| Options summary as on Monday, 10-May-21 | |||||||||||
| Symbol | Expiry | SPOT | Zone | Strike | Premium Closing |
Open Interest |
Premium Close % |
OI % Chg | Price Action | Premium Strength (% of SPOT) |
Contracts (Liquidity) |
| AARTIIND | 27-May-21 | 1737.05 | R1 | CE 1800.00 | 50.40 | 204,425 | 8.27% | 2.56% | Long Buildup | 2.90% | 752 |
| AARTIIND | 27-May-21 | 1737.05 | R1 | CE 1700.00 | 93.00 | 102,425 | 13.97% | 50.63% | Long Buildup | 5.35% | 708 |
| AARTIIND | 27-May-21 | 1737.05 | S1 | PE 1700.00 | 56.10 | 131,325 | -28.21% | 30.93% | Short Buildup | 3.23% | 185 |
| AARTIIND | 27-May-21 | 1737.05 | S2 | PE 1600.00 | 23.55 | 40,800 | -37.28% | -6.80% | Long Windup | 1.36% | 118 |
| ACC | 27-May-21 | 1885.70 | R2 | CE 2100.00 | 5.10 | 116,500 | -35.85% | 6.88% | Short Buildup | 0.27% | 247 |
| ACC | 27-May-21 | 1885.70 | R1 | CE 2000.00 | 16.60 | 159,500 | -27.83% | 57.14% | Short Buildup | 0.88% | 445 |
| ACC | 27-May-21 | 1885.70 | S1 | PE 1800.00 | 16.35 | 98,500 | 8.28% | 10.67% | Long Buildup | 0.87% | 229 |
| ACC | 27-May-21 | 1885.70 | S2 | PE 1700.00 | 4.20 | 114,000 | 2.44% | 3.64% | Long Buildup | 0.22% | 269 |
| ADANIENT | 27-May-21 | 1304.10 | R2 | CE 1400.00 | 29.90 | 783,000 | -2.61% | 5.53% | Short Buildup | 2.29% | 1350 |
| ADANIENT | 27-May-21 | 1304.10 | R1 | CE 1300.00 | 67.85 | 854,000 | 1.65% | 23.95% | Long Buildup | 5.20% | 1341 |
| ADANIENT | 27-May-21 | 1304.10 | S1 | PE 1200.00 | 20.70 | 448,000 | -17.86% | 12.56% | Short Buildup | 1.59% | 866 |
| ADANIENT | 27-May-21 | 1304.10 | S2 | PE 1000.00 | 1.95 | 535,000 | -26.42% | 1.13% | Short Buildup | 0.15% | 151 |
| ADANIPORTS | 27-May-21 | 765.45 | R2 | CE 900.00 | 5.40 | 1,681,250 | -19.40% | 5.66% | Short Buildup | 0.71% | 969 |
| ADANIPORTS | 27-May-21 | 765.45 | R1 | CE 800.00 | 23.70 | 3,940,000 | -12.06% | 6.09% | Short Buildup | 3.10% | 2077 |
| ADANIPORTS | 27-May-21 | 765.45 | S1 | PE 750.00 | 26.30 | 870,000 | -3.13% | 21.68% | Short Buildup | 3.44% | 606 |
| ADANIPORTS | 27-May-21 | 765.45 | S1 | PE 700.00 | 10.45 | 1,083,750 | -5.00% | -4.09% | Long Windup | 1.37% | 715 |
| ALKEM | 27-May-21 | 3031.25 | R2 | CE 3300.00 | 47.45 | 21,800 | 117.66% | 373.91% | Long Buildup | 1.57% | 320 |
| ALKEM | 27-May-21 | 3031.25 | R1 | CE 3100.00 | 105.70 | 58,800 | 81.30% | 1178.26% | Long Buildup | 3.49% | 1460 |
| ALKEM | 27-May-21 | 3031.25 | S1 | PE 2600.00 | 9.75 | 10,400 | -42.82% | -8.77% | Long Windup | 0.32% | 34 |
| ALKEM | 27-May-21 | 3031.25 | S2 | PE 2500.00 | 4.25 | 6,400 | -47.20% | 3.23% | Short Buildup | 0.14% | 16 |
| AMARAJABAT | 27-May-21 | 784.70 | R2 | CE 900.00 | 2.75 | 762,000 | 7.84% | 16.34% | Long Buildup | 0.35% | 665 |
| AMARAJABAT | 27-May-21 | 784.70 | R1 | CE 800.00 | 19.65 | 375,000 | 13.91% | 16.46% | Long Buildup | 2.50% | 730 |
| AMARAJABAT | 27-May-21 | 784.70 | S1 | PE 800.00 | 29.85 | 464,000 | -16.50% | -0.22% | Long Windup | 3.80% | 55 |
| AMARAJABAT | 27-May-21 | 784.70 | S2 | PE 750.00 | 8.65 | 130,000 | -27.00% | 15.04% | Short Buildup | 1.10% | 62 |
| AMBUJACEM | 27-May-21 | 311.35 | R1 | CE 330.00 | 4.15 | 1,965,000 | -20.95% | 0.77% | Short Buildup | 1.33% | 327 |
| AMBUJACEM | 27-May-21 | 311.35 | R1 | CE 320.00 | 7.15 | 2,235,000 | -15.38% | 14.62% | Short Buildup | 2.30% | 532 |
| AMBUJACEM | 27-May-21 | 311.35 | S1 | PE 290.00 | 3.25 | 657,000 | 0.00% | 1.39% | 1.04% | 64 | |
| AMBUJACEM | 27-May-21 | 311.35 | S2 | PE 280.00 | 1.85 | 1,002,000 | 0.00% | 8.79% | 0.59% | 136 | |
| APLLTD | 27-May-21 | 959.60 | R2 | CE 1100.00 | 4.35 | 64,350 | 7.41% | -6.40% | Short Covering | 0.45% | 52 |
| APLLTD | 27-May-21 | 959.60 | R1 | CE 1000.00 | 19.05 | 72,600 | 12.39% | -4.35% | Short Covering | 1.99% | 283 |
| APLLTD | 27-May-21 | 959.60 | S1 | PE 950.00 | 20.00 | 12,650 | -42.78% | -4.17% | Long Windup | 2.08% | 7 |
| APLLTD | 27-May-21 | 959.60 | S2 | PE 900.00 | 8.50 | 46,200 | -37.96% | -5.62% | Long Windup | 0.89% | 24 |
| APOLLOHOSP | 27-May-21 | 3323.70 | R2 | CE 3500.00 | 74.35 | 148,000 | 0.81% | 33.94% | Long Buildup | 2.24% | 1545 |
| APOLLOHOSP | 27-May-21 | 3323.70 | R1 | CE 3400.00 | 110.20 | 137,750 | 1.47% | 5.76% | Long Buildup | 3.32% | 847 |
| APOLLOHOSP | 27-May-21 | 3323.70 | S1 | PE 3100.00 | 42.80 | 31,250 | -13.97% | 3.31% | Short Buildup | 1.29% | 158 |
| APOLLOHOSP | 27-May-21 | 3323.70 | S2 | PE 3000.00 | 24.75 | 40,750 | -12.54% | 6.54% | Short Buildup | 0.74% | 115 |
| APOLLOTYRE | 27-May-21 | 221.10 | R2 | CE 230.00 | 6.80 | 1,805,000 | 32.04% | 11.25% | Long Buildup | 3.08% | 1384 |
| APOLLOTYRE | 27-May-21 | 221.10 | R1 | CE 220.00 | 10.90 | 1,155,000 | 27.49% | -36.63% | Short Covering | 4.93% | 2665 |
| APOLLOTYRE | 27-May-21 | 221.10 | S1 | PE 210.00 | 4.60 | 440,000 | -42.50% | -31.25% | Long Windup | 2.08% | 638 |
| APOLLOTYRE | 27-May-21 | 221.10 | S2 | PE 200.00 | 2.30 | 910,000 | -45.88% | 4.30% | Short Buildup | 1.04% | 419 |
| ASHOKLEY | 27-May-21 | 116.00 | R2 | CE 130.00 | 1.00 | 2,106,000 | 11.11% | -7.87% | Short Covering | 0.86% | 495 |
| ASHOKLEY | 27-May-21 | 116.00 | R1 | CE 120.00 | 3.35 | 2,902,500 | 15.52% | -1.98% | Short Covering | 2.89% | 745 |
| ASHOKLEY | 27-May-21 | 116.00 | S1 | PE 110.00 | 2.20 | 1,638,000 | -25.42% | 4.00% | Short Buildup | 1.90% | 263 |
| ASHOKLEY | 27-May-21 | 116.00 | S2 | PE 100.00 | 0.55 | 3,181,500 | -35.29% | -4.20% | Long Windup | 0.47% | 208 |
| ASIANPAINT | 27-May-21 | 2556.95 | R2 | CE 2700.00 | 24.70 | 237,300 | -12.26% | 90.14% | Short Buildup | 0.97% | 1314 |
| ASIANPAINT | 27-May-21 | 2556.95 | R1 | CE 2600.00 | 55.15 | 229,200 | -6.37% | 43.07% | Short Buildup | 2.16% | 1805 |
| ASIANPAINT | 27-May-21 | 2556.95 | S1 | PE 2500.00 | 45.55 | 99,600 | 6.05% | -2.06% | Short Covering | 1.78% | 791 |
| ASIANPAINT | 27-May-21 | 2556.95 | S2 | PE 2400.00 | 17.70 | 127,800 | 3.51% | 2.90% | Long Buildup | 0.69% | 715 |
| AUBANK | 27-May-21 | 946.75 | R2 | CE 1200.00 | 2.20 | 391,000 | -18.52% | -2.01% | Long Windup | 0.23% | 76 |
| AUBANK | 27-May-21 | 946.75 | R1 | CE 1100.00 | 6.45 | 421,000 | -3.73% | 0.00% | 0.68% | 215 | |
| AUBANK | 27-May-21 | 946.75 | S1 | PE 900.00 | 18.50 | 219,000 | -35.09% | -14.62% | Long Windup | 1.95% | 328 |
| AUBANK | 27-May-21 | 946.75 | S2 | PE 800.00 | 4.00 | 128,000 | -38.46% | -6.57% | Long Windup | 0.42% | 141 |
| AUROPHARMA | 27-May-21 | 1047.95 | R2 | CE 1100.00 | 25.25 | 594,100 | 31.85% | 5.54% | Long Buildup | 2.41% | 3214 |
| AUROPHARMA | 27-May-21 | 1047.95 | R1 | CE 1000.00 | 72.10 | 270,400 | 34.51% | -30.08% | Short Covering | 6.88% | 555 |
| AUROPHARMA | 27-May-21 | 1047.95 | S1 | PE 1000.00 | 18.35 | 153,400 | -46.19% | -20.00% | Long Windup | 1.75% | 953 |
| AUROPHARMA | 27-May-21 | 1047.95 | S2 | PE 900.00 | 3.05 | 192,400 | -54.14% | -2.31% | Long Windup | 0.29% | 501 |
| AXISBANK | 27-May-21 | 715.25 | R2 | CE 740.00 | 11.70 | 1,494,000 | -12.36% | 3.41% | Short Buildup | 1.64% | 1279 |
| AXISBANK | 27-May-21 | 715.25 | R1 | CE 720.00 | 19.95 | 1,560,000 | -8.70% | 15.56% | Short Buildup | 2.79% | 2284 |
| AXISBANK | 27-May-21 | 715.25 | S1 | PE 700.00 | 12.30 | 1,224,000 | -13.68% | -6.16% | Long Windup | 1.72% | 1464 |
| AXISBANK | 27-May-21 | 715.25 | S2 | PE 650.00 | 3.15 | 832,800 | -21.25% | 3.43% | Short Buildup | 0.44% | 457 |
| BAJAJ-AUTO | 27-May-21 | 3868.65 | R2 | CE 4500.00 | 5.05 | 104,250 | -18.55% | 3.47% | Short Buildup | 0.13% | 379 |
| BAJAJ-AUTO | 27-May-21 | 3868.65 | R1 | CE 4000.00 | 56.40 | 193,000 | -15.32% | 11.56% | Short Buildup | 1.46% | 701 |
| BAJAJ-AUTO | 27-May-21 | 3868.65 | S1 | PE 3800.00 | 64.35 | 45,750 | -8.20% | -5.67% | Long Windup | 1.66% | 362 |
| BAJAJ-AUTO | 27-May-21 | 3868.65 | S2 | PE 3500.00 | 9.70 | 56,000 | -17.80% | 0.90% | Short Buildup | 0.25% | 268 |
| BAJAJFINSV | 27-May-21 | 11332.00 | R2 | CE 12000.00 | 158.80 | 104,500 | -19.72% | 0.72% | Short Buildup | 1.40% | 2298 |
| BAJAJFINSV | 27-May-21 | 11332.00 | R1 | CE 11500.00 | 326.50 | 76,750 | -11.59% | -9.57% | Long Windup | 2.88% | 1792 |
| BAJAJFINSV | 27-May-21 | 11332.00 | S1 | PE 10500.00 | 102.40 | 52,500 | -22.54% | 16.99% | Short Buildup | 0.90% | 663 |
| BAJAJFINSV | 27-May-21 | 11332.00 | S1 | PE 10000.00 | 43.35 | 77,250 | -24.67% | 4.22% | Short Buildup | 0.38% | 474 |
| BAJFINANCE | 27-May-21 | 5497.50 | R2 | CE 6000.00 | 47.70 | 339,500 | -11.26% | -0.95% | Long Windup | 0.87% | 3293 |
| BAJFINANCE | 27-May-21 | 5497.50 | R1 | CE 5800.00 | 88.05 | 253,375 | -7.51% | 9.63% | Short Buildup | 1.60% | 2901 |
| BAJFINANCE | 27-May-21 | 5497.50 | S1 | PE 5000.00 | 41.20 | 310,625 | -17.85% | -2.51% | Long Windup | 0.75% | 2139 |
| BAJFINANCE | 27-May-21 | 5497.50 | S2 | PE 4500.00 | 10.90 | 244,750 | -14.51% | -5.46% | Long Windup | 0.20% | 1011 |
| BALKRISIND | 27-May-21 | 1868.20 | R2 | CE 2000.00 | 18.90 | 88,000 | 21.15% | 40.13% | Long Buildup | 1.01% | 554 |
| BALKRISIND | 27-May-21 | 1868.20 | R1 | CE 1900.00 | 46.45 | 54,800 | 13.85% | 71.25% | Long Buildup | 2.49% | 794 |
| BALKRISIND | 27-May-21 | 1868.20 | S1 | PE 1800.00 | 28.65 | 134,800 | -41.29% | 443.55% | Short Buildup | 1.53% | 519 |
| BALKRISIND | 27-May-21 | 1868.20 | S2 | PE 1700.00 | 8.80 | 41,200 | -45.85% | 35.53% | Short Buildup | 0.47% | 116 |
