| Options summary as on Friday, 18-Oct-19 | |||||||||||
| Symbol | Expiry | SPOT | Zone | Strike | Premium Closing |
Open Interest |
Premium Close % |
OI % Chg | Price Action | Premium Strength (% of SPOT) |
Contracts (Liquidity) |
| ACC | 31-Oct-19 | 1553.55 | R2 | CE 1700.00 | 3.35 | 96,800 | 36.73% | -3.20% | Short Covering | 0.22% | 218 |
| ACC | 31-Oct-19 | 1553.55 | R1 | CE 1560.00 | 33.10 | 112,800 | 36.21% | -12.69% | Short Covering | 2.13% | 717 |
| ACC | 31-Oct-19 | 1553.55 | S1 | PE 1500.00 | 13.05 | 63,600 | -25.43% | -29.96% | Long Windup | 0.84% | 527 |
| ACC | 31-Oct-19 | 1553.55 | S2 | PE 1400.00 | 2.75 | 70,800 | -12.70% | -7.33% | Long Windup | 0.18% | 58 |
| ADANIENT | 31-Oct-19 | 175.10 | R2 | CE 180.00 | 5.70 | 684,000 | 280.00% | 119.23% | Long Buildup | 3.26% | 1213 |
| ADANIENT | 31-Oct-19 | 175.10 | R1 | CE 175.00 | 7.70 | 512,000 | 227.66% | 91.04% | Long Buildup | 4.40% | 715 |
| ADANIENT | 31-Oct-19 | 175.10 | S1 | PE 155.00 | 1.65 | 348,000 | -50.75% | 27.94% | Short Buildup | 0.94% | 158 |
| ADANIENT | 31-Oct-19 | 175.10 | S1 | PE 150.00 | 1.10 | 500,000 | -51.11% | -3.85% | Long Windup | 0.63% | 138 |
| ADANIPORTS | 31-Oct-19 | 421.70 | R2 | CE 430.00 | 6.45 | 332,500 | 158.00% | 35.71% | Long Buildup | 1.53% | 925 |
| ADANIPORTS | 31-Oct-19 | 421.70 | R1 | CE 420.00 | 11.20 | 275,000 | 121.78% | -27.63% | Short Covering | 2.66% | 914 |
| ADANIPORTS | 31-Oct-19 | 421.70 | S1 | PE 400.00 | 2.60 | 270,000 | -48.51% | 8.00% | Short Buildup | 0.62% | 288 |
| ADANIPORTS | 31-Oct-19 | 421.70 | S2 | PE 380.00 | 0.80 | 230,000 | -50.00% | -2.13% | Long Windup | 0.19% | 40 |
| ADANIPOWER | 31-Oct-19 | 64.15 | R2 | CE 70.00 | 0.95 | 2,900,000 | 111.11% | -0.68% | Short Covering | 1.48% | 173 |
| ADANIPOWER | 31-Oct-19 | 64.15 | R1 | CE 65.00 | 2.35 | 1,740,000 | 62.07% | 27.94% | Long Buildup | 3.66% | 199 |
| ADANIPOWER | 31-Oct-19 | 64.15 | S1 | PE 62.00 | 1.65 | 840,000 | -25.00% | 250.00% | Short Buildup | 2.57% | 44 |
| ADANIPOWER | 31-Oct-19 | 64.15 | S1 | PE 60.00 | 1.00 | 1,160,000 | -25.93% | 3.57% | Short Buildup | 1.56% | 23 |
| AMARAJABAT | 31-Oct-19 | 668.50 | R1 | CE 700.00 | 9.10 | 32,900 | -6.19% | 11.90% | Short Buildup | 1.36% | 44 |
| AMARAJABAT | 31-Oct-19 | 668.50 | R1 | CE 680.00 | 15.05 | 21,000 | 0.33% | 15.38% | Long Buildup | 2.25% | 42 |
| AMARAJABAT | 31-Oct-19 | 668.50 | S1 | PE 620.00 | 4.00 | 21,000 | -18.37% | -3.23% | Long Windup | 0.60% | 7 |
| AMARAJABAT | 31-Oct-19 | 668.50 | S2 | PE 600.00 | 2.20 | 32,900 | -2.22% | -2.08% | Long Windup | 0.33% | 9 |
| AMBUJACEM | 31-Oct-19 | 207.65 | R2 | CE 220.00 | 2.05 | 880,000 | 64.00% | 94.48% | Long Buildup | 0.99% | 627 |
| AMBUJACEM | 31-Oct-19 | 207.65 | R1 | CE 210.00 | 4.85 | 780,000 | 21.25% | 20.93% | Long Buildup | 2.34% | 984 |
| AMBUJACEM | 31-Oct-19 | 207.65 | S1 | PE 200.00 | 2.45 | 470,000 | -5.77% | 46.88% | Short Buildup | 1.18% | 453 |
| AMBUJACEM | 31-Oct-19 | 207.65 | S1 | PE 190.00 | 0.85 | 330,000 | -10.53% | 22.22% | Short Buildup | 0.41% | 161 |
| APOLLOHOSP | 31-Oct-19 | 1507.85 | R2 | CE 1540.00 | 18.30 | 46,000 | 44.09% | 67.27% | Long Buildup | 1.21% | 195 |
| APOLLOHOSP | 31-Oct-19 | 1507.85 | R1 | CE 1520.00 | 26.10 | 66,000 | 54.90% | 34.69% | Long Buildup | 1.73% | 274 |
| APOLLOHOSP | 31-Oct-19 | 1507.85 | S1 | PE 1400.00 | 3.30 | 25,500 | -36.54% | -1.92% | Long Windup | 0.22% | 27 |
| APOLLOHOSP | 31-Oct-19 | 1507.85 | S2 | PE 1360.00 | 0.60 | 15,000 | -85.00% | -6.25% | Long Windup | 0.04% | 2 |
| APOLLOTYRE | 31-Oct-19 | 186.05 | R2 | CE 200.00 | 1.05 | 243,000 | 90.91% | -11.96% | Short Covering | 0.56% | 73 |
| APOLLOTYRE | 31-Oct-19 | 186.05 | R1 | CE 190.00 | 3.05 | 279,000 | 84.85% | -8.82% | Short Covering | 1.64% | 158 |
| APOLLOTYRE | 31-Oct-19 | 186.05 | S1 | PE 170.00 | 0.75 | 156,000 | -42.31% | 0.00% | 0.40% | 47 | |
| APOLLOTYRE | 31-Oct-19 | 186.05 | S2 | PE 150.00 | 0.20 | 165,000 | 0.00% | -16.67% | 0.11% | 19 | |
| ASHOKLEY | 31-Oct-19 | 77.50 | R2 | CE 80.00 | 2.05 | 7,110,000 | 141.18% | 23.05% | Long Buildup | 2.65% | 3018 |
| ASHOKLEY | 31-Oct-19 | 77.50 | R1 | CE 75.00 | 4.10 | 3,798,000 | 78.26% | -24.01% | Short Covering | 5.29% | 1807 |
| ASHOKLEY | 31-Oct-19 | 77.50 | S1 | PE 70.00 | 0.80 | 3,918,000 | -40.74% | 40.13% | Short Buildup | 1.03% | 1134 |
| ASHOKLEY | 31-Oct-19 | 77.50 | S2 | PE 60.00 | 0.20 | 3,330,000 | -20.00% | -6.09% | Long Windup | 0.26% | 206 |
| ASIANPAINT | 31-Oct-19 | 1816.75 | R2 | CE 1820.00 | 35.85 | 123,000 | 10.48% | 6.22% | Long Buildup | 1.97% | 429 |
| ASIANPAINT | 31-Oct-19 | 1816.75 | R1 | CE 1800.00 | 46.00 | 200,400 | 6.48% | 27.00% | Long Buildup | 2.53% | 505 |
| ASIANPAINT | 31-Oct-19 | 1816.75 | S1 | PE 1760.00 | 20.20 | 145,800 | -4.94% | 23.98% | Short Buildup | 1.11% | 242 |
| ASIANPAINT | 31-Oct-19 | 1816.75 | S1 | PE 1700.00 | 8.20 | 222,000 | -2.38% | -1.33% | Long Windup | 0.45% | 206 |
| AUROPHARMA | 31-Oct-19 | 476.45 | R2 | CE 600.00 | 0.95 | 584,000 | 0.00% | -5.96% | 0.20% | 122 | |
| AUROPHARMA | 31-Oct-19 | 476.45 | R1 | CE 500.00 | 8.35 | 571,000 | 39.17% | -18.89% | Short Covering | 1.75% | 1247 |
| AUROPHARMA | 31-Oct-19 | 476.45 | S1 | PE 450.00 | 6.40 | 436,000 | -32.28% | 10.38% | Short Buildup | 1.34% | 337 |
| AUROPHARMA | 31-Oct-19 | 476.45 | S2 | PE 400.00 | 1.50 | 362,000 | -36.17% | -6.22% | Long Windup | 0.31% | 226 |
| AXISBANK | 31-Oct-19 | 709.55 | R1 | CE 730.00 | 11.70 | 855,600 | 3.08% | 146.71% | Long Buildup | 1.65% | 2259 |
| AXISBANK | 31-Oct-19 | 709.55 | R1 | CE 720.00 | 15.25 | 849,600 | 0.66% | 20.00% | Long Buildup | 2.15% | 2033 |
| AXISBANK | 31-Oct-19 | 709.55 | S1 | PE 680.00 | 7.55 | 800,400 | 5.59% | 14.02% | Long Buildup | 1.06% | 1234 |
| AXISBANK | 31-Oct-19 | 709.55 | S2 | PE 640.00 | 1.60 | 974,400 | 10.34% | -2.87% | Short Covering | 0.23% | 246 |
| BAJAJ-AUTO | 31-Oct-19 | 3087.05 | R2 | CE 3200.00 | 33.15 | 84,250 | -16.29% | 35.34% | Short Buildup | 1.07% | 501 |
| BAJAJ-AUTO | 31-Oct-19 | 3087.05 | R1 | CE 3100.00 | 69.50 | 59,750 | -10.26% | 1.70% | Short Buildup | 2.25% | 400 |
| BAJAJ-AUTO | 31-Oct-19 | 3087.05 | S1 | PE 3000.00 | 34.90 | 36,750 | 22.24% | -6.37% | Short Covering | 1.13% | 357 |
| BAJAJ-AUTO | 31-Oct-19 | 3087.05 | S1 | PE 2900.00 | 15.05 | 42,750 | 13.16% | 2.40% | Long Buildup | 0.49% | 153 |
| BAJAJFINSV | 31-Oct-19 | 8265.95 | R2 | CE 9000.00 | 52.40 | 23,000 | 24.61% | 8.88% | Long Buildup | 0.63% | 89 |
| BAJAJFINSV | 31-Oct-19 | 8265.95 | R1 | CE 8500.00 | 156.30 | 31,625 | 1.33% | 28.43% | Long Buildup | 1.89% | 530 |
| BAJAJFINSV | 31-Oct-19 | 8265.95 | S1 | PE 8000.00 | 116.70 | 14,000 | 17.76% | -11.11% | Short Covering | 1.41% | 210 |
| BAJAJFINSV | 31-Oct-19 | 8265.95 | S2 | PE 7800.00 | 65.85 | 7,625 | 12.85% | -4.69% | Short Covering | 0.80% | 68 |
| BAJFINANCE | 31-Oct-19 | 4137.65 | R2 | CE 4500.00 | 36.60 | 159,250 | 25.77% | 28.69% | Long Buildup | 0.88% | 1309 |
| BAJFINANCE | 31-Oct-19 | 4137.65 | R1 | CE 4200.00 | 122.40 | 157,750 | 16.52% | 18.16% | Long Buildup | 2.96% | 2444 |
| BAJFINANCE | 31-Oct-19 | 4137.65 | S1 | PE 4000.00 | 85.30 | 200,500 | -10.59% | 42.45% | Short Buildup | 2.06% | 1183 |
| BAJFINANCE | 31-Oct-19 | 4137.65 | S2 | PE 3800.00 | 41.95 | 712,000 | -14.82% | -1.86% | Long Windup | 1.01% | 553 |
| BALKRISIND | 31-Oct-19 | 837.30 | S1 | PE 1040.00 | 200.00 | 20,800 | -27.54% | -3.70% | Long Windup | 23.89% | 1 |
| BALKRISIND | 31-Oct-19 | 837.30 | R2 | CE 900.00 | 8.30 | 76,800 | 1283.33% | 1820.00% | Long Buildup | 0.99% | 258 |
| BALKRISIND | 31-Oct-19 | 837.30 | R1 | CE 860.00 | 18.30 | 71,200 | 510.00% | 106.98% | Long Buildup | 2.19% | 206 |
| BALKRISIND | 31-Oct-19 | 837.30 | S2 | PE 720.00 | 0.90 | 33,600 | -51.35% | 16.67% | Short Buildup | 0.11% | 32 |
| BANKBARODA | 31-Oct-19 | 89.80 | R2 | CE 100.00 | 0.95 | 4,356,000 | 26.67% | -21.17% | Short Covering | 1.06% | 1394 |
| BANKBARODA | 31-Oct-19 | 89.80 | R1 | CE 95.00 | 1.90 | 4,270,500 | 31.03% | 22.93% | Long Buildup | 2.12% | 1233 |
| BANKBARODA | 31-Oct-19 | 89.80 | S1 | PE 90.00 | 3.30 | 2,227,500 | -7.04% | 3.56% | Short Buildup | 3.67% | 519 |
| BANKBARODA | 31-Oct-19 | 89.80 | S2 | PE 85.00 | 1.45 | 2,236,500 | -9.38% | 4.63% | Short Buildup | 1.61% | 463 |
| BANKINDIA | 31-Oct-19 | 64.20 | R2 | CE 70.00 | 0.75 | 1,740,000 | 25.00% | 6.23% | Long Buildup | 1.17% | 168 |
| BANKINDIA | 31-Oct-19 | 64.20 | R1 | CE 65.00 | 2.05 | 1,164,000 | 17.14% | 15.48% | Long Buildup | 3.19% | 472 |
| BANKINDIA | 31-Oct-19 | 64.20 | S1 | PE 60.00 | 0.80 | 516,000 | -15.79% | 17.81% | Short Buildup | 1.25% | 151 |
