ICICI BANK FUTURE

Traded Volume (contracts) 423

Traded Value (lacs)908.22
VWAP 18.84
Underlying value 834.00
Market Lot 250
Open Interest1,26,500
Change in Open Interest 9,250
Implied Volatility31.04

Date
02-Apr-2012
03-Apr-2012
04-Apr-2012
09-Apr-2012
10-Apr-2012
11-Apr-2012
12-Apr-2012
13-Apr-2012
16-Apr-2012
17-Apr-2012
18-Apr-2012
19-Apr-2012
20-Apr-2012
23-Apr-2012
24-Apr-2012
25-Apr-2012
26-Apr-2012
27-Apr-2012
28-Apr-2012
30-Apr-2012

Open
888.25
902.95
903.00
870.00
868.75
859.65
888.00
889.80
868.55
872.90
911.00
878.00
869.90
864.35
848.65
854.90
840.00
849.90
864.00
873.00

High
897.75
913.00
903.00
874.45
868.75
875.60
888.00
898.40
879.85
893.35
911.00
885.65
878.55
870.00
854.10
855.10
846.00
871.95
868.00
884.40

Low
888.25
902.00
888.60
868.60
861.00
859.65
881.30
861.00
868.55
869.00
885.65
874.00
858.25
838.00
840.00
830.00
836.00
840.00
862.10
869.05

Close
891.70
913.00
888.60
870.35
863.45
866.50
881.30
866.10
878.95
892.55
885.65
883.35
861.70
844.65
852.35
840.55
843.75
859.65
866.30
876.45

Settle Price
914.30
931.25
913.00
887.65
883.80
866.50
898.85
866.10
878.95
903.10
885.65
883.35
861.70
844.65
852.35
840.55
843.75
859.65
866.30
876.45

Contracts
16
10
9
12
7
10
4
15
16
12
12
31
32
35
65
68
153
3816
36
289

Turnover (in lacs)

35.64
22.72
20.11
26.18
15.15
21.70
8.85
32.95
34.97
26.42
26.89
68.09
69.45
75.03
137.89
143.14
321.55
8188.93
77.83
633.34

OI
4500
4750
6500
8500
9000
10000
10500
11250
12250
12500
13250
16750
22750
28500
39000
51250
80250
223000
220250
224000

ICICI CALL OPTION

Date
02-May-2012
03-May-2012
04-May-2012
07-May-2012
08-May-2012
09-May-2012
10-May-2012
11-May-2012
14-May-2012
15-May-2012
16-May-2012
17-May-2012
18-May-2012
21-May-2012
22-May-2012
23-May-2012
24-May-2012
25-May-2012
28-May-2012
29-May-2012
30-May-2012
31-May-2012
01-Jun-2012
04-Jun-2012
05-Jun-2012

Open
0.00
0.00
34.00
0.00
36.60
28.45
35.95
25.50
0.00
19.65
18.10
18.90
12.75
22.70
21.85
15.75
16.00
22.40
20.65
25.00
18.80
18.00
14.00
10.65
15.55

High
0.00
0.00
34.00
0.00
43.40
28.60
35.95
25.50
0.00
24.20
18.65
18.90
18.65
23.00
23.35
18.50
23.10
22.60
25.00
27.15
21.85
18.00
15.45
15.50
17.20

Low
0.00
0.00
33.90
0.00
34.50
28.40
35.95
22.20
0.00
19.65
15.00
16.80
12.00
19.00
15.75
14.40
15.00
18.50
20.60
20.00
14.45
10.15
11.50
9.50
12.30

Close
98.50
98.50
33.90
33.90
34.50
28.60
35.95
25.15
25.15
24.20
16.80
16.80
18.35
20.40
15.85
15.45
21.40
20.55
24.35
21.75
16.25
13.60
12.50
14.75
14.30

Settle Price
77.95
62.95
33.90
56.75
34.50
28.60
35.95
25.15
25.85
24.20
16.80
16.80
18.35
20.40
15.85
15.45
21.40
20.55
24.35
21.75
16.25
13.60
12.50
14.75
14.30

Contracts
0
0
2
0
24
16
6
10
0
4
34
4
36
17
36
8
124
52
152
183
235
335
377
616
547

Turnover (in lacs)

0.00
0.00
4.37
0.00
52.64
34.74
13.14
21.62
0.00
8.62
72.81
8.58
77.01
36.57
77.26
17.12
266.62
111.88
327.89
395.78
504.65
714.70
804.49
1311.87
1169.10

