Put Call Ratio

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Put Call Ratio

Text of Put Call Ratio

Apr-09Index Futures No. of contracts 1023889 854491 751043 1108333 1082999 751978 1041611 1251577 1301274 1068857 1261450 1216200 1091849 1002231 1241542 1344601 1268457 Turnover (Rs. cr.) 14675.42 13031.51 11746.59 17249.62 17393.95 12097.16 17145.04 20716.96 21541.4 17461.91 20474.31 19385.75 17715.12 16683.83 20940.25 22263.34 21241.92 Stock Futures No. of contracts 491189 512193 490631 555133 551156 474913 636706 671570 553594 516868 588133 551217 586920 592796 655136 707542 722945 Turnover (Rs. cr.) 14981.69 16794.77 16414.83 18909.68 19697.19 17041.72 23544.34 25181.24 20776.41 19128.89 21285.16 20001.96 21575.41 22975.89 25041.05 26191.38 26841.51 No. of contracts 1370181 1551701 1139046 1532903 1428439 1238851 1729315 1770593 1781264 1557022 1720904 1748719 1606169 1551604 1617611 1793975 1743673 Index Options Turnover (Rs. cr.) 21036.88 24745.58 18716.09 25131.46 24068.08 20862.92 29470.4 30483.07 30884.04 26750.81 29300.82 29670.77 27222.79 26749.25 28028.38 30819.7 29847.12 Put CallRatio 0.89 1 0.92 0.97 0.99 1.16 1.08 1.14 0.98 0.95 0.94 0.88 0.92 0.88 0.94 0.85 0.96 Stock Options No. of contracts 41666 53804 43270 58922 47760 44968 52560 52353 55306 38483 42559 40442 44641 47245 43742 46395 53207

Date 1-Apr-09 2-Apr-09 6-Apr-09 8-Apr-09 9-Apr-09 13-Apr-09 15-Apr-09 16-Apr-09 17-Apr-09 20-Apr-09 21-Apr-09 22-Apr-09 23-Apr-09 24-Apr-09 27-Apr-09 28-Apr-09 29-Apr-09

May-09Index Futures No. of contracts 680991 832620 926029 807894 947327 771072 928686 1080708 860923 682881 65288 1467599 813193 811479 813106 753744 953672 880361 941023 598920 Turnover (Rs. cr.) 11908.09 14657.83 16341.68 14026.69 16404.99 13236.72 15984.02 18835.95 14701.01 12034.37 1372.38 31082.77 16919.57 16783.11 16751.84 15939.06 19554.31 18216.98 19932.14 12731.64 Stock Futures No. of contracts 413220 522332 517825 417553 449384 387563 424997 476617 373299 386175 12467 641588 529735 528611 543166 523384 552399 662829 687340 477694 Turnover (Rs. cr.) 16335.49 21603.51 21392.49 17686.84 18740.21 16118.81 17721.73 19943.28 15254.6 15583.22 611.51 32867.31 26987.93 27271.48 27613.79 26927.7 28286.93 33935.38 36619.59 26652.95 No. of contracts 923214 793635 963680 819343 1039106 818472 1005381 1271496 1073133 1284823 31003 1941044 1189773 1203927 1044561 964304 1312880 1389547 1442051 984168 Index Options Turnover (Rs. cr.) 16869.21 14943.84 18132.51 15448.86 19538.32 15101.52 18597.49 23768.35 19718.3 23723.2 599.21 40080.98 25002 25803.99 22224.77 20598.33 27759.24 29435.69 31139.08 22029.79 Put CallRatio 0.94 0.64 0.78 0.79 0.8 0.98 0.93 0.98 1.06 1.13 1.46 1.23 1.21 0.87 0.89 0.81 0.88 0.78 0.81 0.83 Stock Options No. of contracts 29216 34288 39095 28514 34331 30811 30594 33193 29770 34676 360 39830 32442 36004 29734 30720 34143 38066 48592 29901

Date 4-May-09 5-May-09 6-May-09 7-May-09 8-May-09 11-May-09 12-May-09 13-May-09 14-May-09 15-May-09 18-May-09 19-May-09 20-May-09 21-May-09 22-May-09 25-May-09 26-May-09 27-May-09 28-May-09 29-May-09

