No. of contracts Amt in Crores No. of contracts Amt in Crores INDEX FUTURES 112728 6388.06 115227 6417.25 INDEX OPTIONS 996955 57022.16 993629 56685.71 STOCK FUTURES 303978 13601.94 295251 13119.62 STOCK OPTIONS 10945 596.24 10683 584.27
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) OPEN INTEREST AT THE END OF THE DAY No. of contracts Amt in Crores 115099 6937.31 -29.19 449598 28355.41 336.45 1303887 60608.72 482.32 11883 553.47 11.97