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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
80.0022.75135000
85.0016.5067500
86.0026.7500
88.0025.0500
90.0010.45432000-60750
91.0014.7000
92.0010.70742500-47250
93.0016.201350000
94.0015.152227500
95.005.051964250-67500
96.004.151390500-297000
97.003.30634500195750
98.002.50992250276750
99.001.80749250270000
100.001.2557780001329750
101.000.8040837501566000
102.000.555413500749250
103.000.354313250-432000
104.000.253881250-2578500
105.000.207620750-1680750
106.000.154502250-20250
107.000.153705750-1829250
108.000.155251500-715500
109.000.105190750-303750
110.000.1020742750-1728000
111.000.102544750-40500
112.000.104387500-303750
113.000.052362500-236250
114.000.051626750-168750
115.000.057499250-256500
116.000.051586250-13500
117.000.05729000-47250
118.000.051397250-60750
119.000.05715500-13500
120.000.058694000-762750
121.001.8500
122.000.0515727500
124.000.05519750-6750
126.000.051282500
Total OI
111530250
 
CMP
99.67
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
80.000.05810000
85.000.051957500
86.000.0514310000
88.000.055062500
90.000.05810000
91.000.05297000-74250
92.000.052025000
93.000.103780000-351000
94.000.15398250-54000
95.000.156480006750
96.000.20648000-87750
97.000.25104625047250
98.000.356480000-276750
99.000.451667250101250
100.000.55130275081000
101.000.802571750-108000
102.001.051552500445500
103.001.507155000-2133000
104.002.053003750654750
105.002.752801250-648000
106.003.603186000-513000
107.004.503537000-931500
108.005.455454000-1802250
109.006.402261250-87750
110.007.45168075094500
111.008.352679750-189000
112.009.201100250-209250
113.009.956203250-175500
114.008.60958500-6750
115.009.1016740000
116.0013.0015727500
117.008.705670000
118.0015.403564000-74250
119.0010.201957500
120.009.052700000
121.009.701147500
122.009.70945000
124.0020.702207250-67500
126.0018.9000
Total OI
73487250
 
 
RESULT
 
-0.2
-0.07
0.05
0.02
-3.01
0.01
-5.29
-1.21
-2.21
-6.55
-3.76
-1.22
-0.14
-0.4
-4.34
-0.81
-0.9
6.15
3.46
4.12
7.2
10.24
19.29
9.3
6.96
14.75
6.46
41.07
5.44
9.91
13.58
3.26
36.54
1.31
1.34
0.74
0.56
30.44
-0
 
UPC
5.79
PCR
0.66