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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
2300.001255.7000
2400.001341.7500
2450.00641.3500
2500.001280.1500
2550.00545.2000
2600.00161.751400-175
2650.00129.0021001050
2700.0060.80196001400
2750.0029.954865027475
2800.0012.801967005075
2850.006.75188475-57050
2900.003.90408100-97475
2950.003.15185325-49700
3000.002.40514325-66675
3050.001.75328825-18375
3100.001.35543550-137900
3150.001.20141925-14525
3200.000.85470575-10325
3250.001.0090650-7350
3300.000.90159600-15225
3350.000.2553725-350
3400.000.2089075-1400
3500.000.2572625-700
Total OI
3515225
 
CMP
2747.10
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
2300.000.0500
2400.001.5068250
2450.001.6000
2500.000.7054775-3150
2550.001.4514700-2450
2600.002.40130200-44975
2650.005.4565450-3850
2700.0013.20286300-26425
2750.0031.5050400-34650
2800.0064.45122500-29750
2850.00109.2576650-5600
2900.00158.15121275-1225
2950.00175.6066150-1050
3000.00256.6087675-17325
3050.00279.0041650-350
3100.00326.0072975-2100
3150.00265.7094500
3200.00432.0032025-700
3250.00490.0021000
3300.00515.1070000
3350.00375.305250
3400.00370.003500
3500.00570.0031500
Total OI
1252125
 
 
RESULT
 
0
0.01
0
0.03
0.01
0.06
0.06
1.72
0.09
3.58
4.73
11.73
7.35
14.18
7.36
15.37
1.56
8.96
0.63
2.31
0.12
0.07
1.18
 
UPC
10.73
PCR
0.36