| Open interest in Nifty futures fell by five lakh shares in open positions. The implied volatility in call options was 19 per cent, while the volatility in put options was 27 per cent. |
| Nifty futures saw a trading volume of Rs 3,106.82 crore arising out of 88,894 contracts and Nifty options saw 6,233 contracts getting traded at a notional value of Rs 217.79 crore. |
| The total turnover on the National Stock Exchange's futures and options segment was around Rs 9,231.99 crore. |
| In stock futures, the most active counters were the Oil and Natural Gas Corporation, Tata Steel, State Bank of India and Reliance Industries. |
| Stocks which added significant open interest were ICICI Bank, Bank of Baroda, Larsen & Toubro and State Bank of India. Open interest fell in Satyam Computer, Tata Power and Hero Honda. |
| ONGC futures witnessed volatile trades and recovered from an intra-day low of Rs 780 and closed at Rs 844. Open interest at the counter also registered a rise of 2.4 lakh shares. |
| ONGC fluctuated widely between a premium of six points and a discount of 25 points. ONGC futures added around 2.4 lakh shares in open interest. |
| In stock options, the top 20 contracts contributed to around 24 per cent of the total traded volume in options on individual securities. |
| ONGC was the most active option contract on individual securities traded today with 2,268 contracts and Tata Steel was the next most active options contracts with 1,724 contracts being traded. |
| The index recovery over the last two days is only a technical pull-back and traders are advised to hedge their long positions. |
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