| BANDHANBNK | 27-May-21 | 295.95 | R2 | CE 320.00 | 5.75 | 1,438,200 | -31.14% | 10.36% | Short Buildup | 1.94% | 3308 |
| BANDHANBNK | 27-May-21 | 295.95 | R1 | CE 300.00 | 12.40 | 1,816,200 | -22.50% | -4.09% | Long Windup | 4.19% | 5871 |
| BANDHANBNK | 27-May-21 | 295.95 | S1 | PE 300.00 | 15.50 | 1,431,000 | -13.41% | -18.46% | Long Windup | 5.24% | 4122 |
| BANDHANBNK | 27-May-21 | 295.95 | S2 | PE 280.00 | 7.35 | 1,427,400 | -25.00% | 45.24% | Short Buildup | 2.48% | 3877 |
| BANKBARODA | 27-May-21 | 73.45 | R2 | CE 80.00 | 1.60 | 8,178,300 | 52.38% | 9.73% | Long Buildup | 2.18% | 1417 |
| BANKBARODA | 27-May-21 | 73.45 | R1 | CE 75.00 | 3.25 | 6,505,200 | 47.73% | 5.70% | Long Buildup | 4.42% | 1698 |
| BANKBARODA | 27-May-21 | 73.45 | S1 | PE 70.00 | 2.10 | 3,966,300 | -35.38% | -9.36% | Long Windup | 2.86% | 475 |
| BANKBARODA | 27-May-21 | 73.45 | S2 | PE 60.00 | 0.35 | 4,644,900 | -36.36% | 0.76% | Short Buildup | 0.48% | 218 |
| BANKNIFTY | 27-May-21 | 33142.40 | R2 | CE 37000.00 | 24.60 | 238,125 | -34.92% | -6.09% | Long Windup | 0.07% | 6613 |
| BANKNIFTY | 27-May-21 | 33142.40 | R1 | CE 34000.00 | 493.65 | 258,725 | -3.44% | 7.33% | Short Buildup | 1.49% | 16585 |
| BANKNIFTY | 27-May-21 | 33142.40 | S1 | PE 32000.00 | 371.80 | 306,475 | -31.82% | 7.18% | Short Buildup | 1.12% | 9933 |
| BANKNIFTY | 27-May-21 | 33142.40 | S2 | PE 28000.00 | 16.30 | 405,400 | -57.61% | 3.35% | Short Buildup | 0.05% | 7745 |
| BATAINDIA | 27-May-21 | 1348.55 | R2 | CE 1500.00 | 3.35 | 67,100 | -27.17% | -2.40% | Long Windup | 0.25% | 27 |
| BATAINDIA | 27-May-21 | 1348.55 | R1 | CE 1400.00 | 19.10 | 165,000 | -13.96% | -2.60% | Long Windup | 1.42% | 132 |
| BATAINDIA | 27-May-21 | 1348.55 | S1 | PE 1400.00 | 64.00 | 118,250 | 0.95% | 0.47% | Long Buildup | 4.75% | 4 |
| BATAINDIA | 27-May-21 | 1348.55 | S1 | PE 1300.00 | 14.40 | 125,400 | -10.00% | 6.54% | Short Buildup | 1.07% | 90 |
| BEL | 27-May-21 | 144.75 | R2 | CE 150.00 | 4.75 | 3,773,400 | 82.69% | 39.86% | Long Buildup | 3.28% | 3619 |
| BEL | 27-May-21 | 144.75 | R1 | CE 145.00 | 6.75 | 1,964,600 | 73.08% | 2.58% | Long Buildup | 4.66% | 2233 |
| BEL | 27-May-21 | 144.75 | S1 | PE 130.00 | 1.20 | 1,014,600 | -57.89% | 2.69% | Short Buildup | 0.83% | 372 |
| BEL | 27-May-21 | 144.75 | S1 | PE 125.00 | 0.65 | 824,600 | -60.61% | 2.36% | Short Buildup | 0.45% | 195 |
| BERGEPAINT | 27-May-21 | 723.15 | R2 | CE 800.00 | 1.85 | 51,700 | -7.50% | 9.30% | Short Buildup | 0.26% | 11 |
| BERGEPAINT | 27-May-21 | 723.15 | R1 | CE 750.00 | 10.10 | 68,200 | 10.38% | 10.71% | Long Buildup | 1.40% | 51 |
| BERGEPAINT | 27-May-21 | 723.15 | S1 | PE 720.00 | 17.20 | 25,300 | -13.13% | 9.52% | Short Buildup | 2.38% | 18 |
| BERGEPAINT | 27-May-21 | 723.15 | S2 | PE 700.00 | 9.05 | 37,400 | -24.90% | 0.00% | 1.25% | 13 | |
| BHARATFORG | 27-May-21 | 650.20 | R2 | CE 700.00 | 12.90 | 396,000 | 42.54% | -8.97% | Short Covering | 1.98% | 766 |
| BHARATFORG | 27-May-21 | 650.20 | R1 | CE 680.00 | 18.45 | 418,500 | 44.14% | 335.94% | Long Buildup | 2.84% | 741 |
| BHARATFORG | 27-May-21 | 650.20 | S1 | PE 600.00 | 8.05 | 189,000 | -30.00% | 28.57% | Short Buildup | 1.24% | 77 |
| BHARATFORG | 27-May-21 | 650.20 | S2 | PE 580.00 | 4.60 | 112,500 | -23.33% | 8.70% | Short Buildup | 0.71% | 47 |
| BHARTIARTL | 27-May-21 | 572.55 | R2 | CE 600.00 | 6.35 | 4,757,070 | -3.79% | 3.46% | Short Buildup | 1.11% | 3352 |
| BHARTIARTL | 27-May-21 | 572.55 | R1 | CE 580.00 | 12.35 | 4,188,813 | 2.92% | 2.91% | Long Buildup | 2.16% | 3663 |
| BHARTIARTL | 27-May-21 | 572.55 | S1 | PE 520.00 | 1.60 | 1,201,299 | -27.27% | -3.13% | Long Windup | 0.28% | 445 |
| BHARTIARTL | 27-May-21 | 572.55 | S2 | PE 500.00 | 0.95 | 1,484,502 | -13.64% | 1.39% | Short Buildup | 0.17% | 208 |
| BHEL | 27-May-21 | 65.65 | R2 | CE 65.00 | 4.60 | 5,985,000 | 196.77% | -48.04% | Short Covering | 7.01% | 634 |
| BHEL | 27-May-21 | 65.65 | R1 | CE 60.00 | 7.50 | 7,980,000 | 163.16% | -56.37% | Short Covering | 11.42% | 1118 |
| BHEL | 27-May-21 | 65.65 | S1 | PE 50.00 | 0.30 | 4,609,500 | -50.00% | -24.44% | Long Windup | 0.46% | 165 |
| BHEL | 27-May-21 | 65.65 | S2 | PE 45.00 | 0.15 | 4,105,500 | -25.00% | -13.11% | Long Windup | 0.23% | 59 |
| BIOCON | 27-May-21 | 384.50 | R2 | CE 400.00 | 7.75 | 3,130,300 | 6.16% | -2.02% | Short Covering | 2.02% | 1305 |
| BIOCON | 27-May-21 | 384.50 | R1 | CE 390.00 | 11.40 | 1,803,200 | 8.06% | 39.75% | Long Buildup | 2.96% | 1283 |
| BIOCON | 27-May-21 | 384.50 | S1 | PE 360.00 | 3.10 | 945,300 | -27.91% | -0.96% | Long Windup | 0.81% | 227 |
| BIOCON | 27-May-21 | 384.50 | S2 | PE 350.00 | 2.30 | 920,000 | -17.86% | 14.94% | Short Buildup | 0.60% | 220 |
| BOSCHLTD | 27-May-21 | 13848.20 | R2 | CE 15000.00 | 100.00 | 2,700 | 12.74% | 10.20% | Long Buildup | 0.72% | 25 |
| BOSCHLTD | 27-May-21 | 13848.20 | R1 | CE 14000.00 | 363.55 | 2,650 | 15.41% | 0.00% | 2.63% | 44 | |
| BOSCHLTD | 27-May-21 | 13848.20 | S1 | PE 14000.00 | 550.00 | 1,150 | -5.57% | 15.00% | Short Buildup | 3.97% | 3 |
| BOSCHLTD | 27-May-21 | 13848.20 | S2 | PE 13000.00 | 115.00 | 1,800 | -38.06% | 2.86% | Short Buildup | 0.83% | 3 |
| BPCL | 27-May-21 | 453.70 | R2 | CE 450.00 | 16.15 | 4,415,400 | 17.88% | -10.41% | Short Covering | 3.56% | 4443 |
| BPCL | 27-May-21 | 453.70 | R1 | CE 440.00 | 21.95 | 2,646,000 | 25.43% | -9.03% | Short Covering | 4.84% | 1443 |
| BPCL | 27-May-21 | 453.70 | S1 | PE 420.00 | 2.50 | 1,749,600 | -51.46% | -6.18% | Long Windup | 0.55% | 953 |
| BPCL | 27-May-21 | 453.70 | S2 | PE 400.00 | 1.30 | 1,384,200 | -40.91% | 5.63% | Short Buildup | 0.29% | 490 |
| BRITANNIA | 27-May-21 | 3413.80 | R2 | CE 3600.00 | 18.65 | 193,200 | -35.69% | 14.18% | Short Buildup | 0.55% | 999 |
| BRITANNIA | 27-May-21 | 3413.80 | R1 | CE 3500.00 | 36.80 | 269,600 | -37.57% | 13.28% | Short Buildup | 1.08% | 1433 |
| BRITANNIA | 27-May-21 | 3413.80 | S1 | PE 3400.00 | 52.30 | 120,600 | 29.46% | 31.95% | Long Buildup | 1.53% | 682 |
| BRITANNIA | 27-May-21 | 3413.80 | S2 | PE 3300.00 | 20.80 | 87,800 | 20.58% | 24.01% | Long Buildup | 0.61% | 468 |
| CADILAHC | 27-May-21 | 624.00 | R2 | CE 650.00 | 19.25 | 1,843,600 | 34.62% | 55.76% | Long Buildup | 3.08% | 3605 |
| CADILAHC | 27-May-21 | 624.00 | R1 | CE 600.00 | 42.25 | 1,658,800 | 31.83% | -18.13% | Short Covering | 6.77% | 1508 |
| CADILAHC | 27-May-21 | 624.00 | S1 | PE 600.00 | 13.75 | 1,196,800 | -43.65% | 137.55% | Short Buildup | 2.20% | 1398 |
| CADILAHC | 27-May-21 | 624.00 | S2 | PE 550.00 | 3.30 | 1,005,400 | -53.85% | -3.18% | Long Windup | 0.53% | 991 |
| CANBK | 27-May-21 | 147.15 | R2 | CE 155.00 | 4.70 | 2,565,000 | 32.39% | 179.41% | Long Buildup | 3.19% | 1594 |
| CANBK | 27-May-21 | 147.15 | R1 | CE 150.00 | 6.45 | 2,689,200 | 24.04% | 10.42% | Long Buildup | 4.38% | 1330 |
| CANBK | 27-May-21 | 147.15 | S1 | PE 140.00 | 3.70 | 1,409,400 | -23.71% | 19.18% | Short Buildup | 2.51% | 467 |
| CANBK | 27-May-21 | 147.15 | S2 | PE 130.00 | 1.40 | 2,100,600 | -30.00% | 1.04% | Short Buildup | 0.95% | 236 |
| CHOLAFIN | 27-May-21 | 554.15 | R2 | CE 600.00 | 10.25 | 1,200,000 | -37.12% | 21.52% | Short Buildup | 1.85% | 2748 |
| CHOLAFIN | 27-May-21 | 554.15 | R1 | CE 580.00 | 15.70 | 540,000 | -32.47% | 53.74% | Short Buildup | 2.83% | 1559 |
| CHOLAFIN | 27-May-21 | 554.15 | S1 | PE 550.00 | 21.40 | 246,250 | 9.18% | -5.74% | Short Covering | 3.86% | 773 |
| CHOLAFIN | 27-May-21 | 554.15 | S2 | PE 500.00 | 5.80 | 251,250 | -4.13% | 21.08% | Short Buildup | 1.05% | 1059 |
| CIPLA | 27-May-21 | 900.25 | R2 | CE 950.00 | 20.20 | 1,283,100 | 15.76% | -2.90% | Short Covering | 2.24% | 2107 |
| CIPLA | 27-May-21 | 900.25 | R1 | CE 900.00 | 38.30 | 1,533,350 | 15.54% | -3.44% | Short Covering | 4.25% | 6990 |
| CIPLA | 27-May-21 | 900.25 | S1 | PE 900.00 | 34.80 | 882,700 | -22.92% | 2.26% | Short Buildup | 3.87% | 859 |
| CIPLA | 27-May-21 | 900.25 | S2 | PE 800.00 | 4.85 | 715,650 | -39.38% | -5.57% | Long Windup | 0.54% | 989 |
| COALINDIA | 27-May-21 | 147.05 | R2 | CE 150.00 | 4.45 | 6,409,200 | 304.55% | 43.83% | Long Buildup | 3.03% | 10740 |
| COALINDIA | 27-May-21 | 147.05 | R1 | CE 140.00 | 9.70 | 7,114,800 | 189.55% | -13.62% | Short Covering | 6.60% | 5413 |
| COALINDIA | 27-May-21 | 147.05 | S1 | PE 140.00 | 2.00 | 3,024,000 | -63.96% | 227.27% | Short Buildup | 1.36% | 2519 |
| COALINDIA | 27-May-21 | 147.05 | S1 | PE 130.00 | 0.55 | 2,679,600 | -56.00% | 29.41% | Short Buildup | 0.37% | 2220 |
| COFORGE | 27-May-21 | 3222.10 | R2 | CE 3600.00 | 30.20 | 107,625 | -58.06% | -12.77% | Long Windup | 0.94% | 1101 |
| COFORGE | 27-May-21 | 3222.10 | R1 | CE 3500.00 | 45.60 | 132,000 | -55.75% | -11.11% | Long Windup | 1.42% | 1345 |
| COFORGE | 27-May-21 | 3222.10 | S1 | PE 3200.00 | 117.15 | 64,500 | 44.27% | -28.33% | Short Covering | 3.64% | 1186 |
| COFORGE | 27-May-21 | 3222.10 | S2 | PE 3000.00 | 46.70 | 90,375 | 27.77% | -44.21% | Short Covering | 1.45% | 1155 |
| COLPAL | 27-May-21 | 1518.75 | R2 | CE 1600.00 | 11.10 | 120,400 | 13.85% | 21.55% | Long Buildup | 0.73% | 804 |
| COLPAL | 27-May-21 | 1518.75 | R1 | CE 1500.00 | 47.50 | 55,650 | 13.10% | -25.35% | Short Covering | 3.13% | 264 |
