| Options summary as on Friday, 17-Jan-20 | |||||||||||
| Symbol | Expiry | SPOT | Zone | Strike | Premium Closing |
Open Interest |
Premium Close % |
OI % Chg | Price Action | Premium Strength (% of SPOT) |
Contracts (Liquidity) |
| ACC | 30-Jan-20 | 1512.35 | R1 | CE 1540.00 | 16.30 | 103,600 | 0.62% | -9.76% | Short Covering | 1.08% | 239 |
| ACC | 30-Jan-20 | 1512.35 | R1 | CE 1520.00 | 23.55 | 78,400 | 2.39% | 0.51% | Long Buildup | 1.56% | 308 |
| ACC | 30-Jan-20 | 1512.35 | S1 | PE 1500.00 | 19.60 | 45,200 | -21.91% | 8.65% | Short Buildup | 1.30% | 145 |
| ACC | 30-Jan-20 | 1512.35 | S2 | PE 1400.00 | 2.05 | 47,200 | -36.92% | -3.28% | Long Windup | 0.14% | 27 |
| ADANIENT | 30-Jan-20 | 228.40 | R2 | CE 240.00 | 4.05 | 488,000 | 138.24% | 114.04% | Long Buildup | 1.77% | 701 |
| ADANIENT | 30-Jan-20 | 228.40 | R1 | CE 230.00 | 7.80 | 972,000 | 108.00% | 122.94% | Long Buildup | 3.42% | 1326 |
| ADANIENT | 30-Jan-20 | 228.40 | S1 | PE 220.00 | 4.40 | 372,000 | -34.33% | 60.34% | Short Buildup | 1.93% | 325 |
| ADANIENT | 30-Jan-20 | 228.40 | S1 | PE 200.00 | 0.95 | 588,000 | -17.39% | 10.53% | Short Buildup | 0.42% | 280 |
| ADANIPORTS | 30-Jan-20 | 387.60 | R2 | CE 400.00 | 4.25 | 1,472,500 | -22.73% | 7.68% | Short Buildup | 1.10% | 495 |
| ADANIPORTS | 30-Jan-20 | 387.60 | R1 | CE 390.00 | 7.75 | 825,000 | -19.27% | 0.61% | Short Buildup | 2.00% | 188 |
| ADANIPORTS | 30-Jan-20 | 387.60 | S1 | PE 380.00 | 4.25 | 382,500 | 16.44% | 4.79% | Long Buildup | 1.10% | 133 |
| ADANIPORTS | 30-Jan-20 | 387.60 | S2 | PE 370.00 | 2.00 | 307,500 | 33.33% | -2.38% | Short Covering | 0.52% | 25 |
| ADANIPOWER | 30-Jan-20 | 64.60 | R2 | CE 70.00 | 0.90 | 1,520,000 | -5.26% | 7.04% | Short Buildup | 1.39% | 180 |
| ADANIPOWER | 30-Jan-20 | 64.60 | R1 | CE 65.00 | 2.30 | 1,640,000 | -9.80% | -4.09% | Long Windup | 3.56% | 231 |
| ADANIPOWER | 30-Jan-20 | 64.60 | S1 | PE 65.00 | 2.50 | 730,000 | 13.64% | 7.35% | Long Buildup | 3.87% | 28 |
| ADANIPOWER | 30-Jan-20 | 64.60 | S2 | PE 60.00 | 0.60 | 980,000 | 9.09% | -12.50% | Short Covering | 0.93% | 52 |
| AMARAJABAT | 30-Jan-20 | 781.50 | R2 | CE 830.00 | 4.15 | 32,800 | -27.83% | 0.00% | 0.53% | 9 | |
| AMARAJABAT | 30-Jan-20 | 781.50 | R1 | CE 800.00 | 11.65 | 84,800 | -17.08% | -4.50% | Long Windup | 1.49% | 132 |
| AMARAJABAT | 30-Jan-20 | 781.50 | S1 | PE 760.00 | 7.90 | 15,200 | -9.20% | -5.00% | Long Windup | 1.01% | 21 |
| AMARAJABAT | 30-Jan-20 | 781.50 | S1 | PE 750.00 | 6.30 | 24,000 | 2.44% | -6.25% | Short Covering | 0.81% | 11 |
| AMBUJACEM | 30-Jan-20 | 210.40 | R2 | CE 220.00 | 1.75 | 575,000 | -10.26% | -6.88% | Long Windup | 0.83% | 145 |
| AMBUJACEM | 30-Jan-20 | 210.40 | R1 | CE 215.00 | 3.20 | 1,002,500 | -3.03% | 1.01% | Short Buildup | 1.52% | 225 |
| AMBUJACEM | 30-Jan-20 | 210.40 | S1 | PE 205.00 | 2.20 | 282,500 | -15.38% | -1.74% | Long Windup | 1.05% | 48 |
| AMBUJACEM | 30-Jan-20 | 210.40 | S2 | PE 200.00 | 1.20 | 365,000 | -17.24% | -3.95% | Long Windup | 0.57% | 39 |
| APOLLOHOSP | 30-Jan-20 | 1618.60 | R2 | CE 1700.00 | 12.05 | 81,000 | 33.15% | 21.80% | Long Buildup | 0.74% | 400 |
| APOLLOHOSP | 30-Jan-20 | 1618.60 | R1 | CE 1640.00 | 29.25 | 58,500 | 37.32% | 17.00% | Long Buildup | 1.81% | 699 |
| APOLLOHOSP | 30-Jan-20 | 1618.60 | S1 | PE 1500.00 | 6.70 | 66,000 | -33.99% | 12.82% | Short Buildup | 0.41% | 171 |
| APOLLOHOSP | 30-Jan-20 | 1618.60 | S2 | PE 1400.00 | 2.55 | 45,500 | 4.08% | -4.21% | Short Covering | 0.16% | 15 |
| APOLLOTYRE | 30-Jan-20 | 180.00 | R2 | CE 185.00 | 3.00 | 456,000 | 81.82% | 111.11% | Long Buildup | 1.67% | 693 |
| APOLLOTYRE | 30-Jan-20 | 180.00 | R1 | CE 180.00 | 5.00 | 474,000 | 56.25% | -27.52% | Short Covering | 2.78% | 1010 |
| APOLLOTYRE | 30-Jan-20 | 180.00 | S1 | PE 170.00 | 1.30 | 285,000 | -36.59% | 6.74% | Short Buildup | 0.72% | 145 |
| APOLLOTYRE | 30-Jan-20 | 180.00 | S2 | PE 160.00 | 0.45 | 321,000 | -25.00% | 0.00% | 0.25% | 34 | |
| ASHOKLEY | 30-Jan-20 | 84.00 | R2 | CE 90.00 | 0.70 | 6,424,000 | -6.67% | -2.55% | Long Windup | 0.83% | 621 |
| ASHOKLEY | 30-Jan-20 | 84.00 | R1 | CE 85.00 | 2.10 | 7,184,000 | 2.44% | 0.00% | 2.50% | 1089 | |
| ASHOKLEY | 30-Jan-20 | 84.00 | S1 | PE 80.00 | 0.75 | 3,536,000 | -21.05% | 8.07% | Short Buildup | 0.89% | 442 |
| ASHOKLEY | 30-Jan-20 | 84.00 | S2 | PE 75.00 | 0.20 | 2,368,000 | -20.00% | -9.20% | Long Windup | 0.24% | 137 |
| ASIANPAINT | 30-Jan-20 | 1830.05 | R1 | CE 1860.00 | 21.45 | 151,200 | -12.80% | 6.33% | Short Buildup | 1.17% | 293 |
| ASIANPAINT | 30-Jan-20 | 1830.05 | R1 | CE 1800.00 | 53.05 | 168,600 | -9.47% | 1.08% | Short Buildup | 2.90% | 44 |
| ASIANPAINT | 30-Jan-20 | 1830.05 | S1 | PE 1800.00 | 16.75 | 187,200 | 7.03% | 1.96% | Long Buildup | 0.92% | 425 |
| ASIANPAINT | 30-Jan-20 | 1830.05 | S2 | PE 1700.00 | 2.60 | 105,600 | 1.96% | -7.37% | Short Covering | 0.14% | 80 |
| AUROPHARMA | 30-Jan-20 | 485.95 | R2 | CE 500.00 | 8.70 | 480,000 | 30.83% | -1.44% | Short Covering | 1.79% | 1077 |
| AUROPHARMA | 30-Jan-20 | 485.95 | R1 | CE 490.00 | 12.60 | 436,000 | 28.57% | 15.34% | Long Buildup | 2.59% | 891 |
| AUROPHARMA | 30-Jan-20 | 485.95 | S1 | PE 480.00 | 10.15 | 222,000 | -39.22% | 19.35% | Short Buildup | 2.09% | 348 |
| AUROPHARMA | 30-Jan-20 | 485.95 | S1 | PE 460.00 | 4.05 | 183,000 | -47.06% | -17.57% | Long Windup | 0.83% | 312 |
| AXISBANK | 30-Jan-20 | 739.90 | R2 | CE 770.00 | 6.75 | 1,404,000 | 3.05% | -0.76% | Short Covering | 0.91% | 648 |
| AXISBANK | 30-Jan-20 | 739.90 | R1 | CE 750.00 | 13.75 | 1,670,400 | 5.77% | 9.69% | Long Buildup | 1.86% | 2420 |
| AXISBANK | 30-Jan-20 | 739.90 | S1 | PE 740.00 | 14.95 | 757,200 | -9.94% | 2.60% | Short Buildup | 2.02% | 957 |
| AXISBANK | 30-Jan-20 | 739.90 | S2 | PE 700.00 | 3.40 | 775,200 | -22.73% | -28.62% | Long Windup | 0.46% | 1170 |
| BAJAJ-AUTO | 30-Jan-20 | 3118.10 | R1 | CE 3200.00 | 29.80 | 95,000 | 6.24% | 1.33% | Long Buildup | 0.96% | 546 |
| BAJAJ-AUTO | 30-Jan-20 | 3118.10 | R1 | CE 3150.00 | 48.35 | 52,500 | 3.09% | 25.75% | Long Buildup | 1.55% | 467 |
| BAJAJ-AUTO | 30-Jan-20 | 3118.10 | S1 | PE 3100.00 | 43.95 | 45,250 | -5.48% | 9.04% | Short Buildup | 1.41% | 174 |
| BAJAJ-AUTO | 30-Jan-20 | 3118.10 | S2 | PE 3000.00 | 14.70 | 30,250 | -6.07% | 5.22% | Short Buildup | 0.47% | 75 |
| BAJAJFINSV | 30-Jan-20 | 9715.00 | R2 | CE 10000.00 | 74.80 | 21,750 | 49.15% | 12.99% | Long Buildup | 0.77% | 406 |
| BAJAJFINSV | 30-Jan-20 | 9715.00 | R1 | CE 9900.00 | 104.45 | 21,875 | 46.19% | 186.89% | Long Buildup | 1.08% | 682 |
| BAJAJFINSV | 30-Jan-20 | 9715.00 | S1 | PE 9500.00 | 78.55 | 20,500 | -29.96% | 38.98% | Short Buildup | 0.81% | 332 |
| BAJAJFINSV | 30-Jan-20 | 9715.00 | S2 | PE 9400.00 | 55.60 | 16,125 | -33.13% | -2.27% | Long Windup | 0.57% | 232 |
| BAJFINANCE | 30-Jan-20 | 4231.75 | R2 | CE 4300.00 | 46.25 | 284,000 | 0.22% | -0.96% | Short Covering | 1.09% | 1328 |
| BAJFINANCE | 30-Jan-20 | 4231.75 | R1 | CE 4200.00 | 92.65 | 202,000 | 1.31% | -6.59% | Short Covering | 2.19% | 766 |
| BAJFINANCE | 30-Jan-20 | 4231.75 | S1 | PE 4200.00 | 54.90 | 352,500 | -12.72% | -0.56% | Long Windup | 1.30% | 1061 |
| BAJFINANCE | 30-Jan-20 | 4231.75 | S2 | PE 4100.00 | 24.65 | 172,000 | -16.86% | -0.29% | Long Windup | 0.58% | 839 |
| BALKRISIND | 30-Jan-20 | 1108.85 | R2 | CE 1160.00 | 7.50 | 40,000 | 3.45% | 6.38% | Long Buildup | 0.68% | 117 |
| BALKRISIND | 30-Jan-20 | 1108.85 | R1 | CE 1140.00 | 12.05 | 43,200 | 2.99% | 80.00% | Long Buildup | 1.09% | 161 |
| BALKRISIND | 30-Jan-20 | 1108.85 | S1 | PE 1060.00 | 9.20 | 62,400 | -23.33% | 50.00% | Short Buildup | 0.83% | 169 |
| BALKRISIND | 30-Jan-20 | 1108.85 | S2 | PE 960.00 | 1.30 | 49,600 | -16.13% | 0.00% | 0.12% | 42 | |
| BANKBARODA | 30-Jan-20 | 97.35 | R2 | CE 105.00 | 1.10 | 5,929,200 | -8.33% | 3.68% | Short Buildup | 1.13% | 816 |
| BANKBARODA | 30-Jan-20 | 97.35 | R1 | CE 100.00 | 2.40 | 6,183,000 | -4.00% | 7.31% | Short Buildup | 2.47% | 872 |
| BANKBARODA | 30-Jan-20 | 97.35 | S1 | PE 100.00 | 4.65 | 3,169,800 | 0.00% | -1.01% | 4.78% | 156 | |
| BANKBARODA | 30-Jan-20 | 97.35 | S2 | PE 95.00 | 2.05 | 2,943,000 | -4.65% | -3.37% | Long Windup | 2.11% | 270 |
| BANKNIFTY | 30-Jan-20 | 31590.65 | R2 | CE 33000.00 | 42.60 | 483,180 | -32.06% | 10.48% | Short Buildup | 0.13% | 21039 |
| BANKNIFTY | 30-Jan-20 | 31590.65 | R1 | CE 32000.00 | 253.50 | 446,700 | -28.17% | 17.58% | Short Buildup | 0.80% | 48914 |
