FII DERIVATIVES STATISTICS FOR 03-Jan-2020

BUY BUY SELL SELL OPEN INTEREST AT THE END OF THE DAY
No. of cont Amt in Cro No. of cont Amt in Cro No. of cont Amt in Crores
INDEX FU 39003 3064.78 47479 3910.52 120192 10444.82
INDEX OP 2514304 182988.20 2501509 181724.75 618200 52409.55
STOCK FU166619 11196.74 167219 11214.00 1457121 98197.68
STOCK OP50004 3612.98 49525 3569.80 46163 3101.43

Notes:

Both buy and sell positions have been considered

Options Value (Buy/Sell) = Strike price * Qty
Futures Value (Buy/Sell) = Traded Price * Qty

Value & Open Interest at the end of day:

Options Value (End of day) = Underlying Close Price * Qty
Futures Value (End of day) = Closing Futures Price * Qty (closing price is the daily settlement price of futures contracts)
of futures contracts)