Symbol Date Expiry Pclose Open High Low Close LTP Settle Price

NIFTY 1-Apr-20 30-Apr-20 8558 8569 8181 8257.3 8260 8257.3

NIFTY 3-Apr-20 30-Apr-20 8257.30 8259.7 8330 8045 8084.5 8109 8084.5
NIFTY 7-Apr-20 30-Apr-20 8084.50 8450.85 8892.95 8372 8875.85 8881 8875.85
NIFTY 8-Apr-20 30-Apr-20 8875.85 8748 9144.7 8685.75 8750.55 8755.9 8750.55
NIFTY 9-Apr-20 30-Apr-20 8750.55 8910 9111.6 8891 9086.7 9073.5 9086.7
NIFTY 13-Apr-20 30-Apr-20 9086.70 9010 9106.6 8903 9011.1 9028.2 9011.1
NIFTY 15-Apr-20 30-Apr-20 9011.10 9189.95 9282.35 8846.7 8930.3 8945 8930.3
NIFTY 16-Apr-20 30-Apr-20 8930.30 8947.75 9089 8835.15 9035.45 9060 9035.45
NIFTY 17-Apr-20 30-Apr-20 9035.45 9345 9350 9105 9311.3 9331.6 9311.3
NIFTY 20-Apr-20 30-Apr-20 9311.30 9332.05 9384.75 9215 9260.5 9265 9260.5
NIFTY 21-Apr-20 30-Apr-20 9260.50 9031.05 9066.9 8909.4 8971.6 8961.05 8971.6
NIFTY 22-Apr-20 30-Apr-20 8971.60 9001 9219.9 8933.25 9188.3 9200 9188.3
NIFTY 23-Apr-20 30-Apr-20 9188.30 9200 9327.8 9158.45 9296.75 9287.1 9296.75
NIFTY 24-Apr-20 30-Apr-20 9296.75 9165 9260 9115 9138.25 9149.75 9138.25
NIFTY 27-Apr-20 30-Apr-20 9138.25 9230.55 9373.75 9230.55 9295.15 9304 9295.15
NIFTY 28-Apr-20 30-Apr-20 9295.15 9379 9421 9257.15 9397.75 9418 9397.75
NIFTY 29-Apr-20 30-Apr-20 9397.75 9425 9595.2 9399.5 9549.15 9526.55 9549.15
NIFTY 30-Apr-20 30-Apr-20 9549.15 9705.35 9877.95 9693.65 9842.4 9860.9 9859.9
NIFTY 4-May-20 28-May-20 9842.40 9418.5 9477.5 9245.3 9285.9 9294.35 9285.9
NIFTY 5-May-20 28-May-20 9285.90 9411 9420 9190.05 9208.6 9222.9 9208.6
NIFTY 6-May-20 28-May-20 9208.60 9214.95 9373 9125 9280.7 9300.65 9280.7
NIFTY 7-May-20 28-May-20 9280.70 9157.4 9264.4 9152.85 9204.25 9210.4 9204.25
NIFTY 8-May-20 28-May-20 9204.25 9348.9 9369 9215 9236.65 9235 9236.65
NIFTY 11-May-20 28-May-20 9236.65 9335.85 9442.7 9202.1 9225.15 9229.1 9225.15
AveragePrice No. of contracts Turnover in Lacs Open Int Change in OI Underlying Value
8335.77 258919 1615349.7 9658875 -274875 8253.8
8153.17 255856 1559632.28 9590325 -68550 8083.8
8713.60 335107 2166062.43 9551850 -38475 8792.2
8860.33 398663 2650220.61 9316500 -235350 8748.75
9029.77 305142 2062683.47 10029075 712575 9111.9
9006.90 239053 1613214.1 9731175 -297900 8993.85
9019.78 311338 2125025.4 9121125 -610050 8925.3
8986.53 281021 1894568.16 9405375 284250 8992.8
9255.43 300005 2076082.8 9522150 116775 9266.75
9286.75 250146 1740877.76 9397725 -124425 9261.85
8982.63 238467 1607167.42 9561600 163875 8981.45
9113.82 259840 1770096.43 9405525 -156075 9187.3
9261.00 207322 1439952.1 9105825 -299700 9313.9
9171.08 224572 1545174.78 8799300 -306525 9154.4
9299.82 220401 1541181.54 7084200 -1715100 9282.3
9358.63 195505 1368561.39 6136275 -947925 9380.9
9514.62 157182 1119106.38 5063550 -1072725 9553.35
