Date Expiry LTP30 Apr 14 31 Jul 14 6793.72 May 14 31 Jul 14 6780 0###5 May 14 31 Jul 14 6784 0###6 May 14 31 Jul 14 6797.6 0###7 May 14 31 Jul 14 6732.75 0###8 May 14 31 Jul 14 6734.5 0###9 May 14 31 Jul 14 6936.05 0 0

12 May 14 31 Jul 14 7094.8 0 013 May 14 31 Jul 14 7186 0 0 daily volatility price Range buy entry sell entry Btgt1

Btgt2 Btgt3 Btgt4 Btgt5 selltgt1 selltgt2 selltgt3 selltgt4 selltgt5 open

High low close

Date Expiry LTP29-May-15 27-Aug-15 ###

1-Jun-15 27-Aug-15 ### -0.004 2E-052-Jun-15 27-Aug-15 ### -0.023 0.00053-Jun-15 27-Aug-15 ### -0.009 9E-054-Jun-15 27-Aug-15 ### 0.0003 1E-075-Jun-15 27-Aug-15 ### -0.004 2E-058-Jun-15 27-Aug-15 ### -0.009 8E-059-Jun-15 27-Aug-15 ### -0.003 6E-06

10-Jun-15 27-Aug-15 ### 0.0122 0.0001 daily volaprice Ran buy entr11-Jun-15 27-Aug-15 ### -0.02 0.000412-Jun-15 27-Aug-15 ### 0.0025 6E-06 0.00979 78.98594 8075.315-Jun-15 27-Aug-15 ### 0.002 4E-06 0.01005 81.28594 8091.516-Jun-15 27-Aug-15 ### 0.0066 4E-05 0.00855 69.55871 8144.317-Jun-15 27-Aug-15 ### 0.0013 2E-06 0.00824 67.15817 8154.318-Jun-15 27-Aug-15 ### 0.0088 8E-05 0.00876 71.96959 8226.519-Jun-15 27-Aug-15 ### 0.0107 0.0001 0.00921 76.54145 8315.722-Jun-15 27-Aug-15 ### 0.0131 0.0002 0.00912 76.73792 8425.123-Jun-15 27-Aug-15 ### 0.0035 1E-05 0.00889 75.11848 8454.324-Jun-15 27-Aug-15 ### -0.006 4E-05 0.00894 75.08423 8401.425-Jun-15 27-Aug-15 ### 0.0091 8E-05 0.00539 45.65537 8475.226-Jun-15 27-Aug-15 ### -0.007 5E-05 0.00645 54.28836 8418.929-Jun-15 27-Aug-15 ### -0.006 4E-05 0.00715 59.79058 8368.130-Jun-15 27-Aug-15 ### 0.0063 4E-05 0.00714 60.05893 8421.11-Jul-15 27-Aug-15 ### 0.0087 8E-05 0.00727 61.70613 8495.22-Jul-15 27-Aug-15 ### -0.002 5E-06 0.00731 61.88728 8476.93-Jul-15 27-Aug-15 ### 0.0074 5E-05 0.00701 59.85479 8539.56-Jul-15 27-Aug-15 ### 0.0045 2E-05 0.00616 52.81089 8577.57-Jul-15 27-Aug-15 ### -0.001 5E-07 0.00617 52.9007 8571.58-Jul-15 27-Aug-15 ### -0.018 0.0003 0.00836 70.30655 84179-Jul-15 27-Aug-15 ### -0.002 4E-06 0.00783 65.70864 8399.6

