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C A L L O P T I O N
|
| STRIKE |
LTP |
OPEN INTEREST
|
CHOI |
| 180.00 | 48.55 | 16000 | 0 | | 190.00 | 38.65 | 144000 | 0 | | 195.00 | 38.05 | 206000 | 0 | | 200.00 | 43.85 | 406000 | -2000 | | 205.00 | 37.45 | 204000 | 0 | | 210.00 | 36.70 | 632000 | 6000 | | 215.00 | 32.10 | 574000 | -8000 | | 220.00 | 26.25 | 1444000 | 80000 | | 225.00 | 21.45 | 892000 | 82000 | | 230.00 | 16.95 | 3512000 | -28000 | | 235.00 | 12.95 | 2036000 | 14000 | | 240.00 | 9.30 | 6948000 | -106000 | | 245.00 | 6.45 | 3564000 | 1708000 | | 250.00 | 4.30 | 6926000 | -696000 | | 255.00 | 2.70 | 3438000 | 110000 | | 260.00 | 1.70 | 8322000 | 50000 | | 265.00 | 1.15 | 2096000 | 160000 | | 270.00 | 0.75 | 3810000 | 78000 | | Total OI | 45170000 | |
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|
| P U T O P T I O N |
| STRIKE |
LTP |
OPEN INTEREST
|
CHOI |
| 180.00 | 0.05 | 816000 | 0 | | 190.00 | 0.10 | 48000 | 0 | | 195.00 | 0.05 | 1050000 | 0 | | 200.00 | 0.10 | 268000 | 0 | | 205.00 | 0.10 | 920000 | -154000 | | 210.00 | 0.15 | 494000 | 12000 | | 215.00 | 0.15 | 968000 | -36000 | | 220.00 | 0.20 | 668000 | -44000 | | 225.00 | 0.30 | 3796000 | 56000 | | 230.00 | 0.35 | 1050000 | -8000 | | 235.00 | 0.50 | 2434000 | -672000 | | 240.00 | 0.60 | 1902000 | 190000 | | 245.00 | 0.85 | 3954000 | -468000 | | 250.00 | 1.20 | 2992000 | 144000 | | 255.00 | 1.75 | 4680000 | 224000 | | 260.00 | 2.60 | 2968000 | 274000 | | 265.00 | 4.00 | 2884000 | -40000 | | 270.00 | 6.15 | 1332000 | 548000 | | Total OI | 35992000 | |
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|
| RESULT |
| |
| -0.49 | | -3.71 | | -5.19 | | -11.85 | | -5.03 | | -15.41 | | -12.19 | | -25.18 | | -12 | | -39.44 | | -16.77 | | -42.32 | | -13.08 | | -17.46 | | -0.73 | | -4.29 | | 6.08 | | 3.56 |
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