| BANKNIFTY | 30-Jan-20 | 31590.65 | S1 | PE 31500.00 | 292.75 | 510,140 | 27.95% | -7.78% | Short Covering | 0.93% | 33683 |
| BANKNIFTY | 30-Jan-20 | 31590.65 | S2 | PE 31000.00 | 155.60 | 504,140 | 26.92% | -9.72% | Short Covering | 0.49% | 36585 |
| BATAINDIA | 30-Jan-20 | 1789.70 | R2 | CE 1820.00 | 19.80 | 73,150 | 12.82% | 2.31% | Long Buildup | 1.11% | 296 |
| BATAINDIA | 30-Jan-20 | 1789.70 | R1 | CE 1800.00 | 28.10 | 155,100 | 14.23% | -8.14% | Short Covering | 1.57% | 487 |
| BATAINDIA | 30-Jan-20 | 1789.70 | S1 | PE 1760.00 | 15.35 | 58,300 | -25.30% | 12.77% | Short Buildup | 0.86% | 161 |
| BATAINDIA | 30-Jan-20 | 1789.70 | S2 | PE 1700.00 | 4.65 | 48,950 | -19.13% | -5.32% | Long Windup | 0.26% | 49 |
| BEL | 30-Jan-20 | 108.60 | R2 | CE 110.00 | 2.90 | 1,728,000 | 23.40% | -24.61% | Short Covering | 2.67% | 696 |
| BEL | 30-Jan-20 | 108.60 | R1 | CE 105.00 | 5.60 | 1,428,000 | 25.84% | -33.70% | Short Covering | 5.16% | 293 |
| BEL | 30-Jan-20 | 108.60 | S1 | PE 100.00 | 0.65 | 954,000 | -55.17% | -13.59% | Long Windup | 0.60% | 195 |
| BEL | 30-Jan-20 | 108.60 | S2 | PE 95.00 | 0.20 | 630,000 | -60.00% | -7.89% | Long Windup | 0.18% | 86 |
| BERGEPAINT | 30-Jan-20 | 563.25 | R1 | CE 520.00 | 45.00 | 169,400 | 40.85% | -12.50% | Short Covering | 7.99% | 23 |
| BERGEPAINT | 30-Jan-20 | 563.25 | R1 | CE 510.00 | 50.40 | 99,000 | 27.11% | 0.00% | 8.95% | 1 | |
| BERGEPAINT | 30-Jan-20 | 563.25 | S1 | PE 500.00 | 0.75 | 253,000 | -31.82% | 7.48% | Short Buildup | 0.13% | 32 |
| BERGEPAINT | 30-Jan-20 | 563.25 | S2 | PE 480.00 | 0.25 | 127,600 | -37.50% | 0.00% | 0.04% | 5 | |
| BHARATFORG | 30-Jan-20 | 522.45 | R2 | CE 550.00 | 3.30 | 126,100 | -17.50% | 24.36% | Short Buildup | 0.63% | 152 |
| BHARATFORG | 30-Jan-20 | 522.45 | R1 | CE 500.00 | 24.95 | 162,500 | -20.16% | -0.79% | Long Windup | 4.78% | 1 |
| BHARATFORG | 30-Jan-20 | 522.45 | S1 | PE 500.00 | 3.30 | 188,500 | 13.79% | -3.33% | Short Covering | 0.63% | 41 |
| BHARATFORG | 30-Jan-20 | 522.45 | S2 | PE 490.00 | 1.75 | 117,000 | 6.06% | -1.10% | Short Covering | 0.33% | 5 |
| BHARTIARTL | 30-Jan-20 | 500.05 | R2 | CE 500.00 | 13.65 | 1,493,757 | 187.37% | -25.42% | Short Covering | 2.73% | 9620 |
| BHARTIARTL | 30-Jan-20 | 500.05 | R1 | CE 480.00 | 25.10 | 1,232,766 | 148.51% | -13.51% | Short Covering | 5.02% | 1539 |
| BHARTIARTL | 30-Jan-20 | 500.05 | S1 | PE 470.00 | 4.85 | 1,136,514 | -59.07% | 125.74% | Short Buildup | 0.97% | 3480 |
| BHARTIARTL | 30-Jan-20 | 500.05 | S1 | PE 450.00 | 2.35 | 1,560,393 | -54.37% | 40.97% | Short Buildup | 0.47% | 2565 |
| BHEL | 30-Jan-20 | 46.20 | R2 | CE 50.00 | 0.55 | 7,685,600 | -15.38% | 1.51% | Short Buildup | 1.19% | 284 |
| BHEL | 30-Jan-20 | 46.20 | R1 | CE 48.00 | 0.95 | 2,204,800 | -17.39% | 4.43% | Short Buildup | 2.06% | 153 |
| BHEL | 30-Jan-20 | 46.20 | S1 | PE 45.00 | 0.85 | 1,591,200 | 6.25% | 2.68% | Long Buildup | 1.84% | 42 |
| BHEL | 30-Jan-20 | 46.20 | S2 | PE 35.00 | 0.05 | 1,112,800 | 0.00% | 0.94% | 0.11% | 1 | |
| BIOCON | 30-Jan-20 | 290.55 | R2 | CE 310.00 | 2.60 | 439,300 | 1.96% | 0.53% | Long Buildup | 0.89% | 132 |
| BIOCON | 30-Jan-20 | 290.55 | R1 | CE 300.00 | 5.25 | 795,800 | 6.06% | -6.23% | Short Covering | 1.81% | 526 |
| BIOCON | 30-Jan-20 | 290.55 | S1 | PE 280.00 | 4.00 | 227,700 | -23.81% | -1.00% | Long Windup | 1.38% | 108 |
| BIOCON | 30-Jan-20 | 290.55 | S1 | PE 270.00 | 1.80 | 204,700 | -28.00% | -11.00% | Long Windup | 0.62% | 35 |
| BOSCHLTD | 30-Jan-20 | 15387.15 | R2 | CE 16000.00 | 166.35 | 360 | 14.72% | 0.00% | 1.08% | 30 | |
| BOSCHLTD | 30-Jan-20 | 15387.15 | S1 | PE 15500.00 | 343.15 | 200 | -52.67% | 25.00% | Short Buildup | 2.23% | 3 |
| BOSCHLTD | 30-Jan-20 | 15387.15 | R1 | CE 15250.00 | 438.95 | 240 | 21.07% | -14.29% | Short Covering | 2.85% | 2 |
| BOSCHLTD | 30-Jan-20 | 15387.15 | S2 | PE 15000.00 | 352.85 | 80 | 0.00% | 0.00% | 2.29% | 0 | |
| BPCL | 30-Jan-20 | 453.90 | R2 | CE 500.00 | 1.55 | 1,868,400 | -36.73% | -4.51% | Long Windup | 0.34% | 470 |
| BPCL | 30-Jan-20 | 453.90 | R1 | CE 480.00 | 3.40 | 1,081,800 | -37.04% | 11.71% | Short Buildup | 0.75% | 678 |
| BPCL | 30-Jan-20 | 453.90 | S1 | PE 460.00 | 12.70 | 514,800 | 41.11% | -1.72% | Short Covering | 2.80% | 359 |
| BPCL | 30-Jan-20 | 453.90 | S2 | PE 450.00 | 7.35 | 658,800 | 45.54% | 2.52% | Long Buildup | 1.62% | 625 |
| BRITANNIA | 30-Jan-20 | 3124.45 | R2 | CE 3200.00 | 28.20 | 65,000 | -25.59% | 10.17% | Short Buildup | 0.90% | 381 |
| BRITANNIA | 30-Jan-20 | 3124.45 | R1 | CE 3150.00 | 46.70 | 43,400 | -19.97% | 5.85% | Short Buildup | 1.49% | 260 |
| BRITANNIA | 30-Jan-20 | 3124.45 | S1 | PE 3100.00 | 35.65 | 11,000 | 11.76% | -31.25% | Short Covering | 1.14% | 105 |
| BRITANNIA | 30-Jan-20 | 3124.45 | S2 | PE 3000.00 | 10.75 | 30,200 | -2.27% | -11.70% | Long Windup | 0.34% | 98 |
| CADILAHC | 30-Jan-20 | 269.15 | R2 | CE 280.00 | 4.05 | 554,400 | -28.32% | 21.74% | Short Buildup | 1.50% | 660 |
| CADILAHC | 30-Jan-20 | 269.15 | R1 | CE 275.00 | 5.85 | 613,800 | -23.53% | 2.95% | Short Buildup | 2.17% | 539 |
| CADILAHC | 30-Jan-20 | 269.15 | S1 | PE 260.00 | 3.95 | 178,200 | -2.47% | 118.92% | Short Buildup | 1.47% | 158 |
| CADILAHC | 30-Jan-20 | 269.15 | S2 | PE 250.00 | 1.90 | 114,400 | 2.70% | 23.81% | Long Buildup | 0.71% | 65 |
| CANBK | 30-Jan-20 | 221.60 | R2 | CE 230.00 | 4.70 | 2,080,000 | 5.62% | 4.99% | Long Buildup | 2.12% | 626 |
| CANBK | 30-Jan-20 | 221.60 | R1 | CE 220.00 | 8.80 | 969,800 | 10.00% | -5.09% | Short Covering | 3.97% | 504 |
| CANBK | 30-Jan-20 | 221.60 | S1 | PE 220.00 | 6.40 | 618,800 | -16.88% | 4.39% | Short Buildup | 2.89% | 230 |
| CANBK | 30-Jan-20 | 221.60 | S2 | PE 200.00 | 1.50 | 774,800 | -16.67% | 2.76% | Short Buildup | 0.68% | 103 |
| CASTROLIND | 30-Jan-20 | 137.95 | R2 | CE 140.00 | 3.60 | 721,600 | 84.62% | 21.38% | Long Buildup | 2.61% | 607 |
| CASTROLIND | 30-Jan-20 | 137.95 | R1 | CE 135.00 | 5.85 | 262,400 | 62.50% | -58.97% | Short Covering | 4.24% | 322 |
| CASTROLIND | 30-Jan-20 | 137.95 | S1 | PE 130.00 | 1.20 | 131,200 | -52.00% | -8.57% | Long Windup | 0.87% | 30 |
| CASTROLIND | 30-Jan-20 | 137.95 | S2 | PE 125.00 | 0.60 | 114,800 | -47.83% | -22.22% | Long Windup | 0.43% | 40 |
| CENTURYTEX | 30-Jan-20 | 530.70 | R2 | CE 560.00 | 6.45 | 111,600 | -8.51% | 34.78% | Short Buildup | 1.22% | 307 |
| CENTURYTEX | 30-Jan-20 | 530.70 | R1 | CE 540.00 | 13.00 | 161,400 | -4.41% | 12.55% | Short Buildup | 2.45% | 432 |
| CENTURYTEX | 30-Jan-20 | 530.70 | S1 | PE 500.00 | 4.45 | 84,000 | -11.00% | 0.00% | 0.84% | 65 | |
| CENTURYTEX | 30-Jan-20 | 530.70 | S2 | PE 480.00 | 1.55 | 60,600 | -26.19% | -4.72% | Long Windup | 0.29% | 27 |
| CESC | 30-Jan-20 | 770.50 | R2 | CE 800.00 | 9.05 | 69,600 | 254.90% | 117.50% | Long Buildup | 1.17% | 633 |
| CESC | 30-Jan-20 | 770.50 | R1 | CE 780.00 | 15.20 | 76,000 | 198.04% | 156.76% | Long Buildup | 1.97% | 627 |
| CESC | 30-Jan-20 | 770.50 | S1 | PE 740.00 | 5.35 | 33,600 | -43.09% | 50.00% | Short Buildup | 0.69% | 71 |
| CESC | 30-Jan-20 | 770.50 | S2 | PE 700.00 | 1.05 | 23,200 | -34.38% | -6.45% | Long Windup | 0.14% | 34 |
| CHOLAFIN | 30-Jan-20 | 325.25 | S1 | PE 330.00 | 11.50 | 52,500 | 27.78% | 0.00% | 3.54% | 1 | |
| CHOLAFIN | 30-Jan-20 | 325.25 | R2 | CE 320.00 | 13.00 | 70,000 | -3.70% | 0.00% | 4.00% | 1 | |
| CHOLAFIN | 30-Jan-20 | 325.25 | R1 | CE 310.00 | 20.75 | 65,000 | 0.00% | 0.00% | 6.38% | 0 | |
| CHOLAFIN | 30-Jan-20 | 325.25 | S2 | PE 300.00 | 1.00 | 32,500 | 0.00% | 0.00% | 0.31% | 0 | |
| CIPLA | 30-Jan-20 | 480.30 | R2 | CE 500.00 | 3.70 | 428,950 | -5.13% | 9.71% | Short Buildup | 0.77% | 243 |
| CIPLA | 30-Jan-20 | 480.30 | R1 | CE 480.00 | 10.75 | 308,200 | -2.71% | 8.50% | Short Buildup | 2.24% | 236 |
| CIPLA | 30-Jan-20 | 480.30 | S1 | PE 480.00 | 8.30 | 126,500 | -9.29% | 3.77% | Short Buildup | 1.73% | 79 |
| CIPLA | 30-Jan-20 | 480.30 | S2 | PE 470.00 | 4.35 | 108,100 | -15.53% | 23.68% | Short Buildup | 0.91% | 133 |
| COALINDIA | 30-Jan-20 | 207.90 | R2 | CE 220.00 | 1.00 | 928,800 | -23.08% | 4.88% | Short Buildup | 0.48% | 229 |
| COALINDIA | 30-Jan-20 | 207.90 | R1 | CE 210.00 | 3.25 | 1,036,800 | -23.53% | 21.90% | Short Buildup | 1.56% | 381 |
| COALINDIA | 30-Jan-20 | 207.90 | S1 | PE 200.00 | 1.45 | 820,800 | 26.09% | -7.88% | Short Covering | 0.70% | 286 |
