No. of contracts Amt in Crores No. of contracts Amt in Crores INDEX FUTURES 96947 5139.86 102988 5595.85 INDEX OPTIONS 1750452 93155.32 1740606 92523.63 STOCK FUTURES 343403 17580.53 348032 17685.95 STOCK OPTIONS 78815 4891.89 78532 4876.94
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) 2020 OPEN INTEREST AT THE END OF THE DAY No. of contracts Amt in Crores 150452 9313.62 503960 33176.13 1499435 73707.99 52679 2551.42