9804.67 192468 1415188.3 3869025 -1194525 -
9336.23 242475 1701897.41 8901375 -256875 9293.5
9272.88 245493 1717065.6 8345250 -556125 9205.6
9259.57 313421 2178201.55 7820625 -524625 9270.9
9207.17 220797 1524781.02 7961475 140850 9199.05
9273.55 175761 1224706.8 8021550 60075 9251.5
9289.98 216224 1513890.31 7422825 -598725 9239.2
Symbol Date Expiry Pclose Open High Low Close LTP
NIFTY 1-Apr-20 28-May-20 8562.15 8579.6 8200.15 8278.45 8273.45
NIFTY 3-Apr-20 28-May-20 8278.45 8296 8360 8067.65 8103.5 8129.05
NIFTY 7-Apr-20 28-May-20 8103.50 8471.35 8912.7 8392.25 8893.05 8899.9
NIFTY 8-Apr-20 28-May-20 8893.05 8742.25 9167.55 8706.2 8762.7 8770
NIFTY 9-Apr-20 28-May-20 8762.70 8950 9121.55 8908.65 9101.1 9085
NIFTY 13-Apr-20 28-May-20 9101.10 9056 9119.1 8921.2 9027.9 9041
NIFTY 15-Apr-20 28-May-20 9027.90 9199 9290 8857.3 8942.25 8959.9
NIFTY 16-Apr-20 28-May-20 8942.25 8881.65 9097.15 8845.05 9051.35 9075
NIFTY 17-Apr-20 28-May-20 9051.35 9330.3 9361.6 9127.05 9335.95 9354
NIFTY 20-Apr-20 28-May-20 9335.95 9386.1 9394.35 9244.3 9285.4 9291
NIFTY 21-Apr-20 28-May-20 9285.40 9021.55 9100.05 8936.25 8996.8 8983.95
NIFTY 22-Apr-20 28-May-20 8996.80 8876.8 9250 8876.8 9216.5 9229.65
NIFTY 23-Apr-20 28-May-20 9216.50 9195.55 9346.65 9186.55 9319.4 9311
NIFTY 24-Apr-20 28-May-20 9319.40 9201.05 9281.55 9142.05 9163.8 9175
NIFTY 27-Apr-20 28-May-20 9163.80 9240.1 9387.55 9240.1 9311.25 9322.9
NIFTY 28-Apr-20 28-May-20 9311.25 9400.05 9439.5 9275 9412.5 9435
NIFTY 29-Apr-20 28-May-20 9412.50 9402.5 9616.4 9402.5 9567.75 9550
NIFTY 30-Apr-20 28-May-20 9567.75 9730.85 9904.55 9721 9830.85 9815
NIFTY 4-May-20 25-Jun-20 9411.75 9484.45 9260.05 9310.45 9310.1
NIFTY 5-May-20 25-Jun-20 9310.45 9408.3 9430.65 9201.6 9219.9 9236.5
NIFTY 6-May-20 25-Jun-20 9219.90 9223.95 9382.4 9138.25 9295.05 9315
NIFTY 7-May-20 25-Jun-20 9295.05 9176.9 9278.45 9176.7 9220.5 9226.95
NIFTY 8-May-20 25-Jun-20 9220.50 9350 9379.3 9226.6 9245.45 9243
NIFTY 11-May-20 25-Jun-20 9245.45 9340 9449 9208 9231.2 9230.95
Settle Price Average Price No. of contracts Turnover in Lacs Open Int Change in OI Underlying Value
8278.45 8352.73 13509 84490.55 1255575 -447750 8253.8
8103.5 8177.05 6440 39337.62 1236600 -18975 8083.8
8893.05 8732.67 9741 63148.12 1277025 40425 8792.2
8762.7 8878.82 12888 85933.18 1386300 109275 8748.75
9101.1 9043.77 10431 70659.72 1612125 225825 9111.9
9027.9 9022.73 7213 48734.91 1625100 12975 8993.85
8942.25 9029.85 11557 78820.59 1724250 99150 8925.3
9051.35 8997.85 11838 79921.2 1701375 -22875 8992.8
9335.95 9274.87 14762 102415.74 1804350 102975 9266.75
9285.4 9308.02 14418 100651.37 1995750 191400 9261.85
8996.8 9011.03 13024 88056.64 2002875 7125 8981.45
9216.5 9114.43 17859 121966.29 2325750 322875 9187.3
9319.4 9284.20 18175 126636.2 2489850 164100 9313.9