| COLPAL | 27-May-21 | 1518.75 | S1 | PE 1500.00 | 22.85 | 77,350 | -19.54% | -2.21% | Long Windup | 1.50% | 95 |
| COLPAL | 27-May-21 | 1518.75 | S2 | PE 1400.00 | 3.85 | 49,000 | -19.79% | -7.89% | Long Windup | 0.25% | 33 |
| CONCOR | 27-May-21 | 579.90 | R2 | CE 600.00 | 16.45 | 492,345 | 10.03% | 3.28% | Long Buildup | 2.84% | 302 |
| CONCOR | 27-May-21 | 579.90 | R1 | CE 580.00 | 25.25 | 146,922 | 10.50% | -13.76% | Short Covering | 4.35% | 169 |
| CONCOR | 27-May-21 | 579.90 | S1 | PE 550.00 | 9.00 | 81,276 | -22.75% | 0.00% | 1.55% | 18 | |
| CONCOR | 27-May-21 | 579.90 | S2 | PE 500.00 | 2.25 | 96,906 | 0.00% | 0.00% | 0.39% | 0 | |
| CUB | 27-May-21 | 167.35 | R2 | CE 200.00 | 0.50 | 201,500 | -37.50% | 0.00% | 0.30% | 7 | |
| CUB | 27-May-21 | 167.35 | R1 | CE 180.00 | 2.80 | 337,900 | -27.27% | 10.10% | Short Buildup | 1.67% | 62 |
| CUB | 27-May-21 | 167.35 | S1 | PE 170.00 | 7.70 | 89,900 | 10.00% | 3.57% | Long Buildup | 4.60% | 13 |
| CUB | 27-May-21 | 167.35 | S2 | PE 150.00 | 1.35 | 145,700 | -27.03% | -6.00% | Long Windup | 0.81% | 23 |
| CUMMINSIND | 27-May-21 | 829.70 | R2 | CE 900.00 | 9.85 | 76,800 | -18.26% | -5.88% | Long Windup | 1.19% | 59 |
| CUMMINSIND | 27-May-21 | 829.70 | R1 | CE 880.00 | 13.00 | 16,800 | -18.75% | -15.15% | Long Windup | 1.57% | 6 |
| CUMMINSIND | 27-May-21 | 829.70 | S1 | PE 860.00 | 45.80 | 4,200 | 0.77% | 16.67% | Long Buildup | 5.52% | 1 |
| CUMMINSIND | 27-May-21 | 829.70 | S2 | PE 800.00 | 14.10 | 45,000 | 5.22% | 4.17% | Long Buildup | 1.70% | 18 |
| DABUR | 27-May-21 | 522.75 | R1 | CE 550.00 | 4.05 | 2,193,750 | -55.98% | 40.63% | Short Buildup | 0.77% | 3149 |
| DABUR | 27-May-21 | 522.75 | R1 | CE 540.00 | 5.95 | 1,162,500 | -55.26% | 33.05% | Short Buildup | 1.14% | 2688 |
| DABUR | 27-May-21 | 522.75 | S1 | PE 520.00 | 8.15 | 585,000 | 8.67% | 3.08% | Long Buildup | 1.56% | 1505 |
| DABUR | 27-May-21 | 522.75 | S2 | PE 500.00 | 3.05 | 600,000 | -15.28% | -17.10% | Long Windup | 0.58% | 1554 |
| DEEPAKNTR | 27-May-21 | 1775.80 | R1 | CE 2000.00 | 20.65 | 410,000 | -32.74% | -0.97% | Long Windup | 1.16% | 1048 |
| DEEPAKNTR | 27-May-21 | 1775.80 | R1 | CE 1900.00 | 39.30 | 273,500 | -29.82% | 13.02% | Short Buildup | 2.21% | 934 |
| DEEPAKNTR | 27-May-21 | 1775.80 | S1 | PE 1700.00 | 43.25 | 152,500 | -1.70% | 15.97% | Short Buildup | 2.44% | 455 |
| DEEPAKNTR | 27-May-21 | 1775.80 | S2 | PE 1600.00 | 18.75 | 114,500 | -3.60% | -4.98% | Long Windup | 1.06% | 432 |
| DIVISLAB | 27-May-21 | 4139.30 | R2 | CE 4500.00 | 53.00 | 96,600 | 57.50% | 31.97% | Long Buildup | 1.28% | 2203 |
| DIVISLAB | 27-May-21 | 4139.30 | R1 | CE 4200.00 | 142.75 | 220,200 | 50.98% | 94.87% | Long Buildup | 3.45% | 7830 |
| DIVISLAB | 27-May-21 | 4139.30 | S1 | PE 4000.00 | 79.70 | 75,800 | -34.27% | 99.47% | Short Buildup | 1.93% | 1188 |
| DIVISLAB | 27-May-21 | 4139.30 | S1 | PE 3800.00 | 30.65 | 48,000 | -37.06% | 2.13% | Short Buildup | 0.74% | 579 |
| DLF | 27-May-21 | 266.10 | R2 | CE 280.00 | 6.25 | 1,584,000 | 30.21% | 5.96% | Long Buildup | 2.35% | 1009 |
| DLF | 27-May-21 | 266.10 | R1 | CE 270.00 | 10.00 | 1,828,200 | 31.58% | 29.74% | Long Buildup | 3.76% | 2678 |
| DLF | 27-May-21 | 266.10 | S1 | PE 240.00 | 2.80 | 1,164,900 | -39.78% | 31.72% | Short Buildup | 1.05% | 369 |
| DLF | 27-May-21 | 266.10 | S1 | PE 220.00 | 0.80 | 894,300 | -40.74% | -5.90% | Long Windup | 0.30% | 200 |
| DRREDDY | 27-May-21 | 5327.55 | R2 | CE 6000.00 | 43.70 | 241,125 | 34.67% | 29.12% | Long Buildup | 0.82% | 6076 |
| DRREDDY | 27-May-21 | 5327.55 | R1 | CE 5500.00 | 151.65 | 244,625 | 38.11% | 8.78% | Long Buildup | 2.85% | 9438 |
| DRREDDY | 27-May-21 | 5327.55 | S1 | PE 5000.00 | 80.30 | 229,875 | -29.25% | 153.31% | Short Buildup | 1.51% | 3706 |
| DRREDDY | 27-May-21 | 5327.55 | S1 | PE 4800.00 | 39.65 | 81,875 | -30.32% | 9.53% | Short Buildup | 0.74% | 1516 |
| EICHERMOT | 27-May-21 | 2447.25 | R2 | CE 2600.00 | 25.10 | 138,250 | 13.83% | 3.13% | Long Buildup | 1.03% | 264 |
| EICHERMOT | 27-May-21 | 2447.25 | R1 | CE 2500.00 | 54.95 | 194,950 | 19.98% | -0.36% | Short Covering | 2.25% | 334 |
| EICHERMOT | 27-May-21 | 2447.25 | S1 | PE 2300.00 | 20.40 | 56,350 | -29.41% | -11.05% | Long Windup | 0.83% | 123 |
| EICHERMOT | 27-May-21 | 2447.25 | S2 | PE 2200.00 | 9.00 | 41,650 | -24.05% | -2.46% | Long Windup | 0.37% | 38 |
| ESCORTS | 27-May-21 | 1182.15 | R2 | CE 1300.00 | 14.05 | 154,550 | 10.20% | -1.75% | Short Covering | 1.19% | 548 |
| ESCORTS | 27-May-21 | 1182.15 | R1 | CE 1200.00 | 41.50 | 527,450 | 13.54% | 16.10% | Long Buildup | 3.51% | 2694 |
| ESCORTS | 27-May-21 | 1182.15 | S1 | PE 1100.00 | 15.55 | 216,150 | -32.97% | 10.39% | Short Buildup | 1.32% | 530 |
| ESCORTS | 27-May-21 | 1182.15 | S2 | PE 1000.00 | 3.10 | 139,150 | -39.81% | -13.36% | Long Windup | 0.26% | 179 |
| EXIDEIND | 27-May-21 | 185.50 | R2 | CE 200.00 | 1.80 | 1,357,200 | 5.88% | 1.89% | Long Buildup | 0.97% | 337 |
| EXIDEIND | 27-May-21 | 185.50 | R1 | CE 185.00 | 6.75 | 2,026,800 | 9.76% | -6.63% | Short Covering | 3.64% | 1094 |
| EXIDEIND | 27-May-21 | 185.50 | S1 | PE 180.00 | 3.25 | 655,200 | -22.62% | 4.60% | Short Buildup | 1.75% | 117 |
| EXIDEIND | 27-May-21 | 185.50 | S1 | PE 170.00 | 1.15 | 633,600 | -23.33% | 1.15% | Short Buildup | 0.62% | 50 |
| FEDERALBNK | 27-May-21 | 79.55 | R2 | CE 90.00 | 0.75 | 3,480,000 | 36.36% | -9.38% | Short Covering | 0.94% | 289 |
| FEDERALBNK | 27-May-21 | 79.55 | R1 | CE 80.00 | 3.55 | 4,160,000 | 29.09% | 13.35% | Long Buildup | 4.46% | 643 |
| FEDERALBNK | 27-May-21 | 79.55 | S1 | PE 75.00 | 1.45 | 1,770,000 | -30.95% | 2.31% | Short Buildup | 1.82% | 161 |
| FEDERALBNK | 27-May-21 | 79.55 | S2 | PE 70.00 | 0.50 | 1,950,000 | -37.50% | -7.14% | Long Windup | 0.63% | 203 |
| FINNIFTY | 27-May-21 | 0.00 | S1 | PE 14700.00 | 150.00 | 120 | -56.52% | 200.00% | Short Buildup | % | 2 |
| FINNIFTY | 27-May-21 | 0.00 | S2 | PE 11700.00 | 1.40 | 80 | 0.00% | 0.00% | % | 0 | |
| GAIL | 27-May-21 | 154.55 | R2 | CE 160.00 | 3.60 | 1,915,400 | 53.19% | 3.63% | Long Buildup | 2.33% | 894 |
| GAIL | 27-May-21 | 154.55 | R1 | CE 150.00 | 8.50 | 1,720,200 | 44.07% | 1.08% | Long Buildup | 5.50% | 453 |
| GAIL | 27-May-21 | 154.55 | S1 | PE 140.00 | 0.95 | 1,598,200 | -40.63% | 9.17% | Short Buildup | 0.61% | 270 |
| GAIL | 27-May-21 | 154.55 | S2 | PE 130.00 | 0.35 | 1,738,500 | -30.00% | 2.89% | Short Buildup | 0.23% | 73 |
| GLENMARK | 27-May-21 | 625.35 | R2 | CE 650.00 | 24.60 | 952,200 | 46.87% | 139.31% | Long Buildup | 3.93% | 4556 |
| GLENMARK | 27-May-21 | 625.35 | R1 | CE 600.00 | 46.95 | 438,150 | 44.02% | -64.39% | Short Covering | 7.51% | 3264 |
| GLENMARK | 27-May-21 | 625.35 | S1 | PE 570.00 | 8.35 | 295,550 | -60.80% | -11.99% | Long Windup | 1.34% | 361 |
| GLENMARK | 27-May-21 | 625.35 | S2 | PE 500.00 | 1.40 | 401,350 | -69.23% | -23.63% | Long Windup | 0.22% | 483 |
| GMRINFRA | 27-May-21 | 24.90 | R2 | CE 30.00 | 0.10 | 2,992,500 | 100.00% | 29.13% | Long Buildup | 0.40% | 48 |
| GMRINFRA | 27-May-21 | 24.90 | R1 | CE 25.00 | 1.05 | 4,860,000 | 50.00% | 2.37% | Long Buildup | 4.22% | 486 |
| GMRINFRA | 27-May-21 | 24.90 | S1 | PE 23.00 | 0.30 | 6,975,000 | -50.00% | 3.33% | Short Buildup | 1.20% | 86 |
| GMRINFRA | 27-May-21 | 24.90 | S2 | PE 21.00 | 0.10 | 2,115,000 | -33.33% | -8.74% | Long Windup | 0.40% | 17 |
| GODREJCP | 27-May-21 | 709.25 | R1 | CE 750.00 | 8.90 | 117,000 | 26.24% | 5.41% | Long Buildup | 1.25% | 93 |
| GODREJCP | 27-May-21 | 709.25 | R1 | CE 710.00 | 23.85 | 199,000 | 21.99% | 314.58% | Long Buildup | 3.36% | 480 |
| GODREJCP | 27-May-21 | 709.25 | S1 | PE 700.00 | 16.60 | 111,000 | -12.40% | 50.00% | Short Buildup | 2.34% | 261 |
| GODREJCP | 27-May-21 | 709.25 | S2 | PE 650.00 | 3.40 | 63,000 | -15.00% | 5.00% | Short Buildup | 0.48% | 38 |
| GODREJPROP | 27-May-21 | 1242.35 | R2 | CE 1400.00 | 9.05 | 176,150 | -7.18% | 7.97% | Short Buildup | 0.73% | 98 |
| GODREJPROP | 27-May-21 | 1242.35 | R1 | CE 1300.00 | 27.15 | 139,750 | -6.22% | 21.47% | Short Buildup | 2.19% | 451 |
| GODREJPROP | 27-May-21 | 1242.35 | S1 | PE 1200.00 | 25.20 | 135,200 | -10.64% | 2.46% | Short Buildup | 2.03% | 161 |
| GODREJPROP | 27-May-21 | 1242.35 | S2 | PE 1100.00 | 6.35 | 111,800 | -17.53% | 0.58% | Short Buildup | 0.51% | 59 |
| GRANULES | 27-May-21 | 363.95 | R2 | CE 380.00 | 13.75 | 847,850 | 51.93% | -2.84% | Short Covering | 3.78% | 1725 |
| GRANULES | 27-May-21 | 363.95 | R1 | CE 360.00 | 22.00 | 1,150,100 | 47.65% | -7.13% | Short Covering | 6.04% | 3183 |
| GRANULES | 27-May-21 | 363.95 | S1 | PE 350.00 | 11.05 | 275,900 | -42.30% | 13.38% | Short Buildup | 3.04% | 409 |
| GRANULES | 27-May-21 | 363.95 | S1 | PE 330.00 | 4.95 | 274,350 | -50.25% | 2.91% | Short Buildup | 1.36% | 196 |
| GRASIM | 27-May-21 | 1444.55 | R2 | CE 1600.00 | 7.55 | 85,500 | -17.03% | 16.88% | Short Buildup | 0.52% | 519 |
| GRASIM | 27-May-21 | 1444.55 | R1 | CE 1500.00 | 26.20 | 136,800 | -14.66% | 24.14% | Short Buildup | 1.81% | 831 |
| GRASIM | 27-May-21 | 1444.55 | S1 | PE 1400.00 | 25.00 | 76,000 | 3.09% | 9.59% | Long Buildup | 1.73% | 247 |
| GRASIM | 27-May-21 | 1444.55 | S2 | PE 1300.00 | 6.10 | 104,025 | -3.94% | 0.00% | 0.42% | 307 | |
