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FII DERIVATIVES STATISTICS FOR 18-Jun-2021

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 54665 5438.63 56537 5540.05 116474 12121.43
INDEX OP 3918156 383213.54 3922318 383639.03 842741 87522.69
STOCK FU278696 22466.35 283243 22687.62 1443396 113644.86
STOCK OP284003 23680.13 279085 23293.96 319028 24616.81

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)

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