OI
0
0
250
250
4250
1500
1500
1250
1250
1500
3500
3500
5750
9000
14500
15250
35250
38750
50250
62250
92250
141250
135250
154250
152250

ICICI PUT OPTION

Date
28-May-2012
29-May-2012
30-May-2012
31-May-2012
01-Jun-2012
04-Jun-2012
05-Jun-2012
06-Jun-2012
07-Jun-2012
08-Jun-2012
11-Jun-2012
12-Jun-2012
13-Jun-2012
14-Jun-2012
15-Jun-2012
18-Jun-2012
19-Jun-2012

Open
50.00
42.50
47.45
48.75
57.50
63.50
0.00
49.15
36.90
38.15
30.95
32.50
27.45
25.00
32.00
20.00
31.00

High
51.00
42.50
57.55
65.00
68.50
65.05
0.00
50.95
43.75
46.60
36.30
35.20
28.75
39.35
32.95
38.90
38.00

Low
44.00
38.00
44.00
48.75
57.50
58.00
0.00
48.15
34.50
30.00
24.10
25.00
20.30
23.80
19.10
12.55
22.80

Close
47.45
40.35
56.15
64.00
65.00
58.00
58.00
48.15
36.50
33.15
34.85
25.90
23.85
38.00
23.35
33.40
23.55

Settle Price
47.45
40.35
56.15
64.00
65.00
58.00
53.85
48.15
36.50
33.15
34.85
25.90
23.85
38.00
23.35
33.40
23.55

Contracts
16
65
28
19
9
7
0
12
208
124
630
230
569
624
1134
1359
281

Turnover (in lacs)

35.47
142.93
62.21
42.80
20.30
15.76
0.00
26.69
457.02
272.77
1367.60
499.60
1228.88
1357.08
2450.71
2935.87
610.27

OI
8250
15750
17500
21000
20750
20000
20000
19750
43250
51250
65250
68000
80750
77750
145750
112250
117250

SBI FUTURE

Traded Volume (contracts) 23,888

Traded Value (lacs)62,873.51
VWAP 2,105.61
Underlying value 2,116.50
Market Lot 125
Open Interest54,95,625
Change in Open Interest 1,58,875

Date
02-Apr-2012
03-Apr-2012
04-Apr-2012
09-Apr-2012
10-Apr-2012
11-Apr-2012
12-Apr-2012
13-Apr-2012
16-Apr-2012
17-Apr-2012
18-Apr-2012
19-Apr-2012
20-Apr-2012
23-Apr-2012
24-Apr-2012
25-Apr-2012
26-Apr-2012
27-Apr-2012
28-Apr-2012
30-Apr-2012

Open

High

Low

Close

2149.70
2163.95
2169.65
2155.00
2120.40
2135.00
2210.00
2267.70
2240.85
2240.65
2335.50
2282.80
2270.30
2282.95
2204.00
2191.10
2175.95
2144.50
2130.00
2147.80

2154.95
2189.60
2169.65
2155.00
2164.05
2198.00
2230.00
2290.10
2276.00
2350.00
2337.15
2295.00
2292.00
2284.15
2214.95
2199.00
2175.95
2167.00
2145.00
2175.00

2124.55
2163.95
2153.30
2104.00
2104.95
2131.00
2206.00
2196.05
2240.85
2240.65
2290.00
2267.65
2245.00
2185.00
2183.00
2125.05
2133.65
2099.05
2125.70
2138.55

2144.00
2170.65
2167.00
2106.60
2164.05
2181.70
2229.55
2209.00
2276.00
2299.60
2295.70
2281.40
2269.60
2190.00
2187.00
2160.55
2152.00
2135.75
2139.05
2145.25

Settle
Price
2144.00
2227.65
2167.00
2106.60
2164.05
2181.70
2229.55
2260.15
2276.00
2299.60
2295.70
2281.40
2269.60
2190.00
2187.00
2160.55
2152.00
2135.75
2139.05
2145.25

Contracts
81
120
10
15
23
16
22
35
28
49
26
36
25
114
86
121
206
524
17
422

Turnover (in
lacs)
216.93
326.33
27.04
39.83
61.40
43.36
60.93
98.37
79.14
140.76
75.56
102.45
70.99
318.13
236.16
327.42
553.83
1399.28
45.35
1137.48

