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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
1520.00370.003500
1560.00266.9500
1600.00303.507000
1640.00203.7000
1660.00149.4500
1680.00175.2500
1700.00205.00329000
1720.00161.107000
1740.00165.007700-4900
1760.00149.0077000
1780.0089.4538500
1800.00110.0078050-5950
1820.0085.0526600-7000
1840.0074.3565100-2450
1860.0054.50136500-25900
1880.0036.70164150-9450
1900.0022.45802550159600
1920.0012.65106470087500
1940.007.05721000-107100
1960.003.70129570031850
1980.002.3055860078750
2000.001.4578925014700
2020.000.95545300-11200
2040.000.70121800-39200
2060.000.55178150-5600
2080.000.40175350-33250
2100.000.2062300-12950
2120.000.15252000-7350
2140.003.2500
2160.000.1566500-111300
2200.009.7000
2240.007.3000
Total OI
7157500
 
CMP
1908.35
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
1520.000.2528000
1560.000.203500
1600.000.253500
1640.000.8531500
1660.000.1595550-1750
1680.000.10116550-700
1700.000.50458500
1720.000.454550-350
1740.000.45139300-6650
1760.000.40507500
1780.000.8561950-5600
1800.001.1028700-8750
1820.001.3539550-8400
1840.001.65335300-40950
1860.002.1087500-15050
1880.003.00236600-33950
1900.004.80248150-18200
1920.007.8527055053200
1940.0013.90422100-11900
1960.0024.15460950-145600
1980.0038.75254100-47250
2000.0053.35201250-10500
2020.0072.25103250-11550
2040.0090.5555650-5600
2060.00108.7028700-1750
2080.0084.6080500
2100.00104.40126000
2120.00280.6000
2140.00170.007000
2160.00314.8000
2200.00353.4500
2240.00200.0028000
Total OI
3317650
 
 
RESULT
 
-0.09
0
-0.14
0
0.01
0.01
-4.48
-0.07
-0.81
-0.75
-0.19
-5.7
-1.47
-2.86
-4.84
-3.54
-11.22
-7.56
0.52
4.23
5.71
6.39
4.63
3.3
2.01
0.41
0.87
-0.03
0.08
-0.01
0
0.37
 
UPC
0.73
PCR
0.46