F&O Stock List – The Three Golden Rules for Selecting F&O Stocks

F&O Stocks

Are you searching for the F&O stock list? If yes, then you have come to the best place. You see, while other websites will give you a standard no-brainer F&O stock list, we are going a step further. Yes, we will be sharing the F&O stock list, but that’s not all. We will also teach you how to shortlist the best stocks for F&O trading from the F&O stock list. But before we reveal the F&O stock list, you need to keep three rules in mind when dealing with F&O stocks

Rule No. 1: Only select F&O stocks with very high liquidity.

In the F&O segment, you must make quick decisions. This is possible only if the F&O stock has ample liquidity. For example, as an F&O stock, Infosys Ltd. has very high liquidity. On April 18, 2022 nearly 79, 587 futures contracts worth Rs 3,899 crore were traded. This high volume was because Infosys results were declared. So, you can enter and exit trades in Infosys easily. In contrast, trading in MCX would not be ideal since only 831 contracts worth Rs 40 crore were traded on April 18, 2022. So, the first rule of selecting an F&O stock is to ensure that minimum 3,000 contracts are traded on any particular date.  

Rule No. 2: The best F&O stocks are those, which experience high volatility.

Yes, volatility is your friend in the F&O segment. What is the point of investing in F&O stocks that don’t move? You can make money in an F&O stock, only when the stock moves in either direction at a fast pace. Hence, always look and trade in stocks, which experience high volatility. The table below shows the top 10 F&O stocks with highest daily volatility as on August 9, 2024.

Date

Symbol

Applicable Daily Volatility (M) = Max (E or K)

9/8/2024

IDEA

0.0371

9/8/2024

HINDCOPPER

0.0335

9/8/2024

ADANIENT

0.033

9/8/2024

RECLTD

0.0326

9/8/2024

PFC

0.0316

9/8/2024

BHEL

0.0315

9/8/2024

SAIL

0.0309

9/8/2024

NATIONALUM

0.0302

9/8/2024

INDIACEM

0.0295

9/8/2024

CHAMBLFERT

0.0281

 

Notice that Infosys Ltd. has very high liquidity. It is the most traded contract among all 199 F&O stocks. But the volatility is almost non-existent. We don’t want to invest in such stocks. A perfect F&O stock has the perfect combination of – High Liquidity (number of traded contracts) + High Volatility (daily volatility) + not in the ban period.

Rule No 3: Avoid stocks that are a part of the F&O Ban list.

Similar to the F&O stock list is the F&O ban list. This list is published by the National Stock Exchange on a daily basis. It contains all the stocks that are not available for trading in the F&O segment. The F&O ban list is readily available on the NSE platform. Click here to check the F&O ban list. Now you must be wondering, ‘how does a stock enter the F&O ban list?’. This little calculation is based on the Market Wide Position Limit (MWPL) and the aggregate open interest (OI). A stock enters the F&O ban list when its aggregate open interest of a stock exceeds 95% of the MWPL. A stock will remain in the F&O ban list, until the aggregate OI does not fall below 80% of MWPL. Naturally, you are not allowed to trade in stocks, which are a part of the F&O ban list. Using these three rules, you can easily shortlist the best F&O stocks for trading. There are a total of 199 F&O stocks in India. Let us see how to download the list of the F&O stocks in India.

Steps to Download the F&O Stock List

1. Visit nseindia.com 2. Click on the market data option in the menu bar and select daily market reports (extreme right) f&o 3. Now select Derivatives fno stocks 4. Now download the following excel files –

  • F&O security in the ban period
  • F&O bhavcopy
  • F&O daily volatility

f&o stock list

For your convenience, we have already downloaded the list of F&O stocks and F&O stocks ban for August 9, 2024.