| COALINDIA | 30-Jan-20 | 207.90 | S2 | PE 190.00 | 0.35 | 585,900 | 16.67% | -1.81% | Short Covering | 0.17% | 29 |
| COLPAL | 30-Jan-20 | 1509.95 | R2 | CE 1520.00 | 24.55 | 43,400 | -2.39% | 6.90% | Short Buildup | 1.63% | 63 |
| COLPAL | 30-Jan-20 | 1509.95 | R1 | CE 1500.00 | 34.65 | 57,400 | -2.67% | -7.87% | Long Windup | 2.29% | 39 |
| COLPAL | 30-Jan-20 | 1509.95 | S1 | PE 1500.00 | 18.40 | 24,500 | -3.66% | 29.63% | Short Buildup | 1.22% | 19 |
| COLPAL | 30-Jan-20 | 1509.95 | S1 | PE 1480.00 | 10.50 | 18,200 | -17.32% | -13.33% | Long Windup | 0.70% | 9 |
| CONCOR | 30-Jan-20 | 554.40 | R2 | CE 600.00 | 1.30 | 212,568 | -29.73% | 2.26% | Short Buildup | 0.23% | 14 |
| CONCOR | 30-Jan-20 | 554.40 | R1 | CE 580.00 | 2.95 | 206,316 | -27.16% | 7.32% | Short Buildup | 0.53% | 40 |
| CONCOR | 30-Jan-20 | 554.40 | S1 | PE 550.00 | 7.60 | 170,367 | 25.62% | -0.91% | Short Covering | 1.37% | 26 |
| CONCOR | 30-Jan-20 | 554.40 | S2 | PE 540.00 | 3.75 | 250,080 | 27.12% | 0.63% | Long Buildup | 0.68% | 4 |
| CUMMINSIND | 30-Jan-20 | 578.90 | R2 | CE 620.00 | 4.70 | 51,300 | -44.38% | 3.64% | Short Buildup | 0.81% | 19 |
| CUMMINSIND | 30-Jan-20 | 578.90 | R1 | CE 600.00 | 9.20 | 114,300 | -40.07% | 8.55% | Short Buildup | 1.59% | 159 |
| CUMMINSIND | 30-Jan-20 | 578.90 | S1 | PE 580.00 | 14.00 | 38,700 | 24.44% | 2.38% | Long Buildup | 2.42% | 17 |
| CUMMINSIND | 30-Jan-20 | 578.90 | S2 | PE 570.00 | 11.50 | 29,700 | 49.35% | 6.45% | Long Buildup | 1.99% | 4 |
| DABUR | 30-Jan-20 | 489.65 | R2 | CE 500.00 | 5.15 | 168,750 | 7.29% | 5.47% | Long Buildup | 1.05% | 166 |
| DABUR | 30-Jan-20 | 489.65 | R1 | CE 470.00 | 22.60 | 318,750 | 2.96% | -1.16% | Short Covering | 4.62% | 7 |
| DABUR | 30-Jan-20 | 489.65 | S1 | PE 470.00 | 1.25 | 191,250 | -34.21% | -1.92% | Long Windup | 0.26% | 18 |
| DABUR | 30-Jan-20 | 489.65 | S2 | PE 460.00 | 0.70 | 110,000 | -30.00% | -1.12% | Long Windup | 0.14% | 6 |
| DISHTV | 30-Jan-20 | 13.10 | R2 | CE 14.00 | 0.75 | 2,818,800 | 25.00% | -6.45% | Short Covering | 5.73% | 50 |
| DISHTV | 30-Jan-20 | 13.10 | R1 | CE 13.00 | 1.15 | 2,284,200 | 21.05% | -5.05% | Short Covering | 8.78% | 30 |
| DISHTV | 30-Jan-20 | 13.10 | S1 | PE 13.00 | 1.00 | 1,579,500 | -9.09% | 58.54% | Short Buildup | 7.63% | 63 |
| DISHTV | 30-Jan-20 | 13.10 | S2 | PE 12.00 | 0.50 | 850,500 | -9.09% | -5.41% | Long Windup | 3.82% | 18 |
| DIVISLAB | 30-Jan-20 | 1903.35 | R1 | CE 1920.00 | 26.65 | 45,600 | -0.93% | 165.12% | Short Buildup | 1.40% | 299 |
| DIVISLAB | 30-Jan-20 | 1903.35 | R1 | CE 1900.00 | 36.20 | 64,400 | 0.42% | -7.47% | Short Covering | 1.90% | 205 |
| DIVISLAB | 30-Jan-20 | 1903.35 | S1 | PE 1860.00 | 12.00 | 13,200 | -20.79% | 43.48% | Short Buildup | 0.63% | 29 |
| DIVISLAB | 30-Jan-20 | 1903.35 | S1 | PE 1800.00 | 4.25 | 20,400 | -25.44% | 0.00% | 0.22% | 8 | |
| DLF | 30-Jan-20 | 261.25 | R2 | CE 270.00 | 3.65 | 1,412,400 | 2.82% | 29.70% | Long Buildup | 1.40% | 1149 |
| DLF | 30-Jan-20 | 261.25 | R1 | CE 260.00 | 7.95 | 1,498,200 | 8.16% | -13.52% | Short Covering | 3.04% | 1327 |
| DLF | 30-Jan-20 | 261.25 | S1 | PE 250.00 | 2.65 | 1,547,700 | -34.57% | 1.52% | Short Buildup | 1.01% | 907 |
| DLF | 30-Jan-20 | 261.25 | S2 | PE 240.00 | 1.20 | 1,168,200 | -38.46% | -13.24% | Long Windup | 0.46% | 266 |
| DRREDDY | 30-Jan-20 | 3034.35 | R2 | CE 3100.00 | 56.40 | 114,000 | 159.31% | 20.63% | Long Buildup | 1.86% | 2986 |
| DRREDDY | 30-Jan-20 | 3034.35 | R1 | CE 3050.00 | 78.55 | 82,000 | 132.05% | 73.54% | Long Buildup | 2.59% | 1499 |
| DRREDDY | 30-Jan-20 | 3034.35 | S1 | PE 3000.00 | 57.15 | 25,250 | -43.42% | 146.34% | Short Buildup | 1.88% | 271 |
| DRREDDY | 30-Jan-20 | 3034.35 | S1 | PE 2900.00 | 25.15 | 46,500 | -48.41% | 22.37% | Short Buildup | 0.83% | 716 |
| EICHERMOT | 30-Jan-20 | 21292.20 | R2 | CE 23000.00 | 79.05 | 22,890 | -33.29% | 9.63% | Short Buildup | 0.37% | 703 |
| EICHERMOT | 30-Jan-20 | 21292.20 | R1 | CE 22000.00 | 248.45 | 18,060 | -30.45% | 11.07% | Short Buildup | 1.17% | 1039 |
| EICHERMOT | 30-Jan-20 | 21292.20 | S1 | PE 20000.00 | 105.85 | 6,270 | 1.34% | -2.34% | Short Covering | 0.50% | 423 |
| EICHERMOT | 30-Jan-20 | 21292.20 | S2 | PE 19000.00 | 26.15 | 6,810 | -10.75% | -13.36% | Long Windup | 0.12% | 121 |
| EQUITAS | 30-Jan-20 | 105.25 | R2 | CE 120.00 | 0.50 | 1,161,300 | 11.11% | -4.05% | Short Covering | 0.48% | 33 |
| EQUITAS | 30-Jan-20 | 105.25 | R1 | CE 110.00 | 1.85 | 2,200,100 | -5.13% | -7.23% | Long Windup | 1.76% | 363 |
| EQUITAS | 30-Jan-20 | 105.25 | S1 | PE 105.00 | 3.15 | 416,500 | -11.27% | 11.84% | Short Buildup | 2.99% | 74 |
| EQUITAS | 30-Jan-20 | 105.25 | S2 | PE 100.00 | 1.40 | 406,700 | -12.50% | -6.74% | Long Windup | 1.33% | 55 |
| ESCORTS | 30-Jan-20 | 705.80 | R2 | CE 700.00 | 21.45 | 190,300 | 26.55% | -14.36% | Short Covering | 3.04% | 1052 |
| ESCORTS | 30-Jan-20 | 705.80 | R1 | CE 680.00 | 33.55 | 209,000 | 22.22% | -10.80% | Short Covering | 4.75% | 144 |
| ESCORTS | 30-Jan-20 | 705.80 | S1 | PE 660.00 | 4.90 | 264,000 | -34.23% | 14.29% | Short Buildup | 0.69% | 346 |
| ESCORTS | 30-Jan-20 | 705.80 | S2 | PE 540.00 | 0.55 | 255,200 | -8.33% | 0.00% | 0.08% | 6 | |
| EXIDEIND | 30-Jan-20 | 196.55 | R2 | CE 200.00 | 3.20 | 429,200 | 6.67% | 2.78% | Long Buildup | 1.63% | 156 |
| EXIDEIND | 30-Jan-20 | 196.55 | R1 | CE 195.00 | 5.40 | 377,000 | 9.09% | -8.45% | Short Covering | 2.75% | 62 |
| EXIDEIND | 30-Jan-20 | 196.55 | S1 | PE 190.00 | 1.85 | 174,000 | -21.28% | -3.23% | Long Windup | 0.94% | 92 |
| EXIDEIND | 30-Jan-20 | 196.55 | S1 | PE 180.00 | 0.50 | 179,800 | -9.09% | -4.62% | Long Windup | 0.25% | 9 |
| FEDERALBNK | 30-Jan-20 | 91.60 | R2 | CE 100.00 | 0.80 | 2,303,000 | -30.43% | 23.68% | Short Buildup | 0.87% | 394 |
| FEDERALBNK | 30-Jan-20 | 91.60 | R1 | CE 95.00 | 1.85 | 3,122,000 | -27.45% | -7.28% | Long Windup | 2.02% | 933 |
| FEDERALBNK | 30-Jan-20 | 91.60 | S1 | PE 90.00 | 2.00 | 1,113,000 | 29.03% | -7.02% | Short Covering | 2.18% | 184 |
| FEDERALBNK | 30-Jan-20 | 91.60 | S1 | PE 85.00 | 0.70 | 2,191,000 | 40.00% | 26.72% | Long Buildup | 0.76% | 183 |
| GAIL | 30-Jan-20 | 126.35 | R2 | CE 135.00 | 1.25 | 2,645,664 | -44.44% | -4.62% | Long Windup | 0.99% | 544 |
| GAIL | 30-Jan-20 | 126.35 | R1 | CE 130.00 | 2.40 | 4,069,842 | -38.46% | 11.55% | Short Buildup | 1.90% | 762 |
| GAIL | 30-Jan-20 | 126.35 | S1 | PE 125.00 | 2.70 | 1,098,804 | 35.00% | -9.65% | Short Covering | 2.14% | 370 |
| GAIL | 30-Jan-20 | 126.35 | S2 | PE 120.00 | 1.05 | 1,328,166 | 23.53% | -4.23% | Short Covering | 0.83% | 297 |
| GLENMARK | 30-Jan-20 | 359.95 | R2 | CE 380.00 | 6.05 | 313,600 | 42.35% | -6.28% | Short Covering | 1.68% | 829 |
| GLENMARK | 30-Jan-20 | 359.95 | R1 | CE 360.00 | 13.90 | 436,800 | 45.55% | 53.69% | Long Buildup | 3.86% | 1882 |
| GLENMARK | 30-Jan-20 | 359.95 | S1 | PE 350.00 | 7.35 | 102,200 | -28.29% | 15.87% | Short Buildup | 2.04% | 180 |
| GLENMARK | 30-Jan-20 | 359.95 | S1 | PE 340.00 | 4.30 | 103,600 | -31.75% | 0.00% | 1.19% | 95 | |
| GMRINFRA | 30-Jan-20 | 23.50 | R2 | CE 26.00 | 0.20 | 7,785,000 | -42.86% | 2.37% | Short Buildup | 0.85% | 79 |
| GMRINFRA | 30-Jan-20 | 23.50 | R1 | CE 25.00 | 0.35 | 11,655,000 | -36.36% | 1.57% | Short Buildup | 1.49% | 132 |
| GMRINFRA | 30-Jan-20 | 23.50 | S1 | PE 22.00 | 0.20 | 4,005,000 | 0.00% | 11.25% | 0.85% | 57 | |
| GMRINFRA | 30-Jan-20 | 23.50 | S2 | PE 20.00 | 0.05 | 3,780,000 | 0.00% | -2.33% | 0.21% | 3 | |
| GODREJCP | 30-Jan-20 | 743.70 | R2 | CE 760.00 | 10.05 | 44,800 | -12.23% | 12.00% | Short Buildup | 1.35% | 32 |
| GODREJCP | 30-Jan-20 | 743.70 | R1 | CE 720.00 | 34.00 | 37,600 | 0.00% | -6.00% | 4.57% | 4 | |
| GODREJCP | 30-Jan-20 | 743.70 | S1 | PE 720.00 | 5.20 | 35,200 | 11.83% | -4.35% | Short Covering | 0.70% | 13 |
| GODREJCP | 30-Jan-20 | 743.70 | S2 | PE 700.00 | 2.10 | 20,000 | 10.53% | 19.05% | Long Buildup | 0.28% | 7 |
| GRASIM | 30-Jan-20 | 768.25 | R2 | CE 800.00 | 5.55 | 216,750 | 14.43% | -3.34% | Short Covering | 0.72% | 810 |
| GRASIM | 30-Jan-20 | 768.25 | R1 | CE 760.00 | 21.20 | 336,750 | 23.62% | 21.35% | Long Buildup | 2.76% | 1233 |
| GRASIM | 30-Jan-20 | 768.25 | S1 | PE 760.00 | 12.25 | 157,500 | -30.40% | 223.08% | Short Buildup | 1.59% | 847 |
| GRASIM | 30-Jan-20 | 768.25 | S1 | PE 740.00 | 6.35 | 260,250 | -28.65% | 199.14% | Short Buildup | 0.83% | 1174 |
| HAVELLS | 30-Jan-20 | 638.70 | R1 | CE 660.00 | 10.45 | 313,000 | 2.45% | 35.50% | Long Buildup | 1.64% | 621 |
