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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
1400.00302.001500-1500
1440.00608.5500
1480.00569.7000
1500.00175.3500
1520.00531.1000
1540.00145.7500
1560.00492.8500
1580.00119.0000
1600.0059.8010000-500
1620.00108.9020000
1640.0027.85130000
1660.0017.00115004000
1680.009.003650015000
1700.005.1523300050500
1720.003.25215000-17500
1740.002.15244500-23000
1760.001.75280500-54500
1780.001.40184000-20500
1800.001.10493500-83500
1820.001.00116500-1500
1840.000.90135000-15000
1860.000.80113000-3500
1880.000.7578500-500
1900.000.50130500-23500
1920.000.50315000
1940.002.355000
1960.000.8030000
2000.000.4532500-2000
2040.00125.6000
Total OI
2366000
 
CMP
1657.30
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
1400.001.401500-1500
1440.000.3550000
1480.000.5500
1500.006.1015000
1520.001.00295000
1540.001.6500
1560.001.45115000-18500
1580.001.659500-1000
1600.002.35585003500
1620.003.80160500-22500
1640.006.457550015000
1660.0011.30620009500
1680.0019.5562000-5000
1700.0030.2063000-41000
1720.0046.3086500-18000
1740.0065.30730005500
1760.0084.9585000-28500
1780.00105.0068500-7000
1800.00101.8042000-6500
1820.00129.00490000
1840.00148.0010500500
1860.00168.0045001000
1880.00111.2515000
1900.0044.9000
1920.00226.0042000-1500
1940.0057.1500
1960.00288.7500
2000.0071.5500
2040.00238.0060000
Total OI
1112000
 
 
RESULT
 
-0.3
0
0
0.01
0.02
0
0.11
0.01
-0.31
0.26
0.08
0.34
0.59
0.47
2.2
2.83
4.49
4.62
2.49
4.14
0.96
0.44
0.07
-0.04
6.32
-0
-0
-0.01
0.95
 
UPC
8.25
PCR
0.47