| BANKINDIA | 31-Oct-19 | 64.20 | S2 | PE 57.50 | 0.45 | 366,000 | 12.50% | -32.22% | Short Covering | 0.70% | 70 |
| BANKNIFTY | 31-Oct-19 | 29120.25 | R2 | CE 30000.00 | 224.35 | 361,820 | 11.67% | 13.14% | Long Buildup | 0.77% | 40578 |
| BANKNIFTY | 31-Oct-19 | 29120.25 | R1 | CE 29000.00 | 620.70 | 364,380 | 5.55% | -1.19% | Short Covering | 2.13% | 27013 |
| BANKNIFTY | 31-Oct-19 | 29120.25 | S1 | PE 28500.00 | 285.70 | 305,980 | -9.65% | 5.39% | Short Buildup | 0.98% | 32780 |
| BANKNIFTY | 31-Oct-19 | 29120.25 | S2 | PE 28000.00 | 166.65 | 538,500 | -10.57% | 0.22% | Short Buildup | 0.57% | 29510 |
| BATAINDIA | 31-Oct-19 | 1769.10 | R2 | CE 1800.00 | 23.55 | 111,100 | 39.35% | 24.69% | Long Buildup | 1.33% | 977 |
| BATAINDIA | 31-Oct-19 | 1769.10 | R1 | CE 1780.00 | 32.25 | 105,050 | 35.22% | 130.12% | Long Buildup | 1.82% | 704 |
| BATAINDIA | 31-Oct-19 | 1769.10 | S1 | PE 1700.00 | 11.05 | 79,750 | -34.81% | -2.03% | Long Windup | 0.62% | 250 |
| BATAINDIA | 31-Oct-19 | 1769.10 | S2 | PE 1500.00 | 2.75 | 69,300 | 111.54% | 0.80% | Long Buildup | 0.16% | 3 |
| BEL | 31-Oct-19 | 116.55 | R2 | CE 125.00 | 2.15 | 1,068,000 | 290.91% | 57.52% | Long Buildup | 1.84% | 793 |
| BEL | 31-Oct-19 | 116.55 | R1 | CE 120.00 | 3.60 | 1,128,000 | 157.14% | 44.62% | Long Buildup | 3.09% | 1316 |
| BEL | 31-Oct-19 | 116.55 | S1 | PE 110.00 | 1.90 | 720,000 | -11.63% | 26.32% | Short Buildup | 1.63% | 300 |
| BEL | 31-Oct-19 | 116.55 | S1 | PE 105.00 | 0.85 | 450,000 | -10.53% | 31.58% | Short Buildup | 0.73% | 167 |
| BERGEPAINT | 31-Oct-19 | 499.05 | R1 | CE 480.00 | 18.00 | 99,000 | 33.33% | -16.67% | Short Covering | 3.61% | 42 |
| BERGEPAINT | 31-Oct-19 | 499.05 | R1 | CE 450.00 | 41.20 | 101,200 | 28.55% | -8.00% | Short Covering | 8.26% | 14 |
| BERGEPAINT | 31-Oct-19 | 499.05 | S1 | PE 450.00 | 1.95 | 138,600 | -33.90% | 8.62% | Short Buildup | 0.39% | 36 |
| BERGEPAINT | 31-Oct-19 | 499.05 | S2 | PE 400.00 | 0.80 | 233,200 | 33.33% | 1.92% | Long Buildup | 0.16% | 6 |
| BHARATFORG | 31-Oct-19 | 445.80 | R2 | CE 490.00 | 2.35 | 126,000 | -41.25% | 7.14% | Short Buildup | 0.53% | 51 |
| BHARATFORG | 31-Oct-19 | 445.80 | R1 | CE 440.00 | 15.90 | 96,000 | -19.90% | -8.05% | Long Windup | 3.57% | 40 |
| BHARATFORG | 31-Oct-19 | 445.80 | S1 | PE 430.00 | 5.70 | 49,200 | 23.91% | -12.77% | Short Covering | 1.28% | 68 |
| BHARATFORG | 31-Oct-19 | 445.80 | S2 | PE 420.00 | 3.45 | 57,600 | 32.69% | 2.13% | Long Buildup | 0.77% | 54 |
| BHARTIARTL | 31-Oct-19 | 383.50 | R2 | CE 400.00 | 5.10 | 1,602,966 | -10.53% | 20.28% | Short Buildup | 1.33% | 1362 |
| BHARTIARTL | 31-Oct-19 | 383.50 | R1 | CE 380.00 | 13.10 | 1,088,388 | -13.82% | -0.34% | Long Windup | 3.42% | 216 |
| BHARTIARTL | 31-Oct-19 | 383.50 | S1 | PE 360.00 | 3.30 | 781,122 | 4.76% | -17.42% | Short Covering | 0.86% | 207 |
| BHARTIARTL | 31-Oct-19 | 383.50 | S2 | PE 350.00 | 2.25 | 869,970 | 2.27% | -4.28% | Short Covering | 0.59% | 141 |
| BHEL | 31-Oct-19 | 54.35 | R2 | CE 65.00 | 1.15 | 3,975,000 | 2200.00% | 530.95% | Long Buildup | 2.12% | 3704 |
| BHEL | 31-Oct-19 | 54.35 | R1 | CE 60.00 | 1.95 | 7,972,500 | 1850.00% | 104.42% | Long Buildup | 3.59% | 8625 |
| BHEL | 31-Oct-19 | 54.35 | S1 | PE 50.00 | 1.50 | 3,465,000 | -79.45% | 507.89% | Short Buildup | 2.76% | 3179 |
| BHEL | 31-Oct-19 | 54.35 | S1 | PE 40.00 | 0.10 | 3,397,500 | -60.00% | 99.56% | Short Buildup | 0.18% | 579 |
| BIOCON | 31-Oct-19 | 259.45 | R2 | CE 270.00 | 4.35 | 430,200 | 16.00% | -0.83% | Short Covering | 1.68% | 344 |
| BIOCON | 31-Oct-19 | 259.45 | R1 | CE 250.00 | 13.90 | 570,600 | 4.91% | -4.52% | Short Covering | 5.36% | 77 |
| BIOCON | 31-Oct-19 | 259.45 | S1 | PE 250.00 | 4.15 | 374,400 | -11.70% | 23.08% | Short Buildup | 1.60% | 259 |
| BIOCON | 31-Oct-19 | 259.45 | S2 | PE 200.00 | 0.40 | 372,600 | 0.00% | -1.90% | 0.15% | 12 | |
| BOSCHLTD | 31-Oct-19 | 14139.50 | S1 | PE 15500.00 | 1814.95 | 360 | 0.00% | 0.00% | 12.84% | 0 | |
| BOSCHLTD | 31-Oct-19 | 14139.50 | R2 | CE 15000.00 | 259.00 | 60 | 0.00% | 0.00% | 1.83% | 0 | |
| BOSCHLTD | 31-Oct-19 | 14139.50 | S2 | PE 15000.00 | 1368.10 | 810 | 0.00% | 0.00% | 9.68% | 0 | |
| BOSCHLTD | 31-Oct-19 | 14139.50 | R1 | CE 14500.00 | 246.90 | 120 | 11.22% | 33.33% | Long Buildup | 1.75% | 3 |
| BPCL | 31-Oct-19 | 520.30 | R2 | CE 550.00 | 10.10 | 828,000 | 59.06% | 20.42% | Long Buildup | 1.94% | 1811 |
| BPCL | 31-Oct-19 | 520.30 | R1 | CE 540.00 | 13.20 | 734,400 | 56.21% | 7.65% | Long Buildup | 2.54% | 1896 |
| BPCL | 31-Oct-19 | 520.30 | S1 | PE 480.00 | 4.70 | 581,400 | -16.81% | -3.00% | Long Windup | 0.90% | 399 |
| BPCL | 31-Oct-19 | 520.30 | S2 | PE 400.00 | 0.60 | 1,161,000 | -14.29% | -3.15% | Long Windup | 0.12% | 104 |
| BRITANNIA | 31-Oct-19 | 3252.35 | R2 | CE 3400.00 | 16.10 | 27,200 | 4.55% | 7.09% | Long Buildup | 0.50% | 149 |
| BRITANNIA | 31-Oct-19 | 3252.35 | R1 | CE 3300.00 | 42.45 | 32,800 | 5.60% | 2.50% | Long Buildup | 1.31% | 388 |
| BRITANNIA | 31-Oct-19 | 3252.35 | S1 | PE 3100.00 | 16.50 | 27,000 | -16.03% | 8.00% | Short Buildup | 0.51% | 123 |
| BRITANNIA | 31-Oct-19 | 3252.35 | S1 | PE 3000.00 | 9.65 | 52,800 | -2.03% | 3.13% | Short Buildup | 0.30% | 33 |
| CADILAHC | 31-Oct-19 | 240.65 | R2 | CE 260.00 | 1.75 | 177,600 | 34.62% | -11.20% | Short Covering | 0.73% | 35 |
| CADILAHC | 31-Oct-19 | 240.65 | R1 | CE 250.00 | 3.55 | 230,400 | 22.41% | 1.41% | Long Buildup | 1.48% | 159 |
| CADILAHC | 31-Oct-19 | 240.65 | S1 | PE 230.00 | 2.60 | 30,400 | -26.76% | -29.63% | Long Windup | 1.08% | 21 |
| CADILAHC | 31-Oct-19 | 240.65 | S2 | PE 220.00 | 1.15 | 36,800 | -30.30% | 9.52% | Short Buildup | 0.48% | 8 |
| CANBK | 31-Oct-19 | 188.85 | R1 | CE 210.00 | 1.30 | 600,000 | 23.81% | -3.23% | Short Covering | 0.69% | 108 |
| CANBK | 31-Oct-19 | 188.85 | R1 | CE 200.00 | 2.85 | 770,000 | 14.00% | -6.33% | Short Covering | 1.51% | 520 |
| CANBK | 31-Oct-19 | 188.85 | S1 | PE 180.00 | 2.75 | 392,000 | -27.63% | 13.95% | Short Buildup | 1.46% | 274 |
| CANBK | 31-Oct-19 | 188.85 | S2 | PE 170.00 | 1.00 | 356,000 | -33.33% | -2.20% | Long Windup | 0.53% | 68 |
| CASTROLIND | 31-Oct-19 | 133.80 | R2 | CE 140.00 | 1.70 | 285,600 | 9.68% | -12.50% | Short Covering | 1.27% | 190 |
| CASTROLIND | 31-Oct-19 | 133.80 | R1 | CE 135.00 | 3.60 | 136,000 | 26.32% | -21.57% | Short Covering | 2.69% | 63 |
| CASTROLIND | 31-Oct-19 | 133.80 | S1 | PE 130.00 | 3.60 | 149,600 | 20.00% | 37.50% | Long Buildup | 2.69% | 22 |
| CASTROLIND | 31-Oct-19 | 133.80 | S2 | PE 125.00 | 1.20 | 54,400 | -52.00% | 6.67% | Short Buildup | 0.90% | 8 |
| CENTURYTEX | 31-Oct-19 | 400.05 | R2 | CE 420.00 | 6.15 | 72,600 | 50.00% | -24.38% | Short Covering | 1.54% | 350 |
| CENTURYTEX | 31-Oct-19 | 400.05 | R1 | CE 400.00 | 13.75 | 66,600 | 47.06% | -33.53% | Short Covering | 3.44% | 345 |
| CENTURYTEX | 31-Oct-19 | 400.05 | S1 | PE 360.00 | 2.85 | 111,600 | -41.84% | -13.89% | Long Windup | 0.71% | 130 |
| CENTURYTEX | 31-Oct-19 | 400.05 | S2 | PE 340.00 | 1.40 | 66,600 | -40.43% | -31.06% | Long Windup | 0.35% | 101 |
| CESC | 31-Oct-19 | 812.65 | R2 | CE 820.00 | 12.70 | 48,000 | 69.33% | 27.66% | Long Buildup | 1.56% | 167 |
| CESC | 31-Oct-19 | 812.65 | R1 | CE 800.00 | 21.80 | 51,200 | 59.12% | -30.43% | Short Covering | 2.68% | 210 |
| CESC | 31-Oct-19 | 812.65 | S1 | PE 800.00 | 10.95 | 28,000 | -60.18% | 483.33% | Short Buildup | 1.35% | 56 |
| CESC | 31-Oct-19 | 812.65 | S1 | PE 780.00 | 5.10 | 27,200 | -50.00% | 61.90% | Short Buildup | 0.63% | 55 |
| CHOLAFIN | 31-Oct-19 | 302.50 | R2 | CE 320.00 | 6.50 | 87,500 | 242.11% | -2.78% | Short Covering | 2.15% | 6 |
| CHOLAFIN | 31-Oct-19 | 302.50 | R1 | CE 300.00 | 12.45 | 37,500 | 102.44% | 0.00% | 4.12% | 27 | |
| CHOLAFIN | 31-Oct-19 | 302.50 | S1 | PE 280.00 | 3.25 | 27,500 | -70.85% | 83.33% | Short Buildup | 1.07% | 19 |
| CHOLAFIN | 31-Oct-19 | 302.50 | S1 | PE 275.00 | 9.00 | 35,000 | 0.00% | 0.00% | 2.98% | 0 | |
| CIPLA | 31-Oct-19 | 444.15 | R1 | CE 450.00 | 8.30 | 363,000 | -8.29% | 10.00% | Short Buildup | 1.87% | 660 |
| CIPLA | 31-Oct-19 | 444.15 | R1 | CE 440.00 | 13.05 | 404,000 | -10.31% | -8.18% | Long Windup | 2.94% | 224 |
| CIPLA | 31-Oct-19 | 444.15 | S1 | PE 430.00 | 4.65 | 207,000 | 1.09% | 1.47% | Long Buildup | 1.05% | 185 |
| CIPLA | 31-Oct-19 | 444.15 | S2 | PE 400.00 | 1.35 | 310,000 | -18.18% | -3.73% | Long Windup | 0.30% | 65 |
| COALINDIA | 31-Oct-19 | 205.95 | R2 | CE 210.00 | 4.05 | 873,400 | 224.00% | 13.11% | Long Buildup | 1.97% | 1903 |
| COALINDIA | 31-Oct-19 | 205.95 | S1 | PE 195.00 | 1.40 | 662,200 | -41.67% | -6.52% | Long Windup | 0.68% | 522 |
