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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
960.00572.8000
1000.00478.5500
1040.00494.8500
1060.00349.1000
1080.00456.3000
1100.00156.005500
1120.00148.0038500
1140.00104.8033000
1160.0091.00203500
1180.0063.6092950-4400
1200.0044.70158950-2750
1220.0027.85144100-25300
1240.0014.7068695012100
1260.007.85608850-48950
1280.004.0551425070950
1300.002.15778250-71500
1320.001.053019507150
1340.000.65275000-6050
1360.000.45143550-47300
1380.000.4573700-3300
1400.000.30212300-18150
1420.000.6029700550
1440.000.15533500
1460.000.2015400-5500
1480.000.205500
1500.000.1547300-4950
1520.00114.8000
1540.000.2538500
1600.000.10104500
Total OI
4179450
 
CMP
1243.10
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
960.000.205500
1000.000.60198000
1040.000.7049500
1060.000.2012100-1100
1080.000.65390500
1100.000.3088000-4400
1120.000.3562700-4400
1140.000.55227700-9900
1160.000.9093500-74250
1180.001.50220550-22550
1200.002.70567050-42350
1220.004.9030360050050
1240.0011.255643004950
1260.0024.05345950-89650
1280.0040.101303501100
1300.0058.95180400-10450
1320.0065.3070400-3850
1340.0083.9544000550
1360.00120.95104500
1380.00120.5511000
1400.00130.00638000
1420.00180.0016500
1440.00170.00352000
1460.00190.00159500
1480.00239.0033000
1500.00260.00792006600
1520.0092.1000
1540.00296.0088000
1600.00353.05132000
Total OI
3207600
 
 
RESULT
 
0
0.01
0
0
0.02
-0.04
-0.37
-0.15
-1.18
-3.72
-3.72
-1.68
-2.5
2.36
2.1
5.97
2.85
2.34
0.8
0.07
5.49
0.19
3.98
2.02
0.53
13.72
0
1.74
3.11
 
UPC
2.3
PCR
0.77