 15.90% | Short Buildup | 2.72% | 810 |
| MCDOWELL-N | 30-Jul-20 | 588.55 | R1 | CE 600.00 | 22.85 | 556,250 | -16.61% | 23.61% | Short Buildup | 3.88% | 915 |
| MCDOWELL-N | 30-Jul-20 | 588.55 | S1 | PE 600.00 | 32.30 | 233,750 | 7.31% | 10.00% | Long Buildup | 5.49% | 103 |
| MCDOWELL-N | 30-Jul-20 | 588.55 | S2 | PE 550.00 | 10.25 | 440,000 | 10.81% | 18.92% | Long Buildup | 1.74% | 151 |
| MFSL | 30-Jul-20 | 554.95 | R2 | CE 600.00 | 15.15 | 120,900 | 21.20% | 60.34% | Long Buildup | 2.73% | 95 |
| MFSL | 30-Jul-20 | 554.95 | R1 | CE 520.00 | 52.05 | 101,400 | 22.90% | 2.63% | Long Buildup | 9.38% | 7 |
| MFSL | 30-Jul-20 | 554.95 | S1 | PE 500.00 | 11.50 | 49,400 | -30.30% | 11.76% | Short Buildup | 2.07% | 18 |
| MFSL | 30-Jul-20 | 554.95 | S1 | PE 460.00 | 7.55 | 52,000 | 0.00% | 0.00% | 1.36% | 0 | |
| MGL | 30-Jul-20 | 1071.25 | R2 | CE 1100.00 | 31.50 | 46,800 | 18.20% | 1.30% | Long Buildup | 2.94% | 128 |
| MGL | 30-Jul-20 | 1071.25 | R1 | CE 1080.00 | 40.40 | 30,600 | 20.06% | 10.87% | Long Buildup | 3.77% | 142 |
| MGL | 30-Jul-20 | 1071.25 | S1 | PE 1000.00 | 14.70 | 39,000 | -31.63% | 1.56% | Short Buildup | 1.37% | 17 |
| MGL | 30-Jul-20 | 1071.25 | S2 | PE 960.00 | 8.00 | 17,400 | -24.88% | -3.33% | Long Windup | 0.75% | 1 |
| MINDTREE | 30-Jul-20 | 945.15 | R2 | CE 1000.00 | 24.00 | 132,800 | 14.83% | 100.00% | Long Buildup | 2.54% | 749 |
| MINDTREE | 30-Jul-20 | 945.15 | R1 | CE 960.00 | 36.95 | 156,000 | 10.46% | 57.26% | Long Buildup | 3.91% | 399 |
| MINDTREE | 30-Jul-20 | 945.15 | S1 | PE 900.00 | 29.05 | 118,400 | -6.29% | 78.31% | Short Buildup | 3.07% | 148 |
| MINDTREE | 30-Jul-20 | 945.15 | S2 | PE 800.00 | 5.50 | 36,800 | -21.43% | 9.52% | Short Buildup | 0.58% | 18 |
| MOTHERSUMI | 30-Jul-20 | 98.10 | R2 | CE 110.00 | 2.65 | 3,094,000 | -44.21% | 58.42% | Short Buildup | 2.70% | 1861 |
| MOTHERSUMI | 30-Jul-20 | 98.10 | R1 | CE 100.00 | 5.60 | 2,723,000 | -39.13% | 80.93% | Short Buildup | 5.71% | 1953 |
| MOTHERSUMI | 30-Jul-20 | 98.10 | S1 | PE 100.00 | 7.75 | 1,022,000 | 53.47% | 60.44% | Long Buildup | 7.90% | 571 |
| MOTHERSUMI | 30-Jul-20 | 98.10 | S1 | PE 90.00 | 3.10 | 1,400,000 | 67.57% | 78.57% | Long Buildup | 3.16% | 947 |
| MRF | 30-Jul-20 | 66140.25 | R2 | CE 70000.00 | 900.00 | 320 | 0.00% | 0.00% | 1.36% | 0 | |
| MRF | 30-Jul-20 | 66140.25 | R1 | CE 67000.00 | 1960.00 | 330 | 0.00% | 0.00% | 2.96% | 0 | |
| MRF | 30-Jul-20 | 66140.25 | S1 | PE 63000.00 | 1500.00 | 310 | 0.00% | 0.00% | 2.27% | 0 | |
| MRF | 30-Jul-20 | 66140.25 | S2 | PE 60500.00 | 1000.00 | 60 | 0.00% | 0.00% | 1.51% | 0 | |
| MUTHOOTFIN | 30-Jul-20 | 1146.35 | R2 | CE 1300.00 | 15.40 | 224,250 | 21.26% | 29.44% | Long Buildup | 1.34% | 442 |
| MUTHOOTFIN | 30-Jul-20 | 1146.35 | R1 | CE 1200.00 | 40.70 | 431,250 | 27.79% | -19.80% | Short Covering | 3.55% | 1356 |
| MUTHOOTFIN | 30-Jul-20 | 1146.35 | S1 | PE 1000.00 | 11.40 | 170,250 | -45.71% | 10.73% | Short Buildup | 0.99% | 396 |
| MUTHOOTFIN | 30-Jul-20 | 1146.35 | S1 | PE 900.00 | 2.85 | 160,500 | -50.86% | 20.22% | Short Buildup | 0.25% | 73 |
| NATIONALUM | 30-Jul-20 | 32.45 | R2 | CE 40.00 | 0.30 | 5,644,000 | -14.29% | 3.75% | Short Buildup | 0.92% | 41 |