OI
13000
27375
27875
29500
30125
30125
28875
30250
32500
33125
33625
33875
34250
34625
39625
43375
54125
76625
77625
81750

SBI CALL OPTION

Date
04-May-2012
07-May-2012
08-May-2012
09-May-2012
10-May-2012
11-May-2012
14-May-2012
15-May-2012
16-May-2012
17-May-2012
18-May-2012
21-May-2012
22-May-2012
23-May-2012
24-May-2012
25-May-2012
28-May-2012
29-May-2012
30-May-2012
31-May-2012

Open
80.00
55.00
69.95
43.95
43.35
27.95
25.00
25.00
26.00
23.50
22.00
45.00
50.00
35.00
31.00
44.00
55.00
89.95
63.35
80.00

High
80.00
80.00
69.95
53.50
43.35
33.00
25.00
30.00
27.90
25.50
38.00
56.05
55.00
38.00
43.00
53.10
84.00
104.00
89.25
80.00

Low
65.00
42.00
47.80
36.80
26.95
25.00
20.00
25.00
18.00
20.00
18.05
43.85
27.50
27.00
31.00
37.15
55.00
78.10
63.35
57.00

Close
66.70
78.40
50.95
37.75
28.85
30.05
24.00
28.25
22.05
23.35
34.50
48.65
29.65
31.20
41.90
49.30
78.00
89.20
81.90
63.15

Settle Price
66.70
78.40
50.95
37.75
28.85
30.05
24.00
28.25
22.05
23.35
34.50
48.65
29.65
31.20
41.90
49.30
78.00
89.20
81.90
63.15

Contracts
18
36
18
30
34
20
13
3
39
43
131
353
256
335
434
176
4101
3088
1428
2523

Turnover (in lacs)

48.96
96.77
48.70
80.36
90.77
53.20
34.52
7.98
103.50
114.09
348.51
949.26
683.84
892.78
1160.15
472.25
11101.65
8451.97
3886.65
6836.65

OI
2250
3375
2875
5500
9000
7625
8000
8000
10250
11875
15125
43875
53375
64375
64750
67125
315375
143125
170125
238625

HDFC FUTURE
Traded Volume (contracts) 3,013
Traded Value (lacs)8,002.08
VWAP 531.17
Underlying value 530.60
Market Lot 500
Open Interest1,37,96,000
Change in Open Interest 2,62,000

Date
02-May2012
03-May2012
04-May2012
07-May2012
08-May2012
09-May2012
10-May2012
11-May2012
15-May2012
16-May2012
17-May2012
18-May2012
21-May-

Open High

Low Close

Settle
Price

Contracts

Turnover (in
lacs)

OI

548.75 553.00 548.75 551.80 551.80

46

126.92

57000

550.10 560.00 549.25 555.75 555.75

38

105.54

63000

551.40 552.35 539.75 543.20 543.20

39

106.34

65500

535.00 537.50 522.40 536.70 536.70

87

229.22

58000

538.00 538.00 517.90 518.50 518.50

60

157.81

67000

515.15 524.00 510.20 515.75 515.75

114

293.59

92000

515.00 524.25 514.95 519.45 519.45

55

142.95

96000

517.60 520.70 512.00 513.95 513.95

79

203.88

106000

502.25 506.60 501.60 503.45 503.45

101

254.43

163000

492.10 499.10 487.95 496.70 496.70

216

531.76

220500

497.10 506.85 496.65 497.35 497.35

114

286.10

240500

489.75 504.90 489.35 502.95 502.95

172

426.20

294000

508.05 508.05 496.00 499.15 499.15

328

822.99

375500

2012
22-May2012
23-May2012
24-May2012
25-May2012
28-May2012
29-May2012
30-May2012
31-May2012
01-Jun-2012

504.00 504.00 488.90 490.40 490.40

427

1054.73

482500

485.00 491.70 482.30 487.10 487.10

746

1811.27

686500

491.75 502.45 487.10 500.00 500.00

1178

2923.71

1039000

500.45 502.50 495.00 500.25 500.25

2490

6216.32

2020500

502.20 508.45 497.00 507.35 507.35

6641

16676.46

3858000

509.00 509.55 500.65 504.55 504.55

9466

23892.86

6985000

502.05 502.25 494.90 498.40 498.40

5719

14264.32

8115500

494.05 507.30 494.00 505.30 505.30

6612

16585.34

8829000

501.70 503.50 487.55 488.95 488.95

6665

16537.43

8744500

HDFC CALL OPTION

Date
17-May-2012
18-May-2012
21-May-2012
22-May-2012
23-May-2012
24-May-2012
25-May-2012
28-May-2012
29-May-2012
30-May-2012
31-May-2012
01-Jun-2012
04-Jun-2012
05-Jun-2012
06-Jun-2012
07-Jun-2012
08-Jun-2012
11-Jun-2012
12-Jun-2012