9163.8 9195.80 25318 174673.46 2571225 81375 9154.4
9311.25 9312.97 40580 284277.83 3455100 883875 9282.3
9412.5 9375.67 47864 335826.57 4658400 1203300 9380.9
9567.75 9528.88 66765 476593.75 6241650 1583250 9553.35
9830.85 9818.80 172708 1272156.46 9158250 2916600 -
9310.45 9351.65 9789 68694.35 532050 80775 9293.5
9219.9 9284.05 7795 54593.63 521475 -10575 9205.6
9295.05 9271.90 8858 61606.55 597900 76425 9270.9
9220.5 9225.22 5569 38519.65 593325 -4575 9199.05
9245.45 9283.78 5813 40528.7 590250 -3075 9251.5
9231.2 9296.07 7429 52038.52 659025 68775 9239.2
Cumm OI Change OI Price% OI% Vol% Long/Short
10914450
10826925 -87525 -2.09% -0.80% Short
10828875 1950 9.79% 0.02% Long
10702800 -126075 -1.41% -1.16% Short
11641200 938400 3.84% 8.77% Long
11356275 -284925 -0.83% -2.45% Short
10845375 -510900 -0.90% -4.50% Short
11106750 261375 1.18% 2.41% Long
11326500 219750 3.05% 1.98% Long
11393475 66975 -0.55% 0.59% Short
11564475 171000 -3.12% 1.50% Short
11731275 166800 2.42% 1.44% Long
11595675 -135600 1.18% -1.16% Long
11370525 -225150 -1.70% -1.94% Short
10539300 -831225 1.72% -7.31% Long
10794675 255375 1.10% 2.42% Long
11305200 510525 1.61% 4.73% Long
13027275 1722075 3.07% 15.23% Long
9433425 -3593850 -5.65% -27.59% Short
8866725 -566700 -0.83% -6.01% Short
8418525 -448200 0.78% -5.05% Long
8554800 136275 -0.82% 1.62% Short
8611800 57000 0.35% 0.67% Long
8081850 -529950 -0.12% -6.15% Short
Buildup/Covering Open High Low Close AveragePrice
8558.00 8569.00 8181.00 8257.30 8335.77
Covering 8259.70 8330.00 8045.00 8084.50 8153.17 Price OI
Buildup 8450.85 8892.95 8372.00 8875.85 8713.60 1.00% 1.00%
Covering 8748.00 9144.70 8685.75 8750.55 8860.33 -1.00% -1.00%
Buildup 8910.00 9111.60 8891.00 9086.70 9029.77 0.00%
Covering 9010.00 9106.60 8903.00 9011.10 9006.90
Covering 9189.95 9282.35 8846.70 8930.30 9019.78
Buildup 8947.75 9089.00 8835.15 9035.45 8986.53
Buildup 9345.00 9350.00 9105.00 9311.30 9255.43
Buildup 9332.05 9384.75 9215.00 9260.50 9286.75
Buildup 9031.05 9066.90 8909.40 8971.60 8982.63
Buildup 9001.00 9219.90 8933.25 9188.30 9113.82
Covering 9200.00 9327.80 9158.45 9296.75 9261.00
Covering 9165.00 9260.00 9115.00 9138.25 9171.08
Covering 9230.55 9373.75 9230.55 9295.15 9299.82
Buildup 9379.00 9421.00 9257.15 9397.75 9358.63
Buildup 9425.00 9595.20 9399.50 9549.15 9514.62
Buildup 9705.35 9877.95 9693.65 9842.40 9804.67
Covering 9418.50 9477.50 9245.30 9285.90 9336.23
Covering 9411.00 9420.00 9190.05 9208.60 9272.88
Covering 9214.95 9373.00 9125.00 9280.70 9259.57
Buildup 9157.40 9264.40 9152.85 9204.25 9207.17
Buildup 9348.90 9369.00 9215.00 9236.65 9273.55
Covering 9335.85 9442.70 9202.10 9225.15 9289.98
IF(AND(AN3>1%,AO3>1%),"Long Buildup",IF(AND(AN3<1%,AO3<1%),"Long Covering",IF(AND(AN3<1%,AO3>1%),"Short Buildu