| NATIONALUM | 30-Jul-20 | 32.45 | R1 | CE 35.00 | 1.00 | 4,794,000 | -16.67% | -0.70% | Long Windup | 3.08% | 144 |
| NATIONALUM | 30-Jul-20 | 32.45 | S1 | PE 32.00 | 1.55 | 867,000 | -3.13% | 34.21% | Short Buildup | 4.78% | 39 |
| NATIONALUM | 30-Jul-20 | 32.45 | S1 | PE 30.00 | 0.80 | 2,652,000 | -5.88% | -3.11% | Long Windup | 2.47% | 46 |
| NAUKRI | 30-Jul-20 | 2768.90 | R2 | CE 3050.00 | 39.55 | 9,250 | -24.16% | -2.63% | Long Windup | 1.43% | 2 |
| NAUKRI | 30-Jul-20 | 2768.90 | R1 | CE 3000.00 | 49.90 | 7,750 | -23.47% | -3.13% | Long Windup | 1.80% | 2 |
| NAUKRI | 30-Jul-20 | 2768.90 | S1 | PE 2700.00 | 131.15 | 3,250 | 0.00% | 0.00% | 4.74% | 0 | |
| NAUKRI | 30-Jul-20 | 2768.90 | S2 | PE 2600.00 | 77.25 | 1,750 | 0.00% | 0.00% | 2.79% | 0 | |
| NCC | 30-Jul-20 | 30.45 | R2 | CE 38.00 | 0.35 | 1,512,000 | -46.15% | -2.70% | Long Windup | 1.15% | 8 |
| NCC | 30-Jul-20 | 30.45 | R1 | CE 35.00 | 0.75 | 2,247,000 | -21.05% | 8.08% | Short Buildup | 2.46% | 30 |
| NCC | 30-Jul-20 | 30.45 | S1 | PE 29.00 | 1.25 | 819,000 | -13.79% | 50.00% | Short Buildup | 4.11% | 33 |
| NCC | 30-Jul-20 | 30.45 | S1 | PE 28.00 | 0.95 | 924,000 | -13.64% | 33.33% | Short Buildup | 3.12% | 40 |
| NESTLEIND | 30-Jul-20 | 16695.60 | R2 | CE 20000.00 | 24.50 | 14,850 | 3.81% | 2.77% | Long Buildup | 0.15% | 649 |
| NESTLEIND | 30-Jul-20 | 16695.60 | R1 | CE 17000.00 | 374.25 | 14,550 | -10.87% | 17.34% | Short Buildup | 2.24% | 300 |
| NESTLEIND | 30-Jul-20 | 16695.60 | S1 | PE 16000.00 | 182.85 | 7,250 | 13.85% | 21.85% | Long Buildup | 1.10% | 64 |
| NESTLEIND | 30-Jul-20 | 16695.60 | S2 | PE 15000.00 | 37.55 | 8,650 | -2.97% | 10.19% | Short Buildup | 0.22% | 47 |
| NIFTY | 30-Jul-20 | 10607.35 | R2 | CE 11500.00 | 16.10 | 2,282,775 | -4.17% | 1.99% | Short Buildup | 0.15% | 15576 |
| NIFTY | 30-Jul-20 | 10607.35 | R1 | CE 11000.00 | 90.55 | 2,281,950 | 1.46% | 2.63% | Long Buildup | 0.85% | 37191 |
| NIFTY | 30-Jul-20 | 10607.35 | S1 | PE 10000.00 | 95.40 | 3,067,650 | -16.02% | 0.44% | Short Buildup | 0.90% | 32998 |
| NIFTY | 30-Jul-20 | 10607.35 | S2 | PE 9000.00 | 17.50 | 2,418,075 | -16.27% | 0.34% | Short Buildup | 0.16% | 12848 |
| NIITTECH | 30-Jul-20 | 1420.35 | R2 | CE 1600.00 | 23.00 | 22,875 | 2.45% | -4.69% | Short Covering | 1.62% | 7 |
| NIITTECH | 30-Jul-20 | 1420.35 | R1 | CE 1500.00 | 44.60 | 66,750 | -2.30% | 4.71% | Short Buildup | 3.14% | 51 |
| NIITTECH | 30-Jul-20 | 1420.35 | S1 | PE 1500.00 | 141.60 | 6,375 | 0.00% | 0.00% | 9.97% | 0 | |
| NIITTECH | 30-Jul-20 | 1420.35 | S2 | PE 1400.00 | 62.80 | 14,250 | -4.99% | -5.00% | Long Windup | 4.42% | 14 |
| NMDC | 30-Jul-20 | 82.55 | R2 | CE 100.00 | 0.50 | 2,780,500 | -9.09% | 2.98% | Short Buildup | 0.61% | 38 |
| NMDC | 30-Jul-20 | 82.55 | R1 | CE 90.00 | 1.75 | 1,929,600 | 0.00% | -3.03% | 2.12% | 101 | |
| NMDC | 30-Jul-20 | 82.55 | S1 | PE 80.00 | 2.65 | 830,800 | -17.19% | 3.33% | Short Buildup | 3.21% | 67 |
| NMDC | 30-Jul-20 | 82.55 | S2 | PE 70.00 | 0.50 | 810,700 | -16.67% | 2.54% | Short Buildup | 0.61% | 32 |
| NTPC | 30-Jul-20 | 94.50 | R2 | CE 105.00 | 1.30 | 2,034,900 | 18.18% | 9.51% | Long Buildup | 1.38% | 229 |
