Short call was short at 880 posted here ...
http://dhanvarshagrp.blogspot.com/2010/08/tcs-short-aug-futures-below-880-00-at.html
and yesterday it made a low of 832.55 just 4 sessions past of expiry ...
almost 40 points easy grab...
lot size 500 means 20 k on single lot of TCS in 26 days ..
|  As on 31-AUG-2010 15:30:16 Hours IST |
|---|
| Instrument Type | Underlying | Expiry Date | Option Type | Strike Price | Market Lot |
|---|
| FUTSTK | TCS  | 30SEP2010 | - | - | 500 |
| Price Information |
|---|
| Open Price | 840.00 |
|---|
| High Price | 848.00 |
|---|
| Low Price | 832.55 |
|---|
| Last Price | 844.60 |
|---|
| Prev Close | 846.60 |
|---|
| Close Price | 845.80 |
|---|
| Change from prev close | -2.00 |
|---|
| % Change from prev close | -0.24 |
|---|
| VWAP | 840.37 |
|---|
| Underlying Value | 843.70 |
|---|
| Number of contracts traded | 4508 |
|---|
| Turnover in Rs. Lakhs | 18941.94 |
|---|
| Open Interest | 5265500 |
|---|
| Change in Open Interest | -18000 |
|---|
| % Change | -0.34 |
|---|
|
| Order Book |
|---|
| Buy Qty | Buy Price | Sell Price | Sell Qty |
|---|
| 1500 | 844.50 | 845.00 | 500 |
| 500 | 844.40 | 845.50 | 500 |
| 500 | 844.30 | 845.70 | 500 |
| 500 | 844.25 | 845.85 | 500 |
| 2500 | 844.10 | 845.90 | 500 |
| 186500 | Total Buy Qty | Total Sell Qty | 153500 |
|---|
| Cost of Carry |
|---|
| | Best Buy | Best Sell | Last Price |
|---|
| Price | 844.50 | 845.00 | 844.60 |
|---|
| Cost Of Carry | 1.19 | 1.94 | 1.34 |
|---|
|
| Settlement Price | Daily Volatility | Annualised Volatility | Client Wise Position Limits | Market Wide Position Limits |
|---|
| 845.80 | 1.40 | 26.69 | 5064576 | 101291538 |
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