Open
11.40
7.95
11.25
6.50
5.05
5.95
9.30
9.25
10.70
7.00
6.15
8.00
3.35
5.50
7.00
12.50
22.20
27.75
24.80

High
11.40
9.80
11.60
6.55
5.90
9.20
9.50
10.65
11.10
7.75
8.90
8.00
4.95
6.40
12.50
21.05
24.50
28.00
29.50

Low
11.40
7.85
8.90
6.50
5.05
5.95
9.00
9.00
8.00
6.00
5.90
4.00
3.00
4.90
6.70
12.50
16.75
21.95
23.45

Close
11.40
9.80
8.90
6.55
5.90
9.20
9.20
10.60
9.10
7.40
8.25
4.10
4.80
5.15
11.50
19.95
22.15
23.25
27.50

Settle Price
11.40
9.80
8.90
6.55
5.90
9.20
9.20
10.60
9.10
7.40
8.25
4.10
4.80
5.15
11.50
19.95
22.15
23.25
27.50

Contracts
1
5
4
3
2
4
6
8
57
37
57
191
200
191
440
112
102
94
45

Turnover (in lacs)

2.66
13.22
10.61
7.90
5.25
10.57
15.87
21.19
150.82
97.44
150.34
501.51
523.64
502.03
1165.33
300.11
275.62
256.54
122.82

OI
2000
4000
4000
4500
4500
4000
4500
7000
14500
20000
29500
57000
50500
100000
95000
102000
127000
126000
125000

IDBI FUTURE
Traded Volume (contracts) 702
Traded Value (lacs)1,253.21
VWAP 89.26
Underlying value 88.80
Market Lot 2000
Open Interest1,00,74,000
Change in Open Interest 28,000

Date
15-May-2012
16-May-2012
17-May-2012
18-May-2012
21-May-2012
22-May-2012
23-May-2012
24-May-2012
25-May-2012
28-May-2012
29-May-2012
30-May-2012
31-May-2012
01-Jun-2012
04-Jun-2012
05-Jun-2012
06-Jun-2012
07-Jun-2012
08-Jun-2012

Open
90.00
91.00
91.30
86.00
90.15
91.90
88.00
87.00
87.25
87.80
90.55
88.00
85.40
85.70
82.85
86.75
86.75
89.95
89.10

High
93.35
91.40
92.25
90.45
92.05
92.00
88.20
88.00
88.70
90.45
90.55
88.35
86.50
86.90
86.40
87.50
89.80
90.90
92.00

Low
90.00
89.05
86.85
86.00
90.10
88.10
86.25
86.15
87.25
87.80
88.50
86.05
85.05
84.00
82.50
84.85
86.70
88.55
88.35

Close
92.85
90.30
87.75
89.65
90.60
88.35
86.55
87.75
88.15
90.20
88.85
86.35
86.00
84.15
86.15
86.15
89.40
89.75
91.35

Settle Price
92.85
90.30
87.75
89.65
90.60
88.35
86.55
87.75
88.15
90.20
88.85
86.35
86.00
84.15
86.15
86.15
89.40
89.75
91.35

Contracts
64
117
205
140
185
300
302
406
471
808
4795
1752
3335
1831
1521
1328
2146
1822
2139

Turnover (in lacs)

118.37
211.21
364.13
246.73
336.79
537.19
525.94
709.07
829.33
1446.21
8589.10
3052.54
5720.82
3130.13
2576.52
2292.86
3794.49
3266.38
3861.33

OI
450000
526000
616000
702000
808000
1066000
1316000
1664000
2132000
2930000
6758000
7714000
10846000
10780000
10418000
10474000
10254000
10178000
10394000

AXIS BANK

Traded Volume (contracts) 9,484

Traded Value (lacs)23,819.30
VWAP 1,004.61
Underlying value 1,003.35
Market Lot 250
Open Interest61,62,000
Change in Open Interest 3,43,000