Jun-09Index Futures No. of contracts 552064 637199 632256 670007 661210 725743 718613 696122 620479 781871 695178 650250 801296 876226 888288 779136 942507 831354 1028417 673970 585921 759852 Turnover (Rs. cr.) 11860.39 13769.68 13633.73 14488.22 14604.08 15691.34 15513.9 15517.4 13799.74 17244.1 15193.8 14213.98 17198.3 18335.05 18534.78 16446.8 19451.09 17416.64 21628.2 13971.56 12442.87 15978.49 Stock Futures No. of contracts 454214 477559 491236 490752 475756 418551 444679 483098 452149 463465 417816 445141 476496 478366 454913 469049 562418 624472 652991 597697 637875 658956 Turnover (Rs. cr.) 26029.86 27458.19 28913.44 29650.73 29441.38 24955.67 26407.15 28898.06 27097.97 28402.22 25053.12 26781.28 28043.58 26529.78 25043.67 25661.64 30245.25 34118.28 36098.15 17377.01 18696.56 18754.49 No. of contracts 822133 890166 881202 893178 859423 1004277 1098618 1143941 869113 1152359 1100726 1093638 1383004 1624557 1524858 1245822 1522674 1349186 1630359 698899 671060 730449 Index Options Turnover (Rs. cr.) 18925.12 20433.47 20381.26 20543.25 19882.74 23129.45 25087.68 26677.63 20333.09 26976.32 25426.28 25066.55 31465.53 36098.99 33539.34 27238.21 32804.47 29111.88 35527.61 15522.55 15198.28 16273.56 Put CallRatio 0.77 0.78 0.82 0.93 1.02 1.04 0.99 1.13 1.03 0.97 0.94 0.84 0.86 0.9 0.81 0.91 0.89 0.92 0.97 0.82 0.66 0.94 Stock Options No. of contracts 29166 31578 38252 36685 33011 34005 37457 39501 39153 46406 53587 41417 44217 49982 42982 38476 44936 39090 47108 35542 38137 42259

Date 1-Jun-09 2-Jun-09 3-Jun-09 4-Jun-09 5-Jun-09 8-Jun-09 9-Jun-09 10-Jun-09 11-Jun-09 12-Jun-09 15-Jun-09 16-Jun-09 17-Jun-09 18-Jun-09 19-Jun-09 22-Jun-09 23-Jun-09 24-Jun-09 25-Jun-09 26-Jun-09 29-Jun-09 30-Jun-09

Jul-09Index Futures No. of contracts 838845 760367 615112 1203596 799497 879832 681519 754522 660362 692895 631551 832358 815316 698026 698032 1009459 831699 710285 Turnover (Rs. cr.) 17434.22 15808.29 12936.98 24941.52 16089.08 17380.88 13361.97 14642.17 12516.99 13579.76 12761.55 17011.57 17002.94 15059.83 15115.73 21731.01 18072.28 15612.2 Stock Futures No. of contracts 621599 590708 513559 752603 576819 622413 543872 505420 490381 504263 570741 643731 609834 655143 666987 774528 675858 741508 Turnover (Rs. cr.) 17793.9 17099.03 15190.77 21192.05 15764.94 16610.49 14407.52 13433.07 12281.38 13434.16 15984.47 18437.82 17423.51 19731.47 20045.51 23094.81 19934.77 22416.4 No. of contracts 862464 839717 1114757 2172630 1245421 1453276 1128744 1354806 1178647 1260338 1308845 1467779 1757732 1488378 1275139 1997574 1565334 1418129 Index Options Turnover (Rs. cr.) 19091.13 18779.7 25014.09 48611.82 26996.37 31148.21 23900.91 28523.94 24287.94 26091.46 27577.26 31533.32 38191.11 33099.06 28542.34 44779.15 35153.64 32321.61 Put CallRatio 0.92 0.76 0.88 0.75 0.95 0.85 0.89 0.88 0.93 1 1.01 0.94 1.02 0.98 1.12 1.04 1.03 0.91 Stock Options No. of contracts 41263 38600 54028 60300 46056 48288 46188 43184 43438 42279 56721 62634 55766 67992 56740 66283 56254 72164

Date 1-Jul-09 2-Jul-09 3-Jul-09 6-Jul-09 7-Jul-09 8-Jul-09 9-Jul-09 10-Jul-09 13-Jul-09 14-Jul-09 15-Jul-09 16-Jul-09 17-Jul-09 20-Jul-09 21-Jul-09 22-Jul-09 23-Jul-09 24-Jul-09

