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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
440.0045.0038000
450.0077.0095000
460.0055.90285000
470.0070.60323000
480.0031.40136800-15200
490.0021.50153900-13300
500.0013.20266000-98800
510.007.15169100-20900
520.003.55362900-32300
530.001.7585310024700
540.001.051685300-437000
550.000.701242600-193800
560.000.45870200-129200
570.000.25526300-70300
580.000.25448400-123500
590.000.30294500-20900
600.000.20877800-58900
620.000.0596900-3800
Total OI
8057900
 
CMP
509.95
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
440.000.103800-1900
450.000.20247000
460.000.6038000
470.000.1034200-1900
480.000.1553200-3800
490.000.10277400-5700
500.000.10148200-1900
510.000.55330600-15200
520.000.9043130015200
530.001.45298300-62700
540.003.00731500-83600
550.007.0569350032300
560.0013.20471200-85500
570.0021.55338200-140600
580.0031.25383800-15200
590.0040.80129200-9500
600.0039.0047500-9500
620.0044.2030400-15200
Total OI
4442200
 
 
RESULT
 
-0.11
-0.48
-1.06
-1.52
-2.86
-2.19
-2.33
-0.68
-0.6
-0.71
0.28
2.68
3.89
4.77
7.92
3.46
1.12
0.89
 
UPC
1.83
PCR
0.55