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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
3600.002516.4000
3800.001926.3500
3900.001135.6000
4000.00422.909000
4100.00943.7000
4200.00152.856600150
4300.0073.25280505550
4400.0024.801557003000
4500.009.05350550-81150
4600.003.85660600-74250
4700.002.85730050-73050
4800.002.05746100-109200
4900.001.75452250-59400
5000.001.40418350-61500
5100.001.45153000-11100
5200.001.20111150-6000
5300.000.8085800-10500
5400.000.8033600-8250
5500.000.4578150-1800
5600.000.5043500-3000
Total OI
4054350
 
CMP
4346.10
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
3600.000.0500
3800.000.80148501200
3900.001.1064950600
4000.002.2063000-14850
4100.003.6029850-19350
4200.008.90110250-20400
4300.0027.00191100-12000
4400.0077.70154650-52350
4500.00161.60125400-44250
4600.00255.30275850-17700
4700.00356.25135300-11100
4800.00444.05141600-8400
4900.00555.00102000-900
5000.00650.3548300-1200
5100.00753.556750-1050
5200.00761.90244500
5300.00910.006150-600
5400.00590.9072000
5500.001070.0023400-150
5600.001174.2023400-900
Total OI
1548450
 
 
RESULT
 
0
0.01
0.05
-0.16
0.07
-0.02
2.07
5.44
11.39
45.25
30.75
40.9
37.21
20.55
3.24
12.33
3.69
2.82
16.67
18.3
 
UPC
21.3
PCR
0.38