10-Jul-15 27-Aug-15 ### 0.0024 6E-06 0.00762 64.14539 8419.513-Jul-15 27-Aug-15 ### 0.0126 0.0002 0.00817 69.64612 8526.814-Jul-15 27-Aug-15 ### -0.003 1E-05 0.00815 69.24481 8499.915-Jul-15 27-Aug-15 ### 0.0105 0.0001 0.00834 71.58085 859016-Jul-15 27-Aug-15 ### 0.0096 9E-05 0.00862 74.68301 8672.717-Jul-15 27-Aug-15 ### -4E-05 2E-09 0.00846 73.34502 8672.220-Jul-15 27-Aug-15 ### -0.001 5E-07 0.00842 72.95433 8666.221-Jul-15 27-Aug-15 ### -0.009 8E-05 0.00895 76.82397 8588.322-Jul-15 27-Aug-15 ### 0.0117 0.0001 0.00707 61.40398 8688.223-Jul-15 27-Aug-15 ### -0.005 2E-05 0.0073 63.09983 8648.524-Jul-15 27-Aug-15 ### -0.007 5E-05 0.00789 67.69092 8588.827-Jul-15 27-Aug-15 ### -0.02 0.0004 0.00943 79.31604 8419.128-Jul-15 27-Aug-15 ### -0.002 3E-06 0.00941 79.02135 8404.329-Jul-15 27-Aug-15 ### 0.0031 9E-06 0.00873 73.50334 8429.630-Jul-15 27-Aug-15 ### 0.0055 3E-05 0.00827 70.02532 8475.931-Jul-15 27-Aug-15 ### 0.0119 0.0001 0.00931 79.7992 8578.53-Aug-15 27-Aug-15 ### -0.001 1E-06 0.0093 79.7002 8568.74-Aug-15 27-Aug-15 ### -0.002 4E-06 0.0089 76.40112 8550.75-Aug-15 27-Aug-15 ### 0.0059 4E-05 0.0083 71.33458 8601.16-Aug-15 27-Aug-15 ### 0.0022 5E-06 0.0083 71.11906 8619.97-Aug-15 27-Aug-15 ### -0.002 3E-06 0.008 68.61834 8604.8

10-Aug-15 27-Aug-15 ### -0.009 8E-05 0.0055 46.66489 8525.311-Aug-15 27-Aug-15 ### -0.003 1E-05 0.0056 47.33881 849812-Aug-15 27-Aug-15 ### -0.015 0.0002 0.0073 61.06748 8373.413-Aug-15 27-Aug-15 ### 0.0043 2E-05 0.0072 60.52488 8409.214-Aug-15 27-Aug-15 ### 0.0167 0.0003 0.0081 69.3497 8551.117-Aug-15 27-Aug-15 ### -0.007 5E-05 0.0084 70.9972 849118-Aug-15 27-Aug-15 ### -0.001 3E-07 0.0084 70.87945 848619-Aug-15 27-Aug-15 ### -0.008 7E-05 0.0083 69.88612 8415.920-Aug-15 27-Aug-15 ### -0.003 7E-06 0.0082 68.6229 8393.8

sell entBtgt1 Btgt2 Btgt3 Btgt4 Btgt5 selltgt1selltgt2selltgt3

8062 8080 8089 8099 8105 8111 8057 8050 80438078 8097 8106 8116 8122 8128 8073 8065 80588133 8149 8157 8165 8170 8176 8129 8122 81168143 8159 8166 8174 8179 8185 8139 8133 81278214 8231 8239 8248 8253 8259 8210 8203 81978303 8321 8329 8338 8344 8350 8298 8291 82848412 8430 8439 8448 8454 8460 8408 8400 83948442 8459 8468 8477 8482 8488 8437 8430 84238389 8406 8415 8424 8429 8435 8384 8377 83718468 8478 8484 8489 8493 8496 8465 8461 84578410 8423 8429 8435 8440 8444 8407 8402 83978358 8372 8379 8386 8391 8395 8355 8349 83448411 8425 8432 8439 8444 8448 8408 8402 83978485 8499 8506 8514 8518 8523 8481 8475 84708467 8481 8488 8496 8500 8505 8463 8457 84528530 8544 8550 8558 8562 8567 8526 8520 85158569 8581 8587 8594 8598 8602 8566 8561 85568563 8575 8581 8588 8592 8596 8560 8555 85508405 8422 8430 8438 8443 8449 8401 8394 83888389 8404 8411 8419 8424 8429 8385 8379 8373