| HAVELLS | 30-Jan-20 | 638.70 | R1 | CE 650.00 | 13.95 | 214,000 | 1.45% | 72.58% | Long Buildup | 2.18% | 621 |
| HAVELLS | 30-Jan-20 | 638.70 | S1 | PE 640.00 | 16.70 | 76,000 | -2.05% | 4.11% | Short Buildup | 2.61% | 87 |
| HAVELLS | 30-Jan-20 | 638.70 | S2 | PE 620.00 | 8.45 | 94,000 | -3.98% | 11.90% | Short Buildup | 1.32% | 124 |
| HCLTECH | 30-Jan-20 | 598.80 | R2 | CE 620.00 | 6.60 | 707,000 | 13.79% | 68.90% | Long Buildup | 1.10% | 1872 |
| HCLTECH | 30-Jan-20 | 598.80 | R1 | CE 600.00 | 14.25 | 1,246,000 | 14.00% | 70.83% | Long Buildup | 2.38% | 3464 |
| HCLTECH | 30-Jan-20 | 598.80 | S1 | PE 590.00 | 9.25 | 442,400 | -29.39% | 170.09% | Short Buildup | 1.54% | 1400 |
| HCLTECH | 30-Jan-20 | 598.80 | S2 | PE 560.00 | 2.35 | 443,800 | -35.62% | 21.92% | Short Buildup | 0.39% | 689 |
| HDFC | 30-Jan-20 | 2453.95 | R1 | CE 2500.00 | 24.90 | 361,750 | -25.23% | 23.36% | Short Buildup | 1.01% | 1896 |
| HDFC | 30-Jan-20 | 2453.95 | R1 | CE 2480.00 | 33.25 | 183,250 | -23.56% | 36.25% | Short Buildup | 1.35% | 1552 |
| HDFC | 30-Jan-20 | 2453.95 | S1 | PE 2400.00 | 15.45 | 198,250 | 33.19% | -2.94% | Short Covering | 0.63% | 821 |
| HDFC | 30-Jan-20 | 2453.95 | S2 | PE 2300.00 | 2.20 | 157,250 | 0.00% | -1.10% | 0.09% | 53 | |
| HDFCBANK | 30-Jan-20 | 1278.15 | R2 | CE 1300.00 | 15.65 | 2,149,000 | -11.08% | 26.56% | Short Buildup | 1.22% | 4505 |
| HDFCBANK | 30-Jan-20 | 1278.15 | R1 | CE 1280.00 | 23.75 | 948,500 | -11.87% | 52.86% | Short Buildup | 1.86% | 3433 |
| HDFCBANK | 30-Jan-20 | 1278.15 | S1 | PE 1280.00 | 19.85 | 663,500 | 19.58% | 38.52% | Long Buildup | 1.55% | 1996 |
| HDFCBANK | 30-Jan-20 | 1278.15 | S2 | PE 1240.00 | 6.10 | 703,000 | 22.00% | 21.52% | Long Buildup | 0.48% | 1750 |
| HEROMOTOCO | 30-Jan-20 | 2454.00 | R1 | CE 2500.00 | 30.65 | 225,200 | 17.66% | 6.13% | Long Buildup | 1.25% | 2919 |
| HEROMOTOCO | 30-Jan-20 | 2454.00 | R1 | CE 2450.00 | 52.55 | 109,200 | 15.75% | 20.00% | Long Buildup | 2.14% | 1832 |
| HEROMOTOCO | 30-Jan-20 | 2454.00 | S1 | PE 2450.00 | 39.70 | 39,000 | -23.43% | 1.56% | Short Buildup | 1.62% | 269 |
| HEROMOTOCO | 30-Jan-20 | 2454.00 | S1 | PE 2400.00 | 21.10 | 52,000 | -26.48% | -7.80% | Long Windup | 0.86% | 575 |
| HINDALCO | 30-Jan-20 | 210.05 | R1 | CE 220.00 | 1.95 | 4,189,500 | -9.30% | -2.44% | Long Windup | 0.93% | 709 |
| HINDALCO | 30-Jan-20 | 210.05 | R1 | CE 215.00 | 3.30 | 2,345,000 | -5.71% | 1.52% | Short Buildup | 1.57% | 668 |
| HINDALCO | 30-Jan-20 | 210.05 | S1 | PE 210.00 | 4.70 | 1,452,500 | -7.84% | -8.39% | Long Windup | 2.24% | 469 |
| HINDALCO | 30-Jan-20 | 210.05 | S2 | PE 200.00 | 1.35 | 2,082,500 | -3.57% | -27.44% | Long Windup | 0.64% | 434 |
| HINDPETRO | 30-Jan-20 | 249.65 | R2 | CE 280.00 | 0.70 | 531,300 | 0.00% | -3.07% | 0.28% | 42 | |
| HINDPETRO | 30-Jan-20 | 249.65 | R1 | CE 270.00 | 1.25 | 609,000 | -19.35% | -1.69% | Long Windup | 0.50% | 63 |
| HINDPETRO | 30-Jan-20 | 249.65 | S1 | PE 250.00 | 5.85 | 615,300 | -2.50% | 1.03% | Short Buildup | 2.34% | 180 |
| HINDPETRO | 30-Jan-20 | 249.65 | S2 | PE 230.00 | 1.00 | 384,300 | 0.00% | -2.66% | 0.40% | 27 | |
| HINDUNILVR | 30-Jan-20 | 2060.30 | R2 | CE 2100.00 | 10.70 | 113,100 | 14.44% | 9.28% | Long Buildup | 0.52% | 833 |
| HINDUNILVR | 30-Jan-20 | 2060.30 | R1 | CE 2000.00 | 67.85 | 119,400 | 15.10% | -3.63% | Short Covering | 3.29% | 175 |
| HINDUNILVR | 30-Jan-20 | 2060.30 | S1 | PE 2000.00 | 5.15 | 110,100 | -36.42% | 5.46% | Short Buildup | 0.25% | 517 |
| HINDUNILVR | 30-Jan-20 | 2060.30 | S2 | PE 1900.00 | 0.70 | 97,800 | -22.22% | -11.65% | Long Windup | 0.03% | 67 |
| IBULHSGFIN | 30-Jan-20 | 304.65 | R2 | CE 340.00 | 6.15 | 1,156,800 | -13.99% | 4.44% | Short Buildup | 2.02% | 826 |
| IBULHSGFIN | 30-Jan-20 | 304.65 | R1 | CE 320.00 | 11.10 | 1,230,000 | -10.84% | 4.81% | Short Buildup | 3.64% | 821 |
| IBULHSGFIN | 30-Jan-20 | 304.65 | S1 | PE 300.00 | 14.30 | 819,600 | 4.00% | 3.96% | Long Buildup | 4.69% | 1108 |
| IBULHSGFIN | 30-Jan-20 | 304.65 | S2 | PE 280.00 | 6.60 | 661,200 | 1.54% | 4.55% | Long Buildup | 2.17% | 378 |
| ICICIBANK | 30-Jan-20 | 532.05 | R2 | CE 550.00 | 6.00 | 3,456,750 | -16.67% | 9.78% | Short Buildup | 1.13% | 1866 |
| ICICIBANK | 30-Jan-20 | 532.05 | R1 | CE 540.00 | 9.35 | 3,126,750 | -16.89% | 25.36% | Short Buildup | 1.76% | 2312 |
| ICICIBANK | 30-Jan-20 | 532.05 | S1 | PE 540.00 | 14.55 | 1,480,875 | 22.27% | -1.73% | Short Covering | 2.73% | 944 |
| ICICIBANK | 30-Jan-20 | 532.05 | S2 | PE 520.00 | 5.50 | 1,667,875 | 30.95% | 3.41% | Long Buildup | 1.03% | 924 |
| ICICIPRULI | 30-Jan-20 | 481.50 | R2 | CE 520.00 | 1.85 | 591,000 | -42.19% | -7.08% | Long Windup | 0.38% | 153 |
| ICICIPRULI | 30-Jan-20 | 481.50 | R1 | CE 500.00 | 5.60 | 588,000 | -39.78% | 2.62% | Short Buildup | 1.16% | 358 |
| ICICIPRULI | 30-Jan-20 | 481.50 | S1 | PE 480.00 | 11.20 | 430,500 | 67.16% | -4.01% | Short Covering | 2.33% | 66 |
| ICICIPRULI | 30-Jan-20 | 481.50 | S2 | PE 470.00 | 7.25 | 321,000 | 85.90% | 49.65% | Long Buildup | 1.51% | 212 |
| IDEA | 30-Jan-20 | 4.50 | R1 | CE 7.00 | 0.15 | 48,902,000 | -75.00% | 8.95% | Short Buildup | 3.33% | 968 |
| IDEA | 30-Jan-20 | 4.50 | R1 | CE 6.00 | 0.30 | 47,040,000 | -70.00% | 28.00% | Short Buildup | 6.67% | 1960 |
| IDEA | 30-Jan-20 | 4.50 | S1 | PE 3.00 | 0.20 | 31,850,000 | 100.00% | 351.39% | Long Buildup | 4.44% | 1268 |
| IDEA | 30-Jan-20 | 4.50 | S2 | PE 2.00 | 0.05 | 26,852,000 | 0.00% | 5380.00% | 1.11% | 599 | |
| IDFCFIRSTB | 30-Jan-20 | 43.50 | R2 | CE 50.00 | 0.20 | 10,620,000 | -33.33% | 1.72% | Short Buildup | 0.46% | 192 |
| IDFCFIRSTB | 30-Jan-20 | 43.50 | R1 | CE 45.00 | 0.80 | 5,124,000 | -46.67% | -4.47% | Long Windup | 1.84% | 700 |
| IDFCFIRSTB | 30-Jan-20 | 43.50 | S1 | PE 43.00 | 0.95 | 2,892,000 | 111.11% | 5.24% | Long Buildup | 2.18% | 207 |
| IDFCFIRSTB | 30-Jan-20 | 43.50 | S2 | PE 40.00 | 0.25 | 3,060,000 | 150.00% | 10.39% | Long Buildup | 0.57% | 212 |
| IGL | 30-Jan-20 | 469.10 | R2 | CE 500.00 | 2.90 | 547,250 | 75.76% | 79.28% | Long Buildup | 0.62% | 1177 |
| IGL | 30-Jan-20 | 469.10 | R1 | CE 480.00 | 7.85 | 426,250 | 98.73% | 28.10% | Long Buildup | 1.67% | 1150 |
| IGL | 30-Jan-20 | 469.10 | S1 | PE 450.00 | 4.05 | 602,250 | -50.61% | 170.37% | Short Buildup | 0.86% | 536 |
| IGL | 30-Jan-20 | 469.10 | S2 | PE 400.00 | 0.30 | 247,500 | -40.00% | 1.12% | Short Buildup | 0.06% | 11 |
| INDIGO | 30-Jan-20 | 1472.95 | R2 | CE 1600.00 | 11.15 | 84,600 | -6.30% | -8.74% | Long Windup | 0.76% | 166 |
| INDIGO | 30-Jan-20 | 1472.95 | R1 | CE 1500.00 | 36.35 | 175,800 | 7.86% | -20.27% | Short Covering | 2.47% | 867 |
| INDIGO | 30-Jan-20 | 1472.95 | S1 | PE 1400.00 | 18.25 | 75,000 | -25.96% | -8.09% | Long Windup | 1.24% | 274 |
| INDIGO | 30-Jan-20 | 1472.95 | S2 | PE 1300.00 | 5.05 | 76,200 | -22.31% | -1.55% | Long Windup | 0.34% | 83 |
| INDUSINDBK | 30-Jan-20 | 1352.25 | R2 | CE 1600.00 | 2.10 | 1,318,400 | -32.26% | 0.30% | Short Buildup | 0.16% | 1495 |
| INDUSINDBK | 30-Jan-20 | 1352.25 | R1 | CE 1500.00 | 5.35 | 1,802,800 | -45.13% | 6.02% | Short Buildup | 0.40% | 5397 |
| INDUSINDBK | 30-Jan-20 | 1352.25 | S1 | PE 1400.00 | 61.20 | 606,000 | 37.53% | -15.08% | Short Covering | 4.53% | 1329 |
| INDUSINDBK | 30-Jan-20 | 1352.25 | S2 | PE 1300.00 | 16.20 | 618,400 | 37.29% | 51.72% | Long Buildup | 1.20% | 4603 |
| INFRATEL | 30-Jan-20 | 218.25 | R1 | CE 260.00 | 2.05 | 520,000 | -46.75% | 71.05% | Short Buildup | 0.94% | 477 |
| INFRATEL | 30-Jan-20 | 218.25 | R1 | CE 250.00 | 2.80 | 422,000 | -58.82% | 91.82% | Short Buildup | 1.28% | 841 |
| INFRATEL | 30-Jan-20 | 218.25 | S1 | PE 220.00 | 12.00 | 152,000 | 306.78% | 72.73% | Long Buildup | 5.50% | 794 |
| INFRATEL | 30-Jan-20 | 218.25 | S2 | PE 200.00 | 4.80 | 238,000 | 464.71% | 1090.00% | Long Buildup | 2.20% | 954 |
| INFY | 30-Jan-20 | 767.85 | R2 | CE 800.00 | 3.05 | 3,012,000 | -11.59% | -3.35% | Long Windup | 0.40% | 1182 |
| INFY | 30-Jan-20 | 767.85 | R1 | CE 780.00 | 7.35 | 1,653,600 | -7.55% | 0.15% | Short Buildup | 0.96% | 1296 |
| INFY | 30-Jan-20 | 767.85 | S1 | PE 720.00 | 1.30 | 1,054,800 | -16.13% | -0.57% | Long Windup | 0.17% | 246 |
| INFY | 30-Jan-20 | 767.85 | S2 | PE 700.00 | 0.80 | 1,094,400 | -5.88% | -4.00% | Long Windup | 0.10% | 146 |
| IOC | 30-Jan-20 | 122.65 | R1 | CE 130.00 | 0.85 | 1,592,000 | -22.73% | 2.84% | Short Buildup | 0.69% | 174 |