| GUJGASLTD | 27-May-21 | 526.95 | R2 | CE 570.00 | 7.80 | 43,750 | -22.00% | 2.94% | Short Buildup | 1.48% | 1 |
| GUJGASLTD | 27-May-21 | 526.95 | R1 | CE 550.00 | 12.60 | 65,000 | -20.50% | -13.33% | Long Windup | 2.39% | 19 |
| GUJGASLTD | 27-May-21 | 526.95 | S1 | PE 530.00 | 19.60 | 12,500 | 0.00% | 0.00% | 3.72% | 0 | |
| GUJGASLTD | 27-May-21 | 526.95 | S2 | PE 500.00 | 8.25 | 45,000 | -9.84% | 28.57% | Short Buildup | 1.57% | 10 |
| HAVELLS | 27-May-21 | 1005.45 | R2 | CE 1100.00 | 8.00 | 144,500 | -10.61% | -12.16% | Long Windup | 0.80% | 433 |
| HAVELLS | 27-May-21 | 1005.45 | R1 | CE 1000.00 | 40.45 | 83,000 | 3.06% | 12.16% | Long Buildup | 4.02% | 191 |
| HAVELLS | 27-May-21 | 1005.45 | S1 | PE 1000.00 | 28.65 | 52,000 | -10.75% | 1.96% | Short Buildup | 2.85% | 125 |
| HAVELLS | 27-May-21 | 1005.45 | S2 | PE 950.00 | 11.80 | 78,000 | -15.71% | 9.86% | Short Buildup | 1.17% | 90 |
| HCLTECH | 27-May-21 | 913.95 | R2 | CE 1000.00 | 4.70 | 1,971,200 | -22.31% | 3.91% | Short Buildup | 0.51% | 1297 |
| HCLTECH | 27-May-21 | 913.95 | R1 | CE 920.00 | 23.05 | 1,358,700 | -9.25% | 13.05% | Short Buildup | 2.52% | 1585 |
| HCLTECH | 27-May-21 | 913.95 | S1 | PE 900.00 | 14.45 | 1,234,800 | -10.25% | -0.17% | Long Windup | 1.58% | 777 |
| HCLTECH | 27-May-21 | 913.95 | S2 | PE 850.00 | 3.95 | 618,100 | -11.24% | -4.02% | Long Windup | 0.43% | 418 |
| HDFC | 27-May-21 | 2531.35 | R2 | CE 2700.00 | 13.55 | 413,100 | -12.86% | 0.58% | Short Buildup | 0.54% | 2911 |
| HDFC | 27-May-21 | 2531.35 | R1 | CE 2600.00 | 34.80 | 717,000 | 1.46% | -5.91% | Short Covering | 1.37% | 7563 |
| HDFC | 27-May-21 | 2531.35 | S1 | PE 2400.00 | 15.30 | 249,900 | -48.22% | -25.29% | Long Windup | 0.60% | 2595 |
| HDFC | 27-May-21 | 2531.35 | S2 | PE 2300.00 | 5.55 | 214,200 | -52.97% | -24.60% | Long Windup | 0.22% | 1661 |
| HDFCAMC | 27-May-21 | 2794.60 | R2 | CE 3000.00 | 18.60 | 73,600 | 73.02% | 6.67% | Long Buildup | 0.67% | 302 |
| HDFCAMC | 27-May-21 | 2794.60 | R1 | CE 2800.00 | 75.25 | 61,400 | 76.85% | 0.66% | Long Buildup | 2.69% | 1206 |
| HDFCAMC | 27-May-21 | 2794.60 | S1 | PE 2800.00 | 60.95 | 30,200 | -43.56% | -21.35% | Long Windup | 2.18% | 83 |
| HDFCAMC | 27-May-21 | 2794.60 | S2 | PE 2700.00 | 28.95 | 32,800 | -41.22% | -11.83% | Long Windup | 1.04% | 86 |
| HDFCBANK | 27-May-21 | 1419.85 | R2 | CE 1500.00 | 11.05 | 2,703,250 | -11.60% | 4.91% | Short Buildup | 0.78% | 3236 |
| HDFCBANK | 27-May-21 | 1419.85 | R1 | CE 1440.00 | 28.65 | 1,878,250 | -4.50% | 7.56% | Short Buildup | 2.02% | 2974 |
| HDFCBANK | 27-May-21 | 1419.85 | S1 | PE 1400.00 | 22.70 | 823,900 | -19.50% | -0.86% | Long Windup | 1.60% | 1806 |
| HDFCBANK | 27-May-21 | 1419.85 | S2 | PE 1300.00 | 3.40 | 969,100 | -35.85% | -5.47% | Long Windup | 0.24% | 836 |
| HDFCLIFE | 27-May-21 | 680.05 | R2 | CE 750.00 | 2.45 | 735,900 | -5.77% | 5.35% | Short Buildup | 0.36% | 243 |
| HDFCLIFE | 27-May-21 | 680.05 | R1 | CE 700.00 | 10.35 | 1,721,500 | 13.11% | -8.10% | Short Covering | 1.52% | 2005 |
| HDFCLIFE | 27-May-21 | 680.05 | S1 | PE 650.00 | 4.80 | 806,300 | -21.95% | -14.27% | Long Windup | 0.71% | 630 |
| HDFCLIFE | 27-May-21 | 680.05 | S2 | PE 600.00 | 1.10 | 605,000 | -12.00% | -0.18% | Long Windup | 0.16% | 57 |
| HEROMOTOCO | 27-May-21 | 2836.30 | R1 | CE 3100.00 | 13.55 | 323,400 | -30.69% | -2.88% | Long Windup | 0.48% | 1135 |
| HEROMOTOCO | 27-May-21 | 2836.30 | R1 | CE 3000.00 | 27.90 | 528,300 | -24.49% | 0.51% | Short Buildup | 0.98% | 2274 |
| HEROMOTOCO | 27-May-21 | 2836.30 | S1 | PE 2800.00 | 51.60 | 169,500 | 2.89% | 2.91% | Long Buildup | 1.82% | 1071 |
| HEROMOTOCO | 27-May-21 | 2836.30 | S2 | PE 2700.00 | 24.10 | 177,600 | -5.86% | -1.50% | Long Windup | 0.85% | 1042 |
| HINDALCO | 27-May-21 | 425.75 | R2 | CE 400.00 | 36.00 | 2,253,200 | 80.90% | -27.82% | Short Covering | 8.46% | 3035 |
| HINDALCO | 27-May-21 | 425.75 | S1 | PE 400.00 | 8.40 | 1,853,300 | -52.94% | 59.63% | Short Buildup | 1.97% | 2772 |
| HINDALCO | 27-May-21 | 425.75 | R1 | CE 380.00 | 50.80 | 2,066,150 | 66.56% | -2.14% | Short Covering | 11.93% | 285 |
| HINDALCO | 27-May-21 | 425.75 | S1 | PE 370.00 | 2.45 | 2,051,100 | -59.84% | 3.02% | Short Buildup | 0.58% | 1254 |
| HINDPETRO | 27-May-21 | 255.00 | R2 | CE 260.00 | 6.85 | 1,323,000 | 23.42% | 44.12% | Long Buildup | 2.69% | 1288 |
| HINDPETRO | 27-May-21 | 255.00 | R1 | CE 250.00 | 11.55 | 1,152,900 | 17.86% | -13.21% | Short Covering | 4.53% | 578 |
| HINDPETRO | 27-May-21 | 255.00 | S1 | PE 250.00 | 4.75 | 1,085,400 | -29.10% | 21.45% | Short Buildup | 1.86% | 535 |
| HINDPETRO | 27-May-21 | 255.00 | S2 | PE 230.00 | 0.80 | 434,700 | -36.00% | 1.26% | Short Buildup | 0.31% | 236 |
| HINDUNILVR | 27-May-21 | 2432.90 | R2 | CE 2600.00 | 7.95 | 344,100 | -6.47% | -3.78% | Long Windup | 0.33% | 1134 |
| HINDUNILVR | 27-May-21 | 2432.90 | R1 | CE 2500.00 | 24.25 | 565,500 | 7.78% | -10.11% | Short Covering | 1.00% | 2136 |
| HINDUNILVR | 27-May-21 | 2432.90 | S1 | PE 2400.00 | 27.65 | 176,100 | -30.88% | -4.71% | Long Windup | 1.14% | 885 |
| HINDUNILVR | 27-May-21 | 2432.90 | S1 | PE 2300.00 | 7.45 | 214,200 | -37.66% | -0.70% | Long Windup | 0.31% | 794 |
| IBULHSGFIN | 27-May-21 | 186.80 | R2 | CE 200.00 | 5.80 | 2,569,900 | 52.63% | 11.57% | Long Buildup | 3.10% | 1861 |
| IBULHSGFIN | 27-May-21 | 186.80 | R1 | CE 190.00 | 9.40 | 1,946,800 | 52.85% | 38.33% | Long Buildup | 5.03% | 2513 |
| IBULHSGFIN | 27-May-21 | 186.80 | S1 | PE 180.00 | 6.45 | 1,007,500 | -30.27% | 7.26% | Short Buildup | 3.45% | 541 |
| IBULHSGFIN | 27-May-21 | 186.80 | S2 | PE 160.00 | 1.75 | 647,900 | -33.96% | 1.46% | Short Buildup | 0.94% | 158 |
| ICICIBANK | 27-May-21 | 613.25 | R2 | CE 700.00 | 0.90 | 2,513,500 | -5.26% | 0.22% | Short Buildup | 0.15% | 371 |
| ICICIBANK | 27-May-21 | 613.25 | R1 | CE 620.00 | 13.15 | 3,561,250 | 5.62% | -0.42% | Short Covering | 2.14% | 4021 |
| ICICIBANK | 27-May-21 | 613.25 | S1 | PE 600.00 | 9.85 | 2,319,625 | -26.49% | 13.53% | Short Buildup | 1.61% | 2184 |
| ICICIBANK | 27-May-21 | 613.25 | S2 | PE 550.00 | 1.85 | 2,026,750 | -33.93% | 1.59% | Short Buildup | 0.30% | 542 |
| ICICIGI | 27-May-21 | 1497.40 | R2 | CE 1600.00 | 12.40 | 17,850 | 125.45% | 16.67% | Long Buildup | 0.83% | 67 |
| ICICIGI | 27-May-21 | 1497.40 | R1 | CE 1500.00 | 44.95 | 67,575 | 86.90% | 12.77% | Long Buildup | 3.00% | 816 |
| ICICIGI | 27-May-21 | 1497.40 | S1 | PE 1400.00 | 8.75 | 26,775 | -56.58% | 5.00% | Short Buildup | 0.58% | 50 |
| ICICIGI | 27-May-21 | 1497.40 | S2 | PE 1300.00 | 1.55 | 7,650 | -61.25% | 0.00% | 0.10% | 5 | |
| ICICIPRULI | 27-May-21 | 556.30 | R2 | CE 600.00 | 5.50 | 414,000 | -29.03% | 8.24% | Short Buildup | 0.99% | 402 |
| ICICIPRULI | 27-May-21 | 556.30 | R1 | CE 560.00 | 15.80 | 318,000 | -22.93% | 22.54% | Short Buildup | 2.84% | 285 |
| ICICIPRULI | 27-May-21 | 556.30 | S1 | PE 520.00 | 6.50 | 124,500 | -2.26% | 5.06% | Short Buildup | 1.17% | 41 |
| ICICIPRULI | 27-May-21 | 556.30 | S2 | PE 500.00 | 3.35 | 337,500 | -2.90% | 1.81% | Short Buildup | 0.60% | 218 |
| IDEA | 27-May-21 | 8.20 | R2 | CE 10.00 | 0.10 | 51,870,000 | 0.00% | 2.35% | 1.22% | 54 | |
| IDEA | 27-May-21 | 8.20 | R1 | CE 9.00 | 0.20 | 64,750,000 | -20.00% | 14.62% | Short Buildup | 2.44% | 542 |
| IDEA | 27-May-21 | 8.20 | S1 | PE 9.00 | 0.95 | 27,370,000 | 5.56% | 2.09% | Long Buildup | 11.59% | 49 |
| IDEA | 27-May-21 | 8.20 | S2 | PE 8.00 | 0.35 | 18,830,000 | 16.67% | 5.49% | Long Buildup | 4.27% | 165 |
| IDFCFIRSTB | 27-May-21 | 55.35 | R2 | CE 65.00 | 0.40 | 7,267,500 | -42.86% | -3.77% | Long Windup | 0.72% | 1372 |
| IDFCFIRSTB | 27-May-21 | 55.35 | R1 | CE 60.00 | 1.05 | 16,786,500 | -30.00% | 47.62% | Short Buildup | 1.90% | 3549 |
| IDFCFIRSTB | 27-May-21 | 55.35 | S1 | PE 55.00 | 2.00 | 6,479,000 | 21.21% | 3.96% | Long Buildup | 3.61% | 539 |
| IDFCFIRSTB | 27-May-21 | 55.35 | S2 | PE 50.00 | 0.55 | 6,308,000 | 22.22% | 4.57% | Long Buildup | 0.99% | 618 |
| IGL | 27-May-21 | 516.60 | R2 | CE 550.00 | 7.05 | 407,000 | 2.92% | -6.33% | Short Covering | 1.36% | 233 |
| IGL | 27-May-21 | 516.60 | R1 | CE 520.00 | 16.95 | 423,500 | 5.28% | 9.61% | Long Buildup | 3.28% | 468 |
| IGL | 27-May-21 | 516.60 | S1 | PE 500.00 | 8.25 | 242,000 | -16.24% | -10.66% | Long Windup | 1.60% | 110 |
| IGL | 27-May-21 | 516.60 | S2 | PE 480.00 | 3.75 | 103,125 | -18.48% | 1.35% | Short Buildup | 0.73% | 40 |
| INDIGO | 27-May-21 | 1677.70 | R2 | CE 1800.00 | 24.85 | 175,000 | 47.92% | 19.05% | Long Buildup | 1.48% | 438 |
| INDIGO | 27-May-21 | 1677.70 | R1 | CE 1700.00 | 57.40 | 154,500 | 40.34% | 32.05% | Long Buildup | 3.42% | 583 |
| INDIGO | 27-May-21 | 1677.70 | S1 | PE 1600.00 | 34.75 | 115,000 | -27.45% | 32.18% | Short Buildup | 2.07% | 197 |
| INDIGO | 27-May-21 | 1677.70 | S2 | PE 1500.00 | 13.40 | 97,500 | -33.66% | -3.94% | Long Windup | 0.80% | 162 |
| INDUSINDBK | 27-May-21 | 945.40 | R2 | CE 1100.00 | 3.90 | 686,700 | -10.34% | -3.78% | Long Windup | 0.41% | 736 |
| INDUSINDBK | 27-May-21 | 945.40 | R1 | CE 1000.00 | 18.10 | 1,516,500 | 6.16% | 5.31% | Long Buildup | 1.91% | 1305 |
| INDUSINDBK | 27-May-21 | 945.40 | S1 | PE 1000.00 | 66.85 | 784,800 | -20.42% | -1.13% | Long Windup | 7.07% | 30 |