8409 8424 8431 8439 8444 8449 8405 8399 83938515 8531 8539 8548 8553 8558 8511 8504 84988488 8504 8512 8521 8526 8531 8484 8478 84728578 8595 8603 8611 8617 8622 8574 8567 85618660 8678 8686 8695 8701 8706 8656 8649 86428660 8677 8685 8694 8700 8705 8656 8649 86428654 8671 8679 8688 8693 8699 8650 8643 86368576 8593 8602 8611 8617 8623 8571 8564 85578678 8692 8699 8707 8711 8716 8674 8669 86638638 8653 8660 8667 8672 8677 8634 8628 86238577 8593 8601 8609 8614 8619 8573 8567 85618406 8424 8433 8443 8449 8455 8401 8394 83868391 8410 8418 8428 8434 8440 8386 8379 83728417 8434 8443 8452 8457 8463 8413 8406 83998464 8481 8489 8497 8502 8507 8460 8453 84478565 8584 8593 8602 8608 8614 8560 8553 85468555 8574 8583 8592 8598 8604 8551 8543 85368538 8556 8564 8573 8579 8585 8533 8526 85198589 8606 8614 8622 8628 8633 8585 8578 85728608 8625 8633 8641 8647 8652 8604 8597 85918593 8609 8617 8625 8631 8636 8589 8583 85778518 8528 8534 8540 8543 8547 8515 8510 85068490 8501 8507 8513 8516 8520 8487 8483 84798363 8377 8384 8392 8396 8401 8360 8354 83488399 8413 8420 8427 8432 8437 8396 8390 83858540 8556 8564 8572 8577 8582 8535 8529 85238479 8496 8504 8512 8518 8523 8475 8468 84628474 8491 8499 8507 8513 8518 8470 8463 84578404 8421 8429 8437 8442 8447 8400 8394 83878382 8398 8406 8414 8420 8425 8378 8372 8366

selltgt4selltgt5open High low close

8039 8035 8,971.40 9,024.70 8,953.30 8,967.90 ###8054 8050 8,942.65 9,046.00 8,942.65 9,015.75 ###8112 8109 9,028.95 9,058.00 8,927.75 9,039.75 ###8123 8120 9,039.75 9,039.75 8,956.00 8,975.35 ###8193 8190 8,990.00 9,008.35 8,862.10 8,877.30 ###8280 8276 8,898.00 8,929.60 8,845.00 8,893.35 ###8390 8386 8,900.00 8,959.00 8,860.00 8,873.75 ###8420 8416 8,884.90 8,885.00 8,780.00 8,789.55 ###8367 8363 8,804.35 8,961.35 8,804.35 8,947.90 ###8455 8452 9,007.15 9,052.25 8,852.10 9,027.10 ###8394 8392 9,060.75 9,094.45 9,010.00 9,064.20 ###8341 8338 9,070.70 9,129.70 9,036.20 9,121.90 ###8394 8391 9,240.00 9,250.00 8,993.60 9,024.20 ###8467 8464 9,028.00 9,077.10 8,950.40 9,056.75 ###8449 8445 9,000.00 9,000.00 8,835.25 8,852.00 ###8512 8509 8,844.65 8,880.00 8,781.95 8,821.50 ###8553 8551 8,819.95 8,876.65 8,794.85 8,821.65 ###8547 8545 8,843.75 8,890.00 8,843.70 8,879.70 ###8385 8381 8,916.00 8,939.35 8,725.00 8,748.30 ###8369 8366 8,740.00 8,763.90 8,712.00 8,738.85 ###

8390 8387 8,781.15 8,835.00 8,720.00 8,811.10 ###8495 8491 8,822.35 8,839.10 8,760.00 8,776.25 ###8468 8465 8,844.95 8,885.00 8,688.10 8,708.95 ###8557 8553 8,701.15 8,719.25 8,653.65 8,671.05 ###8638 8634 8,668.90 8,692.20 8,627.00 8,638.15 ###8638 8635 8,631.00 8,725.00 8,623.20 8,648.10 ###8632 8629 8,655.00 8,659.85 8,600.00 8,611.00 ###8553 8549 8,574.70 8,580.00 8,438.35 8,455.75 ###8660 8657 8,465.25 8,484.85 8,357.00 8,434.90 ###8619 8616 8,474.75 8,570.00 8,452.35 8,557.50 ###8558 8554 8,582.35 8,605.05 8,498.25 8,534.75 ###8382 8378 8,531.10 8,645.55 8,512.00 8,633.10 ###8368 8364 8,662.35 8,696.90 8,607.00 8,689.80 ###8396 8392 8,711.65 8,733.00 8,616.90 8,711.30 ###8444 8440 8,749.60 8,778.65 8,716.10 8,762.65 ###8541 8537 8,797.90 8,820.00 8,716.25 8,811.10 ###8532 85288515 85118568 85658587 85848573 85708504 85028477 84748345 83428381 83798519 85168458 84558453 84508384 83808362 8359

