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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
1060.00239.00196000
1100.00220.0598000
1120.00233.2500
1140.00215.2000
1150.00180.0091000
1160.00156.1500
1170.00143.1000
1180.00137.0014000
1190.00126.5000
1200.0084.109100012600
1210.0077.9528002100
1220.0068.9035700-5600
1230.0052.3022400-7700
1240.0045.7543400-4900
1250.0038.501323007700
1260.0029.1514910032900
1270.0021.6519600086100
1280.0015.90546000123200
1290.0011.05859600-79800
1300.007.402273600167300
1310.004.70921900-142800
1320.003.101463700-433300
1330.002.002100700-105000
1340.001.204998700-172900
1350.000.953238200-691600
1360.000.702006200-343000
1370.000.701005200-95900
1380.000.601381100-119000
1390.000.55667800-78400
1400.000.502109800-221900
1410.000.45335300-27300
1420.000.40406700-60900
1430.000.30294000-34300
1440.000.201295700-4200
1450.000.3589600-5600
1460.000.351750001400
1470.007.6000
1480.000.25214200-2100
1500.000.30742003500
1520.0016.0500
Total OI
27169800
 
CMP
1286.75
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
1060.000.2011200700
1100.000.40154000
1120.000.35176400-13300
1140.000.254900700
1150.000.20140000-700
1160.000.30172900-700
1170.000.251722000
1180.000.351988000
1190.000.50230300-3500
1200.000.601652008400
1210.000.80769300-94500
1220.001.00190400-4200
1230.001.25217000-700
1240.001.60337400-50400
1250.002.1079800032200
1260.003.101110200163800
1270.004.557889005600
1280.006.8573710098700
1290.009.95952700-4200
1300.0014.65579600-188300
1310.0020.901328600-351400
1320.0028.05497000-161000
1330.0036.50749700-281400
1340.0045.25569100-132300
1350.0054.2010591005600
1360.0064.25439600-20300
1370.0074.854557000
1380.0090.6081200-700
1390.0092.50100100-9100
1400.0051.35112000
1410.00115.60142100-2800
1420.0074.9535000
1430.0073.007000
1440.00134.8000
1450.00118.0500
1460.00151.6000
1470.00132.5000
1480.00169.0000
1500.00147.6000
1520.00163.3000
Total OI
13205500
 
 
RESULT
 
-3.12
-1.43
0.04
0
-1.07
0.03
0.03
-0.08
0.08
-5.04
0.26
-1.51
-0.6
-0.96
-2.28
-0.6
-0.44
-2.42
-0.01
-5.56
15.62
6.27
15.44
13.17
36.22
17.89
22.27
4.35
5.93
-0.32
10.85
0.07
-0.02
-0.17
-0.02
-0.04
0
-0.04
-0.01
0
 
UPC
2.88
PCR
0.49