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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
1320.00475.6500
1360.00437.0000
1400.00179.00213750
1420.00214.8000
1440.00233.504750
1460.00180.2000
1480.00106.0033250
1500.0082.7097375-4275
1520.0061.45489251425
1540.0045.201116256650
1560.0028.60199975-12350
1580.0016.00323000-130625
1600.008.102389725-122075
1620.004.651781250189050
1640.002.802894650242250
1660.001.951755125-55575
1680.001.401855350-107350
1700.001.102753100-222300
1720.001.00112100060325
1740.000.85676875-21375
1760.000.70493525-26600
1780.000.60206625-20900
1800.000.45783750-437000
1820.000.35256500-2850
1840.000.40240350-12825
1880.000.3568875-6650
1920.000.40109251900
2000.000.306935011875
Total OI
18163050
 
CMP
1579.95
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
1320.000.15142500
1360.000.20560500
1400.000.1043700-6650
1420.000.1545600-2375
1440.000.20190475-11875
1460.000.2547500-2375
1480.000.30114475-6650
1500.000.5083600-6175
1520.000.85312550126350
1540.001.70583775-94050
1560.002.6539900034675
1580.004.65567625-85975
1600.008.40514900-102125
1620.0015.45654550-230375
1640.0027.00949525-126825
1660.0043.50374300-41800
1680.0062.70292125-36100
1700.0079.35296875-87400
1720.00102.40239875-43700
1740.00120.70161025-3800
1760.00114.7534200-5700
1780.00160.0013300-2375
1800.00156.50209000
1820.00103.004750
1840.00187.001078250
1880.00200.0500
1920.00229.0000
2000.00139.0500
Total OI
6118475
 
 
RESULT
 
0
0.01
-2.55
0
-0.05
0.01
-0.21
-5.34
-1.83
-2.7
-3.11
-1.69
-10.02
1.22
11.69
8.57
10.48
13.69
15.63
12.57
2.39
1.34
1.95
-0.03
13.38
-0.02
-0
-0.01
 
UPC
2.24
PCR
0.34