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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
6600.002080.002250
6800.001895.003000
6900.001830.1000
7000.002450.552250-375
7300.001354.451500
7400.001648.852250
7500.001925.001425-75
7600.00309.9000
7800.001506.1066000
7900.001091.755250
8000.001400.8015825-225
8100.001300.001650-150
8200.001173.0013575-300
8300.001150.0012450-600
8400.001004.0014550-825
8500.00900.9563300-12675
8600.00803.8034500-10050
8700.00710.0044925-1575
8800.00600.1064275-2925
8900.00507.4540875-1575
9000.00408.9079500-11400
9100.00311.2037725-7275
9200.00229.0581375-38475
9300.00155.3571325-8550
9400.0093.50975006075
9500.0055.6590900-5700
9600.0034.05152025-9675
9700.0024.1014977551075
9800.0017.5017985022575
9900.0013.356982521825
10000.0010.201238257425
10100.008.25271504125
10200.005.9055725-5325
10300.004.5597509750
10400.004.007140019200
10600.003.501275012750
Total OI
1628025
 
CMP
9390.15
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
6600.000.1548750
6800.000.9521751425
6900.000.3015000
7000.002.9015600-75
7300.001.55600525
7400.002.503225-75
7500.001.503150-150
7600.002.8023250-150
7800.00898.6000
7900.001.859900-300
8000.003.3022125-900
8100.004.4522575600
8200.004.65997504650
8300.005.4027525-75
8400.005.5562850-10350
8500.006.809502524300
8600.009.40236475176250
8700.006.90139800-40275
8800.007.65112125-18525
8900.0010.8576050225
9000.0013.501079253975
9100.0017.0568100-9900
9200.0021.80225225450
9300.0029.0066150-14250
9400.0040.90141525-24300
9500.0063.45134550-19725
9600.00103.0096450-16725
9700.00163.2057300-65175
9800.00238.5539750-51225
9900.00335.5524900-8025
10000.00422.0511250-4050
10100.00498.004575-225
10200.00599.001050-300
10300.00498.45675675
10400.002374.3500
10600.002035.2500
Total OI
1938000
 
 
RESULT
 
-0.31
-0.38
0
-3.65
-0.13
-0.24
-1.83
0.04
-6.63
-0.37
-14.73
-1.36
-10.31
-9.45
-9.51
-37.59
-17.01
-20.62
-25.14
-13.28
-20.7
-7.05
-9.15
-6.11
-2.22
2.32
3.17
3.83
4.22
4.95
2.32
1.37
0.2
0.19
-0.19
-0.03
 
UPC
0.21
PCR
1.19