| IOC | 30-Jan-20 | 122.65 | R1 | CE 125.00 | 1.95 | 1,260,000 | -23.53% | 30.17% | Short Buildup | 1.59% | 263 |
| IOC | 30-Jan-20 | 122.65 | S1 | PE 125.00 | 4.35 | 980,000 | 29.85% | -0.41% | Short Covering | 3.55% | 69 |
| IOC | 30-Jan-20 | 122.65 | S2 | PE 120.00 | 1.85 | 740,000 | 54.17% | 10.78% | Long Buildup | 1.51% | 137 |
| ITC | 30-Jan-20 | 239.95 | R2 | CE 250.00 | 1.20 | 3,969,600 | -17.24% | -2.25% | Long Windup | 0.50% | 896 |
| ITC | 30-Jan-20 | 239.95 | R1 | CE 245.00 | 2.35 | 3,556,800 | -16.07% | 6.85% | Short Buildup | 0.98% | 1120 |
| ITC | 30-Jan-20 | 239.95 | S1 | PE 240.00 | 3.80 | 2,438,400 | 11.76% | 4.74% | Long Buildup | 1.58% | 462 |
| ITC | 30-Jan-20 | 239.95 | S2 | PE 235.00 | 1.85 | 1,490,400 | 12.12% | 0.00% | 0.77% | 217 | |
| JINDALSTEL | 30-Jan-20 | 176.95 | R2 | CE 190.00 | 2.75 | 1,920,000 | -32.10% | 6.67% | Short Buildup | 1.55% | 459 |
| JINDALSTEL | 30-Jan-20 | 176.95 | R1 | CE 180.00 | 5.90 | 2,185,000 | -23.87% | 15.61% | Short Buildup | 3.33% | 867 |
| JINDALSTEL | 30-Jan-20 | 176.95 | S1 | PE 170.00 | 4.10 | 1,225,000 | 1.23% | 5.60% | Long Buildup | 2.32% | 404 |
| JINDALSTEL | 30-Jan-20 | 176.95 | S2 | PE 160.00 | 1.70 | 1,115,000 | -8.11% | -5.51% | Long Windup | 0.96% | 134 |
| JSWSTEEL | 30-Jan-20 | 273.35 | R2 | CE 290.00 | 2.80 | 784,300 | -30.86% | 4.60% | Short Buildup | 1.02% | 243 |
| JSWSTEEL | 30-Jan-20 | 273.35 | R1 | CE 280.00 | 5.50 | 779,700 | -27.63% | 12.62% | Short Buildup | 2.01% | 514 |
| JSWSTEEL | 30-Jan-20 | 273.35 | S1 | PE 280.00 | 10.75 | 361,100 | 16.22% | -3.09% | Short Covering | 3.93% | 102 |
| JSWSTEEL | 30-Jan-20 | 273.35 | S1 | PE 270.00 | 5.65 | 372,600 | 14.14% | -9.50% | Short Covering | 2.07% | 212 |
| JUBLFOOD | 30-Jan-20 | 1749.30 | R2 | CE 1800.00 | 16.50 | 154,500 | -4.90% | -4.92% | Long Windup | 0.94% | 204 |
| JUBLFOOD | 30-Jan-20 | 1749.30 | R1 | CE 1760.00 | 30.60 | 207,500 | -3.77% | 0.97% | Short Buildup | 1.75% | 369 |
| JUBLFOOD | 30-Jan-20 | 1749.30 | S1 | PE 1700.00 | 16.00 | 136,000 | -16.23% | -10.23% | Long Windup | 0.91% | 127 |
| JUBLFOOD | 30-Jan-20 | 1749.30 | S2 | PE 1600.00 | 4.15 | 105,500 | -22.43% | -2.31% | Long Windup | 0.24% | 38 |
| JUSTDIAL | 30-Jan-20 | 592.30 | R2 | CE 620.00 | 6.85 | 271,600 | -16.46% | 1.57% | Short Buildup | 1.16% | 270 |
| JUSTDIAL | 30-Jan-20 | 592.30 | R1 | CE 600.00 | 12.20 | 448,000 | -14.39% | 3.56% | Short Buildup | 2.06% | 574 |
| JUSTDIAL | 30-Jan-20 | 592.30 | S1 | PE 600.00 | 30.10 | 226,800 | 10.66% | 3.18% | Long Buildup | 5.08% | 29 |
| JUSTDIAL | 30-Jan-20 | 592.30 | S2 | PE 560.00 | 10.05 | 219,800 | 3.61% | -6.55% | Short Covering | 1.70% | 78 |
| KOTAKBANK | 30-Jan-20 | 1698.10 | R2 | CE 1720.00 | 24.35 | 472,800 | -3.18% | 14.65% | Short Buildup | 1.43% | 2341 |
| KOTAKBANK | 30-Jan-20 | 1698.10 | R1 | CE 1700.00 | 33.90 | 708,400 | -1.74% | 3.93% | Short Buildup | 2.00% | 2365 |
| KOTAKBANK | 30-Jan-20 | 1698.10 | S1 | PE 1700.00 | 27.55 | 231,600 | -3.67% | 7.62% | Short Buildup | 1.62% | 876 |
| KOTAKBANK | 30-Jan-20 | 1698.10 | S1 | PE 1640.00 | 7.45 | 338,000 | -15.34% | 83.70% | Short Buildup | 0.44% | 935 |
| L&TFH | 30-Jan-20 | 127.25 | R2 | CE 135.00 | 1.80 | 1,758,400 | -2.70% | 34.76% | Short Buildup | 1.41% | 641 |
| L&TFH | 30-Jan-20 | 127.25 | R1 | CE 130.00 | 3.40 | 2,716,000 | 3.03% | 15.20% | Long Buildup | 2.67% | 1156 |
| L&TFH | 30-Jan-20 | 127.25 | S1 | PE 120.00 | 1.60 | 1,265,600 | -27.27% | 5.12% | Short Buildup | 1.26% | 434 |
| L&TFH | 30-Jan-20 | 127.25 | S2 | PE 115.00 | 0.70 | 952,000 | -33.33% | 0.00% | 0.55% | 169 | |
| LICHSGFIN | 30-Jan-20 | 466.65 | R2 | CE 480.00 | 6.20 | 302,900 | -23.93% | 10.43% | Short Buildup | 1.33% | 459 |
| LICHSGFIN | 30-Jan-20 | 466.65 | R1 | CE 470.00 | 9.65 | 321,100 | -22.80% | 7.39% | Short Buildup | 2.07% | 431 |
| LICHSGFIN | 30-Jan-20 | 466.65 | S1 | PE 450.00 | 4.70 | 273,000 | 2.17% | 6.60% | Long Buildup | 1.01% | 372 |
| LICHSGFIN | 30-Jan-20 | 466.65 | S2 | PE 430.00 | 2.00 | 248,300 | 2.56% | -1.55% | Short Covering | 0.43% | 140 |
| LT | 30-Jan-20 | 1304.20 | R2 | CE 1400.00 | 5.05 | 933,000 | -23.48% | -2.70% | Long Windup | 0.39% | 928 |
| LT | 30-Jan-20 | 1304.20 | R1 | CE 1340.00 | 16.85 | 991,875 | -23.06% | 7.56% | Short Buildup | 1.29% | 2020 |
| LT | 30-Jan-20 | 1304.20 | S1 | PE 1300.00 | 23.10 | 618,750 | 38.32% | 2.80% | Long Buildup | 1.77% | 1081 |
| LT | 30-Jan-20 | 1304.20 | S2 | PE 1280.00 | 14.85 | 273,750 | 42.79% | 14.06% | Long Buildup | 1.14% | 809 |
| LUPIN | 30-Jan-20 | 766.65 | R2 | CE 800.00 | 6.00 | 324,100 | 25.00% | -3.14% | Short Covering | 0.78% | 433 |
| LUPIN | 30-Jan-20 | 766.65 | R1 | CE 790.00 | 8.70 | 294,700 | 26.09% | -16.47% | Short Covering | 1.13% | 334 |
| LUPIN | 30-Jan-20 | 766.65 | S1 | PE 750.00 | 7.60 | 96,600 | -42.64% | -5.48% | Long Windup | 0.99% | 111 |
| LUPIN | 30-Jan-20 | 766.65 | S2 | PE 740.00 | 4.95 | 91,000 | -46.49% | 6.56% | Short Buildup | 0.65% | 172 |
| M&M | 30-Jan-20 | 569.30 | R2 | CE 600.00 | 1.90 | 360,000 | 2.70% | -1.64% | Short Covering | 0.33% | 476 |
| M&M | 30-Jan-20 | 569.30 | R1 | CE 580.00 | 6.35 | 376,000 | 14.41% | 8.99% | Long Buildup | 1.12% | 984 |
| M&M | 30-Jan-20 | 569.30 | S1 | PE 560.00 | 5.15 | 208,000 | -26.95% | -1.89% | Long Windup | 0.90% | 435 |
| M&M | 30-Jan-20 | 569.30 | S2 | PE 540.00 | 1.70 | 165,000 | -27.66% | -2.94% | Long Windup | 0.30% | 112 |
| M&MFIN | 30-Jan-20 | 360.05 | S1 | PE 400.00 | 52.00 | 369,600 | 0.00% | 0.00% | 14.44% | 0 | |
| M&MFIN | 30-Jan-20 | 360.05 | R2 | CE 360.00 | 10.40 | 331,200 | 1.46% | -8.00% | Short Covering | 2.89% | 274 |
| M&MFIN | 30-Jan-20 | 360.05 | R1 | CE 340.00 | 23.20 | 355,200 | -0.85% | -3.06% | Long Windup | 6.44% | 40 |
| M&MFIN | 30-Jan-20 | 360.05 | S1 | PE 340.00 | 2.85 | 224,000 | -14.93% | 19.66% | Short Buildup | 0.79% | 98 |
| MANAPPURAM | 30-Jan-20 | 182.05 | R2 | CE 190.00 | 2.50 | 990,000 | -21.88% | 0.61% | Short Buildup | 1.37% | 262 |
| MANAPPURAM | 30-Jan-20 | 182.05 | R1 | CE 185.00 | 4.20 | 1,056,000 | -17.65% | 109.52% | Short Buildup | 2.31% | 257 |
| MANAPPURAM | 30-Jan-20 | 182.05 | S1 | PE 170.00 | 1.05 | 798,000 | 23.53% | 2.31% | Long Buildup | 0.58% | 67 |
| MANAPPURAM | 30-Jan-20 | 182.05 | S2 | PE 160.00 | 0.25 | 444,000 | 0.00% | -3.90% | 0.14% | 5 | |
| MARICO | 30-Jan-20 | 349.70 | R2 | CE 360.00 | 3.20 | 226,200 | 6.67% | 2.96% | Long Buildup | 0.92% | 260 |
| MARICO | 30-Jan-20 | 349.70 | R1 | CE 350.00 | 6.80 | 195,000 | 8.80% | -5.06% | Short Covering | 1.94% | 208 |
| MARICO | 30-Jan-20 | 349.70 | S1 | PE 340.00 | 1.95 | 75,400 | -26.42% | 16.00% | Short Buildup | 0.56% | 46 |
| MARICO | 30-Jan-20 | 349.70 | S1 | PE 335.00 | 1.25 | 67,600 | -16.67% | 1.96% | Short Buildup | 0.36% | 19 |
| MARUTI | 30-Jan-20 | 7520.15 | R2 | CE 8000.00 | 19.00 | 82,000 | 21.02% | 6.08% | Long Buildup | 0.25% | 890 |
| MARUTI | 30-Jan-20 | 7520.15 | R1 | CE 7500.00 | 164.10 | 109,600 | 22.60% | -12.74% | Short Covering | 2.18% | 1953 |
| MARUTI | 30-Jan-20 | 7520.15 | S1 | PE 7200.00 | 39.50 | 77,700 | -20.44% | 11.96% | Short Buildup | 0.53% | 684 |
| MARUTI | 30-Jan-20 | 7520.15 | S2 | PE 7000.00 | 16.25 | 93,000 | -19.95% | 7.76% | Short Buildup | 0.22% | 584 |
| MCDOWELL-N | 30-Jan-20 | 581.85 | R2 | CE 620.00 | 3.05 | 192,500 | -20.78% | 4.76% | Short Buildup | 0.52% | 30 |
| MCDOWELL-N | 30-Jan-20 | 581.85 | R1 | CE 600.00 | 7.15 | 298,750 | -15.88% | -2.45% | Long Windup | 1.23% | 81 |
| MCDOWELL-N | 30-Jan-20 | 581.85 | S1 | PE 580.00 | 11.55 | 125,000 | 12.14% | -0.99% | Short Covering | 1.99% | 21 |
| MCDOWELL-N | 30-Jan-20 | 581.85 | S2 | PE 550.00 | 2.50 | 118,750 | 13.64% | 4.40% | Long Buildup | 0.43% | 16 |
| MFSL | 30-Jan-20 | 524.05 | R2 | CE 580.00 | 3.10 | 397,800 | -26.19% | -0.33% | Long Windup | 0.59% | 191 |
| MFSL | 30-Jan-20 | 524.05 | R1 | CE 540.00 | 11.95 | 500,500 | -20.07% | 17.38% | Short Buildup | 2.28% | 935 |
| MFSL | 30-Jan-20 | 524.05 | S1 | PE 500.00 | 8.00 | 226,200 | 18.52% | -4.40% | Short Covering | 1.53% | 187 |
| MFSL | 30-Jan-20 | 524.05 | S2 | PE 400.00 | 0.35 | 223,600 | -12.50% | -2.27% | Long Windup | 0.07% | 6 |
| MGL | 30-Jan-20 | 1136.95 | R2 | CE 1200.00 | 11.60 | 337,800 | 18.97% | 69.58% | Long Buildup | 1.02% | 3190 |
| MGL | 30-Jan-20 | 1136.95 | R1 | CE 1180.00 | 16.50 | 231,000 | 27.41% | 256.48% | Long Buildup | 1.45% | 1621 |
