Volumes in the derivatives segment shot up on Monday with increased activity less than a week ahead of the expiry of the current month futures series. |
On the National Stock Exchange (NSE), the futures and options segment witnessed a turnover of Rs 11,027 crore with more than 3.3 lakh contracts being traded. The total open interest has leapt up to over 39 crore shares. |
Stock futures witnessed a turnover of Rs 7,046 crore with open interest at over 27 crore shares. Index futures saw a turnover of Rs 2,565 crore, while the open interest outstanding was at over one crore shares. |
In the futures segment, the most active contracts were those of Reliance (both November and December series), Tata Steel, Satyam Computer and State Bank of India among others. |
NTPC's November futures saw an open interest of 2.75 crore shares and December futures 2.13 crore shares, Tata Steel nearly two crore shares among others. |
In option calls, the most popular contracts were those of Reliance at strike prices of 540 and 520, Tata Steel at a strike of 310, Satyam at a strike of 420 and NTPC at a strike of 75. In options puts, the most active contracts were those of Reliance at strikes of 520,540 and 510, and Satyam at strikes of 420 and 410. |
Nifty November futures closed at 1,875.65, a slight premium to the spot closing value of 1,873.35. With puts at 12,863 and calls at 28,079, the put-call ratio was at 0.46 at the end of the day. |