List of F&O Stocks – August 9, 2024

 

Symbol

Open

High

Low

Close

Number of Contracts

Value in Lakh

Open Interest

Change In Open Interest

TRENT

5739

6383.85

5655

6301.95

47898

675613

3576600

618600

SBIN

817.05

833.8

811.15

827.85

47805

367543

90164250

-597000

HDFCBANK

1656.05

1666

1651.4

1653.75

41743

465943

188023000

-4524850

TATAMOTORS

1055

1074.9

1050

1064.4

41585

283459

64983050

163900

RELIANCE

2930

2953.05

2915

2945.3

33721

297967

44416000

-409250

SAIL

137.05

139

128.48

129.07

28686

190918

154872000

16520000

ICICIBANK

1172.3

1176.75

1164.25

1167.15

25495

233452

94955700

-1495200

GRASIM

2569.85

2651.9

2548.4

2580.3

24960

205324

8628000

676250

ASIANPAINT

3034.85

3066.8

2973.85

3054.65

21311

151038

11499200

372400

ALKEM

5725.1

5879

5525.55

5832.25

21209

148932

2150100

133300

INFY

1775.05

1786

1764.25

1779.2

20974

160882

44132800

-1118000

EICHERMOT

4723

4859.6

4714

4840.9

18527

176576

4000500

103075

ONGC

331

334.55

326.5

330.85

18159

137413

124356925

542850

ABB

8150

8274.75

7920.35

7981.95

17609

202368

1801125

-10000

SIEMENS

6837.7

6888

6760

6844.8

16665

215027

2791050

235800

AXISBANK

1151

1157.35

1145.2

1147.25

15659

128717

58290000

-1220000

BHARTIARTL

1470.75

1485.75

1463.1

1469.05

14308

118039

40221100

-181450

ZYDUSLIFE

1305.8

1330.85

1286.55

1307.35

13869

196234

19215900

567000

TATAPOWER

423.7

426

417.2

419.35

12424

83667

98408250

904500

LUPIN

2068.85

2134.6

2067.75

2122.35

12206

126153

14130825

1122850

BPCL

333.6

337.5

330.45

334.9

12090

83218

65800800

2062800

MARUTI

12380

12390.4

12250

12276.4

11833

79449

3127600

118100

BANKBARODA

245

251.3

243.05

246.95

11805

100071

187466175

1869075

KOTAKBANK

1789

1792.55

1773.4

1776.75

11729

96210

34817600

285600

TCS

4224.6

4262

4217.7

4239.25

11446

94101

13664175

-337225

LT

3624.65

3624.65

3591.05

3605.45

11321

69348

16989900

-147450

PFC

503

509.8

496.6

501.75

11275

89374

52053300

-239200

BIOCON

338

350.5

333.55

338.65

11040

120713

49732500

-780000

INDUSINDBK

1364.35

1366.1

1344.45

1354.5

10842

85208

31512000

524000

CANBK

110

113.14

108.2

111.13

10800

94247

292997250

1498500

M&M

2701.65

2774.6

2701.65

2759.6

10273

112938

14211050

-381850

AUROPHARMA

1496.2

1496.2

1435.4

1451.15

9714

95224

12034000

657800

CONCOR

1003.8

1006.35

971

982.8

9541

112506

23841000

1773000

VEDL

429.9

434.15

425.15

431

9483

117486

158125000

-991300

NTPC

417

417.2

410

412.4

9285

65504

86919000

55500

APOLLOTYRE

500

510

483

486.8

8893

83408

15379900

1400800

BAJFINANCE

6696.5

6711.65

6617.15

6644.95

8694

81360

10004625

-60625

ITC

497.2

498.8

494.1

496.9

8614

76046

111249600

-1292800

BEL

299.15

305.3

299.15

302.4

8598

86434

157630650

376200

TATASTEEL

152.63

153.29

151.71

152.18

8597

83619

290763000

-1897500

IDEA

16.18

16.46

16.13

16.22

8529

76689

4746560000

19480000

MCX

4300

4453.55

4281.15

4399

8519

86142

2417800

239400

TITAN

3350.5

3350.5

3298.5

3343

7714

50180

10052700

-153825

IDFCFIRSTB

72.68

73.8

72.41

72.83

7683

51726

512250000

855000