up side tgtno tradeno trade

no tradeno trade

Symbol Date Expiry Open High Low Close LTP

NIFTY 27/02/15 28/05/15 8875 9007.95 8865 8995.4 9000.3

NIFTY 28/02/15 28/05/15 9022.45 9095 8900 9072.25 9089

NIFTY 02/03/15 28/05/15 9100 9143.7 9050 9105.2 9101.65

NIFTY 03/03/15 28/05/15 9110 9164 9075.9 9155.75 9161

NIFTY 04/03/15 28/05/15 9220.25 9285.3 9035 9061.2 9055

NIFTY 05/03/15 28/05/15 9050.05 9114 8991 9093.9 9090

NIFTY 09/03/15 28/05/15 9020 9031.25 8880.7 8893.7 8881.5

NIFTY 10/03/15 28/05/15 8880 8922.6 8825 8860.6 8877

NIFTY 11/03/15 28/05/15 8856.3 8915 8835.5 8859.7 8867.75

NIFTY 12/03/15 28/05/15 8890 8935 8888.6 8924 8919

NIFTY 13/03/15 28/05/15 8950 8985 8766.5 8784.35 8792.2

NIFTY 16/03/15 28/05/15 8775 8806.95 8754.45 8779.05 8786.5

NIFTY 17/03/15 28/05/15 8809 8877 8765 8850.95 8855

NIFTY 18/03/15 28/05/15 8879 8880 8805 8820.35 8816.85

NIFTY 19/03/15 28/05/15 8859 8925 8735 8753.3 8744

NIFTY 20/03/15 28/05/15 8749.15 8761.5 8704 8725.25 8733

NIFTY 23/03/15 28/05/15 8735 8739 8679.55 8691.35 8696.4

NIFTY 24/03/15 28/05/15 8675 8772.55 8675 8695.75 8702.5

NIFTY 25/03/15 28/05/15 8709.85 8709.85 8650 8663.8 8658

NIFTY 26/03/15 28/05/15 8640 8640 8494.4 8513.7 8528

NIFTY 27/03/15 28/05/15 8520.7 8539.45 8413.3 8488.8 8493.4

NIFTY 30/03/15 28/05/15 8475.1 8625 8475.1 8611.4 8622

NIFTY 31/03/15 28/05/15 8634.35 8656.85 8552.75 8585.8 8584.95

NIFTY 01/04/15 28/05/15 8596.9 8690.4 8562.75 8680.1 8680.8

NIFTY 06/04/15 28/05/15 8710 8745 8655.1 8738.45 8738.8

NIFTY 07/04/15 28/05/15 8760.4 8779.95 8667.15 8761.05 8776.7

NIFTY 08/04/15 28/05/15 8788.4 8823.25 8763.8 8808.75 8813

NIFTY 09/04/15 28/05/15 8850 8867.8 8764.65 8857.35 8855

NIFTY 10/04/15 28/05/15 8852.65 8868.9 8815 8856.2 8851.7

NIFTY 13/04/15 28/05/15 8864.8 8917 8835 8901.15 8902

NIFTY 15/04/15 28/05/15 8880 8917.7 8805 8835.95 8817.55

NIFTY 16/04/15 28/05/15 8835.9 8835.9 8725.1 8776.9 8763

NIFTY 17/04/15 28/05/15 8760 8775.65 8680.85 8690.15 8688.75

NIFTY 20/04/15 28/05/15 8684.1 8684.1 8502.8 8525.9 8527.55

NIFTY 21/04/15 28/05/15 8501.1 8558.25 8431.05 8457.9 8481.8

NIFTY 22/04/15 28/05/15 8451 8535 8356.65 8511.7 8518.95

NIFTY 23/04/15 28/05/15 8539 8579.75 8420.1 8456.65 8455

NIFTY 24/04/15 28/05/15 8456.4 8456.4 8337.55 8372.05 8395.7

NIFTY 27/04/15 28/05/15 8401.3 8404.7 8266.2 8280.35 8268.75

NIFTY 28/04/15 28/05/15 8270 8378 8220.1 8349.35 8337.75

NIFTY 29/04/15 28/05/15 8330 8374.9 8280 8292.2 8294.2

NIFTY 30/04/15 28/05/15 8279.35 8288.7 8200 8244.05 8259

NIFTY 04/05/15 28/05/15 8252.1 8387.7 8250.2 8372.25 8381.4

