In India, options of strikes around the market price are normally the most liquid. If you look at the most liquid contracts they are dominated by options on the Nifty and the Bank Nifty. We are presenting in the table below the average contract volumes on the most liquid contracts. This is part of the day numbers but the trend is broadly indicative.

Instrument

Underlying

Expiry

Option type

Strike Price

Prev Close

Open

High

Low

Last Price

Volume

Turnover

Prem T/O

Underlying

Index Options

BANKNIFTY

21-Feb-19

CE

27,000.00

114.05

104.65

130.2

97.95

106.5

36,738

1,99,190.57

805.37

26780.95

Index Options

BANKNIFTY

21-Feb-19

PE

26,500.00

96.5

94

100.25

77

90.55

35,724

1,89,983.30

646.1

26780.95

Index Options

NIFTY

21-Feb-19

CE

10,800.00

45.7

50

54.7

35

38

22,295

1,81,268.38

678.88

10696.6

Index Options

BANKNIFTY

21-Feb-19

CE

27,100.00

80.5

55.4

93.35

55.4

73.2

27,538

1,49,677.62

421.66

26780.95

Index Options

NIFTY

21-Feb-19

PE

10,700.00

65.2

65.5

85.8

50.35

75.55

18,401

1,48,603.72

935.69

10696.6

Index Options

NIFTY

28-Feb-19

CE

10,800.00

88.35

89.95

92.8

72

77.35

15,857

1,29,400.14

958.44

10696.6

Index Options

NIFTY

28-Feb-19

CE

10,900.00

50.35

50

51.9

38.5

41.75

15,174

1,24,548.08

500.63

10696.6

Index Options

BANKNIFTY

21-Feb-19

CE

27,200.00

53.65

47

64.6

37.25

48.1

21,761

1,18,601.24

221.4

26780.95

Index Options

BANKNIFTY

21-Feb-19

CE

26,900.00

155.6

150.6

174.55

131.2

146.6

21,135

1,14,344.03

637.73

26780.95

Index Options

NIFTY

21-Feb-19

PE

10,600.00

36.95

35

49.15

25.2

42.5

14,028

1,11,921.87

399.27

10696.6

Index Options

NIFTY

21-Feb-19

CE

10,900.00

16.75

11.1

19.85

11.1

13.1

13,629

1,11,565.60

148.52

10696.6

Index Options

BANKNIFTY

21-Feb-19

PE

26,700.00

154.3

127.8

165.8

127.8

150

20,129

1,08,094.50

605.64

26780.95

Index Options

NIFTY

28-Feb-19

PE

10,500.00

44.35

36.95

58.4

36.85

53.55

13,494

1,06,762.77

497.52

10696.6

Index Options

NIFTY

28-Feb-19

PE

10,700.00

98.2

90.5

119.9

85.15

110.9

13,094

1,06,094.30

1,014.95

10696.6

Index Options

BANKNIFTY

21-Feb-19

CE

27,300.00

34.3

27

44.4

20

29.8

19,051

1,04,141.42

122.96

26780.95

Index Options

BANKNIFTY

21-Feb-19

PE

26,600.00

122.2

122.2

130

92.3

117.45

19,338

1,03,331.25

453.09

26780.95

Index Futures

NIFTY

28-Feb-19

-

-

10,746.55

10,809.90

10,809.90

10,705.00

10,722.65

11,791

94,930.52

-

10696.6

Index Options

NIFTY

21-Feb-19

CE

10,700.00

96.2

113.6

113.65

76.3

82.85

11,330

91,661.26

738.01

10696.6

Index Options

NIFTY

28-Feb-19

CE

11,000.00

26.4

26.95

27

20

21.65

10,399

85,971.99

180.24

10696.6

Index Options

NIFTY

21-Feb-19

CE

11,000.00

5.4

6.2

6.65

3.7

3.8

10,117

83,498.10

32.85

10696.6