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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
5400.001500.2010000
5600.002274.3500
5800.002082.3500
5900.001088.2000
6000.00878.006250-125
6100.00836.1528750
6200.001000.0071250
6300.00569.0017000-375
6400.00437.3017500-1500
6500.00347.1538000-250
6600.00244.35683754625
6700.00164.5064875-1375
6800.0093.60129375-17000
6900.0049.3023450015875
7000.0026.204128752250
7100.0014.0544275075125
7200.008.20623000-116750
7300.004.65372250-39750
7400.002.85273875-47750
7500.002.30337875-45125
7600.002.10131250-11750
7700.002.0060625-16750
7800.001.7082000-12375
7900.001.7027625-2375
8000.001.20127875-34000
8200.000.452000-375
8400.00296.0000
Total OI
3480875
 
CMP
6838.90
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
5400.000.407500
5600.000.251875-375
5800.001.00330000
5900.001.4051875-125
6000.001.7012750-875
6100.002.8598125-13125
6200.003.1538625-5250
6300.003.80115625-875
6400.004.7094000-1250
6500.006.501536252125
6600.008.45254000-4500
6700.0012.1528112544375
6800.0025.60167875-24125
6900.0056.70278000-42250
7000.00109.90107875-82500
7100.00184.75235750-33750
7200.00269.2591000-20125
7300.00372.45142000-26750
7400.00463.2098625-6750
7500.00547.3518750-1000
7600.00645.0046875-250
7700.00524.20117500
7800.00477.5011250
7900.00865.2061250
8000.00996.5500
8200.001160.3018250-875
8400.001065.0000
Total OI
2359375
 
 
RESULT
 
-1
0
0.02
0.05
-3.64
-1.42
-4.67
-6.16
-4.81
-8.13
-9.71
-4.84
-5.21
2.8
0.69
24.89
12.93
34.1
29.94
6.32
19.97
4.03
0.27
3.5
-0.1
14.12
0
 
UPC
2.25
PCR
0.68