|
C A L L O P T I O N
|
| STRIKE |
LTP |
OPEN INTEREST
|
CHOI |
| 680.00 | 115.80 | 3125 | 0 | | 700.00 | 96.60 | 20000 | 0 | | 720.00 | 61.45 | 10000 | -10000 | | 740.00 | 30.45 | 80625 | 38750 | | 760.00 | 17.40 | 69375 | 2500 | | 780.00 | 8.90 | 194375 | 52500 | | 800.00 | 5.10 | 873750 | -179375 | | 820.00 | 3.40 | 553750 | 78125 | | 840.00 | 2.30 | 728125 | 3125 | | 860.00 | 1.55 | 384375 | 15625 | | 880.00 | 1.25 | 211250 | 42500 | | 900.00 | 0.95 | 657500 | -77500 | | 920.00 | 0.80 | 89375 | -18750 | | 940.00 | 0.55 | 238125 | -63125 | | 960.00 | 0.30 | 207500 | -23125 | | Total OI | 4321250 | |
|
|
| P U T O P T I O N |
| STRIKE |
LTP |
OPEN INTEREST
|
CHOI |
| 680.00 | 0.35 | 78125 | -1250 | | 700.00 | 0.50 | 64375 | 0 | | 720.00 | 0.50 | 91250 | 0 | | 740.00 | 1.00 | 425625 | 11250 | | 760.00 | 1.75 | 86875 | -23750 | | 780.00 | 4.00 | 109375 | 13125 | | 800.00 | 10.15 | 224375 | 30625 | | 820.00 | 21.40 | 230000 | -28125 | | 840.00 | 37.90 | 621250 | -53125 | | 860.00 | 56.70 | 157500 | -4375 | | 880.00 | 72.90 | 131875 | -54375 | | 900.00 | 92.80 | 40625 | -16250 | | 920.00 | 96.00 | 35000 | 625 | | 940.00 | 134.05 | 42500 | -4375 | | 960.00 | 123.65 | 8750 | 0 | | Total OI | 2357500 | |
|
|
| RESULT |
| |
| -0.22 | | -1.27 | | -0.38 | | -1.35 | | -0.7 | | -0.86 | | -1.45 | | 2.03 | | 14.58 | | 5.56 | | 6.23 | | 2.1 | | 2.19 | | 3.71 | | 0.68 |
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