Most Liquid stock options in Indian Stock Market

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SEBI introduced a new margin framework on June 1, 2020. According to the framework, the non-hedged F&O positions would need more margin as compared to the hedged positions. The margins have reduced drastically for these hedged positions.

The new margin framework has opened a sea of opportunities for traders who were inkling to get in options business but were not able to participate due to high margins. We personally saw the liquidity in leading stock options improved as people started participating in market with hedged positions.

There are more than 140 F&O stocks. With these many stocks, we wanted to find which stocks are the most liquid in the current scenario. Hence, we created a screener using myfno and excel to list the stocks which are liquid with sufficient volume and Open Interest > 1000 lots in CE/PE for 4-5 strikes.

The highlighted ones are the stocks where only 1 or 2 strikes have OI > 1000 lots. This list can change based on time to time but most of the stocks will remain the same. So now you can concentrate on building robust spread strategies on them.

Regards,
Vishal Mehta

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About the author

Vishal Mehta

Vishal Mehta is full time independent trader. He is a Chartered Market Technician (CMT) from USA and Co-Chair for Mumbai Chapter for CMT.

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