| NTPC | 30-Jul-20 | 94.50 | R1 | CE 100.00 | 2.35 | 3,961,500 | 14.63% | 2.06% | Long Buildup | 2.49% | 614 |
| NTPC | 30-Jul-20 | 94.50 | S1 | PE 95.00 | 4.15 | 1,179,900 | -12.63% | 2.99% | Short Buildup | 4.39% | 38 |
| NTPC | 30-Jul-20 | 94.50 | S2 | PE 90.00 | 1.95 | 940,500 | -17.02% | 10.00% | Short Buildup | 2.06% | 74 |
| ONGC | 30-Jul-20 | 82.40 | R2 | CE 100.00 | 0.50 | 4,535,300 | -9.09% | -3.60% | Long Windup | 0.61% | 145 |
| ONGC | 30-Jul-20 | 82.40 | R1 | CE 90.00 | 1.65 | 4,211,900 | -2.94% | 2.43% | Short Buildup | 2.00% | 207 |
| ONGC | 30-Jul-20 | 82.40 | S1 | PE 80.00 | 2.80 | 2,695,000 | -9.68% | 1.16% | Short Buildup | 3.40% | 213 |
| ONGC | 30-Jul-20 | 82.40 | S1 | PE 75.00 | 1.30 | 2,702,700 | -13.33% | 9.69% | Short Buildup | 1.58% | 179 |
| PAGEIND | 30-Jul-20 | 20621.70 | R2 | CE 21000.00 | 709.25 | 570 | 28.95% | -5.00% | Short Covering | 3.44% | 8 |
| PAGEIND | 30-Jul-20 | 20621.70 | R1 | CE 20000.00 | 1100.00 | 330 | 0.00% | 0.00% | 5.33% | 0 | |
| PAGEIND | 30-Jul-20 | 20621.70 | S1 | PE 20000.00 | 851.00 | 390 | 0.00% | 0.00% | 4.13% | 0 | |
| PAGEIND | 30-Jul-20 | 20621.70 | S2 | PE 19000.00 | 599.00 | 210 | 0.00% | 0.00% | 2.90% | 0 | |
| PEL | 30-Jul-20 | 1411.05 | R2 | CE 1500.00 | 41.50 | 103,400 | 4.14% | 3.87% | Long Buildup | 2.94% | 514 |
| PEL | 30-Jul-20 | 1411.05 | R1 | CE 1300.00 | 138.25 | 169,950 | 7.59% | -1.59% | Short Covering | 9.80% | 25 |
| PEL | 30-Jul-20 | 1411.05 | S1 | PE 1300.00 | 37.65 | 211,750 | -23.01% | 10.00% | Short Buildup | 2.67% | 225 |
| PEL | 30-Jul-20 | 1411.05 | S2 | PE 1000.00 | 3.40 | 185,350 | -30.61% | -1.17% | Long Windup | 0.24% | 18 |
| PETRONET | 30-Jul-20 | 272.75 | R1 | CE 280.00 | 5.35 | 324,000 | 38.96% | -0.92% | Short Covering | 1.96% | 327 |
| PETRONET | 30-Jul-20 | 272.75 | R1 | CE 270.00 | 8.95 | 318,000 | 34.59% | 10.42% | Long Buildup | 3.28% | 260 |
| PETRONET | 30-Jul-20 | 272.75 | S1 | PE 250.00 | 3.65 | 159,000 | -38.14% | 20.45% | Short Buildup | 1.34% | 92 |
| PETRONET | 30-Jul-20 | 272.75 | S2 | PE 240.00 | 1.85 | 177,000 | -40.32% | -18.06% | Long Windup | 0.68% | 44 |
| PFC | 30-Jul-20 | 84.20 | R2 | CE 110.00 | 0.30 | 2,368,400 | 0.00% | 2.69% | 0.36% | 35 | |
| PFC | 30-Jul-20 | 84.20 | R1 | CE 100.00 | 0.70 | 2,845,800 | -12.50% | 6.25% | Short Buildup | 0.83% | 104 |
| PFC | 30-Jul-20 | 84.20 | S1 | PE 85.00 | 4.45 | 1,171,800 | 8.54% | 12.50% | Long Buildup | 5.29% | 52 |
| PFC | 30-Jul-20 | 84.20 | S2 | PE 80.00 | 2.05 | 2,839,600 | 5.13% | 0.66% | Long Buildup | 2.43% | 150 |
| PIDILITIND | 30-Jul-20 | 1389.45 | R2 | CE 1500.00 | 13.15 | 68,500 | -8.36% | 10.48% | Short Buildup | 0.95% | 120 |
| PIDILITIND | 30-Jul-20 | 1389.45 | R1 | CE 1400.00 | 42.90 | 84,000 | -4.98% | 24.44% | Short Buildup | 3.09% | 220 |
| PIDILITIND | 30-Jul-20 | 1389.45 | S1 | PE 1360.00 | 33.75 | 41,000 | -7.53% | 0.00% | 2.43% | 33 | |
| PIDILITIND | 30-Jul-20 | 1389.45 | S2 | PE 1300.00 | 15.95 | 75,000 | -5.34% | 3.45% | Short Buildup | 1.15% | 45 |
| PNB | 30-Jul-20 | 35.95 | R2 | CE 45.00 | 0.50 | 3,094,000 | -16.67% | 6.76% | Short Buildup | 1.39% | 62 |