| INDUSINDBK | 27-May-21 | 945.40 | S2 | PE 900.00 | 18.00 | 538,200 | -35.71% | 6.60% | Short Buildup | 1.90% | 794 |
| INDUSTOWER | 27-May-21 | 257.10 | R2 | CE 270.00 | 6.05 | 540,400 | 7.08% | -9.39% | Short Covering | 2.35% | 76 |
| INDUSTOWER | 27-May-21 | 257.10 | R1 | CE 260.00 | 9.75 | 456,400 | 10.17% | 14.79% | Long Buildup | 3.79% | 97 |
| INDUSTOWER | 27-May-21 | 257.10 | S1 | PE 250.00 | 6.35 | 288,400 | -16.45% | 0.00% | 2.47% | 4 | |
| INDUSTOWER | 27-May-21 | 257.10 | S2 | PE 220.00 | 0.95 | 352,800 | -40.63% | -0.79% | Long Windup | 0.37% | 2 |
| INFY | 27-May-21 | 1339.55 | R1 | CE 1400.00 | 11.60 | 2,960,400 | -25.40% | 18.35% | Short Buildup | 0.87% | 4149 |
| INFY | 27-May-21 | 1339.55 | R1 | CE 1360.00 | 22.95 | 1,391,400 | -21.67% | 34.20% | Short Buildup | 1.71% | 3215 |
| INFY | 27-May-21 | 1339.55 | S1 | PE 1340.00 | 23.95 | 749,400 | 25.07% | 13.75% | Long Buildup | 1.79% | 1531 |
| INFY | 27-May-21 | 1339.55 | S2 | PE 1300.00 | 10.00 | 1,095,000 | 23.46% | 11.28% | Long Buildup | 0.75% | 2075 |
| IOC | 27-May-21 | 99.15 | R2 | CE 100.00 | 2.95 | 9,197,500 | 90.32% | 4.89% | Long Buildup | 2.98% | 5517 |
| IOC | 27-May-21 | 99.15 | R1 | CE 95.00 | 5.90 | 5,161,000 | 81.54% | -39.11% | Short Covering | 5.95% | 1602 |
| IOC | 27-May-21 | 99.15 | S1 | PE 90.00 | 0.50 | 3,289,000 | -54.55% | 17.13% | Short Buildup | 0.50% | 665 |
| IOC | 27-May-21 | 99.15 | S2 | PE 85.00 | 0.25 | 1,898,000 | -28.57% | -12.57% | Long Windup | 0.25% | 168 |
| IRCTC | 27-May-21 | 1748.65 | R2 | CE 1900.00 | 17.95 | 133,575 | 80.40% | 23.42% | Long Buildup | 1.03% | 723 |
| IRCTC | 27-May-21 | 1748.65 | R1 | CE 1800.00 | 43.50 | 158,600 | 75.05% | -2.59% | Short Covering | 2.49% | 1069 |
| IRCTC | 27-May-21 | 1748.65 | S1 | PE 1600.00 | 14.00 | 138,450 | -39.66% | 9.79% | Short Buildup | 0.80% | 299 |
| IRCTC | 27-May-21 | 1748.65 | S2 | PE 1500.00 | 5.80 | 143,325 | -38.62% | -2.65% | Long Windup | 0.33% | 225 |
| ITC | 27-May-21 | 205.55 | R2 | CE 220.00 | 1.30 | 10,761,600 | -3.70% | 1.26% | Short Buildup | 0.63% | 1976 |
| ITC | 27-May-21 | 205.55 | R1 | CE 210.00 | 3.40 | 14,272,000 | -1.45% | 5.99% | Short Buildup | 1.65% | 2906 |
| ITC | 27-May-21 | 205.55 | S1 | PE 200.00 | 2.05 | 5,622,400 | -6.82% | 0.57% | Short Buildup | 1.00% | 1061 |
| ITC | 27-May-21 | 205.55 | S2 | PE 190.00 | 0.55 | 3,884,800 | -15.38% | -2.41% | Long Windup | 0.27% | 401 |
| JINDALSTEL | 27-May-21 | 490.20 | R2 | CE 550.00 | 9.00 | 982,500 | 0.00% | 0.00% | 1.84% | 1171 | |
| JINDALSTEL | 27-May-21 | 490.20 | R1 | CE 500.00 | 23.05 | 3,050,000 | 27.35% | 53.65% | Long Buildup | 4.70% | 2903 |
| JINDALSTEL | 27-May-21 | 490.20 | S1 | PE 480.00 | 19.40 | 1,202,500 | -21.62% | 729.31% | Short Buildup | 3.96% | 917 |
| JINDALSTEL | 27-May-21 | 490.20 | S1 | PE 450.00 | 8.85 | 1,057,500 | -26.25% | 0.24% | Short Buildup | 1.81% | 788 |
| JSWSTEEL | 27-May-21 | 758.65 | R2 | CE 800.00 | 21.10 | 1,312,200 | -4.31% | -2.61% | Long Windup | 2.78% | 2372 |
| JSWSTEEL | 27-May-21 | 758.65 | R1 | CE 750.00 | 41.00 | 1,015,200 | -1.91% | -4.81% | Long Windup | 5.40% | 728 |
| JSWSTEEL | 27-May-21 | 758.65 | S1 | PE 740.00 | 25.05 | 962,550 | -7.22% | 36.85% | Short Buildup | 3.30% | 852 |
| JSWSTEEL | 27-May-21 | 758.65 | S1 | PE 700.00 | 11.20 | 1,032,750 | -12.16% | 8.36% | Short Buildup | 1.48% | 845 |
| JUBLFOOD | 27-May-21 | 2764.80 | R2 | CE 3000.00 | 29.40 | 223,250 | -1.84% | -2.93% | Long Windup | 1.06% | 659 |
| JUBLFOOD | 27-May-21 | 2764.80 | R1 | CE 2900.00 | 51.60 | 85,500 | 3.72% | 15.93% | Long Buildup | 1.87% | 403 |
| JUBLFOOD | 27-May-21 | 2764.80 | S1 | PE 2700.00 | 61.95 | 42,750 | -22.47% | 13.25% | Short Buildup | 2.24% | 352 |
| JUBLFOOD | 27-May-21 | 2764.80 | S2 | PE 2600.00 | 31.90 | 157,250 | -26.67% | 3.28% | Short Buildup | 1.15% | 218 |
| KOTAKBANK | 27-May-21 | 1809.35 | R2 | CE 1900.00 | 13.30 | 486,800 | 4.72% | -7.66% | Short Covering | 0.74% | 971 |
| KOTAKBANK | 27-May-21 | 1809.35 | R1 | CE 1800.00 | 49.85 | 480,000 | 17.43% | 0.67% | Long Buildup | 2.76% | 1580 |
| KOTAKBANK | 27-May-21 | 1809.35 | S1 | PE 1800.00 | 40.70 | 231,200 | -29.52% | 29.02% | Short Buildup | 2.25% | 1383 |
| KOTAKBANK | 27-May-21 | 1809.35 | S1 | PE 1700.00 | 13.20 | 605,600 | -33.83% | 15.22% | Short Buildup | 0.73% | 1020 |
| L&TFH | 27-May-21 | 87.50 | R2 | CE 100.00 | 0.75 | 4,292,444 | 0.00% | 1.05% | 0.86% | 134 | |
| L&TFH | 27-May-21 | 87.50 | R1 | CE 90.00 | 3.00 | 4,408,456 | 11.11% | 7.39% | Long Buildup | 3.43% | 444 |
| L&TFH | 27-May-21 | 87.50 | S1 | PE 85.00 | 2.35 | 1,704,484 | -17.54% | 2.14% | Short Buildup | 2.69% | 101 |
| L&TFH | 27-May-21 | 87.50 | S2 | PE 80.00 | 1.00 | 2,195,304 | -20.00% | -3.15% | Long Windup | 1.14% | 105 |
| LALPATHLAB | 27-May-21 | 2894.35 | R2 | CE 3000.00 | 86.30 | 64,250 | 15.30% | 3.21% | Long Buildup | 2.98% | 520 |
| LALPATHLAB | 27-May-21 | 2894.35 | R1 | CE 2900.00 | 128.05 | 32,750 | 15.31% | -10.88% | Short Covering | 4.42% | 450 |
| LALPATHLAB | 27-May-21 | 2894.35 | S1 | PE 2800.00 | 74.00 | 14,000 | -17.27% | -1.75% | Long Windup | 2.56% | 28 |
| LALPATHLAB | 27-May-21 | 2894.35 | S2 | PE 2500.00 | 11.05 | 17,250 | -21.07% | -2.82% | Long Windup | 0.38% | 10 |
| LICHSGFIN | 27-May-21 | 427.95 | R1 | CE 440.00 | 11.25 | 500,000 | 9.76% | 35.14% | Long Buildup | 2.63% | 1000 |
| LICHSGFIN | 27-May-21 | 427.95 | R1 | CE 430.00 | 15.30 | 1,120,000 | 8.51% | 25.84% | Long Buildup | 3.58% | 3882 |
| LICHSGFIN | 27-May-21 | 427.95 | S1 | PE 410.00 | 7.50 | 202,000 | -21.88% | 27.85% | Short Buildup | 1.75% | 236 |
| LICHSGFIN | 27-May-21 | 427.95 | S1 | PE 400.00 | 4.90 | 378,000 | -23.44% | 6.78% | Short Buildup | 1.14% | 309 |
| LT | 27-May-21 | 1395.00 | R2 | CE 1500.00 | 9.15 | 654,925 | 140.79% | 18.77% | Long Buildup | 0.66% | 1487 |
| LT | 27-May-21 | 1395.00 | R1 | CE 1400.00 | 37.20 | 1,053,400 | 99.46% | 23.87% | Long Buildup | 2.67% | 8837 |
| LT | 27-May-21 | 1395.00 | S1 | PE 1360.00 | 20.30 | 266,800 | -50.49% | -0.43% | Long Windup | 1.46% | 1118 |
| LT | 27-May-21 | 1395.00 | S2 | PE 1300.00 | 7.40 | 533,025 | -57.10% | 3.81% | Short Buildup | 0.53% | 1225 |
| LTI | 27-May-21 | 3665.45 | R2 | CE 4200.00 | 14.30 | 18,000 | -50.09% | -6.98% | Long Windup | 0.39% | 64 |
| LTI | 27-May-21 | 3665.45 | R1 | CE 4000.00 | 34.95 | 50,850 | -47.91% | 23.72% | Short Buildup | 0.95% | 573 |
| LTI | 27-May-21 | 3665.45 | S1 | PE 3500.00 | 50.30 | 25,950 | 53.35% | 143.66% | Long Buildup | 1.37% | 941 |
| LTI | 27-May-21 | 3665.45 | S2 | PE 3400.00 | 26.55 | 9,600 | -11.50% | 100.00% | Short Buildup | 0.72% | 48 |
| LTTS | 27-May-21 | 2505.85 | R2 | CE 2800.00 | 19.10 | 69,000 | -22.52% | 4.55% | Short Buildup | 0.76% | 94 |
| LTTS | 27-May-21 | 2505.85 | R1 | CE 2700.00 | 32.95 | 52,200 | -21.08% | 1.56% | Short Buildup | 1.31% | 66 |
| LTTS | 27-May-21 | 2505.85 | S1 | PE 2500.00 | 75.60 | 21,800 | -2.95% | -3.54% | Long Windup | 3.02% | 43 |
| LTTS | 27-May-21 | 2505.85 | S2 | PE 2400.00 | 39.00 | 33,200 | -8.34% | 0.00% | 1.56% | 31 | |
| LUPIN | 27-May-21 | 1222.55 | R2 | CE 1300.00 | 24.65 | 723,350 | 22.94% | -6.38% | Short Covering | 2.02% | 2407 |
| LUPIN | 27-May-21 | 1222.55 | R1 | CE 1200.00 | 64.20 | 370,600 | 22.75% | -36.44% | Short Covering | 5.25% | 1079 |
| LUPIN | 27-May-21 | 1222.55 | S1 | PE 1100.00 | 8.45 | 443,700 | -38.99% | -3.51% | Long Windup | 0.69% | 809 |
| LUPIN | 27-May-21 | 1222.55 | S2 | PE 1000.00 | 2.45 | 313,650 | -20.97% | 0.54% | Short Buildup | 0.20% | 177 |
| M&M | 27-May-21 | 780.45 | R2 | CE 800.00 | 18.20 | 644,700 | 12.35% | 2.56% | Long Buildup | 2.33% | 1529 |
| M&M | 27-May-21 | 780.45 | R1 | CE 780.00 | 27.20 | 359,800 | 15.99% | -9.35% | Short Covering | 3.49% | 1198 |
| M&M | 27-May-21 | 780.45 | S1 | PE 750.00 | 11.50 | 212,100 | -35.75% | 3.06% | Short Buildup | 1.47% | 480 |
| M&M | 27-May-21 | 780.45 | S2 | PE 700.00 | 3.15 | 215,600 | -42.20% | -34.75% | Long Windup | 0.40% | 490 |
| M&MFIN | 27-May-21 | 156.15 | R1 | CE 170.00 | 3.40 | 4,692,000 | 1.49% | 2.36% | Long Buildup | 2.18% | 770 |
| M&MFIN | 27-May-21 | 156.15 | R1 | CE 160.00 | 6.70 | 5,476,000 | 4.69% | 45.95% | Long Buildup | 4.29% | 1861 |
| M&MFIN | 27-May-21 | 156.15 | S1 | PE 150.00 | 4.70 | 1,880,000 | -17.54% | -0.21% | Long Windup | 3.01% | 265 |
| M&MFIN | 27-May-21 | 156.15 | S2 | PE 140.00 | 2.05 | 1,644,000 | -19.61% | 8.16% | Short Buildup | 1.31% | 247 |
| MANAPPURAM | 27-May-21 | 154.50 | R2 | CE 170.00 | 1.70 | 960,000 | 3.03% | 12.68% | Long Buildup | 1.10% | 169 |
| MANAPPURAM | 27-May-21 | 154.50 | R1 | CE 160.00 | 4.15 | 2,634,000 | 9.21% | 0.69% | Long Buildup | 2.69% | 411 |
| MANAPPURAM | 27-May-21 | 154.50 | S1 | PE 140.00 | 1.35 | 942,000 | -32.50% | 7.53% | Short Buildup | 0.87% | 100 |
| MANAPPURAM | 27-May-21 | 154.50 | S2 | PE 130.00 | 0.35 | 822,000 | -46.15% | 0.74% | Short Buildup | 0.23% | 18 |
| MARICO | 27-May-21 | 470.75 | R2 | CE 500.00 | 3.75 | 770,000 | -19.35% | -3.27% | Long Windup | 0.80% | 325 |
| MARICO | 27-May-21 | 470.75 | R1 | CE 480.00 | 8.85 | 636,000 | -16.90% | 16.91% | Short Buildup | 1.88% | 354 |
| MARICO | 27-May-21 | 470.75 | S1 | PE 420.00 | 0.95 | 656,000 | -13.64% | -2.38% | Long Windup | 0.20% | 63 |
