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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
230.0089.9500
240.0040.9000
245.0059.2000
250.0045.000-2650
255.0051.9500
260.0033.55212000
265.0031.70291500
270.004.60148400-5300
275.003.00196100-10600
280.002.10559150-60950
285.000.90461100-39750
290.000.55916900-98050
295.001.001256100-66250
300.000.401741050-161650
305.000.20487600-42400
310.000.20826800-18550
315.000.10241150-18550
320.000.101012300-15900
325.000.151272000
330.000.10699600-31800
340.000.10288850-5300
350.000.051245500
Total OI
9137200
 
CMP
272.20
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
230.000.10132500
240.000.20291500
245.000.151563500
250.000.15386900-2650
255.007.2500
260.000.20516750-2650
265.000.60609500
270.000.70506150-18550
275.000.15111300-13250
280.001.85434600-39750
285.003.60434600-13250
290.009.35747300-50350
295.0010.00577700-2650
300.0013.75893050-23850
305.0015.00217300-7950
310.0029.00551200-2650
315.0031.8500
320.0034.60318000
325.0037.9000
330.0049.50257050-2650
340.0044.5000
350.0050.002835500
Total OI
6373250
 
 
RESULT
 
0
0
0.02
0.04
0
-0.41
-0.59
-0.22
-0.38
-0.25
0.77
4.32
3.01
7.72
2.11
10.55
-0.02
0.67
-0.01
8.44
-0.02
9.45
 
UPC
11.36
PCR
0.7