| MGL | 30-Jan-20 | 1136.95 | S1 | PE 1100.00 | 13.35 | 83,400 | -30.29% | 67.47% | Short Buildup | 1.17% | 623 |
| MGL | 30-Jan-20 | 1136.95 | S2 | PE 1000.00 | 2.20 | 146,400 | -32.31% | 2.52% | Short Buildup | 0.19% | 88 |
| MINDTREE | 30-Jan-20 | 883.55 | R2 | CE 920.00 | 6.10 | 96,000 | -32.97% | 5.26% | Short Buildup | 0.69% | 120 |
| MINDTREE | 30-Jan-20 | 883.55 | R1 | CE 900.00 | 11.55 | 220,800 | -28.48% | 11.74% | Short Buildup | 1.31% | 305 |
| MINDTREE | 30-Jan-20 | 883.55 | S1 | PE 880.00 | 15.05 | 78,400 | 26.47% | -8.41% | Short Covering | 1.70% | 68 |
| MINDTREE | 30-Jan-20 | 883.55 | S2 | PE 800.00 | 1.90 | 80,800 | 5.56% | -5.61% | Short Covering | 0.22% | 24 |
| MOTHERSUMI | 30-Jan-20 | 139.85 | R1 | CE 150.00 | 1.45 | 2,175,000 | -35.56% | 18.85% | Short Buildup | 1.04% | 202 |
| MOTHERSUMI | 30-Jan-20 | 139.85 | R1 | CE 145.00 | 2.50 | 660,000 | -35.90% | 36.08% | Short Buildup | 1.79% | 186 |
| MOTHERSUMI | 30-Jan-20 | 139.85 | S1 | PE 140.00 | 4.35 | 445,000 | 55.36% | 14.10% | Long Buildup | 3.11% | 155 |
| MOTHERSUMI | 30-Jan-20 | 139.85 | S2 | PE 135.00 | 2.30 | 410,000 | 58.62% | -2.38% | Short Covering | 1.64% | 50 |
| MRF | 30-Jan-20 | 69312.90 | R2 | CE 72000.00 | 450.00 | 160 | 0.00% | 0.00% | 0.65% | 20 | |
| MRF | 30-Jan-20 | 69312.90 | R1 | CE 70000.00 | 1127.90 | 290 | 263.84% | 61.11% | Long Buildup | 1.63% | 109 |
| MRF | 30-Jan-20 | 69312.90 | S1 | PE 67000.00 | 237.10 | 30 | -76.29% | 200.00% | Short Buildup | 0.34% | 2 |
| MRF | 30-Jan-20 | 69312.90 | S2 | PE 63000.00 | 200.00 | 40 | 0.00% | 0.00% | 0.29% | 0 | |
| MUTHOOTFIN | 30-Jan-20 | 779.80 | R2 | CE 800.00 | 9.95 | 220,500 | -30.42% | 5.00% | Short Buildup | 1.28% | 196 |
| MUTHOOTFIN | 30-Jan-20 | 779.80 | R1 | CE 760.00 | 31.75 | 223,500 | -16.88% | 29.57% | Short Buildup | 4.07% | 43 |
| MUTHOOTFIN | 30-Jan-20 | 779.80 | S1 | PE 760.00 | 7.90 | 115,500 | 17.91% | 24.19% | Long Buildup | 1.01% | 50 |
| MUTHOOTFIN | 30-Jan-20 | 779.80 | S1 | PE 750.00 | 5.05 | 120,000 | 16.09% | 6.67% | Long Buildup | 0.65% | 75 |
| NATIONALUM | 30-Jan-20 | 46.45 | R2 | CE 50.00 | 0.50 | 3,346,200 | -37.50% | 14.40% | Short Buildup | 1.08% | 170 |
| NATIONALUM | 30-Jan-20 | 46.45 | R1 | CE 48.00 | 0.85 | 1,755,000 | -39.29% | 11.94% | Short Buildup | 1.83% | 96 |
| NATIONALUM | 30-Jan-20 | 46.45 | S1 | PE 45.00 | 0.70 | 1,474,200 | 27.27% | 5.00% | Long Buildup | 1.51% | 38 |
| NATIONALUM | 30-Jan-20 | 46.45 | S2 | PE 40.00 | 0.05 | 936,000 | -50.00% | -2.44% | Long Windup | 0.11% | 3 |
| NBCC | 30-Jan-20 | 37.60 | R2 | CE 45.00 | 0.15 | 2,631,200 | -40.00% | -2.65% | Long Windup | 0.40% | 169 |
| NBCC | 30-Jan-20 | 37.60 | R1 | CE 40.00 | 0.70 | 3,846,700 | -22.22% | 7.17% | Short Buildup | 1.86% | 183 |
| NBCC | 30-Jan-20 | 37.60 | S1 | PE 38.00 | 1.50 | 600,600 | 15.38% | 23.53% | Long Buildup | 3.99% | 27 |
| NBCC | 30-Jan-20 | 37.60 | S2 | PE 35.00 | 0.40 | 715,000 | 14.29% | 11.11% | Long Buildup | 1.06% | 22 |
| NCC | 30-Jan-20 | 59.65 | R2 | CE 65.00 | 0.70 | 2,376,000 | -22.22% | 9.09% | Short Buildup | 1.17% | 240 |
| NCC | 30-Jan-20 | 59.65 | R1 | CE 60.00 | 2.10 | 4,464,000 | -8.70% | 8.53% | Short Buildup | 3.52% | 310 |
| NCC | 30-Jan-20 | 59.65 | S1 | PE 60.00 | 2.30 | 1,260,000 | 6.98% | 1.45% | Long Buildup | 3.86% | 50 |
| NCC | 30-Jan-20 | 59.65 | S2 | PE 55.00 | 0.50 | 1,206,000 | -16.67% | -12.99% | Long Windup | 0.84% | 67 |
| NESTLEIND | 30-Jan-20 | 15439.45 | R2 | CE 16000.00 | 92.45 | 3,100 | -9.94% | 26.53% | Short Buildup | 0.60% | 125 |
| NESTLEIND | 30-Jan-20 | 15439.45 | R1 | CE 15500.00 | 248.45 | 4,600 | 2.71% | -11.54% | Short Covering | 1.61% | 164 |
| NESTLEIND | 30-Jan-20 | 15439.45 | S1 | PE 14500.00 | 33.00 | 1,400 | -28.96% | 7.69% | Short Buildup | 0.21% | 3 |
| NESTLEIND | 30-Jan-20 | 15439.45 | S2 | PE 14000.00 | 10.95 | 1,550 | 36.88% | -6.06% | Short Covering | 0.07% | 3 |
| NIFTY | 30-Jan-20 | 12352.35 | R2 | CE 12500.00 | 43.50 | 2,823,750 | -7.45% | -7.05% | Long Windup | 0.35% | 60168 |
| NIFTY | 30-Jan-20 | 12352.35 | R1 | CE 12400.00 | 85.25 | 1,836,000 | -1.96% | -4.32% | Long Windup | 0.69% | 55517 |
| NIFTY | 30-Jan-20 | 12352.35 | S1 | PE 12000.00 | 15.55 | 3,713,475 | -22.25% | -11.75% | Long Windup | 0.13% | 39548 |
| NIFTY | 30-Jan-20 | 12352.35 | S2 | PE 11500.00 | 5.35 | 2,641,875 | 0.94% | 4.21% | Long Buildup | 0.04% | 14185 |
| NIITTECH | 30-Jan-20 | 1799.10 | R2 | CE 1800.00 | 32.90 | 29,625 | 9.30% | 2.60% | Long Buildup | 1.83% | 127 |
| NIITTECH | 30-Jan-20 | 1799.10 | R1 | CE 1700.00 | 104.75 | 38,250 | 17.96% | -5.56% | Short Covering | 5.82% | 7 |
| NIITTECH | 30-Jan-20 | 1799.10 | S1 | PE 1700.00 | 10.90 | 46,125 | -22.97% | 1.65% | Short Buildup | 0.61% | 60 |
| NIITTECH | 30-Jan-20 | 1799.10 | S2 | PE 1600.00 | 3.00 | 33,750 | -9.09% | -5.26% | Long Windup | 0.17% | 26 |
| NMDC | 30-Jan-20 | 129.75 | R1 | CE 135.00 | 1.65 | 1,206,000 | -23.26% | -3.37% | Long Windup | 1.27% | 70 |
| NMDC | 30-Jan-20 | 129.75 | R1 | CE 130.00 | 3.50 | 1,416,000 | -15.66% | 1.29% | Short Buildup | 2.70% | 79 |
| NMDC | 30-Jan-20 | 129.75 | S1 | PE 120.00 | 0.55 | 666,000 | -15.38% | -3.48% | Long Windup | 0.42% | 31 |
| NMDC | 30-Jan-20 | 129.75 | S2 | PE 110.00 | 0.15 | 504,000 | 50.00% | -1.18% | Short Covering | 0.12% | 5 |
| NTPC | 30-Jan-20 | 121.20 | R2 | CE 130.00 | 0.35 | 1,430,400 | -30.00% | -5.10% | Long Windup | 0.29% | 114 |
| NTPC | 30-Jan-20 | 121.20 | R1 | CE 125.00 | 0.90 | 5,827,200 | -25.00% | 5.66% | Short Buildup | 0.74% | 304 |
| NTPC | 30-Jan-20 | 121.20 | S1 | PE 120.00 | 1.25 | 4,252,800 | 13.64% | 0.00% | 1.03% | 116 | |
| NTPC | 30-Jan-20 | 121.20 | S2 | PE 110.00 | 0.05 | 772,800 | -66.67% | -1.23% | Long Windup | 0.04% | 2 |
| OIL | 30-Jan-20 | 156.80 | R1 | CE 160.00 | 1.75 | 98,571 | 2.94% | -6.45% | Short Covering | 1.12% | 28 |
| OIL | 30-Jan-20 | 156.80 | R1 | CE 155.00 | 5.15 | 54,384 | 22.62% | 0.00% | 3.28% | 3 | |
| OIL | 30-Jan-20 | 156.80 | S1 | PE 155.00 | 2.40 | 37,389 | -4.00% | 22.22% | Short Buildup | 1.53% | 3 |
| OIL | 30-Jan-20 | 156.80 | S2 | PE 150.00 | 0.50 | 40,788 | -50.00% | 0.00% | 0.32% | 1 | |
| ONGC | 30-Jan-20 | 125.40 | R2 | CE 135.00 | 0.55 | 2,275,500 | -8.33% | -5.61% | Long Windup | 0.44% | 177 |
| ONGC | 30-Jan-20 | 125.40 | R1 | CE 130.00 | 1.30 | 3,907,300 | 4.00% | -2.46% | Short Covering | 1.04% | 312 |
| ONGC | 30-Jan-20 | 125.40 | S1 | PE 125.00 | 2.65 | 1,709,700 | -13.11% | 3.47% | Short Buildup | 2.11% | 99 |
| ONGC | 30-Jan-20 | 125.40 | S2 | PE 120.00 | 1.05 | 1,180,800 | -12.50% | 9.51% | Short Buildup | 0.84% | 146 |
| PAGEIND | 30-Jan-20 | 25854.85 | R2 | CE 26000.00 | 609.85 | 450 | 24.24% | -33.33% | Short Covering | 2.36% | 33 |
| PAGEIND | 30-Jan-20 | 25854.85 | R1 | CE 25000.00 | 1100.00 | 350 | 11.56% | 0.00% | 4.25% | 10 | |
| PAGEIND | 30-Jan-20 | 25854.85 | S1 | PE 25000.00 | 276.00 | 175 | -41.20% | 75.00% | Short Buildup | 1.07% | 6 |
| PAGEIND | 30-Jan-20 | 25854.85 | S1 | PE 24000.00 | 60.05 | 275 | -58.60% | 0.00% | 0.23% | 2 | |
| PEL | 30-Jan-20 | 1627.40 | R2 | CE 1700.00 | 29.70 | 97,644 | 83.90% | 59.60% | Long Buildup | 1.82% | 2793 |
| PEL | 30-Jan-20 | 1627.40 | R1 | CE 1600.00 | 72.35 | 87,756 | 81.78% | -30.22% | Short Covering | 4.45% | 2310 |
| PEL | 30-Jan-20 | 1627.40 | S1 | PE 1500.00 | 11.80 | 74,778 | -64.78% | 16.35% | Short Buildup | 0.73% | 851 |
| PEL | 30-Jan-20 | 1627.40 | S2 | PE 1400.00 | 3.45 | 29,664 | -66.50% | -21.95% | Long Windup | 0.21% | 142 |
| PETRONET | 30-Jan-20 | 272.65 | R2 | CE 290.00 | 1.05 | 306,000 | -22.22% | 0.99% | Short Buildup | 0.39% | 42 |
| PETRONET | 30-Jan-20 | 272.65 | R1 | CE 280.00 | 3.10 | 615,000 | -21.52% | 11.41% | Short Buildup | 1.14% | 103 |
| PETRONET | 30-Jan-20 | 272.65 | S1 | PE 280.00 | 7.90 | 132,000 | 0.00% | 0.00% | 2.90% | 0 | |
| PETRONET | 30-Jan-20 | 272.65 | S1 | PE 270.00 | 3.95 | 156,000 | 25.40% | 0.00% | 1.45% | 29 | |
| PFC | 30-Jan-20 | 121.95 | R2 | CE 130.00 | 0.80 | 1,271,000 | -30.43% | 0.99% | Short Buildup | 0.66% | 41 |
| PFC | 30-Jan-20 | 121.95 | R1 | CE 125.00 | 1.85 | 1,277,200 | -30.19% | 6.74% | Short Buildup | 1.52% | 147 |
| PFC | 30-Jan-20 | 121.95 | S1 | PE 120.00 | 1.95 | 855,600 | 21.88% | 2.22% | Long Buildup | 1.60% | 86 |
| PFC | 30-Jan-20 | 121.95 | S2 | PE 110.00 | 0.30 | 812,200 | 0.00% | -6.43% | 0.25% | 15 | |
| PIDILITIND | 30-Jan-20 | 1447.85 | R2 | CE 1500.00 | 11.75 | 89,000 | -20.88% | -4.30% | Long Windup | 0.81% | 104 |