| MARICO | 27-May-21 | 470.75 | S2 | PE 400.00 | 0.40 | 642,000 | -33.33% | -6.96% | Long Windup | 0.08% | 35 |
| MARUTI | 27-May-21 | 6764.00 | R2 | CE 7000.00 | 87.85 | 303,000 | 5.40% | 0.66% | Long Buildup | 1.30% | 4106 |
| MARUTI | 27-May-21 | 6764.00 | R1 | CE 6800.00 | 164.10 | 163,500 | 10.02% | -13.77% | Short Covering | 2.43% | 3860 |
| MARUTI | 27-May-21 | 6764.00 | S1 | PE 6500.00 | 70.55 | 90,800 | -26.28% | -1.84% | Long Windup | 1.04% | 1634 |
| MARUTI | 27-May-21 | 6764.00 | S2 | PE 6000.00 | 16.00 | 171,400 | -26.10% | 0.47% | Short Buildup | 0.24% | 1081 |
| MCDOWELL-N | 27-May-21 | 551.55 | R2 | CE 600.00 | 3.10 | 561,250 | 10.71% | 24.03% | Long Buildup | 0.56% | 564 |
| MCDOWELL-N | 27-May-21 | 551.55 | R1 | CE 550.00 | 16.30 | 442,500 | 12.03% | -1.39% | Short Covering | 2.96% | 1588 |
| MCDOWELL-N | 27-May-21 | 551.55 | S1 | PE 500.00 | 1.30 | 220,000 | -42.22% | 2.33% | Short Buildup | 0.24% | 110 |
| MCDOWELL-N | 27-May-21 | 551.55 | S2 | PE 480.00 | 0.80 | 198,750 | -27.27% | 0.00% | 0.15% | 8 | |
| MFSL | 27-May-21 | 910.60 | R2 | CE 1000.00 | 10.30 | 81,900 | -13.45% | -3.82% | Long Windup | 1.13% | 41 |
| MFSL | 27-May-21 | 910.60 | R1 | CE 950.00 | 22.10 | 75,400 | -12.13% | 1.75% | Short Buildup | 2.43% | 78 |
| MFSL | 27-May-21 | 910.60 | S1 | PE 900.00 | 26.85 | 25,350 | -4.96% | 2.63% | Short Buildup | 2.95% | 3 |
| MFSL | 27-May-21 | 910.60 | S2 | PE 850.00 | 10.00 | 24,050 | -9.09% | 8.82% | Short Buildup | 1.10% | 6 |
| MGL | 27-May-21 | 1162.35 | R2 | CE 1200.00 | 24.75 | 103,800 | 1.02% | 1.76% | Long Buildup | 2.13% | 194 |
| MGL | 27-May-21 | 1162.35 | R1 | CE 1160.00 | 42.25 | 42,600 | 3.55% | -5.33% | Short Covering | 3.63% | 37 |
| MGL | 27-May-21 | 1162.35 | S1 | PE 1100.00 | 13.05 | 37,200 | -18.69% | -3.13% | Long Windup | 1.12% | 25 |
| MGL | 27-May-21 | 1162.35 | S2 | PE 1000.00 | 2.00 | 41,400 | -33.33% | -1.43% | Long Windup | 0.17% | 3 |
| MINDTREE | 27-May-21 | 2232.10 | R2 | CE 2400.00 | 24.60 | 106,000 | -5.02% | 2.32% | Short Buildup | 1.10% | 253 |
| MINDTREE | 27-May-21 | 2232.10 | R1 | CE 2300.00 | 51.30 | 163,600 | 0.00% | 6.23% | 2.30% | 626 | |
| MINDTREE | 27-May-21 | 2232.10 | S1 | PE 2100.00 | 28.65 | 84,000 | -9.91% | 85.84% | Short Buildup | 1.28% | 498 |
| MINDTREE | 27-May-21 | 2232.10 | S2 | PE 2000.00 | 10.80 | 42,800 | -18.49% | 17.58% | Short Buildup | 0.48% | 134 |
| MOTHERSUMI | 27-May-21 | 234.70 | R1 | CE 240.00 | 9.25 | 1,438,500 | 103.30% | 45.74% | Long Buildup | 3.94% | 3322 |
| MOTHERSUMI | 27-May-21 | 234.70 | R1 | CE 230.00 | 14.05 | 2,009,000 | 89.86% | 29.86% | Long Buildup | 5.99% | 3940 |
| MOTHERSUMI | 27-May-21 | 234.70 | S1 | PE 220.00 | 4.60 | 1,127,000 | -52.82% | 85.06% | Short Buildup | 1.96% | 738 |
| MOTHERSUMI | 27-May-21 | 234.70 | S2 | PE 200.00 | 1.30 | 1,001,000 | -55.93% | 4.38% | Short Buildup | 0.55% | 333 |
| MPHASIS | 27-May-21 | 1843.95 | R2 | CE 2000.00 | 17.60 | 73,450 | -6.88% | 18.95% | Short Buildup | 0.95% | 140 |
| MPHASIS | 27-May-21 | 1843.95 | R1 | CE 1900.00 | 40.00 | 78,325 | -6.32% | -5.86% | Long Windup | 2.17% | 220 |
| MPHASIS | 27-May-21 | 1843.95 | S1 | PE 1660.00 | 6.15 | 91,325 | -14.58% | -0.35% | Long Windup | 0.33% | 2 |
| MPHASIS | 27-May-21 | 1843.95 | S2 | PE 1600.00 | 2.30 | 333,125 | -14.81% | 0.39% | Short Buildup | 0.12% | 43 |
| MRF | 27-May-21 | 78370.05 | R2 | CE 90000.00 | 295.00 | 1,280 | 10.96% | 3.23% | Long Buildup | 0.38% | 21 |
| MRF | 27-May-21 | 78370.05 | R1 | CE 80000.00 | 1998.75 | 1,390 | 8.39% | 2.96% | Long Buildup | 2.55% | 76 |
| MRF | 27-May-21 | 78370.05 | S1 | PE 80000.00 | 3032.40 | 450 | -26.95% | 0.00% | 3.87% | 5 | |
| MRF | 27-May-21 | 78370.05 | S2 | PE 75000.00 | 1000.00 | 330 | -35.28% | 0.00% | 1.28% | 13 | |
| MUTHOOTFIN | 27-May-21 | 1222.95 | R2 | CE 1300.00 | 18.40 | 173,250 | 0.82% | 7.44% | Long Buildup | 1.50% | 531 |
| MUTHOOTFIN | 27-May-21 | 1222.95 | R1 | CE 1200.00 | 58.70 | 144,750 | 5.58% | -20.58% | Short Covering | 4.80% | 355 |
| MUTHOOTFIN | 27-May-21 | 1222.95 | S1 | PE 1200.00 | 30.95 | 102,750 | -19.82% | 26.85% | Short Buildup | 2.53% | 277 |
| MUTHOOTFIN | 27-May-21 | 1222.95 | S1 | PE 1100.00 | 6.70 | 200,250 | -29.47% | 0.38% | Short Buildup | 0.55% | 263 |
| NAM-INDIA | 27-May-21 | 350.40 | R2 | CE 360.00 | 6.95 | 96,000 | -17.75% | -4.76% | Long Windup | 1.98% | 24 |
| NAM-INDIA | 27-May-21 | 350.40 | R1 | CE 350.00 | 12.55 | 81,600 | -1.18% | 4.08% | Short Buildup | 3.58% | 21 |
| NAM-INDIA | 27-May-21 | 350.40 | S1 | PE 340.00 | 5.70 | 25,600 | -8.06% | 33.33% | Short Buildup | 1.63% | 9 |
| NAM-INDIA | 27-May-21 | 350.40 | S2 | PE 320.00 | 2.20 | 40,000 | 10.00% | 4.17% | Long Buildup | 0.63% | 1 |
| NATIONALUM | 27-May-21 | 81.50 | R2 | CE 80.00 | 5.15 | 8,449,000 | 80.70% | -46.50% | Short Covering | 6.32% | 433 |
| NATIONALUM | 27-May-21 | 81.50 | R1 | CE 75.00 | 8.30 | 3,621,000 | 71.13% | -34.66% | Short Covering | 10.18% | 115 |
| NATIONALUM | 27-May-21 | 81.50 | S1 | PE 65.00 | 0.30 | 3,179,000 | -45.45% | -10.53% | Long Windup | 0.37% | 22 |
| NATIONALUM | 27-May-21 | 81.50 | S2 | PE 60.00 | 0.15 | 3,757,000 | -25.00% | -12.99% | Long Windup | 0.18% | 33 |
| NAUKRI | 27-May-21 | 4619.00 | R2 | CE 5500.00 | 18.10 | 22,375 | -34.06% | -10.50% | Long Windup | 0.39% | 145 |
| NAUKRI | 27-May-21 | 4619.00 | R1 | CE 5000.00 | 75.70 | 48,125 | -26.07% | 2.12% | Short Buildup | 1.64% | 388 |
| NAUKRI | 27-May-21 | 4619.00 | S1 | PE 5000.00 | 404.90 | 13,375 | 4.61% | 0.94% | Long Buildup | 8.77% | 1 |
| NAUKRI | 27-May-21 | 4619.00 | S2 | PE 4500.00 | 120.50 | 21,875 | 3.26% | 2.34% | Long Buildup | 2.61% | 64 |
| NAVINFLUOR | 27-May-21 | 3213.35 | R1 | CE 3600.00 | 37.50 | 93,600 | -60.15% | 13.04% | Short Buildup | 1.17% | 517 |
| NAVINFLUOR | 27-May-21 | 3213.35 | R1 | CE 3500.00 | 53.15 | 94,725 | -57.63% | 24.19% | Short Buildup | 1.65% | 628 |
| NAVINFLUOR | 27-May-21 | 3213.35 | S1 | PE 3200.00 | 117.80 | 40,050 | 37.62% | 15.58% | Long Buildup | 3.67% | 255 |
| NAVINFLUOR | 27-May-21 | 3213.35 | S2 | PE 3000.00 | 45.70 | 31,500 | 20.58% | 6.06% | Long Buildup | 1.42% | 356 |
| NESTLEIND | 27-May-21 | 16787.30 | R2 | CE 18000.00 | 41.90 | 12,800 | 1.45% | 4.07% | Long Buildup | 0.25% | 56 |
| NESTLEIND | 27-May-21 | 16787.30 | R1 | CE 17000.00 | 210.05 | 17,600 | -5.25% | 7.98% | Short Buildup | 1.25% | 105 |
| NESTLEIND | 27-May-21 | 16787.30 | S1 | PE 16500.00 | 134.75 | 5,200 | -22.96% | 4.00% | Short Buildup | 0.80% | 50 |
| NESTLEIND | 27-May-21 | 16787.30 | S2 | PE 16000.00 | 45.45 | 10,350 | -16.68% | -2.82% | Long Windup | 0.27% | 28 |
| NIFTY | 27-May-21 | 14942.35 | R2 | CE 15500.00 | 50.65 | 2,109,300 | 5.19% | 0.51% | Long Buildup | 0.34% | 28180 |
| NIFTY | 27-May-21 | 14942.35 | R1 | CE 15000.00 | 239.25 | 2,681,400 | 14.01% | 3.15% | Long Buildup | 1.60% | 35054 |
| NIFTY | 27-May-21 | 14942.35 | S1 | PE 14000.00 | 36.55 | 4,451,925 | -37.47% | 19.99% | Short Buildup | 0.24% | 44403 |
| NIFTY | 27-May-21 | 14942.35 | S2 | PE 13500.00 | 13.55 | 3,345,075 | -40.18% | -2.72% | Long Windup | 0.09% | 19107 |
| NMDC | 27-May-21 | 200.00 | R2 | CE 210.00 | 7.50 | 4,308,100 | 0.00% | 0.00% | 3.75% | 4294 | |
| NMDC | 27-May-21 | 200.00 | R1 | CE 200.00 | 11.50 | 4,294,700 | 0.00% | 0.00% | 5.75% | 4827 | |
| NMDC | 27-May-21 | 200.00 | S1 | PE 160.00 | 0.50 | 2,425,400 | -52.38% | 39.77% | Short Buildup | 0.25% | 822 |
| NMDC | 27-May-21 | 200.00 | S1 | PE 150.00 | 0.30 | 2,566,100 | -33.33% | 1.59% | Short Buildup | 0.15% | 358 |
| NTPC | 27-May-21 | 107.70 | R2 | CE 110.00 | 2.30 | 15,509,700 | 70.37% | 52.87% | Long Buildup | 2.14% | 6846 |
| NTPC | 27-May-21 | 107.70 | R1 | CE 105.00 | 4.95 | 5,272,500 | 50.00% | -10.19% | Short Covering | 4.60% | 2155 |
| NTPC | 27-May-21 | 107.70 | S1 | PE 100.00 | 0.60 | 2,582,100 | -47.83% | 16.45% | Short Buildup | 0.56% | 650 |
| NTPC | 27-May-21 | 107.70 | S2 | PE 95.00 | 0.25 | 1,727,100 | -44.44% | -11.14% | Long Windup | 0.23% | 430 |
| ONGC | 27-May-21 | 113.90 | R2 | CE 120.00 | 2.00 | 6,344,800 | 25.00% | 18.05% | Long Buildup | 1.76% | 1608 |
| ONGC | 27-May-21 | 113.90 | R1 | CE 115.00 | 3.65 | 13,552,000 | 25.86% | -0.68% | Short Covering | 3.20% | 2150 |
| ONGC | 27-May-21 | 113.90 | S1 | PE 105.00 | 0.90 | 1,732,500 | -37.93% | 19.05% | Short Buildup | 0.79% | 303 |
| ONGC | 27-May-21 | 113.90 | S2 | PE 100.00 | 0.40 | 2,671,900 | -42.86% | 6.77% | Short Buildup | 0.35% | 363 |
| PAGEIND | 27-May-21 | 29127.95 | R2 | CE 30000.00 | 492.65 | 90 | -29.51% | 50.00% | Short Buildup | 1.69% | 3 |
| PAGEIND | 27-May-21 | 29127.95 | S1 | PE 29000.00 | 701.30 | 150 | 1.28% | 66.67% | Long Buildup | 2.41% | 2 |
| PAGEIND | 27-May-21 | 29127.95 | S2 | PE 25000.00 | 64.30 | 90 | -14.27% | 0.00% | 0.22% | 1 | |
| PEL | 27-May-21 | 1707.00 | R2 | CE 1800.00 | 47.80 | 133,650 | 19.50% | 6.81% | Long Buildup | 2.80% | 392 |
| PEL | 27-May-21 | 1707.00 | R1 | CE 1700.00 | 86.95 | 142,450 | 21.10% | -4.25% | Short Covering | 5.09% | 474 |
| PEL | 27-May-21 | 1707.00 | S1 | PE 1700.00 | 66.65 | 80,850 | -31.43% | 1.38% | Short Buildup | 3.90% | 61 |
| PEL | 27-May-21 | 1707.00 | S2 | PE 1600.00 | 32.20 | 85,800 | -35.21% | -4.00% | Long Windup | 1.89% | 214 |
