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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
440.00195.0000
450.00119.009000
460.00103.0045000
470.0097.0099000
480.0082.00208800-1800
490.0077.801206000
500.0051.05228600-900
510.0039.6020430018000
520.0031.05341100-27900
530.0022.10344700-26100
540.0013.404275001800
550.006.9576500097200
560.003.25614700-15300
570.001.5099810052200
580.000.851383300-30600
590.000.60745200-99900
600.000.451981800-168300
610.000.45393300-151200
620.000.35431100-61200
630.000.30531000-900
640.000.20249300-21600
660.000.20156600-2700
680.000.20146700-13500
Total OI
10287000
 
CMP
549.50
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
440.000.15306000
450.000.1572000
460.000.10210600-9000
470.000.10135000
480.000.10189900-900
490.000.20495000
500.000.1580100-2700
510.000.20406800-10800
520.000.25135900-4500
530.000.30186300-5400
540.000.30243900-6300
550.000.40139500-35100
560.000.45594000-40500
570.000.65338400-900
580.001.05588600-79200
590.001.75404100-18900
600.003.3065970041400
610.006.85991800-112500
620.0012.75549900-103500
630.0021.60691200-122400
640.0030.00416700-9000
660.0039.35140400-10800
680.0049.45972000-25200
Total OI
8818200
 
 
RESULT
 
0
-0.07
-0.29
-0.64
-11.4
-6.25
-7.77
-5.34
-7.04
-5.04
-3.77
-3.51
-1.15
-0.85
-0.37
0.17
0.86
4.41
4.57
9.85
8.3
3.66
32.02
 
UPC
1.9
PCR
0.86