Options Analysis

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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