| PETRONET | 27-May-21 | 241.20 | R1 | CE 250.00 | 4.00 | 1,131,000 | -17.53% | 10.23% | Short Buildup | 1.66% | 147 |
| PETRONET | 27-May-21 | 241.20 | R1 | CE 240.00 | 8.45 | 447,000 | -6.63% | -0.67% | Long Windup | 3.50% | 12 |
| PETRONET | 27-May-21 | 241.20 | S1 | PE 240.00 | 5.25 | 327,000 | 1.94% | 0.93% | Long Buildup | 2.18% | 30 |
| PETRONET | 27-May-21 | 241.20 | S2 | PE 220.00 | 0.90 | 321,000 | 0.00% | -0.93% | 0.37% | 8 | |
| PFC | 27-May-21 | 114.35 | R2 | CE 120.00 | 2.25 | 2,994,600 | 40.63% | 18.97% | Long Buildup | 1.97% | 1018 |
| PFC | 27-May-21 | 114.35 | R1 | CE 115.00 | 4.05 | 2,777,600 | 37.29% | -36.63% | Short Covering | 3.54% | 1350 |
| PFC | 27-May-21 | 114.35 | S1 | PE 110.00 | 2.10 | 1,612,000 | -44.74% | -20.73% | Long Windup | 1.84% | 474 |
| PFC | 27-May-21 | 114.35 | S2 | PE 100.00 | 0.40 | 2,046,000 | -52.94% | 6.80% | Short Buildup | 0.35% | 572 |
| PFIZER | 27-May-21 | 5390.60 | R2 | CE 6000.00 | 73.80 | 30,875 | 0.07% | 2.07% | Long Buildup | 1.37% | 134 |
| PFIZER | 27-May-21 | 5390.60 | R1 | CE 5500.00 | 213.55 | 15,375 | 9.94% | 57.69% | Long Buildup | 3.96% | 205 |
| PFIZER | 27-May-21 | 5390.60 | S1 | PE 5000.00 | 85.00 | 9,625 | -14.57% | -9.41% | Long Windup | 1.58% | 23 |
| PFIZER | 27-May-21 | 5390.60 | S2 | PE 4800.00 | 41.00 | 6,750 | -3.87% | 3.85% | Short Buildup | 0.76% | 3 |
| PIDILITIND | 27-May-21 | 1846.85 | R1 | CE 1900.00 | 29.20 | 115,000 | 55.73% | 29.21% | Long Buildup | 1.58% | 976 |
| PIDILITIND | 27-May-21 | 1846.85 | R1 | CE 1860.00 | 45.50 | 64,000 | 52.94% | 70.67% | Long Buildup | 2.46% | 322 |
| PIDILITIND | 27-May-21 | 1846.85 | S1 | PE 1800.00 | 22.40 | 63,000 | -35.82% | 9.57% | Short Buildup | 1.21% | 106 |
| PIDILITIND | 27-May-21 | 1846.85 | S2 | PE 1700.00 | 4.55 | 59,000 | -40.13% | -1.67% | Long Windup | 0.25% | 46 |
| PIIND | 27-May-21 | 2676.05 | R2 | CE 3000.00 | 26.05 | 20,500 | 77.82% | 228.00% | Long Buildup | 0.97% | 183 |
| PIIND | 27-May-21 | 2676.05 | R1 | CE 2700.00 | 100.80 | 28,500 | 69.55% | 0.00% | 3.77% | 734 | |
| PIIND | 27-May-21 | 2676.05 | S1 | PE 2500.00 | 35.30 | 7,500 | -47.78% | 7.14% | Short Buildup | 1.32% | 15 |
| PIIND | 27-May-21 | 2676.05 | S2 | PE 2300.00 | 9.95 | 5,750 | 0.00% | 0.00% | 0.37% | 0 | |
| PNB | 27-May-21 | 35.60 | R1 | CE 40.00 | 0.65 | 30,240,000 | -23.53% | 23.53% | Short Buildup | 1.83% | 3857 |
| PNB | 27-May-21 | 35.60 | R1 | CE 38.00 | 1.00 | 16,960,000 | -23.08% | 65.37% | Short Buildup | 2.81% | 2033 |
| PNB | 27-May-21 | 35.60 | S1 | PE 35.00 | 1.80 | 17,808,000 | 24.14% | 58.10% | Long Buildup | 5.06% | 1321 |
| PNB | 27-May-21 | 35.60 | S2 | PE 32.00 | 0.65 | 8,688,000 | 30.00% | 40.31% | Long Buildup | 1.83% | 672 |
| POWERGRID | 27-May-21 | 219.85 | R2 | CE 225.00 | 4.70 | 1,024,000 | 74.07% | -10.49% | Short Covering | 2.14% | 364 |
| POWERGRID | 27-May-21 | 219.85 | R1 | CE 220.00 | 6.90 | 2,480,000 | 66.27% | 80.76% | Long Buildup | 3.14% | 1506 |
| POWERGRID | 27-May-21 | 219.85 | S1 | PE 210.00 | 2.10 | 728,000 | -33.33% | -24.79% | Long Windup | 0.96% | 293 |
| POWERGRID | 27-May-21 | 219.85 | S2 | PE 200.00 | 0.65 | 724,000 | -40.91% | -6.70% | Long Windup | 0.30% | 177 |
| PVR | 27-May-21 | 1153.20 | R2 | CE 1300.00 | 11.10 | 135,938 | -20.71% | 5.36% | Short Buildup | 0.96% | 554 |
| PVR | 27-May-21 | 1153.20 | R1 | CE 1200.00 | 34.20 | 166,056 | -8.68% | -0.97% | Long Windup | 2.97% | 430 |
| PVR | 27-May-21 | 1153.20 | S1 | PE 1100.00 | 29.70 | 142,450 | -12.65% | 10.06% | Short Buildup | 2.58% | 347 |
| PVR | 27-May-21 | 1153.20 | S2 | PE 1000.00 | 9.80 | 222,222 | -15.88% | 2.82% | Short Buildup | 0.85% | 318 |
| RAMCOCEM | 27-May-21 | 951.90 | R1 | CE 1000.00 | 20.10 | 62,050 | -13.55% | 17.74% | Short Buildup | 2.11% | 35 |
| RAMCOCEM | 27-May-21 | 951.90 | S1 | PE 1000.00 | 57.90 | 2,550 | 40.02% | 0.00% | 6.08% | 1 | |
| RAMCOCEM | 27-May-21 | 951.90 | R1 | CE 980.00 | 25.85 | 28,900 | -24.19% | 0.00% | 2.72% | 9 | |
| RAMCOCEM | 27-May-21 | 951.90 | S2 | PE 940.00 | 30.00 | 3,400 | 0.00% | 0.00% | 3.15% | 0 | |
| RBLBANK | 27-May-21 | 187.55 | R2 | CE 200.00 | 4.90 | 2,586,800 | 13.95% | 1.48% | Long Buildup | 2.61% | 1891 |
| RBLBANK | 27-May-21 | 187.55 | R1 | CE 190.00 | 8.60 | 3,242,200 | 10.26% | 42.60% | Long Buildup | 4.59% | 2316 |
| RBLBANK | 27-May-21 | 187.55 | S1 | PE 180.00 | 5.50 | 1,479,000 | -10.57% | 15.38% | Short Buildup | 2.93% | 814 |
| RBLBANK | 27-May-21 | 187.55 | S2 | PE 170.00 | 2.75 | 939,600 | -15.38% | -3.28% | Long Windup | 1.47% | 308 |
| RECLTD | 27-May-21 | 135.50 | R2 | CE 150.00 | 1.05 | 1,026,000 | 90.91% | 16.33% | Long Buildup | 0.77% | 278 |
| RECLTD | 27-May-21 | 135.50 | R1 | CE 140.00 | 3.30 | 2,142,000 | 78.38% | 35.74% | Long Buildup | 2.44% | 673 |
| RECLTD | 27-May-21 | 135.50 | S1 | PE 130.00 | 2.05 | 618,000 | -43.06% | 6.19% | Short Buildup | 1.51% | 200 |
| RECLTD | 27-May-21 | 135.50 | S2 | PE 120.00 | 0.40 | 972,000 | -55.56% | -4.14% | Long Windup | 0.30% | 107 |
| RELIANCE | 27-May-21 | 1926.20 | R2 | CE 2100.00 | 8.85 | 2,937,000 | -18.81% | -3.21% | Long Windup | 0.46% | 7718 |
| RELIANCE | 27-May-21 | 1926.20 | R1 | CE 2000.00 | 24.15 | 3,375,250 | -11.05% | 7.47% | Short Buildup | 1.25% | 13074 |
| RELIANCE | 27-May-21 | 1926.20 | S1 | PE 1900.00 | 28.95 | 1,355,000 | -8.10% | 6.07% | Short Buildup | 1.50% | 6945 |
| RELIANCE | 27-May-21 | 1926.20 | S2 | PE 1800.00 | 7.75 | 987,750 | -16.22% | -1.42% | Long Windup | 0.40% | 3475 |
| SAIL | 27-May-21 | 146.30 | R2 | CE 150.00 | 8.15 | 9,595,000 | 12.41% | 43.26% | Long Buildup | 5.57% | 3423 |
| SAIL | 27-May-21 | 146.30 | R1 | CE 145.00 | 10.35 | 4,180,000 | 11.29% | -9.84% | Short Covering | 7.07% | 940 |
| SAIL | 27-May-21 | 146.30 | S1 | PE 120.00 | 1.15 | 4,294,000 | -14.81% | -1.95% | Long Windup | 0.79% | 661 |
| SAIL | 27-May-21 | 146.30 | S2 | PE 100.00 | 0.25 | 5,101,500 | 0.00% | -9.29% | 0.17% | 183 | |
| SBILIFE | 27-May-21 | 1005.00 | R2 | CE 1100.00 | 5.05 | 660,000 | -12.17% | 4.89% | Short Buildup | 0.50% | 1298 |
| SBILIFE | 27-May-21 | 1005.00 | R1 | CE 1000.00 | 28.65 | 587,250 | -1.55% | -17.75% | Long Windup | 2.85% | 1887 |
| SBILIFE | 27-May-21 | 1005.00 | S1 | PE 1000.00 | 21.40 | 288,750 | -14.40% | 20.31% | Short Buildup | 2.13% | 1059 |
| SBILIFE | 27-May-21 | 1005.00 | S2 | PE 900.00 | 2.25 | 301,500 | -22.41% | -0.99% | Long Windup | 0.22% | 345 |
| SBIN | 27-May-21 | 361.70 | R2 | CE 400.00 | 3.45 | 6,447,000 | 4.55% | -0.85% | Short Covering | 0.95% | 4697 |
| SBIN | 27-May-21 | 361.70 | R1 | CE 370.00 | 11.50 | 5,451,000 | 8.49% | 13.21% | Long Buildup | 3.18% | 7567 |
| SBIN | 27-May-21 | 361.70 | S1 | PE 350.00 | 8.40 | 4,293,000 | -22.94% | 7.51% | Short Buildup | 2.32% | 2987 |
| SBIN | 27-May-21 | 361.70 | S2 | PE 300.00 | 0.95 | 3,469,500 | -29.63% | 3.72% | Short Buildup | 0.26% | 1763 |
| SHREECEM | 27-May-21 | 27309.95 | R2 | CE 30000.00 | 179.70 | 750 | -35.11% | -9.09% | Long Windup | 0.66% | 38 |
| SHREECEM | 27-May-21 | 27309.95 | S1 | PE 30000.00 | 2668.55 | 300 | 7.39% | 0.00% | 9.77% | 1 | |
| SHREECEM | 27-May-21 | 27309.95 | R1 | CE 27500.00 | 856.70 | 250 | -21.76% | 900.00% | Short Buildup | 3.14% | 16 |
| SHREECEM | 27-May-21 | 27309.95 | S2 | PE 25000.00 | 123.80 | 400 | 39.65% | 23.08% | Long Buildup | 0.45% | 9 |
| SIEMENS | 27-May-21 | 1883.00 | R2 | CE 2000.00 | 29.95 | 29,425 | 13.23% | 32.10% | Long Buildup | 1.59% | 95 |
| SIEMENS | 27-May-21 | 1883.00 | R1 | CE 1900.00 | 62.50 | 51,425 | 12.71% | 6.86% | Long Buildup | 3.32% | 242 |
| SIEMENS | 27-May-21 | 1883.00 | S1 | PE 1800.00 | 27.35 | 25,300 | -27.93% | 13.58% | Short Buildup | 1.45% | 34 |
| SIEMENS | 27-May-21 | 1883.00 | S2 | PE 1700.00 | 14.00 | 13,475 | 0.00% | 0.00% | 0.74% | 0 | |
| SRF | 27-May-21 | 6299.40 | R1 | CE 7000.00 | 37.60 | 106,125 | -18.35% | -10.44% | Long Windup | 0.60% | 718 |
| SRF | 27-May-21 | 6299.40 | R1 | CE 6500.00 | 139.00 | 68,500 | -10.38% | -2.14% | Long Windup | 2.21% | 723 |
| SRF | 27-May-21 | 6299.40 | S1 | PE 6200.00 | 147.10 | 17,125 | -25.42% | -27.89% | Long Windup | 2.34% | 325 |
| SRF | 27-May-21 | 6299.40 | S2 | PE 6000.00 | 84.85 | 35,125 | -32.66% | -30.96% | Long Windup | 1.35% | 579 |
| SRTRANSFIN | 27-May-21 | 1332.75 | R2 | CE 1500.00 | 14.05 | 187,200 | 27.15% | -7.33% | Short Covering | 1.05% | 611 |
| SRTRANSFIN | 27-May-21 | 1332.75 | R1 | CE 1400.00 | 34.90 | 326,000 | 33.97% | 10.73% | Long Buildup | 2.62% | 1180 |
| SRTRANSFIN | 27-May-21 | 1332.75 | S1 | PE 1300.00 | 38.95 | 106,800 | -33.13% | 5.95% | Short Buildup | 2.92% | 348 |
| SRTRANSFIN | 27-May-21 | 1332.75 | S2 | PE 1200.00 | 12.60 | 117,200 | -40.00% | -2.98% | Long Windup | 0.95% | 236 |
| SUNPHARMA | 27-May-21 | 698.20 | R2 | CE 720.00 | 15.45 | 1,016,400 | 31.49% | 39.35% | Long Buildup | 2.21% | 2936 |
| SUNPHARMA | 27-May-21 | 698.20 | R1 | CE 700.00 | 23.20 | 2,573,200 | 34.49% | -15.10% | Short Covering | 3.32% | 9548 |
| SUNPHARMA | 27-May-21 | 698.20 | S1 | PE 650.00 | 4.60 | 673,400 | -54.90% | 5.25% | Short Buildup | 0.66% | 936 |
| SUNPHARMA | 27-May-21 | 698.20 | S2 | PE 600.00 | 1.15 | 992,600 | -41.03% | 12.18% | Short Buildup | 0.16% | 540 |
| SUNTV | 27-May-21 | 505.25 | R2 | CE 650.00 | 0.95 | 801,000 | 0.00% | -1.48% | 0.19% | 8 | |