| COALINDIA | 31-Oct-19 | 205.95 | R1 | CE 190.00 | 17.05 | 739,200 | 61.61% | -5.08% | Short Covering | 8.28% | 57 |
| COALINDIA | 31-Oct-19 | 205.95 | S1 | PE 190.00 | 0.80 | 697,400 | -33.33% | -18.09% | Long Windup | 0.39% | 566 |
| COLPAL | 31-Oct-19 | 1540.80 | R2 | CE 1600.00 | 12.30 | 44,100 | 41.38% | 14.55% | Long Buildup | 0.80% | 36 |
| COLPAL | 31-Oct-19 | 1540.80 | R1 | CE 1560.00 | 26.75 | 35,700 | 37.18% | 27.50% | Long Buildup | 1.74% | 28 |
| COLPAL | 31-Oct-19 | 1540.80 | S1 | PE 1500.00 | 12.60 | 27,300 | -32.08% | -2.50% | Long Windup | 0.82% | 2 |
| COLPAL | 31-Oct-19 | 1540.80 | S2 | PE 1400.00 | 2.40 | 24,500 | 0.00% | 0.00% | 0.16% | 0 | |
| CONCOR | 31-Oct-19 | 611.50 | R2 | CE 620.00 | 19.30 | 118,788 | 48.46% | 15.15% | Long Buildup | 3.16% | 135 |
| CONCOR | 31-Oct-19 | 611.50 | R1 | CE 600.00 | 28.75 | 115,662 | 31.88% | -9.76% | Short Covering | 4.70% | 50 |
| CONCOR | 31-Oct-19 | 611.50 | S1 | PE 600.00 | 15.30 | 39,075 | -22.34% | -3.85% | Long Windup | 2.50% | 21 |
| CONCOR | 31-Oct-19 | 611.50 | S2 | PE 540.00 | 3.00 | 51,579 | 0.00% | 0.00% | 0.49% | 0 | |
| CUMMINSIND | 31-Oct-19 | 583.30 | R2 | CE 620.00 | 7.00 | 33,600 | 241.46% | 11.63% | Long Buildup | 1.20% | 37 |
| CUMMINSIND | 31-Oct-19 | 583.30 | S1 | PE 620.00 | 58.00 | 46,200 | 0.00% | 0.00% | 9.94% | 0 | |
| CUMMINSIND | 31-Oct-19 | 583.30 | R1 | CE 600.00 | 12.55 | 37,100 | 93.08% | 35.90% | Long Buildup | 2.15% | 108 |
| CUMMINSIND | 31-Oct-19 | 583.30 | S2 | PE 500.00 | 0.55 | 25,900 | -77.08% | 0.00% | 0.09% | 5 | |
| DABUR | 31-Oct-19 | 466.50 | R2 | CE 470.00 | 6.50 | 158,750 | 19.27% | -17.53% | Short Covering | 1.39% | 347 |
| DABUR | 31-Oct-19 | 466.50 | R1 | CE 460.00 | 12.35 | 106,250 | 22.28% | -16.67% | Short Covering | 2.65% | 105 |
| DABUR | 31-Oct-19 | 466.50 | S1 | PE 450.00 | 2.40 | 113,750 | -26.15% | -5.21% | Long Windup | 0.51% | 132 |
| DABUR | 31-Oct-19 | 466.50 | S1 | PE 440.00 | 1.25 | 88,750 | -21.88% | -8.97% | Long Windup | 0.27% | 17 |
| DISHTV | 31-Oct-19 | 16.65 | R2 | CE 20.00 | 0.40 | 1,666,000 | -20.00% | 15.53% | Short Buildup | 2.40% | 90 |
| DISHTV | 31-Oct-19 | 16.65 | R1 | CE 18.00 | 0.80 | 1,456,000 | -20.00% | 6.12% | Short Buildup | 4.80% | 53 |
| DISHTV | 31-Oct-19 | 16.65 | S1 | PE 16.00 | 0.95 | 434,000 | 72.73% | 14.81% | Long Buildup | 5.71% | 24 |
| DISHTV | 31-Oct-19 | 16.65 | S1 | PE 15.00 | 0.60 | 728,000 | 50.00% | -21.21% | Short Covering | 3.60% | 40 |
| DIVISLAB | 31-Oct-19 | 1738.00 | R2 | CE 1800.00 | 11.75 | 52,000 | 35.84% | -1.52% | Short Covering | 0.68% | 113 |
| DIVISLAB | 31-Oct-19 | 1738.00 | R1 | CE 1700.00 | 60.00 | 57,200 | 29.59% | -3.38% | Short Covering | 3.45% | 18 |
| DIVISLAB | 31-Oct-19 | 1738.00 | S1 | PE 1700.00 | 15.85 | 22,400 | -14.32% | 40.00% | Short Buildup | 0.91% | 55 |
| DIVISLAB | 31-Oct-19 | 1738.00 | S2 | PE 1600.00 | 3.45 | 31,600 | -14.81% | 6.76% | Short Buildup | 0.20% | 9 |
| DLF | 31-Oct-19 | 168.85 | R2 | CE 180.00 | 1.90 | 1,478,400 | 90.00% | 10.00% | Long Buildup | 1.13% | 865 |
| DLF | 31-Oct-19 | 168.85 | R1 | CE 170.00 | 5.10 | 1,075,200 | 67.21% | -7.02% | Short Covering | 3.02% | 875 |
| DLF | 31-Oct-19 | 168.85 | S1 | PE 140.00 | 0.70 | 1,607,200 | -26.32% | 0.53% | Short Buildup | 0.41% | 325 |
| DLF | 31-Oct-19 | 168.85 | S2 | PE 120.00 | 0.15 | 1,447,600 | 0.00% | -0.58% | 0.09% | 63 | |
| DRREDDY | 31-Oct-19 | 2724.85 | R2 | CE 2800.00 | 23.55 | 69,500 | -2.28% | -3.47% | Long Windup | 0.86% | 419 |
| DRREDDY | 31-Oct-19 | 2724.85 | R1 | CE 2750.00 | 39.80 | 56,250 | -2.33% | -2.17% | Long Windup | 1.46% | 204 |
| DRREDDY | 31-Oct-19 | 2724.85 | S1 | PE 2600.00 | 14.75 | 20,750 | -1.99% | -28.45% | Long Windup | 0.54% | 121 |
| DRREDDY | 31-Oct-19 | 2724.85 | S2 | PE 2500.00 | 5.50 | 25,000 | -13.39% | -7.41% | Long Windup | 0.20% | 23 |
| EICHERMOT | 31-Oct-19 | 20275.90 | R2 | CE 21000.00 | 361.65 | 4,550 | -16.84% | -17.27% | Long Windup | 1.78% | 776 |
| EICHERMOT | 31-Oct-19 | 20275.90 | R1 | CE 20000.00 | 773.05 | 8,525 | -19.60% | -12.56% | Long Windup | 3.81% | 150 |
| EICHERMOT | 31-Oct-19 | 20275.90 | S1 | PE 19000.00 | 199.10 | 7,925 | 7.97% | -16.58% | Short Covering | 0.98% | 484 |
| EICHERMOT | 31-Oct-19 | 20275.90 | S1 | PE 18000.00 | 95.85 | 6,325 | 12.04% | -7.33% | Short Covering | 0.47% | 251 |
| EQUITAS | 31-Oct-19 | 103.15 | R2 | CE 110.00 | 1.75 | 696,000 | -7.89% | 6.75% | Short Buildup | 1.70% | 149 |
| EQUITAS | 31-Oct-19 | 103.15 | R1 | CE 105.00 | 3.45 | 396,000 | -10.39% | -10.81% | Long Windup | 3.34% | 88 |
| EQUITAS | 31-Oct-19 | 103.15 | S1 | PE 95.00 | 1.05 | 240,000 | 16.67% | 9.09% | Long Buildup | 1.02% | 14 |
| EQUITAS | 31-Oct-19 | 103.15 | S2 | PE 90.00 | 0.50 | 740,000 | 25.00% | -23.87% | Short Covering | 0.48% | 96 |
| ESCORTS | 31-Oct-19 | 650.60 | R2 | CE 700.00 | 5.95 | 148,500 | 5.31% | -0.74% | Short Covering | 0.91% | 320 |
| ESCORTS | 31-Oct-19 | 650.60 | R1 | CE 660.00 | 17.60 | 192,500 | 7.98% | 23.24% | Long Buildup | 2.71% | 491 |
| ESCORTS | 31-Oct-19 | 650.60 | S1 | PE 620.00 | 7.80 | 123,200 | -21.61% | 20.43% | Short Buildup | 1.20% | 123 |
| ESCORTS | 31-Oct-19 | 650.60 | S1 | PE 600.00 | 4.65 | 135,300 | -19.83% | 4.24% | Short Buildup | 0.71% | 105 |
| EXIDEIND | 31-Oct-19 | 183.00 | R2 | CE 200.00 | 1.20 | 602,400 | 50.00% | 0.80% | Long Buildup | 0.66% | 86 |
| EXIDEIND | 31-Oct-19 | 183.00 | R1 | CE 190.00 | 2.75 | 319,200 | 44.74% | -26.92% | Short Covering | 1.50% | 311 |
| EXIDEIND | 31-Oct-19 | 183.00 | S1 | PE 170.00 | 1.15 | 110,400 | -54.90% | -14.81% | Long Windup | 0.63% | 63 |
| EXIDEIND | 31-Oct-19 | 183.00 | S2 | PE 160.00 | 0.30 | 144,000 | -53.85% | -16.67% | Long Windup | 0.16% | 30 |
| FEDERALBNK | 31-Oct-19 | 84.00 | R2 | CE 100.00 | 0.25 | 3,864,000 | 25.00% | 2.03% | Long Buildup | 0.30% | 144 |
| FEDERALBNK | 31-Oct-19 | 84.00 | R1 | CE 90.00 | 0.90 | 4,200,000 | 0.00% | -13.67% | 1.07% | 418 | |
| FEDERALBNK | 31-Oct-19 | 84.00 | S1 | PE 80.00 | 0.95 | 2,751,000 | 5.56% | -15.85% | Short Covering | 1.13% | 279 |
| FEDERALBNK | 31-Oct-19 | 84.00 | S2 | PE 75.00 | 0.35 | 1,435,000 | 0.00% | -14.94% | 0.42% | 123 | |
| GAIL | 31-Oct-19 | 129.55 | R2 | CE 140.00 | 1.25 | 1,450,848 | 78.57% | -8.11% | Short Covering | 0.96% | 239 |
| GAIL | 31-Oct-19 | 129.55 | R1 | CE 135.00 | 2.25 | 1,546,860 | 66.67% | 47.96% | Long Buildup | 1.74% | 640 |
| GAIL | 31-Oct-19 | 129.55 | S1 | PE 130.00 | 3.80 | 634,746 | -3.80% | 30.77% | Short Buildup | 2.93% | 84 |
| GAIL | 31-Oct-19 | 129.55 | S1 | PE 125.00 | 1.70 | 736,092 | 3.03% | 51.65% | Long Buildup | 1.31% | 167 |
| GLENMARK | 31-Oct-19 | 299.85 | R2 | CE 320.00 | 4.10 | 131,000 | 64.00% | -12.67% | Short Covering | 1.37% | 138 |
| GLENMARK | 31-Oct-19 | 299.85 | R1 | CE 300.00 | 11.90 | 123,000 | 80.30% | 5.13% | Long Buildup | 3.97% | 779 |
| GLENMARK | 31-Oct-19 | 299.85 | S1 | PE 260.00 | 1.75 | 58,000 | -51.39% | -4.92% | Long Windup | 0.58% | 7 |
| GLENMARK | 31-Oct-19 | 299.85 | S2 | PE 240.00 | 1.00 | 50,000 | -20.00% | -26.47% | Long Windup | 0.33% | 31 |
| GMRINFRA | 31-Oct-19 | 19.10 | R2 | CE 20.00 | 0.40 | 8,190,000 | 300.00% | -11.22% | Short Covering | 2.09% | 544 |
| GMRINFRA | 31-Oct-19 | 19.10 | R1 | CE 18.00 | 1.40 | 4,500,000 | 180.00% | -12.28% | Short Covering | 7.33% | 200 |
| GMRINFRA | 31-Oct-19 | 19.10 | S1 | PE 17.00 | 0.10 | 2,475,000 | -66.67% | -5.17% | Long Windup | 0.52% | 144 |
| GMRINFRA | 31-Oct-19 | 19.10 | S2 | PE 16.00 | 0.05 | 2,790,000 | -50.00% | -28.74% | Long Windup | 0.26% | 59 |
| GODREJCP | 31-Oct-19 | 716.90 | R2 | CE 730.00 | 13.00 | 48,000 | 44.44% | 185.71% | Long Buildup | 1.81% | 197 |
| GODREJCP | 31-Oct-19 | 716.90 | R1 | CE 700.00 | 26.30 | 37,600 | 2.53% | -18.97% | Short Covering | 3.67% | 15 |
| GODREJCP | 31-Oct-19 | 716.90 | S1 | PE 700.00 | 10.00 | 19,200 | 15.61% | 14.29% | Long Buildup | 1.39% | 21 |
| GODREJCP | 31-Oct-19 | 716.90 | S2 | PE 650.00 | 1.50 | 16,800 | 0.00% | 0.00% | 0.21% | 0 | |
| GRASIM | 31-Oct-19 | 746.50 | R2 | CE 800.00 | 4.30 | 132,000 | 120.51% | -8.81% | Short Covering | 0.58% | 275 |
| GRASIM | 31-Oct-19 | 746.50 | R1 | CE 760.00 | 13.70 | 99,750 | 101.47% | -16.88% | Short Covering | 1.84% | 473 |
| GRASIM | 31-Oct-19 | 746.50 | S1 | PE 700.00 | 5.00 | 126,750 | -42.53% | 0.00% | 0.67% | 313 | |
| GRASIM | 31-Oct-19 | 746.50 | S2 | PE 600.00 | 1.00 | 99,000 | -9.09% | -0.75% | Long Windup | 0.13% | 2 |
| HAVELLS | 31-Oct-19 | 689.60 | R2 | CE 720.00 | 9.15 | 94,000 | 6.40% | 34.29% | Long Buildup | 1.33% | 239 |
| HAVELLS | 31-Oct-19 | 689.60 | R1 | CE 700.00 | 15.90 | 76,000 | 6.71% | -26.21% | Short Covering | 2.31% | 272 |