| PNB | 30-Jul-20 | 35.95 | R1 | CE 40.00 | 1.25 | 10,080,000 | -13.79% | 4.20% | Short Buildup | 3.48% | 184 |
| PNB | 30-Jul-20 | 35.95 | S1 | PE 35.00 | 2.00 | 1,512,000 | 5.26% | 17.39% | Long Buildup | 5.56% | 54 |
| PNB | 30-Jul-20 | 35.95 | S2 | PE 30.00 | 0.45 | 2,128,000 | -10.00% | 4.11% | Short Buildup | 1.25% | 23 |
| POWERGRID | 30-Jul-20 | 177.60 | R2 | CE 200.00 | 0.90 | 1,208,000 | 12.50% | 3.42% | Long Buildup | 0.51% | 113 |
| POWERGRID | 30-Jul-20 | 177.60 | R1 | CE 180.00 | 5.30 | 920,000 | 20.45% | 5.02% | Long Buildup | 2.98% | 175 |
| POWERGRID | 30-Jul-20 | 177.60 | S1 | PE 180.00 | 7.20 | 612,000 | -16.28% | 4.08% | Short Buildup | 4.05% | 26 |
| POWERGRID | 30-Jul-20 | 177.60 | S2 | PE 160.00 | 1.00 | 660,000 | -16.67% | 7.14% | Short Buildup | 0.56% | 29 |
| PVR | 30-Jul-20 | 1032.70 | R2 | CE 1200.00 | 18.60 | 103,200 | 9.73% | 6.61% | Long Buildup | 1.80% | 195 |
| PVR | 30-Jul-20 | 1032.70 | R1 | CE 1100.00 | 40.35 | 100,800 | 10.40% | 28.57% | Long Buildup | 3.91% | 690 |
| PVR | 30-Jul-20 | 1032.70 | S1 | PE 900.00 | 26.60 | 95,200 | -19.88% | 7.21% | Short Buildup | 2.58% | 367 |
| PVR | 30-Jul-20 | 1032.70 | S2 | PE 800.00 | 10.15 | 116,800 | -21.92% | 0.69% | Short Buildup | 0.98% | 137 |
| RAMCOCEM | 30-Jul-20 | 640.65 | R2 | CE 660.00 | 22.25 | 26,350 | -17.13% | 0.00% | 3.47% | 7 | |
| RAMCOCEM | 30-Jul-20 | 640.65 | R1 | CE 650.00 | 27.05 | 22,950 | -15.20% | 0.00% | 4.22% | 21 | |
| RAMCOCEM | 30-Jul-20 | 640.65 | S1 | PE 650.00 | 35.25 | 7,650 | 24.34% | 12.50% | Long Buildup | 5.50% | 2 |
| RAMCOCEM | 30-Jul-20 | 640.65 | S1 | PE 620.00 | 18.10 | 17,850 | 0.00% | 0.00% | 2.83% | 0 | |
| RBLBANK | 30-Jul-20 | 173.60 | R1 | CE 200.00 | 7.40 | 1,677,000 | -21.69% | 13.76% | Short Buildup | 4.26% | 633 |
| RBLBANK | 30-Jul-20 | 173.60 | R1 | CE 180.00 | 13.05 | 1,245,400 | -19.20% | 31.23% | Short Buildup | 7.52% | 711 |
| RBLBANK | 30-Jul-20 | 173.60 | S1 | PE 150.00 | 5.90 | 923,000 | 2.61% | 22.84% | Long Buildup | 3.40% | 247 |
| RBLBANK | 30-Jul-20 | 173.60 | S2 | PE 140.00 | 3.40 | 845,000 | 0.00% | 9.80% | 1.96% | 143 | |
| RECLTD | 30-Jul-20 | 108.30 | R2 | CE 120.00 | 1.80 | 882,000 | -5.26% | -3.29% | Long Windup | 1.66% | 83 |
| RECLTD | 30-Jul-20 | 108.30 | R1 | CE 115.00 | 3.05 | 1,212,000 | -6.15% | 7.45% | Short Buildup | 2.82% | 156 |
| RECLTD | 30-Jul-20 | 108.30 | S1 | PE 110.00 | 6.15 | 438,000 | 0.00% | -3.95% | 5.68% | 8 | |
| RECLTD | 30-Jul-20 | 108.30 | S2 | PE 100.00 | 2.10 | 942,000 | 0.00% | 6.80% | 1.94% | 104 | |
| RELIANCE | 30-Jul-20 | 1787.90 | R2 | CE 2000.00 | 11.30 | 2,702,760 | 15.31% | 7.36% | Long Buildup | 0.63% | 4980 |
| RELIANCE | 30-Jul-20 | 1787.90 | R1 | CE 1800.00 | 60.60 | 2,940,615 | 15.43% | -0.65% | Short Covering | 3.39% | 14441 |
| RELIANCE | 30-Jul-20 | 1787.90 | S1 | PE 1700.00 | 31.70 | 1,127,665 | -25.15% | 1.18% | Short Buildup | 1.77% | 3976 |
| RELIANCE | 30-Jul-20 | 1787.90 | S2 | PE 1600.00 | 11.15 | 1,610,950 | -27.36% | 13.73% | Short Buildup | 0.62% | 3296 |
| SAIL | 30-Jul-20 | 30.85 | R2 | CE 35.00 | 0.60 | 4,959,000 | -40.00% | -8.10% | Long Windup | 1.94% | 23 |
| SAIL | 30-Jul-20 | 30.85 | R1 | CE 32.00 | 1.35 | 5,168,000 | -30.77% | -15.26% | Long Windup | 4.38% | 50 |