| PIDILITIND | 30-Jan-20 | 1447.85 | R1 | CE 1480.00 | 17.05 | 96,000 | -20.33% | -0.52% | Long Windup | 1.18% | 119 |
| PIDILITIND | 30-Jan-20 | 1447.85 | S1 | PE 1400.00 | 9.10 | 29,500 | -0.55% | 3.51% | Short Buildup | 0.63% | 28 |
| PIDILITIND | 30-Jan-20 | 1447.85 | S2 | PE 1360.00 | 3.40 | 26,000 | -13.92% | 4.00% | Short Buildup | 0.23% | 37 |
| PNB | 30-Jan-20 | 63.25 | R2 | CE 70.00 | 0.40 | 5,569,300 | 0.00% | -4.55% | 0.63% | 427 | |
| PNB | 30-Jan-20 | 63.25 | R1 | CE 65.00 | 1.40 | 5,594,200 | 0.00% | 20.36% | 2.21% | 893 | |
| PNB | 30-Jan-20 | 63.25 | S1 | PE 65.00 | 2.90 | 1,377,800 | 7.41% | -2.35% | Short Covering | 4.58% | 60 |
| PNB | 30-Jan-20 | 63.25 | S2 | PE 60.00 | 0.70 | 2,954,800 | 7.69% | -9.41% | Short Covering | 1.11% | 338 |
| POWERGRID | 30-Jan-20 | 197.40 | R2 | CE 200.00 | 2.30 | 996,000 | 6.98% | -16.16% | Short Covering | 1.17% | 320 |
| POWERGRID | 30-Jan-20 | 197.40 | R1 | CE 195.00 | 4.65 | 764,000 | 13.41% | -8.61% | Short Covering | 2.36% | 140 |
| POWERGRID | 30-Jan-20 | 197.40 | S1 | PE 195.00 | 2.25 | 312,000 | -25.00% | 59.18% | Short Buildup | 1.14% | 166 |
| POWERGRID | 30-Jan-20 | 197.40 | S1 | PE 190.00 | 0.90 | 308,000 | -30.77% | -4.94% | Long Windup | 0.46% | 91 |
| PVR | 30-Jan-20 | 1913.15 | R2 | CE 2000.00 | 19.75 | 76,800 | -10.23% | -3.52% | Long Windup | 1.03% | 163 |
| PVR | 30-Jan-20 | 1913.15 | R1 | CE 1950.00 | 35.85 | 125,600 | -6.64% | -1.57% | Long Windup | 1.87% | 183 |
| PVR | 30-Jan-20 | 1913.15 | S1 | PE 1950.00 | 58.40 | 40,400 | -13.03% | 0.00% | 3.05% | 5 | |
| PVR | 30-Jan-20 | 1913.15 | S1 | PE 1900.00 | 38.40 | 26,000 | -6.23% | -13.33% | Long Windup | 2.01% | 53 |
| RAMCOCEM | 30-Jan-20 | 819.65 | R2 | CE 850.00 | 10.35 | 18,400 | 1.97% | -4.17% | Short Covering | 1.26% | 3 |
| RAMCOCEM | 30-Jan-20 | 819.65 | R1 | CE 830.00 | 15.15 | 15,200 | -5.02% | -5.00% | Long Windup | 1.85% | 2 |
| RAMCOCEM | 30-Jan-20 | 819.65 | S1 | PE 780.00 | 4.05 | 7,200 | -38.64% | -25.00% | Long Windup | 0.49% | 10 |
| RAMCOCEM | 30-Jan-20 | 819.65 | S2 | PE 770.00 | 4.90 | 5,600 | 0.00% | 0.00% | 0.60% | 0 | |
| RBLBANK | 30-Jan-20 | 343.80 | R2 | CE 400.00 | 2.90 | 904,500 | -9.38% | 2.73% | Short Buildup | 0.84% | 242 |
| RBLBANK | 30-Jan-20 | 343.80 | R1 | CE 360.00 | 9.60 | 1,408,500 | -7.69% | 10.34% | Short Buildup | 2.79% | 1114 |
| RBLBANK | 30-Jan-20 | 343.80 | S1 | PE 340.00 | 12.70 | 570,000 | 6.72% | 7.65% | Long Buildup | 3.69% | 672 |
| RBLBANK | 30-Jan-20 | 343.80 | S2 | PE 320.00 | 5.45 | 660,000 | 0.00% | 1.38% | 1.59% | 307 | |
| RECLTD | 30-Jan-20 | 141.00 | R2 | CE 150.00 | 1.10 | 2,202,000 | -18.52% | 2.80% | Short Buildup | 0.78% | 107 |
| RECLTD | 30-Jan-20 | 141.00 | R1 | CE 145.00 | 2.30 | 2,124,000 | -9.80% | 14.56% | Short Buildup | 1.63% | 216 |
| RECLTD | 30-Jan-20 | 141.00 | S1 | PE 140.00 | 2.95 | 708,000 | -4.84% | -5.60% | Long Windup | 2.09% | 81 |
| RECLTD | 30-Jan-20 | 141.00 | S2 | PE 135.00 | 1.25 | 1,188,000 | -7.41% | 5.32% | Short Buildup | 0.89% | 80 |
| RELIANCE | 30-Jan-20 | 1581.00 | R2 | CE 1700.00 | 3.35 | 1,755,500 | 86.11% | 14.93% | Long Buildup | 0.21% | 5984 |
| RELIANCE | 30-Jan-20 | 1581.00 | R1 | CE 1600.00 | 24.35 | 3,051,500 | 63.97% | 12.29% | Long Buildup | 1.54% | 25967 |
| RELIANCE | 30-Jan-20 | 1581.00 | S1 | PE 1500.00 | 6.25 | 1,877,500 | -63.45% | 51.78% | Short Buildup | 0.40% | 9930 |
| RELIANCE | 30-Jan-20 | 1581.00 | S2 | PE 1480.00 | 3.70 | 1,088,000 | -67.83% | 3.77% | Short Buildup | 0.23% | 4308 |
| SAIL | 30-Jan-20 | 50.95 | R2 | CE 55.00 | 0.40 | 3,925,000 | -33.33% | 20.77% | Short Buildup | 0.79% | 343 |
| SAIL | 30-Jan-20 | 50.95 | R1 | CE 50.00 | 2.20 | 4,757,100 | -6.38% | -16.07% | Long Windup | 4.32% | 286 |
| SAIL | 30-Jan-20 | 50.95 | S1 | PE 45.00 | 0.15 | 4,207,600 | -25.00% | -4.29% | Long Windup | 0.29% | 86 |
| SAIL | 30-Jan-20 | 50.95 | S2 | PE 40.00 | 0.05 | 3,563,900 | -50.00% | 0.00% | 0.10% | 10 | |
| SBIN | 30-Jan-20 | 318.00 | R2 | CE 350.00 | 1.30 | 11,778,000 | -27.78% | 11.98% | Short Buildup | 0.41% | 5170 |
| SBIN | 30-Jan-20 | 318.00 | R1 | CE 340.00 | 2.20 | 14,187,000 | -35.29% | 20.15% | Short Buildup | 0.69% | 7190 |
| SBIN | 30-Jan-20 | 318.00 | S1 | PE 310.00 | 4.50 | 4,542,000 | 28.57% | 2.92% | Long Buildup | 1.42% | 4607 |
| SBIN | 30-Jan-20 | 318.00 | S2 | PE 300.00 | 2.35 | 5,805,000 | 23.68% | 15.80% | Long Buildup | 0.74% | 3865 |
| SHREECEM | 30-Jan-20 | 23325.90 | R2 | CE 24000.00 | 350.00 | 700 | 42.28% | -12.50% | Short Covering | 1.50% | 2 |
| SHREECEM | 30-Jan-20 | 23325.90 | R1 | CE 23000.00 | 800.05 | 650 | 8.38% | -7.14% | Short Covering | 3.43% | 1 |
| SHREECEM | 30-Jan-20 | 23325.90 | S1 | PE 23000.00 | 350.00 | 400 | -17.65% | -11.11% | Long Windup | 1.50% | 3 |
| SHREECEM | 30-Jan-20 | 23325.90 | S2 | PE 22000.00 | 66.10 | 850 | 0.00% | 0.00% | 0.28% | 0 | |
| SIEMENS | 30-Jan-20 | 1588.00 | R2 | CE 1620.00 | 19.60 | 44,550 | 156.21% | 88.37% | Long Buildup | 1.23% | 261 |
| SIEMENS | 30-Jan-20 | 1588.00 | R1 | CE 1600.00 | 27.65 | 79,750 | 134.32% | 43.56% | Long Buildup | 1.74% | 844 |
| SIEMENS | 30-Jan-20 | 1588.00 | S1 | PE 1500.00 | 4.35 | 29,700 | -69.69% | 0.00% | 0.27% | 128 | |
| SIEMENS | 30-Jan-20 | 1588.00 | S2 | PE 1400.00 | 0.90 | 27,500 | -55.00% | -9.09% | Long Windup | 0.06% | 12 |
| SRF | 30-Jan-20 | 3622.70 | R2 | CE 3700.00 | 34.00 | 40,750 | 60.00% | 73.40% | Long Buildup | 0.94% | 545 |
| SRF | 30-Jan-20 | 3622.70 | R1 | CE 3500.00 | 153.05 | 41,000 | 28.72% | -8.89% | Short Covering | 4.22% | 66 |
| SRF | 30-Jan-20 | 3622.70 | S1 | PE 3500.00 | 18.05 | 43,250 | -37.00% | 14.57% | Short Buildup | 0.50% | 287 |
| SRF | 30-Jan-20 | 3622.70 | S2 | PE 3400.00 | 8.75 | 79,250 | -31.10% | 12.81% | Short Buildup | 0.24% | 198 |
| SRTRANSFIN | 30-Jan-20 | 1087.75 | R2 | CE 1200.00 | 4.90 | 178,200 | -26.87% | -5.11% | Long Windup | 0.45% | 144 |
| SRTRANSFIN | 30-Jan-20 | 1087.75 | R1 | CE 1160.00 | 9.80 | 145,800 | -27.14% | 6.58% | Short Buildup | 0.90% | 266 |
| SRTRANSFIN | 30-Jan-20 | 1087.75 | S1 | PE 1100.00 | 36.85 | 55,200 | 11.84% | 1.10% | Long Buildup | 3.39% | 70 |
| SRTRANSFIN | 30-Jan-20 | 1087.75 | S2 | PE 1000.00 | 5.65 | 54,600 | 13.00% | -7.14% | Short Covering | 0.52% | 92 |
| SUNPHARMA | 30-Jan-20 | 454.60 | R2 | CE 460.00 | 7.85 | 1,296,250 | 21.71% | -4.42% | Short Covering | 1.73% | 2587 |
| SUNPHARMA | 30-Jan-20 | 454.60 | R1 | CE 450.00 | 12.75 | 987,500 | 22.01% | -10.02% | Short Covering | 2.80% | 1978 |
| SUNPHARMA | 30-Jan-20 | 454.60 | S1 | PE 440.00 | 3.85 | 495,000 | -29.36% | 21.47% | Short Buildup | 0.85% | 597 |
| SUNPHARMA | 30-Jan-20 | 454.60 | S1 | PE 430.00 | 2.25 | 766,250 | -28.57% | 0.33% | Short Buildup | 0.49% | 323 |
| SUNTV | 30-Jan-20 | 485.40 | R2 | CE 500.00 | 7.90 | 259,200 | 0.64% | 8.54% | Long Buildup | 1.63% | 539 |
| SUNTV | 30-Jan-20 | 485.40 | R1 | CE 480.00 | 17.20 | 208,800 | 6.50% | -1.14% | Short Covering | 3.54% | 278 |
| SUNTV | 30-Jan-20 | 485.40 | S1 | PE 460.00 | 4.65 | 164,400 | -18.42% | 14.17% | Short Buildup | 0.96% | 168 |
| SUNTV | 30-Jan-20 | 485.40 | S1 | PE 450.00 | 2.90 | 162,000 | -22.67% | -2.88% | Long Windup | 0.60% | 118 |
| TATACHEM | 30-Jan-20 | 747.35 | R2 | CE 750.00 | 12.05 | 83,700 | 30.98% | -5.10% | Short Covering | 1.61% | 295 |
| TATACHEM | 30-Jan-20 | 747.35 | R1 | CE 700.00 | 49.45 | 153,000 | 20.32% | -4.49% | Short Covering | 6.62% | 20 |
| TATACHEM | 30-Jan-20 | 747.35 | S1 | PE 700.00 | 1.05 | 84,600 | -52.27% | 5.62% | Short Buildup | 0.14% | 51 |
| TATACHEM | 30-Jan-20 | 747.35 | S2 | PE 680.00 | 0.70 | 73,800 | -22.22% | 6.49% | Short Buildup | 0.09% | 16 |
| TATAGLOBAL | 30-Jan-20 | 380.30 | R2 | CE 400.00 | 3.35 | 1,298,700 | -39.64% | -8.21% | Long Windup | 0.88% | 1032 |
| TATAGLOBAL | 30-Jan-20 | 380.30 | R1 | CE 390.00 | 5.95 | 855,900 | -32.77% | -10.45% | Long Windup | 1.56% | 733 |
| TATAGLOBAL | 30-Jan-20 | 380.30 | S1 | PE 370.00 | 4.35 | 747,900 | -7.45% | -23.27% | Long Windup | 1.14% | 528 |
| TATAGLOBAL | 30-Jan-20 | 380.30 | S2 | PE 350.00 | 1.20 | 758,700 | -27.27% | -21.51% | Long Windup | 0.32% | 381 |
| TATAMOTORS | 30-Jan-20 | 197.30 | R2 | CE 210.00 | 2.50 | 5,714,700 | -16.67% | 1.14% | Short Buildup | 1.27% | 1071 |
| TATAMOTORS | 30-Jan-20 | 197.30 | R1 | CE 200.00 | 5.60 | 6,553,200 | -9.68% | 0.66% | Short Buildup | 2.84% | 1887 |
