Future & Option (F&O) total turnover stood at Rs 1,18,784.33 crore on July 20 and the total numbers of contract traded on the day were 44,94,301.
Of the total turnover, Index Futures contributed Rs 8,505.77 crore, Stock Futures Rs 15,656.82 crore and Index Options Rs 88,167.37 crore while, the contribution of the Stock Options was of Rs 6,454.37 crore.
For the day, the total F&O PutCall ratio stood at 0.96 while Index Options PutCall ratio was 0.99 and that of Stock Options was 0.60.
The top five scrips with highest PCR on OI were AIL 4.00, Bajaj-Auto 2.95, Cromp Greav 1.38, Divis Lab 1.29, and Gail 1.23.
Among the most active underlying, IFCI witnessed contraction of 5.46 million of Open Interest in the July month futures contract followed by Unitech which witnessed contraction of 7.64 million of Open Interest in the near month contract. Meanwhile, RCOM witnessed contraction of 0.14 million in the July month futures. Also, JP Associates witnessed contraction of 0.63 million in Open Interest in the July month contract. Finally, Tata Motors witnessed contraction of 1.52 million of Open Interest in the near month futures contract.