| HAVELLS | 31-Oct-19 | 689.60 | S1 | PE 640.00 | 4.10 | 39,000 | -24.77% | -13.33% | Long Windup | 0.59% | 9 |
| HAVELLS | 31-Oct-19 | 689.60 | S2 | PE 620.00 | 2.50 | 35,000 | -54.55% | -2.78% | Long Windup | 0.36% | 1 |
| HCLTECH | 31-Oct-19 | 1095.50 | R2 | CE 1120.00 | 19.25 | 165,200 | 7.84% | 3.51% | Long Buildup | 1.76% | 387 |
| HCLTECH | 31-Oct-19 | 1095.50 | R1 | CE 1100.00 | 27.25 | 255,500 | 4.81% | 15.87% | Long Buildup | 2.49% | 694 |
| HCLTECH | 31-Oct-19 | 1095.50 | S1 | PE 1080.00 | 20.60 | 68,600 | -9.65% | 6.52% | Short Buildup | 1.88% | 76 |
| HCLTECH | 31-Oct-19 | 1095.50 | S1 | PE 1060.00 | 13.30 | 72,800 | -11.33% | -7.14% | Long Windup | 1.21% | 88 |
| HDFC | 31-Oct-19 | 2094.45 | R2 | CE 2200.00 | 9.20 | 609,000 | 23.49% | -5.87% | Short Covering | 0.44% | 737 |
| HDFC | 31-Oct-19 | 2094.45 | R1 | CE 2100.00 | 33.95 | 462,000 | 6.09% | -6.19% | Short Covering | 1.62% | 1799 |
| HDFC | 31-Oct-19 | 2094.45 | S1 | PE 2000.00 | 7.90 | 333,000 | -9.20% | -2.92% | Long Windup | 0.38% | 607 |
| HDFC | 31-Oct-19 | 2094.45 | S2 | PE 1900.00 | 1.10 | 209,500 | -21.43% | -7.91% | Long Windup | 0.05% | 94 |
| HDFCBANK | 31-Oct-19 | 1229.00 | R2 | CE 1300.00 | 7.50 | 1,240,500 | 7.91% | 4.90% | Long Buildup | 0.61% | 2696 |
| HDFCBANK | 31-Oct-19 | 1229.00 | R1 | CE 1250.00 | 19.50 | 1,005,000 | 6.56% | 26.02% | Long Buildup | 1.59% | 3631 |
| HDFCBANK | 31-Oct-19 | 1229.00 | S1 | PE 1200.00 | 15.25 | 732,000 | -7.58% | 6.16% | Short Buildup | 1.24% | 1795 |
| HDFCBANK | 31-Oct-19 | 1229.00 | S1 | PE 1150.00 | 4.40 | 395,000 | -7.37% | 9.27% | Short Buildup | 0.36% | 648 |
| HEROMOTOCO | 31-Oct-19 | 2646.15 | R2 | CE 3000.00 | 9.25 | 78,400 | 4.52% | 2.08% | Long Buildup | 0.35% | 70 |
| HEROMOTOCO | 31-Oct-19 | 2646.15 | R1 | CE 2800.00 | 32.50 | 99,400 | 2.69% | 0.20% | Long Buildup | 1.23% | 1375 |
| HEROMOTOCO | 31-Oct-19 | 2646.15 | S1 | PE 2600.00 | 57.50 | 33,400 | -13.79% | 5.03% | Short Buildup | 2.17% | 327 |
| HEROMOTOCO | 31-Oct-19 | 2646.15 | S2 | PE 2500.00 | 26.05 | 52,600 | -23.27% | 41.40% | Short Buildup | 0.98% | 548 |
| HEXAWARE | 31-Oct-19 | 379.45 | R2 | CE 400.00 | 5.75 | 69,000 | 6.48% | 0.00% | 1.52% | 2 | |
| HEXAWARE | 31-Oct-19 | 379.45 | R1 | CE 390.00 | 12.50 | 52,500 | 85.19% | 6.06% | Long Buildup | 3.29% | 5 |
| HEXAWARE | 31-Oct-19 | 379.45 | S1 | PE 360.00 | 6.10 | 10,500 | -25.61% | 0.00% | 1.61% | 1 | |
| HEXAWARE | 31-Oct-19 | 379.45 | S1 | PE 350.00 | 4.80 | 25,500 | 0.00% | 0.00% | 1.26% | 0 | |
| HINDALCO | 31-Oct-19 | 187.40 | R1 | CE 200.00 | 1.65 | 3,293,500 | -2.94% | 10.97% | Short Buildup | 0.88% | 1209 |
| HINDALCO | 31-Oct-19 | 187.40 | R1 | CE 190.00 | 4.30 | 1,746,500 | -6.52% | 33.42% | Short Buildup | 2.29% | 889 |
| HINDALCO | 31-Oct-19 | 187.40 | S1 | PE 175.00 | 0.95 | 1,158,500 | 5.56% | 24.44% | Long Buildup | 0.51% | 420 |
| HINDALCO | 31-Oct-19 | 187.40 | S2 | PE 170.00 | 0.45 | 1,099,000 | -10.00% | 0.32% | Short Buildup | 0.24% | 105 |
| HINDPETRO | 31-Oct-19 | 313.85 | R2 | CE 360.00 | 0.85 | 455,700 | 13.33% | 0.93% | Long Buildup | 0.27% | 117 |
| HINDPETRO | 31-Oct-19 | 313.85 | R1 | CE 350.00 | 1.60 | 573,300 | 23.08% | -3.87% | Short Covering | 0.51% | 213 |
| HINDPETRO | 31-Oct-19 | 313.85 | S1 | PE 300.00 | 4.25 | 304,500 | -1.16% | -6.45% | Long Windup | 1.35% | 282 |
| HINDPETRO | 31-Oct-19 | 313.85 | S2 | PE 280.00 | 1.00 | 283,500 | -4.76% | 0.75% | Short Buildup | 0.32% | 24 |
| HINDUNILVR | 31-Oct-19 | 2106.85 | R2 | CE 2200.00 | 4.85 | 116,400 | -7.62% | -1.02% | Long Windup | 0.23% | 421 |
| HINDUNILVR | 31-Oct-19 | 2106.85 | R1 | CE 2100.00 | 30.50 | 126,600 | 0.83% | -22.00% | Short Covering | 1.45% | 1072 |
| HINDUNILVR | 31-Oct-19 | 2106.85 | S1 | PE 2000.00 | 6.85 | 267,900 | -15.95% | -8.03% | Long Windup | 0.33% | 634 |
| HINDUNILVR | 31-Oct-19 | 2106.85 | S2 | PE 1900.00 | 2.00 | 160,200 | -18.37% | -5.65% | Long Windup | 0.09% | 152 |
| IBULHSGFIN | 31-Oct-19 | 231.20 | R2 | CE 440.00 | 1.80 | 2,144,800 | 50.00% | -1.00% | Short Covering | 0.78% | 222 |
| IBULHSGFIN | 31-Oct-19 | 231.20 | R1 | CE 300.00 | 6.70 | 1,428,800 | 69.62% | -3.77% | Short Covering | 2.90% | 2361 |
| IBULHSGFIN | 31-Oct-19 | 231.20 | S1 | PE 200.00 | 15.75 | 880,000 | -44.25% | 20.35% | Short Buildup | 6.81% | 3969 |
| IBULHSGFIN | 31-Oct-19 | 231.20 | S2 | PE 160.00 | 6.40 | 815,200 | -47.33% | -6.17% | Long Windup | 2.77% | 2296 |
| ICICIBANK | 31-Oct-19 | 437.80 | R2 | CE 460.00 | 4.20 | 1,772,375 | -3.45% | -10.73% | Long Windup | 0.96% | 1595 |
| ICICIBANK | 31-Oct-19 | 437.80 | R1 | CE 450.00 | 6.95 | 1,786,125 | -7.95% | 12.86% | Short Buildup | 1.59% | 3217 |
| ICICIBANK | 31-Oct-19 | 437.80 | S1 | PE 420.00 | 4.30 | 1,122,000 | 14.67% | 37.61% | Long Buildup | 0.98% | 1239 |
| ICICIBANK | 31-Oct-19 | 437.80 | S2 | PE 400.00 | 1.20 | 2,109,250 | 20.00% | -0.71% | Short Covering | 0.27% | 722 |
| ICICIPRULI | 31-Oct-19 | 476.75 | R2 | CE 500.00 | 5.60 | 330,000 | 51.35% | 29.41% | Long Buildup | 1.17% | 345 |
| ICICIPRULI | 31-Oct-19 | 476.75 | R1 | CE 480.00 | 11.80 | 190,500 | 25.53% | -7.97% | Short Covering | 2.48% | 254 |
| ICICIPRULI | 31-Oct-19 | 476.75 | S1 | PE 450.00 | 3.95 | 136,500 | -13.19% | 30.00% | Short Buildup | 0.83% | 82 |
| ICICIPRULI | 31-Oct-19 | 476.75 | S2 | PE 420.00 | 0.60 | 240,000 | -29.41% | -1.84% | Long Windup | 0.13% | 15 |
| IDEA | 31-Oct-19 | 6.40 | R2 | CE 8.00 | 0.10 | 32,312,000 | 0.00% | 1.41% | 1.56% | 217 | |
| IDEA | 31-Oct-19 | 6.40 | R1 | CE 7.00 | 0.25 | 53,284,000 | 25.00% | 3.54% | Long Buildup | 3.91% | 1326 |
| IDEA | 31-Oct-19 | 6.40 | S1 | PE 5.00 | 0.10 | 18,144,000 | 100.00% | -0.31% | Short Covering | 1.56% | 54 |
| IDEA | 31-Oct-19 | 6.40 | S2 | PE 4.00 | 0.05 | 21,644,000 | 0.00% | 0.00% | 0.78% | 0 | |
| IDFCFIRSTB | 31-Oct-19 | 39.70 | R2 | CE 45.00 | 0.20 | 7,104,000 | 0.00% | -4.21% | 0.50% | 317 | |
| IDFCFIRSTB | 31-Oct-19 | 39.70 | R1 | CE 40.00 | 1.00 | 5,292,000 | 11.11% | -21.25% | Short Covering | 2.52% | 544 |
| IDFCFIRSTB | 31-Oct-19 | 39.70 | S1 | PE 40.00 | 1.55 | 3,444,000 | 0.00% | 9.96% | 3.90% | 115 | |
| IDFCFIRSTB | 31-Oct-19 | 39.70 | S2 | PE 39.00 | 1.10 | 3,324,000 | 15.79% | 0.36% | Long Buildup | 2.77% | 108 |
| IGL | 31-Oct-19 | 379.80 | R2 | CE 400.00 | 2.70 | 181,500 | 170.00% | -5.71% | Short Covering | 0.71% | 139 |
| IGL | 31-Oct-19 | 379.80 | R1 | CE 390.00 | 5.15 | 264,000 | 114.58% | 24.68% | Long Buildup | 1.36% | 188 |
| IGL | 31-Oct-19 | 379.80 | S1 | PE 360.00 | 2.10 | 145,750 | -37.31% | 3.92% | Short Buildup | 0.55% | 32 |
| IGL | 31-Oct-19 | 379.80 | S2 | PE 340.00 | 0.65 | 115,500 | -23.53% | -2.33% | Long Windup | 0.17% | 1 |
| INDIGO | 31-Oct-19 | 1729.90 | R1 | CE 1800.00 | 24.20 | 170,400 | -5.84% | 28.51% | Short Buildup | 1.40% | 730 |
| INDIGO | 31-Oct-19 | 1729.90 | R1 | CE 1750.00 | 43.05 | 169,800 | -6.41% | 24.67% | Short Buildup | 2.49% | 528 |
| INDIGO | 31-Oct-19 | 1729.90 | S1 | PE 1700.00 | 41.15 | 262,800 | 18.59% | 17.74% | Long Buildup | 2.38% | 1075 |
| INDIGO | 31-Oct-19 | 1729.90 | S2 | PE 1600.00 | 14.55 | 195,600 | 22.78% | 2.52% | Long Buildup | 0.84% | 350 |
| INDUSINDBK | 31-Oct-19 | 1342.65 | R1 | CE 1400.00 | 19.85 | 768,400 | 23.29% | 8.10% | Long Buildup | 1.48% | 3527 |
| INDUSINDBK | 31-Oct-19 | 1342.65 | R1 | CE 1300.00 | 73.65 | 524,800 | 14.36% | 25.67% | Long Buildup | 5.49% | 1138 |
| INDUSINDBK | 31-Oct-19 | 1342.65 | S1 | PE 1200.00 | 5.70 | 355,600 | 4.59% | -3.16% | Short Covering | 0.42% | 683 |
| INDUSINDBK | 31-Oct-19 | 1342.65 | S2 | PE 1150.00 | 1.95 | 386,400 | -9.30% | -2.52% | Long Windup | 0.15% | 217 |
| INFRATEL | 31-Oct-19 | 261.60 | R2 | CE 280.00 | 1.70 | 84,000 | 36.00% | 2.44% | Long Buildup | 0.65% | 23 |
| INFRATEL | 31-Oct-19 | 261.60 | R1 | CE 260.00 | 7.45 | 100,000 | 30.70% | -32.43% | Short Covering | 2.85% | 95 |
| INFRATEL | 31-Oct-19 | 261.60 | S1 | PE 245.00 | 1.65 | 84,000 | -42.11% | -2.33% | Long Windup | 0.63% | 23 |
| INFRATEL | 31-Oct-19 | 261.60 | S2 | PE 240.00 | 1.05 | 90,000 | -47.50% | -10.00% | Long Windup | 0.40% | 41 |
| INFY | 31-Oct-19 | 767.85 | R2 | CE 800.00 | 4.50 | 4,632,000 | 8.43% | -7.57% | Short Covering | 0.59% | 3633 |
| INFY | 31-Oct-19 | 767.85 | R1 | CE 780.00 | 7.75 | 2,367,600 | 1.97% | 0.25% | Long Buildup | 1.01% | 4848 |
| INFY | 31-Oct-19 | 767.85 | S1 | PE 780.00 | 27.15 | 933,600 | 4.02% | -4.07% | Short Covering | 3.54% | 108 |
| INFY | 31-Oct-19 | 767.85 | S2 | PE 740.00 | 6.80 | 865,200 | 13.33% | 0.70% | Long Buildup | 0.89% | 1141 |
| IOC | 31-Oct-19 | 145.60 | R2 | CE 160.00 | 1.00 | 1,403,500 | 42.86% | -4.52% | Short Covering | 0.69% | 431 |
