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C A L L O P T I O N
|
| STRIKE |
LTP |
OPEN INTEREST
|
CHOI |
| 5.00 | 2.35 | 360000 | 120000 | | 6.00 | 1.35 | 6960000 | -240000 | | 7.00 | 0.50 | 70240000 | -10480000 | | 8.00 | 0.05 | 221920000 | 2800000 | | 9.00 | 0.05 | 364880000 | -360000 | | 10.00 | 0.05 | 192720000 | -120000 | | 11.00 | 0.05 | 128600000 | -40000 | | 12.00 | 0.05 | 67840000 | 0 | | 14.00 | 0.05 | 16120000 | 0 | | 16.00 | 0.05 | 5000000 | 0 | | Total OI | 1074640000 | |
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|
| P U T O P T I O N |
| STRIKE |
LTP |
OPEN INTEREST
|
CHOI |
| 5.00 | 0.05 | 2880000 | 0 | | 6.00 | 0.05 | 22960000 | -40000 | | 7.00 | 0.05 | 83720000 | 0 | | 8.00 | 0.10 | 75360000 | -29320000 | | 9.00 | 0.70 | 131520000 | -4360000 | | 10.00 | 1.65 | 70600000 | -1880000 | | 11.00 | 2.50 | 18880000 | -520000 | | 12.00 | 3.60 | 21200000 | -840000 | | 14.00 | | | | | 16.00 | | | | | Total OI | 427120000 | |
|
|
| RESULT |
| |
| -0.47 | | -5.5 | | -20.62 | | -2.37 | | 49.21 | | 71.24 | | 27.18 | | 48.62 | | -0.54 | | -0.17 |
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