HINDALCO

623.05

628.8

616.05

624.35

7553

76639

42320600

-1600200

BHEL

304

306.5

300.1

303.6

7535

71733

77671125

1682625

HAL

4734.85

4780

4701.1

4730.1

7504

118830

13579800

90600

ADANIENT

3226.85

3234.45

3184.5

3205.55

7284

90349

20869200

-94200

BERGEPAINT

522.5

539.65

516

534.3

7070

56849

16807560

1170840

PEL

953

978.9

949.35

969.85

7061

58462

11396250

139500

BHARATFORG

1634

1659.65

1619.85

1639

7051

64822

7946500

-416000

PAGEIND

40451

40485.45

38990.75

40007.75

7032

48171

193830

255

JSWSTEEL

895.15

917

887.15

910.35

6929

49678

19494675

818775

ADANIPORTS

1545

1555.05

1523.2

1539.9

6849

51066

28402000

-264000

HCLTECH

1582.05

1605.7

1580.1

1596.1

6840

43316

12943000

-336700

MIDCPNIFTY

12628

12750

12597.8

12635.9

6506

77829

2362100

-5700

RECLTD

592.5

596

587.15

589.8

6405

85951

49302000

638000

MRF

141211.1

141787.55

135629.85

137331.35

6393

49476

66825

-1065

BANDHANBNK

201.6

202.5

198.19

198.76

6385

45197

110353600

3878000

HINDPETRO

381

387.4

375.05

378.05

6333

55623

58115475

-1352700

NATIONALUM

175.76

179.34

173.6

178.13

6323

50341

62501250

3146250

NAUKRI

7024.95

7280

6986

7225.85

6316

74230

1301250

18600

DIXON

11601.15

11841.5

11599.35

11794.45

6104

80388

2007600

-19400

JINDALSTEL

941

941

915.65

918.95

6065

41820

15788750

36250

OFSS

10400.1

10610

10325

10584.15

5917

68710

1776900

-57800

HINDUNILVR

2755.8

2759.7

2731.3

2752.2

5867

54621

15084000

-50400

SHRIRAMFIN

2908.8

2979.9

2892.85

2962.95

5836

56212

6773700

-80400

INDHOTEL

629.6

632

616.95

621.9

5732

53535

19967000

628000

ASHOKLEY

248.5

254.9

248.45

253.6

5669

84845

56490000

670000

CUMMINSIND

3760.65

3833.85

3715.1

3732.95

5496

67898

4752300

17400

COALINDIA

525.7

528

519

526

5469

67192

54222000

256200

GODREJPROP

2954.95

2984.9

2926.8

2939.8

5379

42304

5174775

40275

DLF

841.9

849.35

831.3

834.6

5256

43877

38433450

139425

MPHASIS

2700

2770.15

2684.85

2729.15

5226

45865

4451700

-55550

VOLTAS

1444

1449

1421

1436.4

5197

50271

9030600

109800

WIPRO

495.1

497.25

491.4

493.65

5143

42354

54294000

-79500

MOTHERSON

186.09

188.52

185

187.3

5043

74762

140359900

-3592600

NMDC

226.8

226.8

219.06

222.24

5011

55929

92083500

1476000

BAJAJFINSV

1555

1565.7

1548

1563.3

4917

41985

13348000

-122500

UPL

555.15

563.3

552.2

556.05

4863

41326

36423400

-215800

SUNPHARMA

1739.4

1747.7

1734.05

1736.3

4785

32008

15841350

-13650

EXIDEIND

492.2

503.7

488.8

495.6

4781

48925

33298200

-88200

IOC

173.8

174.01

169.58

169.88

4732

46154

196457625

209625

TECHM

1481.7

1511.95

1481.7

1509.1

4705

49404

13299600

-561600

SHREECEM

24599.85

24599.85

23943.85

24393.45

4594

31274

324850

8550

ULTRACEMCO

11379.95

11391.9

11219.35

11289.75

4585

58237

2250400

25500

AMBUJACEM

645.3

646.55

632.7

635

4571

33423

33448500

940500

GUJGASLTD

615.25

619.6

595

607.4

4551

38761

10912500

925000

HDFCLIFE

712.5

715

704.7

705.75

4546

37631

26504500

675400

BAJAJ-AUTO

9751.8

9820

9647.75

9792.1

4519

37586

1352325

-17850

LTIM

5410.05

5504

5388.8

5396.65

4458