| IOC | 31-Oct-19 | 145.60 | R1 | CE 150.00 | 2.85 | 1,547,000 | 3.64% | 21.43% | Long Buildup | 1.96% | 726 |
| IOC | 31-Oct-19 | 145.60 | S1 | PE 150.00 | 6.75 | 465,500 | 23.85% | 0.00% | 4.64% | 25 | |
| IOC | 31-Oct-19 | 145.60 | S2 | PE 140.00 | 1.95 | 479,500 | 30.00% | 16.10% | Long Buildup | 1.34% | 159 |
| ITC | 31-Oct-19 | 246.50 | R2 | CE 270.00 | 0.90 | 3,168,000 | 12.50% | -4.35% | Short Covering | 0.37% | 461 |
| ITC | 31-Oct-19 | 246.50 | R1 | CE 260.00 | 1.85 | 3,038,400 | 15.63% | -0.86% | Short Covering | 0.75% | 677 |
| ITC | 31-Oct-19 | 246.50 | S1 | PE 250.00 | 6.70 | 1,228,800 | -4.29% | -0.97% | Long Windup | 2.72% | 118 |
| ITC | 31-Oct-19 | 246.50 | S2 | PE 240.00 | 2.20 | 1,260,000 | -8.33% | -1.32% | Long Windup | 0.89% | 339 |
| JINDALSTEL | 31-Oct-19 | 107.65 | R2 | CE 120.00 | 1.15 | 2,118,400 | 35.29% | -3.36% | Short Covering | 1.07% | 387 |
| JINDALSTEL | 31-Oct-19 | 107.65 | S1 | PE 120.00 | 13.70 | 1,680,000 | -12.74% | 0.00% | 12.73% | 1 | |
| JINDALSTEL | 31-Oct-19 | 107.65 | R1 | CE 110.00 | 3.85 | 1,856,000 | 32.76% | -3.17% | Short Covering | 3.58% | 1090 |
| JINDALSTEL | 31-Oct-19 | 107.65 | S2 | PE 100.00 | 1.80 | 803,200 | -30.77% | -1.95% | Long Windup | 1.67% | 459 |
| JSWSTEEL | 31-Oct-19 | 223.35 | R2 | CE 250.00 | 1.75 | 496,000 | 9.38% | -4.98% | Short Covering | 0.78% | 165 |
| JSWSTEEL | 31-Oct-19 | 223.35 | R1 | CE 240.00 | 3.20 | 492,000 | 1.59% | -10.87% | Short Covering | 1.43% | 462 |
| JSWSTEEL | 31-Oct-19 | 223.35 | S1 | PE 220.00 | 6.90 | 308,000 | -0.72% | 3.36% | Short Buildup | 3.09% | 236 |
| JSWSTEEL | 31-Oct-19 | 223.35 | S1 | PE 210.00 | 3.40 | 258,000 | -4.23% | -2.27% | Long Windup | 1.52% | 211 |
| JUBLFOOD | 31-Oct-19 | 1359.60 | R2 | CE 1500.00 | 7.80 | 71,500 | 27.87% | -4.67% | Short Covering | 0.57% | 39 |
| JUBLFOOD | 31-Oct-19 | 1359.60 | R1 | CE 1400.00 | 28.10 | 67,000 | 18.32% | -12.99% | Short Covering | 2.07% | 202 |
| JUBLFOOD | 31-Oct-19 | 1359.60 | S1 | PE 1300.00 | 25.25 | 44,000 | -11.40% | 4.76% | Short Buildup | 1.86% | 121 |
| JUBLFOOD | 31-Oct-19 | 1359.60 | S2 | PE 1200.00 | 7.55 | 104,000 | -11.18% | 0.48% | Short Buildup | 0.56% | 42 |
| JUSTDIAL | 31-Oct-19 | 634.20 | R2 | CE 700.00 | 5.00 | 296,800 | 53.85% | 11.58% | Long Buildup | 0.79% | 246 |
| JUSTDIAL | 31-Oct-19 | 634.20 | R1 | CE 660.00 | 12.55 | 152,600 | 74.31% | 14.74% | Long Buildup | 1.98% | 258 |
| JUSTDIAL | 31-Oct-19 | 634.20 | S1 | PE 600.00 | 10.05 | 161,000 | -49.50% | 30.68% | Short Buildup | 1.58% | 152 |
| JUSTDIAL | 31-Oct-19 | 634.20 | S1 | PE 580.00 | 6.30 | 177,800 | -52.45% | 7.63% | Short Buildup | 0.99% | 155 |
| KOTAKBANK | 31-Oct-19 | 1615.25 | R2 | CE 1700.00 | 8.75 | 221,200 | 13.64% | 2.79% | Long Buildup | 0.54% | 504 |
| KOTAKBANK | 31-Oct-19 | 1615.25 | R1 | CE 1640.00 | 24.30 | 218,400 | 11.47% | 3.41% | Long Buildup | 1.50% | 1309 |
| KOTAKBANK | 31-Oct-19 | 1615.25 | S1 | PE 1600.00 | 28.15 | 180,000 | -6.01% | 9.49% | Short Buildup | 1.74% | 1008 |
| KOTAKBANK | 31-Oct-19 | 1615.25 | S2 | PE 1560.00 | 14.55 | 156,000 | -8.20% | 1.56% | Short Buildup | 0.90% | 610 |
| L&TFH | 31-Oct-19 | 85.40 | R2 | CE 100.00 | 0.90 | 2,448,000 | 50.00% | 2.45% | Long Buildup | 1.05% | 450 |
| L&TFH | 31-Oct-19 | 85.40 | R1 | CE 90.00 | 2.70 | 3,037,500 | 22.73% | 35.81% | Long Buildup | 3.16% | 1071 |
| L&TFH | 31-Oct-19 | 85.40 | S1 | PE 80.00 | 1.95 | 1,219,500 | 11.43% | 37.56% | Long Buildup | 2.28% | 361 |
| L&TFH | 31-Oct-19 | 85.40 | S2 | PE 75.00 | 1.00 | 1,336,500 | 17.65% | 12.08% | Long Buildup | 1.17% | 142 |
| LICHSGFIN | 31-Oct-19 | 385.00 | R2 | CE 420.00 | 3.45 | 250,800 | 13.11% | 12.32% | Long Buildup | 0.90% | 367 |
| LICHSGFIN | 31-Oct-19 | 385.00 | R1 | CE 400.00 | 7.90 | 712,800 | 18.80% | 14.29% | Long Buildup | 2.05% | 1421 |
| LICHSGFIN | 31-Oct-19 | 385.00 | S1 | PE 360.00 | 4.30 | 215,600 | -14.00% | -2.97% | Long Windup | 1.12% | 315 |
| LICHSGFIN | 31-Oct-19 | 385.00 | S2 | PE 350.00 | 2.85 | 297,000 | -18.57% | 0.00% | 0.74% | 167 | |
| LT | 31-Oct-19 | 1447.80 | R1 | CE 1500.00 | 18.40 | 340,500 | 65.77% | -4.32% | Short Covering | 1.27% | 2587 |
| LT | 31-Oct-19 | 1447.80 | R1 | CE 1460.00 | 32.55 | 283,125 | 56.12% | 47.46% | Long Buildup | 2.25% | 3409 |
| LT | 31-Oct-19 | 1447.80 | S1 | PE 1400.00 | 15.50 | 170,625 | -23.46% | 18.80% | Short Buildup | 1.07% | 1391 |
| LT | 31-Oct-19 | 1447.80 | S2 | PE 1300.00 | 2.20 | 95,625 | -27.87% | 2.41% | Short Buildup | 0.15% | 108 |
| LUPIN | 31-Oct-19 | 739.10 | R2 | CE 800.00 | 2.45 | 107,800 | 53.13% | 5.48% | Long Buildup | 0.33% | 185 |
| LUPIN | 31-Oct-19 | 739.10 | R1 | CE 700.00 | 43.15 | 149,100 | 43.59% | -1.39% | Short Covering | 5.84% | 29 |
| LUPIN | 31-Oct-19 | 739.10 | S1 | PE 660.00 | 1.40 | 94,500 | -34.88% | -8.78% | Long Windup | 0.19% | 45 |
| LUPIN | 31-Oct-19 | 739.10 | S2 | PE 650.00 | 0.65 | 170,800 | -45.83% | -12.54% | Long Windup | 0.09% | 84 |
| M&M | 31-Oct-19 | 593.30 | R2 | CE 620.00 | 4.60 | 252,000 | 2.22% | 12.00% | Long Buildup | 0.78% | 469 |
| M&M | 31-Oct-19 | 593.30 | R1 | CE 600.00 | 10.95 | 472,000 | 1.39% | -7.81% | Short Covering | 1.85% | 1397 |
| M&M | 31-Oct-19 | 593.30 | S1 | PE 560.00 | 3.00 | 179,000 | -17.81% | -5.79% | Long Windup | 0.51% | 204 |
| M&M | 31-Oct-19 | 593.30 | S1 | PE 550.00 | 2.00 | 263,000 | -20.00% | 3.54% | Short Buildup | 0.34% | 87 |
| M&MFIN | 31-Oct-19 | 319.25 | S1 | PE 400.00 | 65.35 | 201,250 | 0.00% | 0.00% | 20.47% | 0 | |
| M&MFIN | 31-Oct-19 | 319.25 | R2 | CE 350.00 | 3.70 | 93,750 | 48.00% | 11.94% | Long Buildup | 1.16% | 126 |
| M&MFIN | 31-Oct-19 | 319.25 | R1 | CE 330.00 | 8.80 | 157,500 | 21.38% | -11.27% | Short Covering | 2.76% | 326 |
| M&MFIN | 31-Oct-19 | 319.25 | S2 | PE 300.00 | 7.20 | 211,250 | 25.22% | -1.74% | Short Covering | 2.26% | 187 |
| MANAPPURAM | 31-Oct-19 | 154.55 | R2 | CE 160.00 | 2.70 | 744,000 | 440.00% | 210.00% | Long Buildup | 1.75% | 635 |
| MANAPPURAM | 31-Oct-19 | 154.55 | R1 | CE 155.00 | 4.50 | 582,000 | 373.68% | -15.65% | Short Covering | 2.91% | 661 |
| MANAPPURAM | 31-Oct-19 | 154.55 | S1 | PE 140.00 | 1.25 | 660,000 | -56.90% | 52.78% | Short Buildup | 0.81% | 310 |
| MANAPPURAM | 31-Oct-19 | 154.55 | S2 | PE 130.00 | 0.45 | 690,000 | -50.00% | 0.88% | Short Buildup | 0.29% | 71 |
| MARICO | 31-Oct-19 | 391.85 | R2 | CE 400.00 | 6.70 | 221,000 | 48.89% | 0.00% | 1.71% | 141 | |
| MARICO | 31-Oct-19 | 391.85 | R1 | CE 380.00 | 15.40 | 127,400 | 8.45% | 2.08% | Long Buildup | 3.93% | 1 |
| MARICO | 31-Oct-19 | 391.85 | S1 | PE 380.00 | 4.20 | 39,000 | -16.00% | 36.36% | Short Buildup | 1.07% | 7 |
| MARICO | 31-Oct-19 | 391.85 | S1 | PE 370.00 | 2.55 | 23,400 | 0.00% | 0.00% | 0.65% | 0 | |
| MARUTI | 31-Oct-19 | 7302.30 | R2 | CE 7500.00 | 111.45 | 104,775 | 70.02% | -2.38% | Short Covering | 1.53% | 6281 |
| MARUTI | 31-Oct-19 | 7302.30 | R1 | CE 7000.00 | 386.05 | 152,100 | 46.51% | -7.44% | Short Covering | 5.29% | 1014 |
| MARUTI | 31-Oct-19 | 7302.30 | S1 | PE 7000.00 | 88.50 | 114,225 | -28.69% | 58.48% | Short Buildup | 1.21% | 4473 |
| MARUTI | 31-Oct-19 | 7302.30 | S1 | PE 6500.00 | 22.70 | 108,450 | -21.18% | -4.93% | Long Windup | 0.31% | 1119 |
| MCDOWELL-N | 31-Oct-19 | 635.20 | R1 | CE 680.00 | 5.80 | 111,250 | 33.33% | 2.30% | Long Buildup | 0.91% | 50 |
| MCDOWELL-N | 31-Oct-19 | 635.20 | R1 | CE 670.00 | 7.45 | 118,750 | 22.13% | 66.67% | Long Buildup | 1.17% | 231 |
| MCDOWELL-N | 31-Oct-19 | 635.20 | S1 | PE 620.00 | 10.80 | 51,250 | 3.85% | 17.14% | Long Buildup | 1.70% | 34 |
| MCDOWELL-N | 31-Oct-19 | 635.20 | S1 | PE 600.00 | 5.15 | 70,000 | -8.04% | 1.82% | Short Buildup | 0.81% | 42 |
| MFSL | 31-Oct-19 | 410.40 | R2 | CE 500.00 | 0.80 | 205,200 | 0.00% | 0.00% | 0.19% | 0 | |
| MFSL | 31-Oct-19 | 410.40 | R1 | CE 480.00 | 0.85 | 26,400 | 0.00% | 0.00% | 0.21% | 0 | |
| MFSL | 31-Oct-19 | 410.40 | S1 | PE 430.00 | 30.80 | 7,200 | 0.00% | 0.00% | 7.50% | 0 | |
| MFSL | 31-Oct-19 | 410.40 | S1 | PE 400.00 | 7.10 | 46,800 | -5.96% | 0.00% | 1.73% | 14 | |
| MGL | 31-Oct-19 | 966.40 | R2 | CE 1000.00 | 11.50 | 28,800 | -22.56% | 4.35% | Short Buildup | 1.19% | 45 |
| MGL | 31-Oct-19 | 966.40 | R1 | CE 980.00 | 18.70 | 22,200 | -18.70% | -13.95% | Long Windup | 1.94% | 41 |
| MGL | 31-Oct-19 | 966.40 | S1 | PE 940.00 | 10.05 | 11,400 | 19.64% | -13.64% | Short Covering | 1.04% | 12 |
| MGL | 31-Oct-19 | 966.40 | S2 | PE 920.00 | 4.30 | 16,800 | 0.00% | -3.45% | 0.44% | 1 | |
| MINDTREE | 31-Oct-19 | 735.70 | R2 | CE 800.00 | 4.00 | 104,400 | 5.26% | -25.64% | Short Covering | 0.54% | 184 |
| MINDTREE | 31-Oct-19 | 735.70 | R1 | CE 750.00 | 14.45 | 107,400 | 16.53% | -29.25% | Short Covering | 1.96% | 324 |
