A stock, on which option and future contracts are proposed to be introduced, shall confirm to the following broad eligibility criteria:-


i) The stock shall be choosen from amongst the top 500 stocks in terms of average daily market capitalization and average daily traded value in the previous 6 months on a rolling basis.


ii) The stocks median quarter-sigma order size over the last 6 months, on a rolling basis, shall not be less than Rs.25 Lakh.


iii) The market wide position limit in the stock shall not be less than Rs.500 Crore on a rolling basis, and


iv) Average daily delivery value in the cash market shall not be less than Rs.10 Crore in the previous 6 months on a rolling basis


Above criteria are to be met for a continuous period of 6 months. 


As per NSE Circular No.NSE/FAOP/37594 dated April 236, 2018 and subsequent circulars, preswently there are 106 stocks settled physically and 96 stocks are selected for physical settlement in the month of July  and Oc tober 2019. Further all the derivative contracts will be settled physically from October 2019 onwards. 


Please click on the atatchment to know the list of stocks which are already settled in Physical and also the stocks that are going to settle physically.