27-Jul-09 28-Jul-09 29-Jul-09 30-Jul-09 31-Jul-09

474417 766690 1359716 869901 687808

10471.27 17182.21 29721 19296.52 15193.7

623987 947123 1184887 1066247 618324

19245.66 29094.1 36445.26 32282.3 19288.37

842623 1238904 2127262 1783295 904949

19164.38 28401.9 48117.42 40648.73 21271.75

0.94 0.86 1.04 0.9 0.83

50988 68548 71715 75027 43547

Aug-09Index Futures No. of contracts 552897 739982 812264 959421 822708 877483 847356 903193 704015 712281 787408 889389 1040745 693849 919968 755537 923424 725288 777984 705211 741814 Turnover (Rs. cr.) 12223.1 16514.16 17902.73 21171.56 17580.66 18656.28 18006.14 18869.36 15182.35 15422.16 16578.8 18758.01 21829.94 14742.23 19652.21 16806.08 20539.62 16401.46 17637.68 15554.78 16282.66 Stock Futures No. of contracts 551855 651251 567699 670402 549564 535813 516285 589546 596910 548389 526933 581616 608546 491920 571715 647723 849577 926878 976445 586790 567261 Turnover (Rs. cr.) 17782.46 20998.71 18212.03 21194.51 16973.98 16498.55 15877.74 18105.65 18937.86 17775.52 16261.97 18176.64 18635.88 15139.69 17464.92 20279.78 26501.14 29670.69 30574.28 18537.62 18762.88 No. of contracts 820194 917840 1102603 1241929 1239865 1379213 1234591 1532160 1283432 1243373 1596210 1556191 1801692 1360598 1848017 1652851 1696433 1281564 1766938 1029361 950802 Index Options Turnover (Rs. cr.) 19457.31 21845.55 26133.71 29475.34 28846.15 31772.73 28200.1 34758.12 29578.09 28858.95 36217.85 35111.01 40482.72 30687.92 41629.53 38087.48 39334.1 29898.59 41485.62 24397.39 22498.64 Put CallRatio 0.74 0.81 0.91 0.83 0.91 0.82 0.85 0.81 0.9 0.81 1.02 0.93 1 0.97 0.96 1.18 1.06 1.02 0.87 1.05 1.07 Stock Options No. of contracts 39943 44573 45640 60942 57212 49937 45336 51398 57906 55779 60574 50168 63573 42555 55733 51685 63118 65896 66782 48310 52135

Date 3-Aug-09 4-Aug-09 5-Aug-09 6-Aug-09 7-Aug-09 10-Aug-09 11-Aug-09 12-Aug-09 13-Aug-09 14-Aug-09 17-Aug-09 18-Aug-09 19-Aug-09 20-Aug-09 21-Aug-09 24-Aug-09 25-Aug-09 26-Aug-09 27-Aug-09 28-Aug-09 31-Aug-09

Sep-09Index Futures No. of contracts 933805 771316 683726 758705 504815 628383 491252 739559 636468 527196 592450 502299 Turnover (Rs. cr.) 20520.67 16773.23 14801.09 16504.53 11329.58 14365.89 11234.67 16992.46 14584.19 12113.36 13830.3 11947.06 Stock Futures No. of contracts 658317 535275 486121 540100 556344 666274 562563 660527 530946 520588 616504 713615 Turnover (Rs. cr.) 21226.35 16858.45 15372.91 17367.64 18574.68 22169.96 18593.34 22022.06 17325.39 17011.43 20573.87 24385.32 No. of contracts 1296087 1196136 1315832 1465717 1073010 1175229 902313 1411201 1147671 1122391 1320294 1270375 Index Options Turnover (Rs. cr.) 30663.65 28084.99 30954.67 34481.59 25471.6 28286.7 21729.35 34074.52 27586.69 27059.86 31895.56 31013.24 Put CallRatio 1.18 1.23 1.09 1.02 1.19 1.22 1.2 1.38 1.24 1.24 1.77 1.61 Stock Options No. of contracts 60622 52984 54337 54578 59210 79166 67771 71907 62596 53781 60612 77012

Date 1-Sep-09 2-Sep-09 3-Sep-09 4-Sep-09 7-Sep-09 8-Sep-09 9-Sep-09 10-Sep-09 11-Sep-09 14-Sep-09 15-Sep-09 16-Sep-09

17-Sep-09 18-Sep-09 22-Sep-09 23-Sep-09 24-Sep-09 25-Sep-09 29-Sep-09 30-Sep-09

668696 515177 695776 836388 1032702 615641 419976 477912

16013.11 12603.34 17010.6 20419.47 24979.18 14532.05 10053.52 11816.64

834922 747297 878646 1016348 1144753 544463 438609 505409

27737.41 24679.11 29277.02 33204.84 37061.02 18222.99 14868.01 17587.48

1499322 1201835 1397472 1425402 2111732 1011178 756146 974698

37088.55 29560.94 34615.88 35420.33 52164.73 25333.94 19049.4 24539.4

1.54 1.65 1.39 1.19 1.11 1.25 1.05 1.31

85457 69878 58401 63310 77862 49105 36733 42106

Oct-09Inde