| SAIL | 30-Jul-20 | 30.85 | S1 | PE 30.00 | 1.80 | 3,021,000 | 16.13% | -9.66% | Short Covering | 5.83% | 17 |
| SAIL | 30-Jul-20 | 30.85 | S2 | PE 25.00 | 0.25 | 2,204,000 | -16.67% | -5.69% | Long Windup | 0.81% | 7 |
| SBILIFE | 30-Jul-20 | 844.05 | R2 | CE 900.00 | 11.05 | 93,750 | 90.52% | -0.79% | Short Covering | 1.31% | 307 |
| SBILIFE | 30-Jul-20 | 844.05 | R1 | CE 850.00 | 27.50 | 108,000 | 77.42% | 35.85% | Long Buildup | 3.26% | 461 |
| SBILIFE | 30-Jul-20 | 844.05 | S1 | PE 800.00 | 11.55 | 48,000 | -45.39% | 82.86% | Short Buildup | 1.37% | 101 |
| SBILIFE | 30-Jul-20 | 844.05 | S1 | PE 750.00 | 3.10 | 31,500 | -51.94% | 44.83% | Short Buildup | 0.37% | 39 |
| SBIN | 30-Jul-20 | 184.70 | R2 | CE 200.00 | 4.45 | 11,445,000 | -10.10% | 3.81% | Short Buildup | 2.41% | 3157 |
| SBIN | 30-Jul-20 | 184.70 | R1 | CE 190.00 | 7.45 | 7,899,000 | -9.70% | 5.87% | Short Buildup | 4.03% | 2624 |
| SBIN | 30-Jul-20 | 184.70 | S1 | PE 180.00 | 6.95 | 4,143,000 | 0.72% | 7.64% | Long Buildup | 3.76% | 2444 |
| SBIN | 30-Jul-20 | 184.70 | S1 | PE 160.00 | 1.65 | 3,858,000 | -2.94% | 17.98% | Short Buildup | 0.89% | 1235 |
| SHREECEM | 30-Jul-20 | 22872.65 | R1 | CE 24000.00 | 360.65 | 1,150 | 1.59% | -8.00% | Short Covering | 1.58% | 2 |
| SHREECEM | 30-Jul-20 | 22872.65 | R1 | CE 23000.00 | 747.65 | 1,450 | 20.20% | 11.54% | Long Buildup | 3.27% | 23 |
| SHREECEM | 30-Jul-20 | 22872.65 | S1 | PE 22500.00 | 585.45 | 550 | -16.36% | -21.43% | Long Windup | 2.56% | 5 |
| SHREECEM | 30-Jul-20 | 22872.65 | S2 | PE 22000.00 | 341.90 | 700 | -27.08% | 7.69% | Short Buildup | 1.49% | 1 |
| SIEMENS | 30-Jul-20 | 1149.20 | R2 | CE 1200.00 | 33.80 | 255,200 | 98.82% | 78.46% | Long Buildup | 2.94% | 1449 |
| SIEMENS | 30-Jul-20 | 1149.20 | R1 | CE 1160.00 | 49.90 | 69,850 | 90.10% | 176.09% | Long Buildup | 4.34% | 683 |
| SIEMENS | 30-Jul-20 | 1149.20 | S1 | PE 1100.00 | 29.75 | 53,900 | -39.04% | 50.77% | Short Buildup | 2.59% | 91 |
| SIEMENS | 30-Jul-20 | 1149.20 | S2 | PE 1000.00 | 7.40 | 44,000 | -45.99% | 9.59% | Short Buildup | 0.64% | 86 |
| SRF | 30-Jul-20 | 3643.40 | R1 | CE 3800.00 | 78.85 | 15,750 | -11.05% | 8.62% | Short Buildup | 2.16% | 54 |
| SRF | 30-Jul-20 | 3643.40 | R1 | CE 3700.00 | 113.00 | 19,000 | -12.13% | 5.56% | Short Buildup | 3.10% | 54 |
| SRF | 30-Jul-20 | 3643.40 | S1 | PE 3600.00 | 114.20 | 10,750 | -4.32% | 4.88% | Short Buildup | 3.13% | 12 |
| SRF | 30-Jul-20 | 3643.40 | S2 | PE 3500.00 | 72.75 | 9,750 | -9.29% | 50.00% | Short Buildup | 2.00% | 29 |
| SRTRANSFIN | 30-Jul-20 | 696.00 | R2 | CE 800.00 | 17.45 | 416,000 | -13.83% | -4.62% | Long Windup | 2.51% | 582 |
| SRTRANSFIN | 30-Jul-20 | 696.00 | R1 | CE 700.00 | 48.05 | 198,250 | -7.06% | 20.08% | Short Buildup | 6.90% | 345 |
| SRTRANSFIN | 30-Jul-20 | 696.00 | S1 | PE 600.00 | 13.70 | 117,650 | -5.84% | 9.70% | Short Buildup | 1.97% | 105 |
| SRTRANSFIN | 30-Jul-20 | 696.00 | S2 | PE 500.00 | 1.90 | 113,100 | -2.56% | -2.25% | Long Windup | 0.27% | 18 |
| SUNPHARMA | 30-Jul-20 | 476.85 | R2 | CE 550.00 | 3.50 | 1,372,000 | -5.41% | 1.34% | Short Buildup | 0.73% | 189 |