Date
02-May2012
03-May2012
04-May2012
07-May2012
08-May2012
09-May2012
10-May2012
11-May2012
15-May2012
16-May2012
17-May2012
18-May2012
21-May2012
22-May2012
23-May2012

Open

High

Low

Close

Settle
Price

Contracts

Turnover (in
lacs)

OI

1108.00 1111.30 1078.90 1082.65 1082.65

240

659.04

164500

1079.80 1079.80 1045.00 1049.05 1049.05

429

1133.97

201750

1030.85 1031.65 993.50 1002.90 1002.90

510

1289.16

229000

974.65 1016.20 960.10 1011.70 1011.70

440

1082.77

254500

1013.70 1015.00 955.00 964.30 964.30

623

1540.05

308000

952.55 969.30 941.00 946.75 946.75

365

870.54

327000

954.85 978.00 952.95 964.15 964.15

397

959.83

333250

954.40 995.00 954.05 982.70 982.70

581

1414.17

354000

969.00 986.40 965.00 973.90 973.90

388

946.92

478500

947.55 958.50 936.00 948.45 948.45

1026

2437.36

586250

957.40 969.60 925.70 930.70 930.70

751

1778.15

662000

912.70 941.95 904.00 935.70 935.70

1316

3029.08

787250

944.60 952.45 932.60 944.35 944.35

1099

2594.93

915750

959.00 963.55 942.00 946.85 946.85

1892

4509.76

1051750

943.50 953.00 934.00 946.90 946.90

1949

4593.64

1291000

24-May2012
25-May2012
28-May2012
29-May2012
30-May2012

951.25 984.90 946.00 982.70 982.70

3874

9406.89

1782000

987.25 991.00 973.50 978.20 978.20

7344

18095.30

2346750

993.00 1002.50 984.55 999.10 999.10

10915

27113.63

3510500

1004.20 1007.70 990.00 992.35 992.35

8810

22012.99

4407250

985.50 986.35 968.10 970.30 970.30

6271

15262.62

5068500

AXIS CALL OPTION

Date
02-May-2012
03-May-2012
04-May-2012
07-May-2012
08-May-2012
09-May-2012
10-May-2012
11-May-2012
14-May-2012
15-May-2012
16-May-2012
17-May-2012
18-May-2012
21-May-2012
22-May-2012
23-May-2012
24-May-2012
25-May-2012
28-May-2012
29-May-2012
30-May-2012
31-May-2012
01-Jun-2012
04-Jun-2012
05-Jun-2012

Open
0.00
0.00
70.00
45.85
50.00
51.00
43.10
39.90
47.20
44.50
38.00
36.80
19.00
28.50
30.10
25.00
26.00
43.00
39.70
42.90
28.50
25.15
26.10
12.05
30.00

High
0.00
0.00
70.00
67.55
50.00
51.00
45.00
52.30
47.20
44.50
38.15
37.00
26.90
30.00
32.50
29.35
40.70
44.75
43.50
45.00
32.50
27.75
27.00
28.85
33.25

Low
0.00
0.00
54.90
44.00
43.00
36.00
39.90
39.90
41.90
41.25
31.00
27.50
19.00
27.50
26.65
23.55
26.00
36.40
38.00
38.00
26.70
21.50
17.90
12.05
23.40

Close
198.30
198.30
58.30
65.15
43.00
36.00
39.90
51.25
41.90
41.25
34.25
27.75
25.40
30.00
28.60
26.00
38.70
39.00
42.20
39.10
29.40
25.10
19.00
25.80
25.35

Settle Price
140.25
110.85
58.30
65.15
43.00
36.00
39.90
51.25
41.90
41.25
34.25
27.75
25.40
30.00
28.60
26.00
38.70
39.00
42.20
39.10
29.40
25.10
19.00
25.80
25.35

Contracts
0
0
3
85
8
22
16
10
2
2
31
18
20
10
32
18
49
83
95
77
92
270
476
605
834

Turnover (in lacs)

0.00
0.00
7.96
222.70
20.98
57.24
41.73
26.19
5.22
5.21
80.27
46.52
51.18
25.72
82.37
46.15
126.86
215.80
247.34
200.50
236.87
691.76
1215.89
1543.61
2145.67

OI
0
0
750
21250
23250
27000
24000
24500
24500
24250
32000
32750
35000
36500
37500
38750
38750
46000
43250
42250
47500
62250
102000
105000
112750