| MINDTREE | 31-Oct-19 | 735.70 | S1 | PE 720.00 | 13.85 | 52,200 | -20.17% | -23.01% | Long Windup | 1.88% | 117 |
| MINDTREE | 31-Oct-19 | 735.70 | S1 | PE 700.00 | 9.05 | 69,000 | -12.56% | -27.67% | Long Windup | 1.23% | 156 |
| MOTHERSUMI | 31-Oct-19 | 107.55 | R2 | CE 120.00 | 1.60 | 1,498,200 | -17.95% | 20.11% | Short Buildup | 1.49% | 687 |
| MOTHERSUMI | 31-Oct-19 | 107.55 | R1 | CE 110.00 | 4.00 | 1,590,600 | -6.98% | -6.41% | Long Windup | 3.72% | 723 |
| MOTHERSUMI | 31-Oct-19 | 107.55 | S1 | PE 105.00 | 3.80 | 336,600 | 43.40% | 85.45% | Long Buildup | 3.53% | 289 |
| MOTHERSUMI | 31-Oct-19 | 107.55 | S1 | PE 100.00 | 1.95 | 587,400 | 30.00% | 24.48% | Long Buildup | 1.81% | 216 |
| MRF | 31-Oct-19 | 64019.75 | R2 | CE 69000.00 | 1000.00 | 10 | 0.00% | 0.00% | 1.56% | 0 | |
| MRF | 31-Oct-19 | 64019.75 | R1 | CE 61000.00 | 1300.00 | 20 | 0.00% | 0.00% | 2.03% | 0 | |
| MRF | 31-Oct-19 | 64019.75 | S2 | PE 60000.00 | 750.00 | 10 | 0.00% | 0.00% | 1.17% | 0 | |
| MUTHOOTFIN | 31-Oct-19 | 675.80 | R2 | CE 700.00 | 10.45 | 84,000 | 120.00% | -26.32% | Short Covering | 1.55% | 369 |
| MUTHOOTFIN | 31-Oct-19 | 675.80 | R1 | CE 680.00 | 18.15 | 48,000 | 105.08% | -17.95% | Short Covering | 2.69% | 118 |
| MUTHOOTFIN | 31-Oct-19 | 675.80 | S1 | PE 660.00 | 11.40 | 46,500 | -42.42% | 10.71% | Short Buildup | 1.69% | 28 |
| MUTHOOTFIN | 31-Oct-19 | 675.80 | S1 | PE 650.00 | 7.95 | 43,500 | -46.82% | 3.57% | Short Buildup | 1.18% | 38 |
| NATIONALUM | 31-Oct-19 | 43.80 | R2 | CE 50.00 | 0.30 | 1,640,000 | 500.00% | -6.29% | Short Covering | 0.68% | 188 |
| NATIONALUM | 31-Oct-19 | 43.80 | R1 | CE 45.00 | 1.30 | 1,240,000 | 420.00% | -8.82% | Short Covering | 2.97% | 493 |
| NATIONALUM | 31-Oct-19 | 43.80 | S1 | PE 45.00 | 2.35 | 410,000 | -53.47% | 7.89% | Short Buildup | 5.37% | 14 |
| NATIONALUM | 31-Oct-19 | 43.80 | S1 | PE 40.00 | 0.45 | 520,000 | -57.14% | 26.83% | Short Buildup | 1.03% | 104 |
| NBCC | 31-Oct-19 | 36.90 | R2 | CE 45.00 | 0.30 | 960,500 | 200.00% | -24.16% | Short Covering | 0.81% | 200 |
| NBCC | 31-Oct-19 | 36.90 | R1 | CE 40.00 | 1.00 | 1,887,000 | 150.00% | -3.06% | Short Covering | 2.71% | 705 |
| NBCC | 31-Oct-19 | 36.90 | S1 | PE 35.00 | 0.95 | 926,500 | -57.78% | 251.61% | Short Buildup | 2.57% | 143 |
| NBCC | 31-Oct-19 | 36.90 | S2 | PE 30.00 | 0.15 | 705,500 | -57.14% | -49.39% | Long Windup | 0.41% | 153 |
| NCC | 31-Oct-19 | 53.35 | R2 | CE 60.00 | 1.10 | 2,824,000 | 100.00% | -2.49% | Short Covering | 2.06% | 1153 |
| NCC | 31-Oct-19 | 53.35 | R1 | CE 55.00 | 2.35 | 3,592,000 | 95.83% | 32.84% | Long Buildup | 4.40% | 1551 |
| NCC | 31-Oct-19 | 53.35 | S1 | PE 50.00 | 1.50 | 792,000 | -31.82% | 7.61% | Short Buildup | 2.81% | 270 |
| NCC | 31-Oct-19 | 53.35 | S2 | PE 40.00 | 0.20 | 728,000 | -33.33% | -8.08% | Long Windup | 0.37% | 39 |
| NESTLEIND | 31-Oct-19 | 14835.45 | R2 | CE 14700.00 | 336.30 | 3,650 | 102.83% | -50.68% | Short Covering | 2.27% | 156 |
| NESTLEIND | 31-Oct-19 | 14835.45 | R1 | CE 14500.00 | 470.20 | 3,050 | 98.82% | -15.28% | Short Covering | 3.17% | 59 |
| NESTLEIND | 31-Oct-19 | 14835.45 | S1 | PE 14000.00 | 38.75 | 2,350 | -48.26% | 4.44% | Short Buildup | 0.26% | 17 |
| NESTLEIND | 31-Oct-19 | 14835.45 | S2 | PE 13500.00 | 7.80 | 1,700 | -68.42% | -5.56% | Long Windup | 0.05% | 3 |
| NIFTY | 31-Oct-19 | 11661.85 | R2 | CE 12000.00 | 23.75 | 1,870,725 | 49.37% | -14.58% | Short Covering | 0.20% | 67461 |
| NIFTY | 31-Oct-19 | 11661.85 | R1 | CE 11700.00 | 110.55 | 1,929,075 | 35.98% | 3.91% | Long Buildup | 0.95% | 71946 |
| NIFTY | 31-Oct-19 | 11661.85 | S1 | PE 11400.00 | 42.95 | 2,155,425 | -29.07% | -3.26% | Long Windup | 0.37% | 58096 |
| NIFTY | 31-Oct-19 | 11661.85 | S2 | PE 11000.00 | 11.25 | 2,909,925 | -30.34% | -4.79% | Long Windup | 0.10% | 30804 |
| NIITTECH | 31-Oct-19 | 1436.55 | R2 | CE 1500.00 | 10.85 | 75,000 | -19.63% | 1.01% | Short Buildup | 0.76% | 16 |
| NIITTECH | 31-Oct-19 | 1436.55 | R1 | CE 1400.00 | 48.35 | 30,750 | 32.65% | 0.00% | 3.37% | 6 | |
| NIITTECH | 31-Oct-19 | 1436.55 | S1 | PE 1300.00 | 6.40 | 18,000 | -20.00% | 0.00% | 0.45% | 5 | |
| NIITTECH | 31-Oct-19 | 1436.55 | S2 | PE 1250.00 | 4.00 | 9,750 | 0.00% | 0.00% | 0.28% | 0 | |
| NMDC | 31-Oct-19 | 108.85 | R2 | CE 115.00 | 2.00 | 1,092,000 | 566.67% | 31.88% | Long Buildup | 1.84% | 782 |
| NMDC | 31-Oct-19 | 108.85 | R1 | CE 110.00 | 3.55 | 1,200,000 | 317.65% | -0.50% | Short Covering | 3.26% | 1461 |
| NMDC | 31-Oct-19 | 108.85 | S1 | PE 100.00 | 0.90 | 594,000 | -60.00% | 130.23% | Short Buildup | 0.83% | 281 |
| NMDC | 31-Oct-19 | 108.85 | S2 | PE 85.00 | 0.15 | 576,000 | -25.00% | 4.35% | Short Buildup | 0.14% | 38 |
| NTPC | 31-Oct-19 | 121.05 | R1 | CE 125.00 | 1.85 | 2,448,000 | 131.25% | 28.46% | Long Buildup | 1.53% | 1201 |
| NTPC | 31-Oct-19 | 121.05 | R1 | CE 120.00 | 3.80 | 3,220,800 | 68.89% | -4.69% | Short Covering | 3.14% | 890 |
| NTPC | 31-Oct-19 | 121.05 | S1 | PE 120.00 | 2.70 | 825,600 | -16.92% | 156.72% | Short Buildup | 2.23% | 271 |
| NTPC | 31-Oct-19 | 121.05 | S1 | PE 115.00 | 1.05 | 1,065,600 | -12.50% | -3.90% | Long Windup | 0.87% | 503 |
| OIL | 31-Oct-19 | 172.80 | R2 | CE 160.00 | 14.00 | 105,369 | 147.79% | 0.00% | 8.10% | 8 | |
| OIL | 31-Oct-19 | 172.80 | R1 | CE 150.00 | 14.50 | 74,778 | 0.00% | 0.00% | 8.39% | 0 | |
| OIL | 31-Oct-19 | 172.80 | S1 | PE 145.00 | 0.20 | 74,778 | -42.86% | -12.00% | Long Windup | 0.12% | 5 |
| OIL | 31-Oct-19 | 172.80 | S2 | PE 135.00 | 0.35 | 37,389 | 0.00% | 0.00% | 0.20% | 0 | |
| ONGC | 31-Oct-19 | 143.50 | R2 | CE 150.00 | 1.50 | 1,387,500 | 50.00% | 23.75% | Long Buildup | 1.05% | 1086 |
| ONGC | 31-Oct-19 | 143.50 | R1 | CE 140.00 | 5.55 | 1,657,500 | 26.14% | -15.65% | Short Covering | 3.87% | 418 |
| ONGC | 31-Oct-19 | 143.50 | S1 | PE 140.00 | 2.00 | 926,250 | -24.53% | -17.11% | Long Windup | 1.39% | 424 |
| ONGC | 31-Oct-19 | 143.50 | S1 | PE 135.00 | 0.90 | 948,750 | -28.00% | 10.96% | Short Buildup | 0.63% | 284 |
| PAGEIND | 31-Oct-19 | 21498.45 | R2 | CE 22500.00 | 1700.00 | 75 | 0.00% | 0.00% | 7.91% | 0 | |
| PAGEIND | 31-Oct-19 | 21498.45 | R1 | CE 22000.00 | 750.00 | 50 | 0.00% | 0.00% | 3.49% | 2 | |
| PAGEIND | 31-Oct-19 | 21498.45 | S1 | PE 21000.00 | 575.00 | 50 | 0.00% | 0.00% | 2.67% | 0 | |
| PAGEIND | 31-Oct-19 | 21498.45 | S2 | PE 20500.00 | 602.10 | 25 | 0.00% | 0.00% | 2.80% | 0 | |
| PEL | 31-Oct-19 | 1556.85 | R2 | CE 1800.00 | 14.45 | 89,392 | 129.37% | 11.28% | Long Buildup | 0.93% | 724 |
| PEL | 31-Oct-19 | 1556.85 | R1 | CE 1600.00 | 54.50 | 89,996 | 158.29% | -5.40% | Short Covering | 3.50% | 2308 |
| PEL | 31-Oct-19 | 1556.85 | S1 | PE 1500.00 | 64.70 | 104,190 | -32.46% | 100.58% | Short Buildup | 4.16% | 789 |
| PEL | 31-Oct-19 | 1556.85 | S1 | PE 1400.00 | 35.75 | 291,732 | -23.45% | 413.83% | Short Buildup | 2.30% | 2278 |
| PETRONET | 31-Oct-19 | 267.30 | R2 | CE 300.00 | 1.00 | 861,000 | 122.22% | 0.00% | 0.37% | 90 | |
| PETRONET | 31-Oct-19 | 267.30 | R1 | CE 270.00 | 6.30 | 372,000 | 61.54% | -8.82% | Short Covering | 2.36% | 277 |
| PETRONET | 31-Oct-19 | 267.30 | S1 | PE 260.00 | 3.60 | 225,000 | -27.27% | 0.00% | 1.35% | 71 | |
| PETRONET | 31-Oct-19 | 267.30 | S2 | PE 250.00 | 1.45 | 207,000 | -9.38% | -54.90% | Long Windup | 0.54% | 131 |
| PFC | 31-Oct-19 | 98.10 | R2 | CE 110.00 | 0.50 | 2,207,200 | 66.67% | -11.88% | Short Covering | 0.51% | 347 |
| PFC | 31-Oct-19 | 98.10 | R1 | CE 100.00 | 2.55 | 2,188,600 | 88.89% | -17.72% | Short Covering | 2.60% | 946 |
| PFC | 31-Oct-19 | 98.10 | S1 | PE 100.00 | 4.25 | 1,078,800 | -25.44% | -7.94% | Long Windup | 4.33% | 36 |
| PFC | 31-Oct-19 | 98.10 | S2 | PE 95.00 | 1.65 | 1,841,400 | -35.29% | -6.90% | Long Windup | 1.68% | 299 |
| PIDILITIND | 31-Oct-19 | 1351.50 | R2 | CE 1500.00 | 2.90 | 40,000 | 18.37% | 33.33% | Long Buildup | 0.21% | 40 |
| PIDILITIND | 31-Oct-19 | 1351.50 | R1 | CE 1400.00 | 13.95 | 39,500 | -7.62% | -3.66% | Long Windup | 1.03% | 57 |
| PIDILITIND | 31-Oct-19 | 1351.50 | S1 | PE 1300.00 | 10.05 | 26,000 | 26.42% | -8.77% | Short Covering | 0.74% | 14 |
| PIDILITIND | 31-Oct-19 | 1351.50 | S2 | PE 1280.00 | 4.95 | 14,500 | 47.76% | 0.00% | 0.37% | 3 | |
| PNB | 31-Oct-19 | 60.25 | R2 | CE 70.00 | 0.40 | 5,257,000 | 60.00% | -6.01% | Short Covering | 0.66% | 435 |
| PNB | 31-Oct-19 | 60.25 | R1 | CE 65.00 | 0.80 | 5,978,000 | 45.45% | -9.92% | Short Covering | 1.33% | 697 |
| PNB | 31-Oct-19 | 60.25 | S1 | PE 60.00 | 1.90 | 2,611,000 | -19.15% | 23.51% | Short Buildup | 3.15% | 267 |