| SUNPHARMA | 30-Jul-20 | 476.85 | S1 | PE 530.00 | 64.25 | 631,400 | 0.00% | 0.00% | 13.47% | 0 | |
| SUNPHARMA | 30-Jul-20 | 476.85 | R1 | CE 500.00 | 11.70 | 1,461,600 | -2.09% | -1.97% | Long Windup | 2.45% | 737 |
| SUNPHARMA | 30-Jul-20 | 476.85 | S2 | PE 400.00 | 1.65 | 788,200 | -17.50% | 1.08% | Short Buildup | 0.35% | 83 |
| SUNTV | 30-Jul-20 | 399.75 | R1 | CE 470.00 | 2.70 | 240,000 | -20.59% | -4.76% | Long Windup | 0.68% | 33 |
| SUNTV | 30-Jul-20 | 399.75 | R1 | CE 440.00 | 7.00 | 174,000 | -13.04% | -1.69% | Long Windup | 1.75% | 61 |
| SUNTV | 30-Jul-20 | 399.75 | S1 | PE 400.00 | 19.25 | 124,500 | -0.77% | 7.79% | Short Buildup | 4.82% | 118 |
| SUNTV | 30-Jul-20 | 399.75 | S2 | PE 370.00 | 7.55 | 87,000 | -2.58% | 1.75% | Short Buildup | 1.89% | 13 |
| TATACHEM | 30-Jul-20 | 308.50 | R2 | CE 350.00 | 1.30 | 152,000 | -16.13% | -2.56% | Long Windup | 0.42% | 12 |
| TATACHEM | 30-Jul-20 | 308.50 | R1 | CE 320.00 | 6.30 | 134,000 | -18.71% | 17.54% | Short Buildup | 2.04% | 30 |
| TATACHEM | 30-Jul-20 | 308.50 | S1 | PE 300.00 | 7.00 | 78,000 | -3.45% | 0.00% | 2.27% | 11 | |
| TATACHEM | 30-Jul-20 | 308.50 | S1 | PE 290.00 | 4.40 | 82,000 | 8.64% | 2.50% | Long Buildup | 1.43% | 6 |
| TATACONSUM | 30-Jul-20 | 396.45 | R2 | CE 410.00 | 9.10 | 715,500 | 8.33% | 2.32% | Long Buildup | 2.30% | 165 |
| TATACONSUM | 30-Jul-20 | 396.45 | R1 | CE 400.00 | 13.25 | 523,800 | 11.34% | -7.62% | Short Covering | 3.34% | 481 |
| TATACONSUM | 30-Jul-20 | 396.45 | S1 | PE 350.00 | 1.55 | 189,000 | -32.61% | -7.89% | Long Windup | 0.39% | 31 |
| TATACONSUM | 30-Jul-20 | 396.45 | S2 | PE 340.00 | 0.95 | 151,200 | -24.00% | 21.74% | Short Buildup | 0.24% | 52 |
| TATAMOTORS | 30-Jul-20 | 103.45 | R2 | CE 120.00 | 2.45 | 4,770,900 | 13.95% | 20.26% | Long Buildup | 2.37% | 1666 |
| TATAMOTORS | 30-Jul-20 | 103.45 | R1 | CE 110.00 | 4.85 | 5,192,700 | 10.23% | 26.70% | Long Buildup | 4.69% | 2507 |
| TATAMOTORS | 30-Jul-20 | 103.45 | S1 | PE 90.00 | 2.10 | 4,326,300 | -19.23% | 7.66% | Short Buildup | 2.03% | 641 |
| TATAMOTORS | 30-Jul-20 | 103.45 | S2 | PE 85.00 | 1.15 | 2,838,600 | -23.33% | 1.43% | Short Buildup | 1.11% | 381 |
| TATAPOWER | 30-Jul-20 | 49.90 | R2 | CE 55.00 | 0.85 | 3,321,000 | -10.53% | 48.19% | Short Buildup | 1.70% | 681 |
| TATAPOWER | 30-Jul-20 | 49.90 | R1 | CE 50.00 | 2.15 | 4,752,000 | -6.52% | 9.32% | Short Buildup | 4.31% | 559 |
| TATAPOWER | 30-Jul-20 | 49.90 | S1 | PE 45.00 | 1.25 | 2,389,500 | -10.71% | 16.45% | Short Buildup | 2.51% | 139 |
| TATAPOWER | 30-Jul-20 | 49.90 | S2 | PE 40.00 | 0.30 | 1,647,000 | -25.00% | 4.27% | Short Buildup | 0.60% | 71 |
| TATASTEEL | 30-Jul-20 | 329.90 | R2 | CE 400.00 | 1.25 | 1,596,300 | -21.88% | 10.21% | Short Buildup | 0.38% | 422 |
| TATASTEEL | 30-Jul-20 | 329.90 | R1 | CE 340.00 | 9.45 | 1,807,100 | -24.10% | 13.09% | Short Buildup | 2.86% | 1429 |
| TATASTEEL | 30-Jul-20 | 329.90 | S1 | PE 320.00 | 13.95 | 681,700 | 25.11% | -13.95% | Short Covering | 4.23% | 794 |
| TATASTEEL | 30-Jul-20 | 329.90 | S2 | PE 300.00 | 6.35 | 1,314,100 | 22.12% | 11.87% | Long Buildup | 1.92% | 876 |
