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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
1560.00397.8000
1580.00376.7500
1600.00320.0013750
1620.00250.7000
1640.00217.205500
1660.00225.752750
1680.00135.105500
1700.00121.701375-550
1720.00142.453850-275
1740.00185.0027500
1760.0051.6563256050
1780.0037.7052253850
1800.0024.35195251925
1820.0015.05132009075
1840.009.00305253575
1860.004.907067534925
1880.003.30613259075
1900.002.3019250061050
1920.001.8011742548675
1940.001.601397004125
1960.001.501826009350
1980.001.35794753025
2000.001.25251075-9350
2020.001.10365751375
2040.000.8537675-2200
2060.000.8014025-3575
2080.000.7029425-11825
2100.000.1548400-1375
2120.000.6528050-825
2140.000.6522000
2160.000.2015400-275
2200.000.3018700-4125
2240.0043.1000
Total OI
1410750
 
CMP
1799.85
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
1560.0013.9000
1580.001.8522001100
1600.001.00550-275
1620.002.55217254675
1640.003.0566006050
1660.003.551925825
1680.004.4530525-3300
1700.005.2510450-275
1720.007.20121001925
1740.0011.55250254400
1760.0016.30137504125
1780.0023.9559950-9075
1800.0034.403162514300
1820.0047.654097513475
1840.0063.0029150825
1860.0082.6028325-7150
1880.00100.7557200-14850
1900.0090.0045925-2750
1920.00115.0035750-1925
1940.00105.95330000
1960.00121.1022550-275
1980.00143.0579750
2000.00155.3522000
2020.00145.252750
2040.00124.502750
2060.00144.6046750
2080.00205.002750
2100.00169.752750
2120.00302.8000
2140.00265.5500
2160.00242.052750
2200.00326.9500
2240.00
Total OI
525525
 
 
RESULT
 
0
0
-0.29
0.04
-0.07
-0.04
0.04
-0.07
-0.31
-0.15
-0.07
0.83
0.41
1.17
1.04
1.33
3.71
2.46
2.6
2.18
1.64
0.69
0.02
-0
0
0.44
0.02
0.03
-0.01
-0
0.04
-0
0
 
UPC
5.69
PCR
0.37