F&O Stock List with Lot Size

F&O Stock List with Lot Size

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Futures and options (F&O) is a market segment that trades derivatives based on underlying assets such as equities, currencies, or commodities. These contracts include the buyer compelled to acquire and the seller obligated to sell an underlying item at a preset price. Investors can utilise the F&O stock list with the price to hedge against market risks, speculate on market fluctuations, or earn income. 191 equities and four indices are available for contracts in the F&O category as of February 2023.

What is the Futures and Options Lot Size?

The stock futures and options vary from the cash sector (where you purchase or sell the underlying rather than derivatives). One example is that the contracts available for trading in the F&O market have preset lot sizes or are standardised. This implies you cannot specify the number of shares you intend to purchase or sell in the contract. For example, if the F&O stock price is set at 50, you must trade contracts with 50 shares, 100 shares, 150 shares, and so on. A contract of 75 shares cannot be bought or sold.

Remember that many markets provide non-standardised contracts (for example, 75 shares). However, these are frequently referred to as over-the-counter (OTC) items.

The underlying current market price determines the lot size. As the F&O share price fluctuates, the exchange may adjust the lot size of contracts from time to time. If the exchange takes such a move, it will alert traders in advance. However, once a contract's lot size is set, it cannot be modified until it ends.

The contract lot size also impacts the margin of money a trader needs to trade in securities. As a result, exchanges guarantee that lot size is regulated so that an ordinary trader may trade the security while keeping the market liquid.

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Table of Content

  1. What is the Futures and Options Lot Size?
  2. F&O Stock List with Lot Size
  3. Top 10 F&O Stocks According to Highest Lot Size:
  4. Top 10 F&O Stocks with the Smallest Lot Size:
  5. Where Can I See the F&O Lot Size Change?
  6. Why are Lot Sizes Revised?
  7. Criteria to Enter the F&O Segment
  8. How Frequently Does the Lot Size Change?

F&O Stock List with Lot Size

According to the volume of contracts exchanged, India has the world's largest derivative market. Futures and options contracts on the Nifty50, the NSE's flagship index, are among the most traded derivatives. Furthermore, derivatives are offered for three more indexes. You can check the F&O stock list with price mentioned below: 

UnderlyingSymbolLot Size
Nifty 50NIFTY25
Nifty BankBANKNIFTY15
Nifty Mid SelectMIDCPNIFTY75
Nifty Financial ServicesFINNIFTY40

As stated earlier, over 190 stocks are a part of the F&O segment. Below is the F&O share list  with the highest and lowest lot sizes:

Top 10 F&O Stocks According to Highest Lot Size:

Here is the list of top 10 F&O stocks according to highest lot size: 

UnderlyingSymbolLot Size
Vodafone Idea LimitedIDEA1298
GMR Airports Infra LtdGMRINFRA11,250 
Punjab National BankPNB8000
IDFC First Bank LimitedIDFCFIRSTB7500
BHELBHEL2625
IDFC LimitedIDFC5000
Indian Oil Corporation LtdIOC4875
Gail (India) LtdGAIL4575
L&T Finance Holdings LtdL&TFH4462
Rec LimitedRECLTD2,000

Top 10 F&O Stocks with the Smallest Lot Size:

Here is the list of top 10 F&O stocks with the smallest lot size:

UnderlyingSymbolLot Size
MRF LtdMRF5
Page Industries LtdPAGEIND15
Shree Cement LimitedSHREECEM25
Nestle India LimitedNESTLEIND200
Abbott India LimitedABBOTINDIA20
Bosch LimitedBOSCHLTD25
Atul LtdATUL75
Maruti Suzuki India Ltd.MARUTI50
Ultratech Cement LimitedULTRACEMCO100
Apollo HospitalsAPOLLOHOSP125

Disclaimer: The data mentioned above is current as of 11th May 2024

Where Can I See the F&O Lot Size Change?

The stock exchange(s) where a stock is listed announces any changes to the lot size of that stock. The stock exchanges frequently publish circulars, news releases, or announcements on their websites informing investors of the change in lot size.

To get the most up-to-date information on futures and options stock list adjustments, go to the websites of stock exchanges like the National Stock Exchange (NSE) and the Bombay Stock Exchange (BSE). A comprehensive list of F&O stocks with lot size and price including their lot sizes and prices, can provide valuable insights for traders looking to optimise their investment strategies. The lot size for each stock is available on the exchange's website by searching for the stock symbol or name. Furthermore, several online trading platforms give information on lot size changes and other important F&O trade news.

Why are Lot Sizes Revised?

The Securities and Exchange Board of India, the market's regulator, regularly amends and revises the lot sizes. This process starts when there is a significant shift in the value of a share, resulting in a significant divergence with lot prices.

Criteria to Enter the F&O Segment

To be included in the list of futures and options stocks, a stock must satisfy the following requirements:

  • The market capitalisation of the stocks should be ranked within the top 500 daily, considering the traded value over the past six months.
  • Maintain a minimum median quarter sigma order size of Rs 25 lakh throughout the specified duration.
  • Ensure a rolling basis market-wide position limit (MWPL) of at least Rs 500 crore.
  • Ensure the cash market maintains a minimum average daily delivery value of Rs 10 crore over the last half-year period.

How Frequently Does the Lot Size Change?

Stock exchanges can alter a stock's lot size, influenced by factors like trading volume, price fluctuations, liquidity, and market capitalisation. These adjustments aren't on a fixed schedule, and exchanges typically inform traders of any lot size modifications for specific stocks or indices. The frequency of these changes varies, often reflecting evolving market conditions or regulatory considerations. Such adjustments aim to maintain market efficiency and accommodate evolving trading patterns, providing fair and equitable conditions for market participants. Exchanges prioritise transparency by issuing notifications well ahead of any proposed alterations, ensuring market participants can adapt their strategies and positions accordingly.

Conclusion
Understanding future option stock lists and how they vary is critical for trading derivatives. Lot size modifications are announced regularly by stock exchanges such as the National Stock Exchange (NSE) and the Bombay Stock Exchange (BSE). Trade volume, price movements, and market liquidity impact them. These modifications are not made on a set schedule and strive to preserve market efficiency. Traders looking for information on lot size adjustments can use the stock market app to stay informed and make knowledgeable trading decisions in the face of changing market circumstances.

FAQs on F&O Stock List

In the Futures and Options (F&O) segment, costs are involved like brokerage fees and exchange charges. Broking houses typically charge ₹20 per executed order for options and ₹20 or 0.03% (whichever is lower) for intraday trades across different asset classes.

Beginning October 27, 2023, the NSE will adjust the lot size of Futures and Options contracts on 37 equities, with SEBI mandating contract value to stay between 5 and 10 lakhs.

You can find the lot size of options by checking the stock exchange's website or using trading platforms that display the lot size information for specific stocks or indices.

The lot size in an option chain represents the number of contracts in which derivatives are traded, typically corresponding to a fixed number of underlying assets per contract.

Indices like Nifty 50, Nifty Bank, and others are among the most traded derivatives in the F&O segment due to their liquidity and prominence in the market.