| TCS | 30-Jul-20 | 2199.65 | R2 | CE 2200.00 | 67.20 | 301,500 | 28.24% | -2.80% | Short Covering | 3.06% | 3923 |
| TCS | 30-Jul-20 | 2199.65 | R1 | CE 2100.00 | 124.30 | 412,500 | 23.62% | -0.51% | Short Covering | 5.65% | 565 |
| TCS | 30-Jul-20 | 2199.65 | S1 | PE 2000.00 | 19.65 | 324,600 | -23.54% | 21.85% | Short Buildup | 0.89% | 1008 |
| TCS | 30-Jul-20 | 2199.65 | S2 | PE 1900.00 | 8.20 | 364,200 | -19.61% | -0.90% | Long Windup | 0.37% | 476 |
| TECHM | 30-Jul-20 | 567.20 | R2 | CE 600.00 | 8.10 | 360,000 | 4.52% | -9.37% | Short Covering | 1.43% | 444 |
| TECHM | 30-Jul-20 | 567.20 | R1 | CE 580.00 | 13.70 | 240,000 | 5.79% | -3.85% | Short Covering | 2.42% | 451 |
| TECHM | 30-Jul-20 | 567.20 | S1 | PE 500.00 | 3.50 | 222,000 | -17.65% | -5.13% | Long Windup | 0.62% | 108 |
| TECHM | 30-Jul-20 | 567.20 | S2 | PE 480.00 | 1.80 | 103,200 | -18.18% | -1.15% | Long Windup | 0.32% | 27 |
| TITAN | 30-Jul-20 | 1003.50 | R2 | CE 1100.00 | 9.75 | 259,500 | 13.37% | 14.19% | Long Buildup | 0.97% | 655 |
| TITAN | 30-Jul-20 | 1003.50 | R1 | CE 1000.00 | 42.40 | 284,250 | 14.91% | -0.79% | Short Covering | 4.23% | 1404 |
| TITAN | 30-Jul-20 | 1003.50 | S1 | PE 900.00 | 8.20 | 210,750 | -27.75% | 22.71% | Short Buildup | 0.82% | 433 |
| TITAN | 30-Jul-20 | 1003.50 | S2 | PE 800.00 | 1.60 | 156,750 | -31.91% | -1.42% | Long Windup | 0.16% | 44 |
| TORNTPHARM | 30-Jul-20 | 2395.20 | R1 | CE 2500.00 | 57.40 | 30,000 | 22.00% | -9.09% | Short Covering | 2.40% | 71 |
| TORNTPHARM | 30-Jul-20 | 2395.20 | R1 | CE 2400.00 | 95.45 | 13,500 | 21.83% | -44.90% | Short Covering | 3.99% | 129 |
| TORNTPHARM | 30-Jul-20 | 2395.20 | S1 | PE 2300.00 | 50.50 | 7,500 | -18.48% | 87.50% | Short Buildup | 2.11% | 16 |
| TORNTPHARM | 30-Jul-20 | 2395.20 | S2 | PE 2200.00 | 24.60 | 21,000 | -22.27% | 13.51% | Short Buildup | 1.03% | 31 |
| TORNTPOWER | 30-Jul-20 | 328.30 | R2 | CE 400.00 | 0.55 | 183,000 | -8.33% | 7.02% | Short Buildup | 0.17% | 5 |
| TORNTPOWER | 30-Jul-20 | 328.30 | R1 | CE 350.00 | 6.00 | 105,000 | 7.14% | 45.83% | Long Buildup | 1.83% | 25 |
| TORNTPOWER | 30-Jul-20 | 328.30 | S1 | PE 330.00 | 13.70 | 36,000 | -14.11% | 50.00% | Short Buildup | 4.17% | 8 |
| TORNTPOWER | 30-Jul-20 | 328.30 | S2 | PE 300.00 | 3.10 | 30,000 | -26.19% | 11.11% | Short Buildup | 0.94% | 4 |
| TVSMOTOR | 30-Jul-20 | 395.50 | R2 | CE 450.00 | 3.60 | 113,400 | 35.85% | 35.00% | Long Buildup | 0.91% | 98 |
| TVSMOTOR | 30-Jul-20 | 395.50 | R1 | CE 400.00 | 16.00 | 350,000 | 31.69% | 10.13% | Long Buildup | 4.05% | 825 |
| TVSMOTOR | 30-Jul-20 | 395.50 | S1 | PE 380.00 | 13.30 | 71,400 | -25.91% | 82.14% | Short Buildup | 3.36% | 129 |
| TVSMOTOR | 30-Jul-20 | 395.50 | S1 | PE 350.00 | 4.85 | 61,600 | -29.20% | 51.72% | Short Buildup | 1.23% | 34 |
| UBL | 30-Jul-20 | 1037.25 | R1 | CE 1100.00 | 22.80 | 220,500 | -15.56% | -1.25% | Long Windup | 2.20% | 471 |
| UBL | 30-Jul-20 | 1037.25 | R1 | CE 1060.00 | 35.35 | 43,400 | -15.43% | 8.77% | Short Buildup | 3.41% | 39 |
| UBL | 30-Jul-20 | 1037.25 | S1 | PE 1000.00 | 31.50 | 33,600 | 10.53% | -7.69% | Short Covering | 3.04% | 17 |
| UBL | 30-Jul-20 | 1037.25 | S2 | PE 900.00 | 6.70 | 46,900 | 13.56% | 1.52% | Long Buildup | 0.65% | 12 |