| PNB | 31-Oct-19 | 60.25 | S2 | PE 55.00 | 0.45 | 1,876,000 | -30.77% | -4.96% | Long Windup | 0.75% | 145 |
| POWERGRID | 31-Oct-19 | 202.55 | R2 | CE 210.00 | 1.90 | 704,000 | 153.33% | 1.73% | Long Buildup | 0.94% | 322 |
| POWERGRID | 31-Oct-19 | 202.55 | R1 | CE 200.00 | 5.95 | 696,000 | 101.69% | -23.35% | Short Covering | 2.94% | 353 |
| POWERGRID | 31-Oct-19 | 202.55 | S1 | PE 200.00 | 2.65 | 356,000 | -43.01% | 3.49% | Short Buildup | 1.31% | 134 |
| POWERGRID | 31-Oct-19 | 202.55 | S2 | PE 195.00 | 1.25 | 352,000 | -45.65% | -3.30% | Long Windup | 0.62% | 194 |
| PVR | 31-Oct-19 | 1827.55 | R2 | CE 1900.00 | 23.10 | 110,000 | -17.50% | -14.60% | Long Windup | 1.26% | 454 |
| PVR | 31-Oct-19 | 1827.55 | R1 | CE 1850.00 | 41.50 | 48,800 | -15.82% | -0.81% | Long Windup | 2.27% | 58 |
| PVR | 31-Oct-19 | 1827.55 | S1 | PE 1800.00 | 33.20 | 38,800 | 9.57% | -22.40% | Short Covering | 1.82% | 257 |
| PVR | 31-Oct-19 | 1827.55 | S2 | PE 1600.00 | 0.40 | 16,400 | -86.67% | 2.50% | Short Buildup | 0.02% | 2 |
| RAMCOCEM | 31-Oct-19 | 754.60 | R1 | CE 750.00 | 12.30 | 4,000 | 0.00% | 0.00% | 1.63% | 0 | |
| RAMCOCEM | 31-Oct-19 | 754.60 | S1 | PE 740.00 | 32.00 | 1,600 | -0.31% | 0.00% | 4.24% | 1 | |
| RAMCOCEM | 31-Oct-19 | 754.60 | R1 | CE 720.00 | 25.50 | 2,400 | 0.00% | 0.00% | 3.38% | 0 | |
| RAMCOCEM | 31-Oct-19 | 754.60 | S2 | PE 700.00 | 5.00 | 2,400 | 0.00% | 0.00% | 0.66% | 0 | |
| RBLBANK | 31-Oct-19 | 295.25 | R1 | CE 320.00 | 9.65 | 567,600 | 11.56% | 54.07% | Long Buildup | 3.27% | 1189 |
| RBLBANK | 31-Oct-19 | 295.25 | R1 | CE 300.00 | 17.75 | 691,200 | 16.01% | -26.44% | Short Covering | 6.01% | 2009 |
| RBLBANK | 31-Oct-19 | 295.25 | S1 | PE 280.00 | 14.90 | 445,200 | -14.12% | 2.77% | Short Buildup | 5.05% | 939 |
| RBLBANK | 31-Oct-19 | 295.25 | S2 | PE 250.00 | 8.10 | 678,000 | -12.43% | -0.70% | Long Windup | 2.74% | 403 |
| RECLTD | 31-Oct-19 | 130.50 | R2 | CE 140.00 | 1.40 | 1,200,000 | 250.00% | -22.18% | Short Covering | 1.07% | 461 |
| RECLTD | 31-Oct-19 | 130.50 | R1 | CE 130.00 | 4.65 | 1,272,000 | 158.33% | -4.07% | Short Covering | 3.56% | 991 |
| RECLTD | 31-Oct-19 | 130.50 | S1 | PE 125.00 | 2.00 | 828,000 | -45.21% | 23.21% | Short Buildup | 1.53% | 248 |
| RECLTD | 31-Oct-19 | 130.50 | S2 | PE 115.00 | 0.30 | 720,000 | -53.85% | -0.83% | Long Windup | 0.23% | 70 |
| RELIANCE | 31-Oct-19 | 1416.35 | R2 | CE 1500.00 | 9.45 | 2,052,500 | 107.69% | 81.56% | Long Buildup | 0.67% | 13623 |
| RELIANCE | 31-Oct-19 | 1416.35 | R1 | CE 1400.00 | 42.90 | 1,346,000 | 38.83% | -27.40% | Short Covering | 3.03% | 9787 |
| RELIANCE | 31-Oct-19 | 1416.35 | S1 | PE 1300.00 | 4.20 | 1,422,000 | -11.58% | 25.45% | Short Buildup | 0.30% | 3116 |
| RELIANCE | 31-Oct-19 | 1416.35 | S2 | PE 1200.00 | 1.05 | 1,497,500 | 31.25% | -0.83% | Short Covering | 0.07% | 638 |
| SAIL | 31-Oct-19 | 36.20 | R2 | CE 40.00 | 0.55 | 3,660,000 | 266.67% | 17.31% | Long Buildup | 1.52% | 1193 |
| SAIL | 31-Oct-19 | 36.20 | R1 | CE 35.00 | 2.25 | 4,452,000 | 200.00% | -18.64% | Short Covering | 6.22% | 1422 |
| SAIL | 31-Oct-19 | 36.20 | S1 | PE 35.00 | 1.10 | 2,040,000 | -47.62% | 169.84% | Short Buildup | 3.04% | 457 |
| SAIL | 31-Oct-19 | 36.20 | S2 | PE 30.00 | 0.15 | 3,336,000 | -50.00% | 13.47% | Short Buildup | 0.41% | 279 |
| SBIN | 31-Oct-19 | 269.65 | R2 | CE 300.00 | 2.15 | 10,173,000 | 38.71% | -9.11% | Short Covering | 0.80% | 2846 |
| SBIN | 31-Oct-19 | 269.65 | R1 | CE 290.00 | 3.35 | 5,355,000 | 36.73% | -15.92% | Short Covering | 1.24% | 2170 |
| SBIN | 31-Oct-19 | 269.65 | S1 | PE 250.00 | 2.60 | 4,026,000 | -22.39% | 6.76% | Short Buildup | 0.96% | 1973 |
| SBIN | 31-Oct-19 | 269.65 | S1 | PE 240.00 | 1.25 | 3,696,000 | -21.88% | 4.94% | Short Buildup | 0.46% | 1530 |
| SHREECEM | 31-Oct-19 | 18679.75 | R2 | CE 19000.00 | 260.90 | 200 | 160.90% | -20.00% | Short Covering | 1.40% | 2 |
| SHREECEM | 31-Oct-19 | 18679.75 | S2 | PE 19000.00 | 550.00 | 50 | 0.00% | 0.00% | 2.94% | 0 | |
| SHREECEM | 31-Oct-19 | 18679.75 | R1 | CE 18500.00 | 550.00 | 100 | 0.00% | 0.00% | 2.94% | 0 | |
| SIEMENS | 31-Oct-19 | 1648.70 | R2 | CE 1700.00 | 13.85 | 48,950 | 105.19% | 48.33% | Long Buildup | 0.84% | 167 |
| SIEMENS | 31-Oct-19 | 1648.70 | R1 | CE 1600.00 | 62.05 | 52,800 | 36.67% | -13.51% | Short Covering | 3.76% | 56 |
| SIEMENS | 31-Oct-19 | 1648.70 | S1 | PE 1600.00 | 17.50 | 65,450 | -30.83% | 25.26% | Short Buildup | 1.06% | 154 |
| SIEMENS | 31-Oct-19 | 1648.70 | S1 | PE 1500.00 | 3.50 | 75,900 | -30.69% | -0.72% | Long Windup | 0.21% | 29 |
| SRF | 31-Oct-19 | 2693.70 | R2 | CE 3000.00 | 7.00 | 17,000 | -0.71% | 6.25% | Short Buildup | 0.26% | 9 |
| SRF | 31-Oct-19 | 2693.70 | R1 | CE 2800.00 | 33.70 | 26,750 | 1.81% | -34.76% | Short Covering | 1.25% | 217 |
| SRF | 31-Oct-19 | 2693.70 | S1 | PE 2700.00 | 70.00 | 14,250 | -9.39% | 16.33% | Short Buildup | 2.60% | 35 |
| SRF | 31-Oct-19 | 2693.70 | S2 | PE 2500.00 | 14.30 | 19,500 | -14.11% | -8.24% | Long Windup | 0.53% | 55 |
| SRTRANSFIN | 31-Oct-19 | 1096.25 | R2 | CE 1200.00 | 9.00 | 32,400 | 65.14% | -11.48% | Short Covering | 0.82% | 54 |
| SRTRANSFIN | 31-Oct-19 | 1096.25 | R1 | CE 1140.00 | 23.25 | 41,400 | 54.49% | 6.15% | Long Buildup | 2.12% | 84 |
| SRTRANSFIN | 31-Oct-19 | 1096.25 | S1 | PE 1000.00 | 10.90 | 54,600 | -23.24% | 8.33% | Short Buildup | 0.99% | 64 |
| SRTRANSFIN | 31-Oct-19 | 1096.25 | S2 | PE 900.00 | 2.20 | 33,000 | -18.52% | -5.17% | Long Windup | 0.20% | 7 |
| STAR | 31-Oct-19 | 353.85 | R2 | CE 400.00 | 2.35 | 133,200 | 34.29% | -13.95% | Short Covering | 0.66% | 29 |
| STAR | 31-Oct-19 | 353.85 | R1 | CE 350.00 | 14.75 | 136,800 | 8.86% | 0.00% | 4.17% | 31 | |
| STAR | 31-Oct-19 | 353.85 | S1 | PE 300.00 | 1.60 | 132,000 | -17.95% | 0.00% | 0.45% | 3 | |
| STAR | 31-Oct-19 | 353.85 | S2 | PE 280.00 | 1.00 | 62,400 | -33.33% | 1.96% | Short Buildup | 0.28% | 1 |
| SUNPHARMA | 31-Oct-19 | 401.65 | R2 | CE 420.00 | 4.75 | 1,804,000 | 20.25% | -0.67% | Short Covering | 1.18% | 1777 |
| SUNPHARMA | 31-Oct-19 | 401.65 | S1 | PE 420.00 | 20.30 | 562,100 | -2.87% | -2.67% | Long Windup | 5.05% | 19 |
| SUNPHARMA | 31-Oct-19 | 401.65 | R1 | CE 400.00 | 12.00 | 1,192,400 | 4.80% | -8.60% | Short Covering | 2.99% | 1817 |
| SUNPHARMA | 31-Oct-19 | 401.65 | S2 | PE 400.00 | 8.80 | 640,200 | -1.68% | 0.87% | Short Buildup | 2.19% | 652 |
| SUNTV | 31-Oct-19 | 516.95 | S1 | PE 600.00 | 127.05 | 103,000 | 0.00% | 0.00% | 24.58% | 0 | |
| SUNTV | 31-Oct-19 | 516.95 | R2 | CE 540.00 | 6.75 | 77,000 | 125.00% | 285.00% | Long Buildup | 1.31% | 325 |
| SUNTV | 31-Oct-19 | 516.95 | R1 | CE 500.00 | 25.20 | 94,000 | 56.04% | 1.08% | Long Buildup | 4.87% | 246 |
| SUNTV | 31-Oct-19 | 516.95 | S1 | PE 490.00 | 6.80 | 64,000 | -34.93% | 42.22% | Short Buildup | 1.32% | 289 |
| TATACHEM | 31-Oct-19 | 613.50 | R2 | CE 640.00 | 3.15 | 24,300 | 40.00% | -3.57% | Short Covering | 0.51% | 17 |
| TATACHEM | 31-Oct-19 | 613.50 | R1 | CE 620.00 | 10.00 | 44,100 | 47.06% | 36.11% | Long Buildup | 1.63% | 150 |
| TATACHEM | 31-Oct-19 | 613.50 | S1 | PE 590.00 | 3.60 | 15,300 | -30.77% | -5.56% | Long Windup | 0.59% | 16 |
| TATACHEM | 31-Oct-19 | 613.50 | S2 | PE 560.00 | 1.05 | 20,700 | -27.59% | 4.55% | Short Buildup | 0.17% | 5 |
| TATAELXSI | 31-Oct-19 | 708.30 | R2 | CE 800.00 | 5.25 | 67,800 | -34.38% | 76.56% | Short Buildup | 0.74% | 128 |
| TATAELXSI | 31-Oct-19 | 708.30 | R1 | CE 720.00 | 21.60 | 70,800 | -20.44% | 7.27% | Short Buildup | 3.05% | 209 |
| TATAELXSI | 31-Oct-19 | 708.30 | S1 | PE 700.00 | 20.45 | 25,200 | -0.97% | 133.33% | Short Buildup | 2.89% | 155 |
| TATAELXSI | 31-Oct-19 | 708.30 | S1 | PE 620.00 | 3.70 | 23,400 | 34.55% | -4.88% | Short Covering | 0.52% | 13 |
| TATAGLOBAL | 31-Oct-19 | 282.00 | R2 | CE 300.00 | 1.90 | 477,900 | 35.71% | -14.49% | Short Covering | 0.67% | 146 |
| TATAGLOBAL | 31-Oct-19 | 282.00 | R1 | CE 290.00 | 4.10 | 207,900 | 28.13% | -19.79% | Short Covering | 1.45% | 271 |
| TATAGLOBAL | 31-Oct-19 | 282.00 | S1 | PE 255.00 | 0.35 | 167,400 | -41.67% | -1.59% | Long Windup | 0.12% | 3 |
| TATAGLOBAL | 31-Oct-19 | 282.00 | S2 | PE 250.00 | 0.30 | 229,500 | -50.00% | 0.00% | 0.11% | 4 | |
| TATAMOTORS | 31-Oct-19 | 136.85 | R2 | CE 150.00 | 2.75 | 4,803,000 | -19.12% | -3.38% | Long Windup | 2.01% | 4913 |
| TATAMOTORS | 31-Oct-19 | 136.85 | R1 | CE 140.00 | 5.45 | 5,343,000 | -6.84% | 6.65% | Short Buildup | 3.98% | 4431 |
| TATAMOTORS | 31-Oct-19 | 136.85 | S1 | PE 130.00 | 3.50 | 2,610,000 | 22.81% | 20.50% | Long Buildup | 2.56% | 3912 |
| TATAMOTORS | 31-Oct-19 | 136.85 | S1 | PE 120.00 | 1.50 | 2,787,000 | 42.86% | -13.82% | Short Covering | 1.10% | 2217 |