| SUNTV | 27-May-21 | 505.25 | R1 | CE 600.00 | 3.45 | 1,050,000 | -13.75% | -3.85% | Long Windup | 0.68% | 28 |
| SUNTV | 27-May-21 | 505.25 | S1 | PE 480.00 | 12.60 | 379,500 | -37.00% | -2.32% | Long Windup | 2.49% | 6 |
| SUNTV | 27-May-21 | 505.25 | S2 | PE 450.00 | 6.00 | 223,500 | -36.84% | -3.87% | Long Windup | 1.19% | 6 |
| TATACHEM | 27-May-21 | 683.80 | R2 | CE 800.00 | 3.60 | 2,474,000 | 5.88% | -2.68% | Short Covering | 0.53% | 74 |
| TATACHEM | 27-May-21 | 683.80 | R1 | CE 750.00 | 8.55 | 869,000 | -2.84% | -5.95% | Long Windup | 1.25% | 61 |
| TATACHEM | 27-May-21 | 683.80 | S1 | PE 700.00 | 32.65 | 1,248,000 | 0.00% | -0.72% | 4.77% | 24 | |
| TATACHEM | 27-May-21 | 683.80 | S2 | PE 600.00 | 2.60 | 394,000 | 6.12% | -3.43% | Short Covering | 0.38% | 16 |
| TATACONSUM | 27-May-21 | 633.15 | R2 | CE 700.00 | 3.55 | 2,116,800 | -13.41% | 2.82% | Short Buildup | 0.56% | 994 |
| TATACONSUM | 27-May-21 | 633.15 | R1 | CE 650.00 | 12.70 | 776,250 | -4.15% | 9.73% | Short Buildup | 2.01% | 1179 |
| TATACONSUM | 27-May-21 | 633.15 | S1 | PE 620.00 | 10.65 | 290,250 | -27.30% | 9.69% | Short Buildup | 1.68% | 367 |
| TATACONSUM | 27-May-21 | 633.15 | S2 | PE 600.00 | 5.35 | 621,000 | -32.70% | 7.23% | Short Buildup | 0.84% | 703 |
| TATAMOTORS | 27-May-21 | 314.85 | R2 | CE 320.00 | 13.00 | 5,075,850 | 68.83% | 15.57% | Long Buildup | 4.13% | 10498 |
| TATAMOTORS | 27-May-21 | 314.85 | R1 | CE 300.00 | 23.80 | 3,545,400 | 53.05% | -18.90% | Short Covering | 7.56% | 3050 |
| TATAMOTORS | 27-May-21 | 314.85 | S1 | PE 300.00 | 7.20 | 3,214,800 | -38.72% | 22.21% | Short Buildup | 2.29% | 3137 |
| TATAMOTORS | 27-May-21 | 314.85 | S2 | PE 280.00 | 2.70 | 2,770,200 | -44.33% | 4.52% | Short Buildup | 0.86% | 1533 |
| TATAPOWER | 27-May-21 | 109.95 | R2 | CE 120.00 | 2.50 | 6,054,750 | 194.12% | 66.11% | Long Buildup | 2.27% | 3629 |
| TATAPOWER | 27-May-21 | 109.95 | R1 | CE 110.00 | 5.85 | 9,308,250 | 154.35% | 39.15% | Long Buildup | 5.32% | 6624 |
| TATAPOWER | 27-May-21 | 109.95 | S1 | PE 100.00 | 1.50 | 4,873,500 | -50.00% | 16.64% | Short Buildup | 1.36% | 1342 |
| TATAPOWER | 27-May-21 | 109.95 | S1 | PE 95.00 | 0.70 | 4,785,750 | -51.72% | -9.80% | Long Windup | 0.64% | 741 |
| TATASTEEL | 27-May-21 | 1216.35 | R2 | CE 1250.00 | 37.15 | 2,208,300 | 37.59% | 9.34% | Long Buildup | 3.05% | 12522 |
| TATASTEEL | 27-May-21 | 1216.35 | R1 | CE 1200.00 | 60.35 | 1,649,000 | 35.16% | -15.39% | Short Covering | 4.96% | 7374 |
| TATASTEEL | 27-May-21 | 1216.35 | S1 | PE 1100.00 | 11.65 | 2,869,600 | -33.24% | 27.01% | Short Buildup | 0.96% | 10613 |
| TATASTEEL | 27-May-21 | 1216.35 | S1 | PE 1000.00 | 3.65 | 2,727,650 | -26.26% | -5.51% | Long Windup | 0.30% | 3047 |
| TCS | 27-May-21 | 3145.50 | R2 | CE 3300.00 | 15.50 | 296,700 | -2.52% | -1.10% | Long Windup | 0.49% | 1373 |
| TCS | 27-May-21 | 3145.50 | R1 | CE 3200.00 | 40.70 | 460,500 | 3.30% | 11.23% | Long Buildup | 1.29% | 3533 |
| TCS | 27-May-21 | 3145.50 | S1 | PE 3100.00 | 36.85 | 176,100 | -18.20% | -8.85% | Long Windup | 1.17% | 1155 |
| TCS | 27-May-21 | 3145.50 | S2 | PE 3000.00 | 13.55 | 329,100 | -25.55% | -1.08% | Long Windup | 0.43% | 1194 |
| TECHM | 27-May-21 | 990.50 | R2 | CE 1100.00 | 3.45 | 433,200 | 1.47% | -2.56% | Short Covering | 0.35% | 505 |
| TECHM | 27-May-21 | 990.50 | R1 | CE 1000.00 | 23.80 | 804,000 | 12.53% | 19.96% | Long Buildup | 2.40% | 2776 |
| TECHM | 27-May-21 | 990.50 | S1 | PE 950.00 | 9.70 | 163,200 | -27.61% | 7.51% | Short Buildup | 0.98% | 306 |
| TECHM | 27-May-21 | 990.50 | S2 | PE 900.00 | 3.00 | 351,600 | -31.82% | 12.26% | Short Buildup | 0.30% | 396 |
| TITAN | 27-May-21 | 1455.15 | R2 | CE 1600.00 | 3.95 | 351,000 | -16.84% | -0.32% | Long Windup | 0.27% | 330 |
| TITAN | 27-May-21 | 1455.15 | R1 | CE 1500.00 | 16.70 | 360,375 | -0.89% | 0.63% | Short Buildup | 1.15% | 1204 |
| TITAN | 27-May-21 | 1455.15 | S1 | PE 1400.00 | 12.75 | 294,375 | -21.05% | 5.65% | Short Buildup | 0.88% | 909 |
| TITAN | 27-May-21 | 1455.15 | S2 | PE 1360.00 | 6.75 | 147,000 | -18.67% | -5.08% | Long Windup | 0.46% | 481 |
| TORNTPHARM | 27-May-21 | 2766.80 | R2 | CE 3000.00 | 36.10 | 34,500 | 129.21% | 39.39% | Long Buildup | 1.30% | 603 |
| TORNTPHARM | 27-May-21 | 2766.80 | R1 | CE 2800.00 | 96.35 | 42,500 | 135.57% | 165.63% | Long Buildup | 3.48% | 1311 |
| TORNTPHARM | 27-May-21 | 2766.80 | S1 | PE 2500.00 | 13.10 | 23,250 | -71.08% | 24.00% | Short Buildup | 0.47% | 144 |
| TORNTPHARM | 27-May-21 | 2766.80 | S2 | PE 2400.00 | 6.60 | 10,250 | -63.43% | -48.75% | Long Windup | 0.24% | 73 |
| TORNTPOWER | 27-May-21 | 451.20 | R2 | CE 460.00 | 15.15 | 313,500 | 405.00% | 6866.67% | Long Buildup | 3.36% | 700 |
| TORNTPOWER | 27-May-21 | 451.20 | R1 | CE 450.00 | 19.05 | 418,500 | 408.00% | 2225.00% | Long Buildup | 4.22% | 1711 |
| TORNTPOWER | 27-May-21 | 451.20 | S1 | PE 420.00 | 6.45 | 52,500 | 0.00% | 0.00% | 1.43% | 95 | |
| TORNTPOWER | 27-May-21 | 451.20 | S1 | PE 400.00 | 2.60 | 40,500 | -65.33% | 68.75% | Short Buildup | 0.58% | 68 |
| TRENT | 27-May-21 | 747.75 | R2 | CE 900.00 | 2.30 | 135,575 | -38.67% | -6.50% | Long Windup | 0.31% | 57 |
| TRENT | 27-May-21 | 747.75 | R1 | CE 800.00 | 12.15 | 100,775 | -32.87% | -7.33% | Long Windup | 1.62% | 125 |
| TRENT | 27-May-21 | 747.75 | S1 | PE 740.00 | 20.55 | 12,325 | -2.14% | 0.00% | 2.75% | 2 | |
| TRENT | 27-May-21 | 747.75 | S2 | PE 700.00 | 9.55 | 26,825 | -21.40% | 8.82% | Short Buildup | 1.28% | 14 |
| TVSMOTOR | 27-May-21 | 611.55 | R2 | CE 700.00 | 2.80 | 623,000 | -26.32% | -1.33% | Long Windup | 0.46% | 120 |
| TVSMOTOR | 27-May-21 | 611.55 | R1 | CE 650.00 | 9.50 | 534,800 | -22.13% | -1.80% | Long Windup | 1.55% | 331 |
| TVSMOTOR | 27-May-21 | 611.55 | S1 | PE 600.00 | 14.50 | 205,800 | -1.36% | 5.76% | Short Buildup | 2.37% | 139 |
| TVSMOTOR | 27-May-21 | 611.55 | S2 | PE 550.00 | 3.45 | 217,000 | -9.21% | -3.13% | Long Windup | 0.56% | 112 |
| UBL | 27-May-21 | 1207.60 | R2 | CE 1300.00 | 11.00 | 38,500 | -19.12% | 1.85% | Short Buildup | 0.91% | 87 |
| UBL | 27-May-21 | 1207.60 | R1 | CE 1240.00 | 25.50 | 122,500 | -23.77% | 27.74% | Short Buildup | 2.11% | 651 |
| UBL | 27-May-21 | 1207.60 | S1 | PE 1180.00 | 20.00 | 25,200 | -1.23% | 0.00% | 1.66% | 3 | |
| UBL | 27-May-21 | 1207.60 | S2 | PE 1100.00 | 5.55 | 30,800 | -10.48% | -12.00% | Long Windup | 0.46% | 21 |
| ULTRACEMCO | 27-May-21 | 6403.10 | R2 | CE 7000.00 | 33.50 | 105,400 | -52.58% | 6.04% | Short Buildup | 0.52% | 3284 |
| ULTRACEMCO | 27-May-21 | 6403.10 | R1 | CE 6500.00 | 149.15 | 120,600 | -36.12% | 20.24% | Short Buildup | 2.33% | 4119 |
| ULTRACEMCO | 27-May-21 | 6403.10 | S1 | PE 6200.00 | 88.10 | 32,100 | -13.71% | -0.62% | Long Windup | 1.38% | 1021 |
| ULTRACEMCO | 27-May-21 | 6403.10 | S2 | PE 6000.00 | 43.85 | 63,300 | -24.13% | 38.82% | Short Buildup | 0.68% | 1575 |
| UPL | 27-May-21 | 674.60 | R2 | CE 700.00 | 21.55 | 1,105,000 | 187.33% | 78.95% | Long Buildup | 3.19% | 7125 |
| UPL | 27-May-21 | 674.60 | R1 | CE 680.00 | 30.10 | 795,600 | 167.56% | 316.33% | Long Buildup | 4.46% | 4401 |
| UPL | 27-May-21 | 674.60 | S1 | PE 620.00 | 9.90 | 347,100 | -56.96% | 88.03% | Short Buildup | 1.47% | 1066 |
| UPL | 27-May-21 | 674.60 | S1 | PE 600.00 | 6.45 | 578,500 | -56.42% | 39.06% | Short Buildup | 0.96% | 956 |
| VEDL | 27-May-21 | 293.85 | R2 | CE 300.00 | 14.50 | 6,032,600 | 49.48% | 48.10% | Long Buildup | 4.93% | 6452 |
| VEDL | 27-May-21 | 293.85 | R1 | CE 270.00 | 31.45 | 3,199,200 | 36.44% | -6.61% | Short Covering | 10.70% | 386 |
| VEDL | 27-May-21 | 293.85 | S1 | PE 270.00 | 5.75 | 2,430,400 | -31.95% | 23.66% | Short Buildup | 1.96% | 1144 |
| VEDL | 27-May-21 | 293.85 | S1 | PE 250.00 | 2.10 | 1,559,300 | -34.38% | -5.09% | Long Windup | 0.71% | 481 |
| VOLTAS | 27-May-21 | 967.90 | R2 | CE 1100.00 | 5.25 | 148,500 | -13.22% | 17.39% | Short Buildup | 0.54% | 236 |
| VOLTAS | 27-May-21 | 967.90 | R1 | CE 1000.00 | 24.90 | 534,500 | -5.86% | 1.33% | Short Buildup | 2.57% | 1319 |
| VOLTAS | 27-May-21 | 967.90 | S1 | PE 950.00 | 24.10 | 124,000 | -4.93% | 5.53% | Short Buildup | 2.49% | 274 |
| VOLTAS | 27-May-21 | 967.90 | S2 | PE 900.00 | 9.45 | 141,000 | -9.13% | 11.90% | Short Buildup | 0.98% | 314 |
| WIPRO | 27-May-21 | 525.95 | R2 | CE 550.00 | 5.65 | 1,411,200 | 26.97% | -1.23% | Short Covering | 1.07% | 3382 |
| WIPRO | 27-May-21 | 525.95 | R1 | CE 520.00 | 16.50 | 1,286,400 | 33.60% | -9.66% | Short Covering | 3.14% | 6438 |
| WIPRO | 27-May-21 | 525.95 | S1 | PE 500.00 | 5.30 | 1,379,200 | -39.43% | 33.23% | Short Buildup | 1.01% | 1799 |
| WIPRO | 27-May-21 | 525.95 | S1 | PE 450.00 | 1.00 | 1,532,800 | -23.08% | -12.51% | Long Windup | 0.19% | 689 |
| ZEEL | 27-May-21 | 189.00 | R2 | CE 200.00 | 6.30 | 10,215,000 | 2.44% | 12.49% | Long Buildup | 3.33% | 3126 |
| ZEEL | 27-May-21 | 189.00 | R1 | CE 190.00 | 9.90 | 3,219,000 | 5.32% | -0.37% | Short Covering | 5.24% | 1748 |
| ZEEL | 27-May-21 | 189.00 | S1 | PE 180.00 | 5.15 | 2,166,000 | -26.95% | 6.18% | Short Buildup | 2.72% | 837 |
| ZEEL | 27-May-21 | 189.00 | S2 | PE 170.00 | 2.30 | 2,265,000 | -38.67% | 54.40% | Short Buildup | 1.22% | 819 |