| TATAMOTORS | 30-Jan-20 | 197.30 | S1 | PE 190.00 | 3.15 | 2,532,700 | -10.00% | -4.38% | Long Windup | 1.60% | 724 |
| TATAMOTORS | 30-Jan-20 | 197.30 | S2 | PE 180.00 | 1.10 | 2,446,700 | -12.00% | -4.53% | Long Windup | 0.56% | 389 |
| TATAMTRDVR | 30-Jan-20 | 82.65 | R2 | CE 90.00 | 0.70 | 800,400 | -39.13% | -1.14% | Long Windup | 0.85% | 7 |
| TATAMTRDVR | 30-Jan-20 | 82.65 | R1 | CE 85.00 | 1.90 | 653,200 | -25.49% | -14.46% | Long Windup | 2.30% | 34 |
| TATAMTRDVR | 30-Jan-20 | 82.65 | S1 | PE 80.00 | 1.55 | 211,600 | -20.51% | -8.00% | Long Windup | 1.88% | 17 |
| TATAMTRDVR | 30-Jan-20 | 82.65 | S2 | PE 70.00 | 0.15 | 552,000 | 0.00% | 15.38% | 0.18% | 10 | |
| TATAPOWER | 30-Jan-20 | 61.55 | S1 | PE 73.00 | 12.60 | 801,000 | 0.00% | 0.00% | 20.47% | 0 | |
| TATAPOWER | 30-Jan-20 | 61.55 | R2 | CE 70.00 | 0.20 | 1,593,000 | -20.00% | -0.56% | Long Windup | 0.32% | 36 |
| TATAPOWER | 30-Jan-20 | 61.55 | R1 | CE 65.00 | 0.65 | 1,152,000 | -7.14% | 3.23% | Short Buildup | 1.06% | 83 |
| TATAPOWER | 30-Jan-20 | 61.55 | S1 | PE 60.00 | 1.05 | 684,000 | -25.00% | 20.63% | Short Buildup | 1.71% | 49 |
| TATASTEEL | 30-Jan-20 | 495.25 | R2 | CE 520.00 | 3.80 | 1,642,500 | -18.28% | -3.69% | Long Windup | 0.77% | 1074 |
| TATASTEEL | 30-Jan-20 | 495.25 | R1 | CE 500.00 | 10.30 | 1,879,500 | -8.44% | -4.42% | Long Windup | 2.08% | 2427 |
| TATASTEEL | 30-Jan-20 | 495.25 | S1 | PE 480.00 | 5.50 | 1,132,500 | -16.03% | 4.57% | Short Buildup | 1.11% | 961 |
| TATASTEEL | 30-Jan-20 | 495.25 | S2 | PE 470.00 | 3.40 | 1,273,500 | -17.07% | 1.07% | Short Buildup | 0.69% | 740 |
| TCS | 30-Jan-20 | 2219.10 | R2 | CE 2300.00 | 17.50 | 720,750 | -28.13% | 63.71% | Short Buildup | 0.79% | 6603 |
| TCS | 30-Jan-20 | 2219.10 | R1 | CE 2240.00 | 38.30 | 500,500 | -21.11% | 42.59% | Short Buildup | 1.73% | 4160 |
| TCS | 30-Jan-20 | 2219.10 | S1 | PE 2200.00 | 40.55 | 823,500 | 10.34% | 48.04% | Long Buildup | 1.83% | 6615 |
| TCS | 30-Jan-20 | 2219.10 | S2 | PE 2100.00 | 13.20 | 590,000 | -1.12% | 49.94% | Short Buildup | 0.59% | 3348 |
| TECHM | 30-Jan-20 | 778.45 | R2 | CE 800.00 | 6.35 | 340,800 | -20.63% | -9.27% | Long Windup | 0.82% | 262 |
| TECHM | 30-Jan-20 | 778.45 | R1 | CE 780.00 | 14.20 | 174,000 | -13.15% | 12.40% | Short Buildup | 1.82% | 180 |
| TECHM | 30-Jan-20 | 778.45 | S1 | PE 780.00 | 12.40 | 114,000 | 8.77% | 21.79% | Long Buildup | 1.59% | 136 |
| TECHM | 30-Jan-20 | 778.45 | S1 | PE 770.00 | 8.25 | 64,800 | 12.24% | 0.00% | 1.06% | 52 | |
| TITAN | 30-Jan-20 | 1188.75 | R2 | CE 1220.00 | 10.50 | 414,000 | -17.00% | 1.47% | Short Buildup | 0.88% | 709 |
| TITAN | 30-Jan-20 | 1188.75 | R1 | CE 1200.00 | 17.05 | 804,000 | -15.38% | 8.17% | Short Buildup | 1.43% | 1444 |
| TITAN | 30-Jan-20 | 1188.75 | S1 | PE 1180.00 | 14.40 | 216,750 | -3.03% | -1.37% | Long Windup | 1.21% | 441 |
| TITAN | 30-Jan-20 | 1188.75 | S1 | PE 1160.00 | 7.70 | 297,750 | -4.94% | -12.75% | Long Windup | 0.65% | 387 |
| TORNTPHARM | 30-Jan-20 | 2006.35 | R2 | CE 2040.00 | 43.75 | 14,000 | 277.16% | 115.38% | Long Buildup | 2.18% | 102 |
| TORNTPHARM | 30-Jan-20 | 2006.35 | R1 | CE 2000.00 | 59.80 | 25,500 | 158.87% | 82.14% | Long Buildup | 2.98% | 628 |
| TORNTPHARM | 30-Jan-20 | 2006.35 | S1 | PE 1900.00 | 12.30 | 6,000 | -67.63% | 140.00% | Short Buildup | 0.61% | 27 |
| TORNTPHARM | 30-Jan-20 | 2006.35 | S2 | PE 1760.00 | 3.00 | 6,500 | -80.77% | -7.14% | Long Windup | 0.15% | 1 |
| TORNTPOWER | 30-Jan-20 | 313.05 | R2 | CE 330.00 | 3.20 | 183,000 | 113.33% | 662.50% | Long Buildup | 1.02% | 187 |
| TORNTPOWER | 30-Jan-20 | 313.05 | R1 | CE 320.00 | 5.85 | 246,000 | 85.71% | 156.25% | Long Buildup | 1.87% | 619 |
| TORNTPOWER | 30-Jan-20 | 313.05 | S1 | PE 300.00 | 3.20 | 66,000 | -28.89% | 144.44% | Short Buildup | 1.02% | 53 |
| TORNTPOWER | 30-Jan-20 | 313.05 | S1 | PE 290.00 | 1.40 | 48,000 | -12.50% | 6.67% | Short Buildup | 0.45% | 26 |
| TVSMOTOR | 30-Jan-20 | 485.10 | R2 | CE 510.00 | 4.20 | 166,050 | 1.20% | 200.00% | Long Buildup | 0.87% | 416 |
| TVSMOTOR | 30-Jan-20 | 485.10 | R1 | CE 500.00 | 6.60 | 376,650 | -2.94% | 102.17% | Short Buildup | 1.36% | 1180 |
| TVSMOTOR | 30-Jan-20 | 485.10 | S1 | PE 430.00 | 0.55 | 83,700 | -38.89% | -1.59% | Long Windup | 0.11% | 9 |
| TVSMOTOR | 30-Jan-20 | 485.10 | S2 | PE 420.00 | 0.30 | 90,450 | -25.00% | 0.00% | 0.06% | 1 | |
| UBL | 30-Jan-20 | 1300.15 | R1 | CE 1320.00 | 19.45 | 36,400 | 10.20% | 44.44% | Long Buildup | 1.50% | 69 |
| UBL | 30-Jan-20 | 1300.15 | R1 | CE 1300.00 | 27.50 | 44,800 | 4.56% | 28.00% | Long Buildup | 2.12% | 120 |
| UBL | 30-Jan-20 | 1300.15 | S1 | PE 1300.00 | 22.60 | 28,000 | -8.69% | 25.00% | Short Buildup | 1.74% | 29 |
| UBL | 30-Jan-20 | 1300.15 | S2 | PE 1240.00 | 4.80 | 31,500 | -20.66% | 32.35% | Short Buildup | 0.37% | 15 |
| UJJIVAN | 30-Jan-20 | 339.45 | R2 | CE 360.00 | 2.15 | 307,700 | -14.00% | -3.21% | Long Windup | 0.63% | 91 |
| UJJIVAN | 30-Jan-20 | 339.45 | R1 | CE 350.00 | 4.50 | 297,500 | -8.16% | 4.17% | Short Buildup | 1.33% | 176 |
| UJJIVAN | 30-Jan-20 | 339.45 | S1 | PE 330.00 | 4.50 | 185,300 | -15.89% | 4.81% | Short Buildup | 1.33% | 53 |
| UJJIVAN | 30-Jan-20 | 339.45 | S2 | PE 320.00 | 2.05 | 181,900 | -19.61% | 8.08% | Short Buildup | 0.60% | 41 |
| ULTRACEMCO | 30-Jan-20 | 4486.75 | R2 | CE 4600.00 | 60.05 | 48,600 | 4.71% | 4.29% | Long Buildup | 1.34% | 160 |
| ULTRACEMCO | 30-Jan-20 | 4486.75 | R1 | CE 4500.00 | 101.45 | 43,000 | 3.68% | -2.27% | Short Covering | 2.26% | 289 |
| ULTRACEMCO | 30-Jan-20 | 4486.75 | S1 | PE 4300.00 | 29.05 | 58,400 | -19.31% | 0.69% | Short Buildup | 0.65% | 129 |
| ULTRACEMCO | 30-Jan-20 | 4486.75 | S2 | PE 4250.00 | 23.25 | 44,400 | -19.83% | 2.78% | Short Buildup | 0.52% | 45 |
| UPL | 30-Jan-20 | 589.25 | R2 | CE 620.00 | 6.15 | 453,600 | -5.38% | 15.86% | Short Buildup | 1.04% | 413 |
| UPL | 30-Jan-20 | 589.25 | R1 | CE 600.00 | 11.65 | 424,800 | -6.43% | 0.43% | Short Buildup | 1.98% | 625 |
| UPL | 30-Jan-20 | 589.25 | S1 | PE 580.00 | 10.55 | 91,800 | -6.64% | -9.73% | Long Windup | 1.79% | 116 |
| UPL | 30-Jan-20 | 589.25 | S2 | PE 560.00 | 4.60 | 108,900 | -12.38% | -5.47% | Long Windup | 0.78% | 59 |
| VEDL | 30-Jan-20 | 159.50 | R2 | CE 170.00 | 1.90 | 4,109,000 | -26.92% | 8.10% | Short Buildup | 1.19% | 793 |
| VEDL | 30-Jan-20 | 159.50 | R1 | CE 165.00 | 3.20 | 2,716,000 | -24.71% | 8.68% | Short Buildup | 2.01% | 693 |
| VEDL | 30-Jan-20 | 159.50 | S1 | PE 160.00 | 4.90 | 1,239,000 | 25.64% | 11.32% | Long Buildup | 3.07% | 638 |
| VEDL | 30-Jan-20 | 159.50 | S2 | PE 150.00 | 1.40 | 1,792,000 | 33.33% | 2.20% | Long Buildup | 0.88% | 297 |
| VOLTAS | 30-Jan-20 | 705.10 | R2 | CE 820.00 | 0.70 | 285,000 | 0.00% | -1.72% | 0.10% | 10 | |
| VOLTAS | 30-Jan-20 | 705.10 | R1 | CE 720.00 | 8.55 | 170,000 | 15.54% | 30.77% | Long Buildup | 1.21% | 404 |
| VOLTAS | 30-Jan-20 | 705.10 | S1 | PE 680.00 | 4.00 | 96,000 | -20.79% | 6.67% | Short Buildup | 0.57% | 60 |
| VOLTAS | 30-Jan-20 | 705.10 | S1 | PE 670.00 | 2.70 | 86,000 | -19.40% | 11.69% | Short Buildup | 0.38% | 49 |
| WIPRO | 30-Jan-20 | 251.10 | R2 | CE 270.00 | 0.45 | 1,708,800 | -10.00% | -6.15% | Long Windup | 0.18% | 230 |
| WIPRO | 30-Jan-20 | 251.10 | R1 | CE 260.00 | 1.15 | 5,062,400 | -8.00% | -7.92% | Long Windup | 0.46% | 757 |
| WIPRO | 30-Jan-20 | 251.10 | S1 | PE 250.00 | 3.45 | 611,200 | -14.81% | -4.98% | Long Windup | 1.37% | 201 |
| WIPRO | 30-Jan-20 | 251.10 | S2 | PE 240.00 | 0.75 | 771,200 | -25.00% | -19.13% | Long Windup | 0.30% | 170 |
| YESBANK | 30-Jan-20 | 39.25 | R1 | CE 60.00 | 0.35 | 11,272,800 | 0.00% | -5.88% | 0.89% | 153 | |
| YESBANK | 30-Jan-20 | 39.25 | R1 | CE 50.00 | 0.55 | 11,079,200 | -15.38% | -5.34% | Long Windup | 1.40% | 287 |
| YESBANK | 30-Jan-20 | 39.25 | S1 | PE 30.00 | 0.70 | 9,442,400 | -26.32% | -6.94% | Long Windup | 1.78% | 173 |
| YESBANK | 30-Jan-20 | 39.25 | S2 | PE 20.00 | 0.20 | 12,496,000 | -20.00% | 3.95% | Short Buildup | 0.51% | 122 |
| ZEEL | 30-Jan-20 | 281.70 | R2 | CE 300.00 | 5.65 | 1,652,400 | 0.00% | 3.08% | 2.01% | 1096 | |
| ZEEL | 30-Jan-20 | 281.70 | R1 | CE 290.00 | 8.70 | 1,203,600 | 0.58% | 4.42% | Long Buildup | 3.09% | 727 |
| ZEEL | 30-Jan-20 | 281.70 | S1 | PE 290.00 | 16.40 | 567,800 | -6.55% | 0.00% | 5.82% | 81 | |
| ZEEL | 30-Jan-20 | 281.70 | S2 | PE 260.00 | 4.10 | 647,700 | -13.68% | -4.51% | Long Windup | 1.46% | 220 |