NIFTY 05/05/15 28/05/15 8350.1 8397.5 8309.15 8361.7 8364.9

NIFTY 06/05/15 28/05/15 8344.7 8345.05 8111.3 8121.75 8122.5

NIFTY 07/05/15 28/05/15 8087.7 8148.7 8020.55 8082.15 8075.35

NIFTY 08/05/15 28/05/15 8144.7 8247 8134.7 8210.55 8218

NIFTY 11/05/15 28/05/15 8256.35 8356.85 8242.6 8342.15 8337.65

NIFTY 12/05/15 28/05/15 8329 8332 8118.9 8131.25 8130

Settle Price Open Int

8995.4 15259 34211.72 350625 350625 8844.6

9072.25 5452 12314.15 433275 82650 8901.85

9105.2 1286 2923.69 441950 8675 8956.75

9155.75 1297 2961.95 456625 14675 8996.25

9061.2 3586 8228.05 456875 250 8922.65

9093.9 1887 4274.13 465000 8125 8937.75

8893.7 7436 16597.04 569750 104750 8756.75

8860.6 3769 8352 586250 16500 8712.05

8859.7 3435 7616.32 615175 28925 8699.95

8924 1614 3597.03 617900 2725 8776

8784.35 5053 11151.71 657575 39675 8647.75

8779.05 17133 37579.99 677750 20175 8633.15

8850.95 23905 52874.48 757825 80075 8723.3

8820.35 6380 14083.45 672000 -85825 8685.9

8753.3 6966 15414.64 702000 30000 8634.65

8725.25 4378 9557.84 728050 26050 8570.9

8691.35 6220 13537.83 779700 51650 8550.9

8695.75 4487 9779.53 778625 -1075 8542.95

8663.8 7289 15808.49 831225 52600 8530.8

8513.7 14225 30444.83 918600 87375 8342.15

8488.8 14554 30874.94 961225 42625 8341.4

8611.4 12218 26144.26 1021650 60425 8492.3

8585.8 8391 18055.59 1019350 -2300 8491

8680.1 25048 53904.27 611400 -407950 8586.25

8738.45 7434 16162.77 601975 -9425 8659.9

8761.05 9878 21560.65 614425 12450 8660.3

8808.75 8083 17778.42 621175 6750 8714.4

8857.35 11339 25007.42 625375 4200 8778.3

8856.2 7079 15650.17 639900 14525 8780.35

8901.15 9726 21589.65 689225 49325 8834

8835.95 13405 29744.77 757075 67850 8750.2

8776.9 17577 38552.02 801975 44900 8706.7

8690.15 15964 34804.17 871850 69875 8606

8525.9 39041 83791.03 1148725 276875 8448.1

8457.9 45144 96018.85 1361175 212450 8377.75

8511.7 55711 117675.53 1627150 265975 8429.7

8456.65 66024 140120.77 1836025 208875 8398.3

8372.05 66178 138924.18 2218800 382775 8305.25

8280.35 186419 387504.31 4913400 2694600 8213.8

8349.35 288833 599511.5 8654225 3740825 8285.6

8292.2 338434 703838.04 12973550 4319325 8239.75

8244.05 544411 1120600.75 18924450 5950900 8181.5

8372.25 498328 1037265.71 18338950 -585500 8331.95

No. of contracts

Turnover in  Lacs

Change in OI

Underlying Value

8361.7 444945 929256.31 16792050 -1546900 8324.8

8121.75 877887 1796837.26 16453250 -338800 8097

8082.15 663738 1341604.56 15225475 -1227775 8057.3

8210.55 554911 1137826.7 13963525 -1261950 8191.5

8342.15 428296 890218.13 13659750 -303775 8325.25

8131.25 670975 1373572.73 14094400 434650 8126.95