Symbol Date Expiry Open High Low Close LTP Settle Price

AMBUJACEM3-Oct-16 27-Oct-16 254.45 260.75 253.75 260.45 260.6 260.45

AMBUJACEM4-Oct-16 27-Oct-16 261.4 261.8 255.7 257.55 257.85 257.55
AMBUJACEM5-Oct-16 27-Oct-16 257 259.15 254.4 257.7 257.15 257.7
AMBUJACEM6-Oct-16 27-Oct-16 258.5 259.8 251.8 253.9 253.75 253.9
AMBUJACEM7-Oct-16 27-Oct-16 252.5 254.9 250.35 254 254.85 254
AMBUJACEM10-Oct-16 27-Oct-16 255 259.1 254.6 257.7 257.35 257.7
AMBUJACEM13-Oct-16 27-Oct-16 254.1 256.1 250.4 252.65 251.45 252.65
AMBUJACEM14-Oct-16 27-Oct-16 253 255.2 251.95 254 253.8 254
AMBUJACEM17-Oct-16 27-Oct-16 251.75 253.75 245.75 246.85 245.75 246.85
AMBUJACEM18-Oct-16 27-Oct-16 247.6 252.9 244.65 252.15 251.8 252.15
AMBUJACEM19-Oct-16 27-Oct-16 251.2 254.15 249.5 251.25 251.15 251.25
AMBUJACEM20-Oct-16 27-Oct-16 252.85 255.25 251.05 253.05 253 253.05
AMBUJACEM21-Oct-16 27-Oct-16 253.1 253.45 244.9 247.55 247.7 247.55
AMBUJACEM24-Oct-16 27-Oct-16 248 249.4 245.75 247.4 247.4 247.4
AMBUJACEM25-Oct-16 27-Oct-16 246.95 249.65 246.05 248.45 249.2 248.45
AMBUJACEM26-Oct-16 27-Oct-16 247.6 249.4 246.35 248.35 247.55 248.35
AMBUJACEM27-Oct-16 27-Oct-16 248 248 243.1 243.6 243.25 243.35
No. of contracts
Turnover inOpen
Lacs Int Change in OIUnderlying Value
1495 9658.37 9435000 92500 258.9
1596 10301.92 9947500 512500 256.15
2382 15297.09 11237500 1290000 256.15
1983 12674.47 11510000 272500 252.65
1445 9118.06 11490000 -20000 252.8
1597 10284.78 11212500 -277500 257
1670 10554.54 10787500 -425000 252.55
980 6216.27 10915000 127500 252.95
1432 8914.17 10915000 0 246.4
2536 15832.82 11812500 897500 251.1
1123 7066.85 11415000 -397500 251.15
1330 8415.82 10932500 -482500 253.05
1985 12312.95 10582500 -350000 247
1399 8656.35 9897500 -685000 247.4
1661 10291.27 8917500 -980000 248.35
2792 17298.01 5752500 -3165000 248.65
3520 21554.04 2480000 -3272500 243.35