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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
30000.007801.5500
31000.003906.852750
31500.004264.1500
32000.006037.1500
32500.003471.7500
33000.005220.9500
33500.002000.00750
34000.00742.55105050
34500.00356.053250225
35000.00210.055175-225
35500.00107.4044751575
36000.0057.15125751500
36500.0039.359200-1150
37000.0028.50153752000
37500.0023.205275-650
38000.0021.3015775-5850
38500.0018.653275525
39000.0017.8512050200
39500.0010.801500-75
40000.0011.7527775-2300
41000.008.008650-500
Total OI
125750
 
CMP
34666.15
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
30000.00118.6000
31000.0013.1540050
31500.0014.25550-425
32000.0015.5030750
32500.0021.101675325
33000.0027.9556002575
33500.0039.151875125
34000.0065.45232001025
34500.00173.7533500-75
35000.00505.706525-5000
35500.00913.303175-850
36000.001405.202625-400
36500.001775.151350-50
37000.001614.85500-75
37500.001745.709750
38000.002239.405500
38500.003552.4500
39000.002830.5500
39500.004349.8000
40000.003862.901000
41000.005237.802000
Total OI
85875
 
 
RESULT
 
0
-0.71
0.01
0.03
0.02
0.1
-0.05
0.49
3.11
1.48
1.61
1.98
1.36
0.25
1.05
0.6
-0.04
-0.14
-0.01
0.04
0.65
 
UPC
3.4
PCR
0.68