| TATAMTRDVR | 31-Oct-19 | 61.40 | R1 | CE 57.50 | 5.80 | 852,000 | 3.57% | -10.69% | Short Covering | 9.45% | 26 |
| TATAMTRDVR | 31-Oct-19 | 61.40 | R1 | CE 55.00 | 7.70 | 456,000 | -10.98% | -2.56% | Long Windup | 12.54% | 17 |
| TATAMTRDVR | 31-Oct-19 | 61.40 | S1 | PE 55.00 | 1.00 | 246,000 | 53.85% | 2.50% | Long Buildup | 1.63% | 41 |
| TATAMTRDVR | 31-Oct-19 | 61.40 | S1 | PE 52.50 | 0.55 | 462,000 | 57.14% | 37.50% | Long Buildup | 0.90% | 35 |
| TATAPOWER | 31-Oct-19 | 59.95 | S1 | PE 77.00 | 13.20 | 423,000 | 0.00% | 0.00% | 22.02% | 0 | |
| TATAPOWER | 31-Oct-19 | 59.95 | R2 | CE 70.00 | 0.20 | 2,673,000 | 0.00% | 2.41% | 0.33% | 33 | |
| TATAPOWER | 31-Oct-19 | 59.95 | R1 | CE 65.00 | 0.60 | 1,341,000 | 50.00% | -3.87% | Short Covering | 1.00% | 122 |
| TATAPOWER | 31-Oct-19 | 59.95 | S2 | PE 60.00 | 1.80 | 540,000 | -7.69% | 33.33% | Short Buildup | 3.00% | 34 |
| TATASTEEL | 31-Oct-19 | 359.60 | R2 | CE 400.00 | 3.00 | 1,484,339 | -1.64% | -5.35% | Long Windup | 0.83% | 2479 |
| TATASTEEL | 31-Oct-19 | 359.60 | R1 | CE 380.00 | 6.35 | 1,350,653 | 2.42% | -4.36% | Short Covering | 1.77% | 3873 |
| TATASTEEL | 31-Oct-19 | 359.60 | S1 | PE 340.00 | 5.75 | 665,247 | -7.26% | -0.63% | Long Windup | 1.60% | 2519 |
| TATASTEEL | 31-Oct-19 | 359.60 | S2 | PE 300.00 | 0.80 | 797,872 | -5.88% | -2.59% | Long Windup | 0.22% | 411 |
| TCS | 31-Oct-19 | 2057.35 | R2 | CE 2200.00 | 4.70 | 508,500 | 34.29% | -8.46% | Short Covering | 0.23% | 1260 |
| TCS | 31-Oct-19 | 2057.35 | R1 | CE 2100.00 | 18.80 | 581,750 | 48.03% | -25.30% | Short Covering | 0.91% | 3995 |
| TCS | 31-Oct-19 | 2057.35 | S1 | PE 2000.00 | 13.35 | 243,250 | -33.42% | -4.89% | Long Windup | 0.65% | 2488 |
| TCS | 31-Oct-19 | 2057.35 | S2 | PE 1900.00 | 3.10 | 281,500 | -39.22% | -13.65% | Long Windup | 0.15% | 715 |
| TECHM | 31-Oct-19 | 734.20 | R2 | CE 750.00 | 8.90 | 126,000 | 21.92% | 7.14% | Long Buildup | 1.21% | 435 |
| TECHM | 31-Oct-19 | 734.20 | R1 | CE 740.00 | 13.05 | 190,800 | 20.28% | -13.59% | Short Covering | 1.78% | 573 |
| TECHM | 31-Oct-19 | 734.20 | S1 | PE 700.00 | 3.70 | 163,200 | -30.19% | -2.16% | Long Windup | 0.50% | 111 |
| TECHM | 31-Oct-19 | 734.20 | S2 | PE 680.00 | 1.75 | 105,600 | -22.22% | 3.53% | Short Buildup | 0.24% | 46 |
| TITAN | 31-Oct-19 | 1300.60 | R2 | CE 1400.00 | 3.70 | 402,000 | 57.45% | -3.07% | Short Covering | 0.28% | 300 |
| TITAN | 31-Oct-19 | 1300.60 | R1 | CE 1300.00 | 25.10 | 360,000 | 49.85% | -13.98% | Short Covering | 1.93% | 1403 |
| TITAN | 31-Oct-19 | 1300.60 | S1 | PE 1200.00 | 1.70 | 385,500 | -59.52% | -2.47% | Long Windup | 0.13% | 374 |
| TITAN | 31-Oct-19 | 1300.60 | S2 | PE 1100.00 | 0.90 | 403,500 | -28.00% | 17.98% | Short Buildup | 0.07% | 156 |
| TORNTPHARM | 31-Oct-19 | 1684.65 | R2 | CE 1800.00 | 8.00 | 7,500 | 0.00% | 0.00% | 0.47% | 0 | |
| TORNTPHARM | 31-Oct-19 | 1684.65 | R1 | CE 1700.00 | 40.00 | 11,500 | 0.00% | 9.52% | 2.37% | 8 | |
| TORNTPHARM | 31-Oct-19 | 1684.65 | S1 | PE 1600.00 | 13.50 | 12,500 | 3.85% | -3.85% | Short Covering | 0.80% | 5 |
| TORNTPHARM | 31-Oct-19 | 1684.65 | S1 | PE 1560.00 | 7.30 | 7,500 | 0.00% | 0.00% | 0.43% | 0 | |
| TORNTPOWER | 31-Oct-19 | 284.45 | R2 | CE 300.00 | 2.55 | 168,000 | -17.74% | 1.82% | Short Buildup | 0.90% | 24 |
| TORNTPOWER | 31-Oct-19 | 284.45 | R1 | CE 290.00 | 4.25 | 63,000 | -18.27% | 23.53% | Short Buildup | 1.49% | 7 |
| TORNTPOWER | 31-Oct-19 | 284.45 | S1 | PE 280.00 | 3.55 | 18,000 | -65.20% | 100.00% | Short Buildup | 1.25% | 3 |
| TORNTPOWER | 31-Oct-19 | 284.45 | S2 | PE 270.00 | 2.85 | 24,000 | 0.00% | 0.00% | 1.00% | 0 | |
| TVSMOTOR | 31-Oct-19 | 456.50 | R2 | CE 500.00 | 1.90 | 231,000 | -17.39% | -14.29% | Long Windup | 0.42% | 819 |
| TVSMOTOR | 31-Oct-19 | 456.50 | R1 | CE 460.00 | 8.00 | 257,400 | 16.79% | 6.85% | Long Buildup | 1.75% | 1680 |
| TVSMOTOR | 31-Oct-19 | 456.50 | S1 | PE 400.00 | 3.45 | 458,700 | -42.02% | 0.00% | 0.76% | 830 | |
| TVSMOTOR | 31-Oct-19 | 456.50 | S1 | PE 380.00 | 1.75 | 196,900 | -45.31% | -21.15% | Long Windup | 0.38% | 294 |
| UBL | 31-Oct-19 | 1330.00 | R2 | CE 1400.00 | 7.95 | 20,300 | 6.00% | 11.54% | Long Buildup | 0.60% | 6 |
| UBL | 31-Oct-19 | 1330.00 | R1 | CE 1360.00 | 17.80 | 15,400 | 22.76% | 10.00% | Long Buildup | 1.34% | 5 |
| UBL | 31-Oct-19 | 1330.00 | S1 | PE 1260.00 | 7.10 | 9,100 | -50.18% | 8.33% | Short Buildup | 0.53% | 1 |
| UBL | 31-Oct-19 | 1330.00 | S2 | PE 1200.00 | 3.05 | 11,200 | 0.00% | 0.00% | 0.23% | 0 | |
| UJJIVAN | 31-Oct-19 | 306.75 | R2 | CE 330.00 | 4.05 | 299,200 | 1.25% | 8.72% | Long Buildup | 1.32% | 200 |
| UJJIVAN | 31-Oct-19 | 306.75 | R1 | CE 320.00 | 6.40 | 265,600 | -4.48% | 10.67% | Short Buildup | 2.09% | 284 |
| UJJIVAN | 31-Oct-19 | 306.75 | S1 | PE 300.00 | 8.10 | 192,000 | 15.71% | 23.71% | Long Buildup | 2.64% | 112 |
| UJJIVAN | 31-Oct-19 | 306.75 | S1 | PE 290.00 | 5.15 | 145,600 | 19.77% | -6.19% | Short Covering | 1.68% | 84 |
| ULTRACEMCO | 31-Oct-19 | 4295.30 | S1 | PE 4800.00 | 466.00 | 35,600 | 0.00% | 0.00% | 10.85% | 0 | |
| ULTRACEMCO | 31-Oct-19 | 4295.30 | R2 | CE 4500.00 | 46.15 | 46,400 | 43.10% | 31.82% | Long Buildup | 1.07% | 465 |
| ULTRACEMCO | 31-Oct-19 | 4295.30 | R1 | CE 4400.00 | 73.60 | 41,600 | 31.90% | 15.56% | Long Buildup | 1.71% | 571 |
| ULTRACEMCO | 31-Oct-19 | 4295.30 | S2 | PE 4000.00 | 23.25 | 36,600 | -10.92% | -4.19% | Long Windup | 0.54% | 132 |
| UNIONBANK | 31-Oct-19 | 52.10 | R2 | CE 60.00 | 0.40 | 2,226,000 | 100.00% | -11.67% | Short Covering | 0.77% | 176 |
| UNIONBANK | 31-Oct-19 | 52.10 | R1 | CE 55.00 | 1.15 | 1,498,000 | 27.78% | -5.31% | Short Covering | 2.21% | 253 |
| UNIONBANK | 31-Oct-19 | 52.10 | S1 | PE 55.00 | 4.10 | 434,000 | 18.84% | -31.11% | Short Covering | 7.87% | 69 |
| UNIONBANK | 31-Oct-19 | 52.10 | S2 | PE 50.00 | 1.15 | 490,000 | 15.00% | -44.00% | Short Covering | 2.21% | 125 |
| UPL | 31-Oct-19 | 599.00 | R2 | CE 620.00 | 8.00 | 163,800 | 26.98% | 26.39% | Long Buildup | 1.34% | 724 |
| UPL | 31-Oct-19 | 599.00 | R1 | CE 600.00 | 15.80 | 229,500 | 21.54% | -13.56% | Short Covering | 2.64% | 745 |
| UPL | 31-Oct-19 | 599.00 | S1 | PE 580.00 | 7.45 | 86,400 | -23.20% | 18.52% | Short Buildup | 1.24% | 121 |
| UPL | 31-Oct-19 | 599.00 | S1 | PE 560.00 | 3.55 | 60,300 | -26.80% | -11.84% | Long Windup | 0.59% | 54 |
| VEDL | 31-Oct-19 | 150.25 | R2 | CE 170.00 | 0.95 | 1,122,000 | 35.71% | -3.11% | Short Covering | 0.63% | 226 |
| VEDL | 31-Oct-19 | 150.25 | R1 | CE 160.00 | 2.20 | 1,656,000 | 18.92% | -0.18% | Short Covering | 1.46% | 621 |
| VEDL | 31-Oct-19 | 150.25 | S1 | PE 160.00 | 11.00 | 552,000 | -29.26% | 0.55% | Short Buildup | 7.32% | 7 |
| VEDL | 31-Oct-19 | 150.25 | S2 | PE 150.00 | 4.85 | 960,000 | -14.16% | 5.96% | Short Buildup | 3.23% | 416 |
| VOLTAS | 31-Oct-19 | 691.70 | R2 | CE 720.00 | 7.10 | 142,000 | 86.84% | 23.48% | Long Buildup | 1.03% | 318 |
| VOLTAS | 31-Oct-19 | 691.70 | R1 | CE 700.00 | 14.20 | 238,000 | 72.12% | -17.93% | Short Covering | 2.05% | 732 |
| VOLTAS | 31-Oct-19 | 691.70 | S1 | PE 680.00 | 10.10 | 43,000 | -40.06% | 59.26% | Short Buildup | 1.46% | 121 |
| VOLTAS | 31-Oct-19 | 691.70 | S2 | PE 600.00 | 0.65 | 65,000 | -35.00% | -7.14% | Long Windup | 0.09% | 8 |
| WIPRO | 31-Oct-19 | 248.90 | R2 | CE 260.00 | 1.15 | 1,283,200 | 9.52% | -11.28% | Short Covering | 0.46% | 325 |
| WIPRO | 31-Oct-19 | 248.90 | R1 | CE 250.00 | 4.00 | 1,014,400 | 8.11% | -15.92% | Short Covering | 1.61% | 376 |
| WIPRO | 31-Oct-19 | 248.90 | S1 | PE 240.00 | 1.25 | 976,000 | -21.88% | -12.86% | Long Windup | 0.50% | 163 |
| WIPRO | 31-Oct-19 | 248.90 | S2 | PE 230.00 | 0.40 | 835,200 | -27.27% | -8.42% | Long Windup | 0.16% | 65 |
| YESBANK | 31-Oct-19 | 51.40 | R2 | CE 60.00 | 1.75 | 12,667,600 | 34.62% | 12.84% | Long Buildup | 3.40% | 11479 |
| YESBANK | 31-Oct-19 | 51.40 | R1 | CE 50.00 | 4.55 | 11,277,200 | 31.88% | -28.17% | Short Covering | 8.85% | 16040 |
| YESBANK | 31-Oct-19 | 51.40 | S1 | PE 50.00 | 3.10 | 8,694,400 | -46.55% | 97.80% | Short Buildup | 6.03% | 8848 |
| YESBANK | 31-Oct-19 | 51.40 | S1 | PE 40.00 | 0.85 | 10,168,400 | -39.29% | 2.76% | Short Buildup | 1.65% | 9702 |
| ZEEL | 31-Oct-19 | 250.20 | R2 | CE 300.00 | 2.60 | 1,342,900 | -46.94% | 3.82% | Short Buildup | 1.04% | 2956 |
| ZEEL | 31-Oct-19 | 250.20 | R1 | CE 280.00 | 5.25 | 942,500 | -46.15% | 9.35% | Short Buildup | 2.10% | 4622 |
| ZEEL | 31-Oct-19 | 250.20 | S1 | PE 240.00 | 9.80 | 1,010,100 | 6.52% | 8.07% | Long Buildup | 3.92% | 5426 |
| ZEEL | 31-Oct-19 | 250.20 | S2 | PE 200.00 | 2.85 | 1,194,700 | 7.55% | -14.43% | Short Covering | 1.14% | 2847 |