39190

3265050

89400

POWERGRID

346.7

348

342.3

343.95

4425

57904

69728400

460800

COROMANDEL

1641.25

1709

1641.25

1698.25

4315

55313

4486300

25200

HEROMOTOCO

5214.15

5269.8

5214.15

5231.4

4137

34244

4446300

59700

GAIL

232

232.95

227.71

228.17

4093

47292

119878725

1491450

IEX

196

198

193.22

193.58

3797

31890

75123750

483750

LAURUSLABS

436.25

440.65

426.25

428.3

3797

35152

21022200

2310300

TVSMOTOR

2575.3

2601.2

2547.3

2593.75

3774

36436

5340300

42350

PERSISTENT

4672

4763

4672

4721.7

3745

37881

2473400

31200

ASTRAL

2088.5

2101.4

2022

2038.55

3638

31327

3704131

219099

PVRINOX

1459.85

1509.4

1459.85

1502.65

3527

24087

4410252

-115588

TATACONSUM

1191.95

1191.95

1181.85

1187.1

3504

20234

11556864

187416

FEDERALBNK

196.01

197.32

195.25

196.77

3490

38917

93685000

-2015000

HDFCAMC

4171.75

4205.4

4134

4153.4

3483

24132

3127650

95700

NESTLEIND

2502.7

2515.6

2496.15

2509.6

3467

18815

6372200

-3600

JUBLFOOD

596

603.85

596

599.25

3453

30657

22810000

535000

AARTIIND

752

765.85

745.5

750.85

3450

30958

14408000

271000

POLYCAB

6710

6757.9

6625.05

6680.85

3436

39610

2992125

5875

DRREDDY

6995.05

7040.35

6970.8

7012.2

3415

34042

2539625

-15125

INDUSTOWER

418.7

423.85

416.35

416.95

3380

56195

87359600

-258400

SBICARD

706.5

711.75

701

701.8

3364

20825

26109600

424000

SUNTV

890.2

917

883

912.2

3321

49489

7848000

355500

PIDILITIND

3224.95

3226.65

3105.5

3138.3

3263

28678

2639500

-112500

BOSCHLTD

32299.95

32590

31850

32084.3

3215

29179

331025

-7000

DABUR

640.3

643.2

624.45

626.85

3094

28291

16912500

1173750

COFORGE

5925.05

6015.4

5867

5906.95

3088

31855

1972800

37950

BALKRISIND

3193.95

3193.95

3019.9

3053.85

2992

30598

2168700

160200

AUBANK

637

637

625

627.05

2985

20398

23640000

174000

DEEPAKNTR

3074.85

3152.35

3063.55

3088.3

2920

30459

1976400

-30300

SBILIFE

1720.1

1737.35

1711.05

1730

2913

20518

6628875

-53250

BATAINDIA

1457.95

1458

1423.4

1426.75

2848

17483

3667125

224250

DIVISLAB

4863.2

4905.15

4840

4851.1

2786

29286

2881000

-40000

GMRINFRA

99.95

100.73

99.16

99.72

2720

35243

219600000

1102500

TATACHEM

1044.1

1061

1039.95

1046.2

2719

17650

9450650

-92400

GODREJCP

1459.95

1468.6

1441.1

1443.3

2621

25912

8847000

-94500

CHAMBLFERT

517.4

529.7

516.7

525

2533

28386

12652100

402800

MARICO

649.75

653.9

643.3

648.55

2510

22002

12667200

51600

PIIND

4565.95

4591.4

4478

4496.2

2508

31391

1938250

9500

LTTS

4882.95

4992.05

4843.5

4855.7

2503

14477

1679100

26100

CIPLA

1573.2

1585.9

1564.05

1577.55

2440

26597

10483850

-180700

OBEROIRLTY

1779.5

1810.8

1772.3

1795.8

2394

35718

7123900

177100

MFSL

1121.75

1136.9

1092.95

1096.1

2319

22448

3584800

-30400

APOLLOHOSP

6540.05

6617.95

6538.3

6602.05

2312

21628

1491625

-29125

TATACOMM

1880.1

1908.7

1866.05

1890.45

2292

23379

6850000

-70000

INDIGO

4322

4336.4

4292.75

4309.7

2282

32294

6184200

105600

DALBHARAT

1781.75

1797.45

1742

1750.8

2242

12404

4566375

184800

CHOLAFIN

1352.95

1375.75

1343.15

1354.85

2123

19900

9960625

130625

IPCALAB

1378