| UJJIVAN | 30-Jul-20 | 240.55 | R2 | CE 280.00 | 3.75 | 360,800 | -11.76% | 5.13% | Short Buildup | 1.56% | 253 |
| UJJIVAN | 30-Jul-20 | 240.55 | R1 | CE 250.00 | 11.00 | 319,000 | -4.35% | 57.61% | Short Buildup | 4.57% | 1086 |
| UJJIVAN | 30-Jul-20 | 240.55 | S1 | PE 230.00 | 11.50 | 154,000 | -6.50% | 32.08% | Short Buildup | 4.78% | 187 |
| UJJIVAN | 30-Jul-20 | 240.55 | S2 | PE 200.00 | 2.95 | 195,800 | -18.06% | -3.26% | Long Windup | 1.23% | 59 |
| ULTRACEMCO | 30-Jul-20 | 3889.60 | R2 | CE 4200.00 | 41.75 | 15,200 | -16.50% | 0.00% | 1.07% | 39 | |
| ULTRACEMCO | 30-Jul-20 | 3889.60 | R1 | CE 4000.00 | 93.15 | 23,800 | -15.20% | 10.19% | Short Buildup | 2.39% | 199 |
| ULTRACEMCO | 30-Jul-20 | 3889.60 | S1 | PE 3800.00 | 98.95 | 15,800 | 13.74% | 14.49% | Long Buildup | 2.54% | 44 |
| ULTRACEMCO | 30-Jul-20 | 3889.60 | S2 | PE 3700.00 | 65.95 | 12,600 | 15.30% | 12.50% | Long Buildup | 1.70% | 59 |
| UPL | 30-Jul-20 | 444.20 | R2 | CE 500.00 | 5.90 | 351,000 | 0.85% | 3.85% | Long Buildup | 1.33% | 302 |
| UPL | 30-Jul-20 | 444.20 | R1 | CE 450.00 | 18.30 | 513,500 | -1.35% | 29.08% | Short Buildup | 4.12% | 1102 |
| UPL | 30-Jul-20 | 444.20 | S1 | PE 430.00 | 17.65 | 130,000 | 2.02% | 2.04% | Long Buildup | 3.97% | 350 |
| UPL | 30-Jul-20 | 444.20 | S2 | PE 400.00 | 7.40 | 139,100 | -0.67% | 7.00% | Short Buildup | 1.67% | 94 |
| VEDL | 30-Jul-20 | 106.45 | R1 | CE 115.00 | 2.75 | 4,457,800 | -6.78% | 17.10% | Short Buildup | 2.58% | 786 |
| VEDL | 30-Jul-20 | 106.45 | R1 | CE 110.00 | 4.20 | 7,799,600 | -4.55% | 19.13% | Short Buildup | 3.95% | 1312 |
| VEDL | 30-Jul-20 | 106.45 | S1 | PE 110.00 | 7.85 | 4,116,800 | 4.67% | 7.10% | Long Buildup | 7.37% | 159 |
| VEDL | 30-Jul-20 | 106.45 | S1 | PE 100.00 | 3.00 | 5,418,800 | 1.69% | 7.37% | Long Buildup | 2.82% | 417 |
| VOLTAS | 30-Jul-20 | 559.05 | R2 | CE 600.00 | 9.75 | 385,000 | -5.34% | 5.48% | Short Buildup | 1.74% | 626 |
| VOLTAS | 30-Jul-20 | 559.05 | R1 | CE 560.00 | 23.85 | 398,000 | -6.47% | 12.11% | Short Buildup | 4.27% | 938 |
| VOLTAS | 30-Jul-20 | 559.05 | S1 | PE 500.00 | 4.50 | 112,000 | 9.76% | 10.89% | Long Buildup | 0.80% | 136 |
| VOLTAS | 30-Jul-20 | 559.05 | S2 | PE 450.00 | 1.65 | 125,000 | 106.25% | -0.79% | Short Covering | 0.30% | 1 |
| WIPRO | 30-Jul-20 | 224.80 | R2 | CE 240.00 | 3.70 | 793,600 | 4.23% | 2.48% | Long Buildup | 1.65% | 272 |
| WIPRO | 30-Jul-20 | 224.80 | R1 | CE 230.00 | 6.95 | 652,800 | 5.30% | 8.51% | Long Buildup | 3.09% | 314 |
| WIPRO | 30-Jul-20 | 224.80 | S1 | PE 220.00 | 6.45 | 348,800 | -3.01% | 5.83% | Short Buildup | 2.87% | 154 |
| WIPRO | 30-Jul-20 | 224.80 | S2 | PE 200.00 | 1.55 | 380,800 | -3.13% | -4.80% | Long Windup | 0.69% | 39 |
| ZEEL | 30-Jul-20 | 172.25 | R2 | CE 200.00 | 4.05 | 2,745,000 | -13.83% | 8.03% | Short Buildup | 2.35% | 410 |
| ZEEL | 30-Jul-20 | 172.25 | R1 | CE 180.00 | 8.90 | 1,422,000 | -13.17% | 14.49% | Short Buildup | 5.17% | 368 |
| ZEEL | 30-Jul-20 | 172.25 | S1 | PE 170.00 | 11.25 | 720,000 | 3.21% | 0.00% | 6.53% | 137 | |
| ZEEL | 30-Jul-20 | 172.25 | S2 | PE 150.00 | 3.75 | 1,107,000 | 0.00% | 4.83% | 2.18% | 220 | |