FII DERIVATIVES STATISTICS FOR 22-Nov-2019

BUY BUY SELL SELL OPEN INTEREST AT THE

No. of cont Amt in Cro No. of cont Amt in Cro No. of cont
INDEX FUTURES 32363 2397.49 41186 3230.02 214856
INDEX OPTIONS 2026568 144795.23 2017441 144116.43 673022
STOCK FUTURES 253271 14321.80 252330 14363.77 1613959
STOCK OPTIONS 106781 6717.93 106396 6709.09 91526

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
Amt in Crores
17773.24
56598.65
94701.24
5115.30

e of futures contracts)