1394.65

1361.25

1366.65

2117

20351

2477150

44200

LTF

169.5

169.5

166.15

166.87

2099

18342

74087048

1945432

ICICIPRULI

743.15

747.65

738.3

742.7

2086

25138

10284000

63000

SRF

2560

2608.85

2505.5

2566.1

2038

21333

5168625

36750

GRANULES

659.7

668.7

653.75

660.3

2037

30234

9964000

386000

ABBOTINDIA

27510

27836.1

27201

27358.9

2008

11926

156960

1400

SYNGENE

818

852.55

818

840.65

1996

18800

6319000

-202000

ACC

2382

2388.5

2346.05

2355.85

1932

16196

4968300

70200

PETRONET

368.5

371.65

365.95

367.65

1910

22574

25764000

-372000

IRCTC

918.55

934.9

918.55

926.8

1898

17173

21483875

13125

UNITDSPR

1465.1

1485

1453.8

1458.45

1865

22880

10471300

-63700

ESCORTS

3725.15

3743

3685.4

3697.7

1858

20626

2084775

118250

HAVELLS

1821.75

1821.75

1796

1802.35

1815

17123

8182500

80500

CUB

163.63

168.99

163.25

164.2

1814

17481

30570000

265000

BRITANNIA

5752.15

5804.95

5746.8

5766.4

1722

22920

2397800

-6000

IGL

545.95

547.6

533.5

538.35

1720

14237

11367125

191125

GLENMARK

1465

1490.85

1461.05

1474.2

1712

19361

5143150

113100

LALPATHLAB

3135.5

3224

3135.5

3172.2

1687

18200

1217100

-12900

JKCEMENT

4204

4253

4165.05

4183.15

1583

9488

796500

40250

FINNIFTY

23000

23115.9

22980

23029.7

1562

15504

69775

-6475

M&MFIN

295.95

299.45

295.95

298.75

1545

10397

42156000

-20000

NAVINFLUOR

3602.7

3646.75

3547

3565.25

1507

10907

1900325

19250

RAMCOCEM

799.5

807

796.6

802.2

1417

10891

9362750

-68850

CANFINHOME

795.6

807.5

789.15

801.85

1349

11390

5785650

16575

IDFC

107.82

109.57

107.56

108.53

1336

8460

131635000

-575000

PNB

115.48

117.08

114

115.82

1330

14041

288456000

-12040000

BALRAMCHIN

493.4

500.25

490.55

493.6

1297

11979

8529600

131200

MUTHOOTFIN

1870

1892.9

1856.75

1887.15

1249

13830

4615050

120450

METROPOLIS

2082.25

2102.25

2053.3

2063.35

1192

10958

1558000

18400

CROMPTON

437.75

441.95

435.7

436.85

1134

9702

19913400

455400

TORNTPHARM

3329.9

3346.5

3297.1

3325.65

1087

11748

1886000

63500

COLPAL

3509.6

3509.6

3458.05

3467.9

1073

15082

3022250

15050

UBL

1941.5

1962.4

1940.75

1951.85

1066

8918

2391200

26000

MGL

1804.7

1814.05

1789.15

1792.6

1060

8104

2440400

-36800

ICICIGI

1975.4

1995.95

1969.45

1974.8

996

10322

4173500

21000

ATUL

8100

8150

7935.95

8023.3

922

8299

818400

-4400

NIFTYNXT50

72600

73008

72294.35

72804.9

682

5929

12450

350

MANAPPURAM

201.31

205.89

200.71

204.06

406

2516

73998000

-1230000

HINDCOPPER

302

306.5

300.5

304.25

324

2797

36085050

-919550

ABFRL

320

326.95

317

325.9

290

2987

50419200

-845000

LICHSGFIN

639

644.95

631.15

634.75

287

1878

32777000

-290000

RBLBANK

219.35

219.78

216.59

217.39

122

672

71587500

-287500

ABCAPITAL

213

214.5

210.15

212.71

109

1321

82236600

-621000

BSOFT

581.15

589

575.45

579.2

83

500

12586000

-64000

INDIACEM

371.95

371.95

366.7

367.95

80

932

21941400

-220400

INDIAMART

2742

2800

2700

2742

47

423

1844400

-15000

GNFC

671

674.05

660.75

667.95

29

296

7595900

-35100

 

*Expiry – 9th August 2024.

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