InvestorQ : Which are the stock futures contracts that are most liquid on any normal trading day on the NSE?
Ria Jain made post

Which are the stock futures contracts that are most liquid on any normal trading day on the NSE?

Answer
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1 year ago


In India, stock futures are a lot more liquid compared to stock options due to the comfort that traders have had with the Badla system on the BSE. If you look at the most liquid stock contracts they are dominated by stock futures of stocks that are normally the most newsworthy. We are presenting in the table below the average contract volumes on the most liquid stock futures contract. 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

Underlying

Stock Futures

YESBANK

28-Feb-19

-

-

219.65

204.75

213.6

199.15

211.95

17,426

63,933.82

211.4

Stock Futures

RELIANCE

28-Feb-19

-

-

1,248.65

1,247.60

1,257.50

1,227.45

1,228.45

6,051

37,475.36

1223.35

Stock Futures

DRREDDY

28-Feb-19

-

-

2,570.75

2,642.05

2,701.00

2,615.05

2,615.05

5,191

34,490.43

2611

Stock Futures

TECHM

28-Feb-19

-

-

803.9

811

824.6

808.2

810.2

2,527

24,769.86

808.4

Stock Futures

ICICIBANK

28-Feb-19

-

-

342.9

344.05

344.25

340.15

340.55

1,906

17,903.92

339.25

Stock Futures

HDFCBANK

28-Feb-19

-

-

2,105.35

2,110.70

2,122.30

2,110.05

2,112.25

2,863

15,140.19

2105.15

Stock Futures

AXISBANK

28-Feb-19

-

-

687.85

682.2

693.2

682.2

684

1,704

14,086.01

682.2

Stock Futures

TATASTEEL

28-Feb-19

-

-

469.2

466.4

477.1

466.4

476.45

2,719

13,688.08

474.6

Stock Futures

ITC

28-Feb-19

-

-

279.95

280.1

282.35

280.1

281.15

1,905

12,855.55

281.15

Stock Futures

SBIN

28-Feb-19

-

-

264.1

265.4

266.2

263.9

265.3

1,562

12,424.46

264.2

Stock Futures

JUBLFOOD

28-Feb-19

-

-

1,304.15

1,308.45

1,329.45

1,305.00

1,313.35

1,634

10,796.66

1314.1

Stock Futures

INFY

28-Feb-19

-

-

745.2

748.1

750.8

739.55

739.75

1,191

10,646.83

736.75

Stock Futures

LT

28-Feb-19

-

-

1,237.25

1,240.00

1,254.15

1,235.45

1,242.30

2,233

10,440.56

1248.6

Stock Futures

HDFC

28-Feb-19

-

-

1,883.50

1,885.20

1,894.30

1,874.25

1,877.30

1,087

10,226.12

1869.1

Stock Futures

TCS

28-Feb-19

-

-

2,038.55

2,050.70

2,050.70

2,000.25

2,007.60

1,890

9,517.85

2000.5

Stock Futures

IBULHSGFIN

28-Feb-19

-

-

639

640

650.35

628

644.4

2,960

9,457.79

643.5

Stock Futures

WIPRO

28-Feb-19

-

-

376.15

377

377.5

371.6

372.55

849

7,614.92

371.85

Stock Futures

RELCAPITAL

28-Feb-19

-

-

149.1

164.05

167

156.95

160.7

3,148

7,582.12

160.4

Stock Futures

BAJFINANCE

28-Feb-19

-

-

2,564.85

2,563.95

2,566.35

2,524.00

2,524.00

1,167

7,406.07

2516

Stock Futures

BATAINDIA

28-Feb-19

-

-

1,257.15

1,263.60

1,271.80

1,257.60

1,258.15

1,039

7,220.56

1266.45