FII DERIVATIVES STATISTICS FOR 25-Feb-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 97646 7967.53 79563 6497.46 207012 17427.52
INDEX OP 3751346 265296.68 3764129 266603.60 712040 59701.36
STOCK FU625700 40848.11 650506 42401.25 1620065 103488.10
STOCK OP70147 5029.93 69730 4979.44 69597 4586.33

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)