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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
240.00214.9000
260.00186.6000
280.00112.25261250
290.0061.35893750
300.0092.002062500
310.0075.75613250-13750
320.0066.05466125-4125
330.0058.657782500
340.0048.70713625-11000
350.0035.55489500-16500
360.0026.75941875-41250
370.0018.25731500-6875
380.0010.40809875127875
390.005.552238500405625
400.003.156235625405625
410.001.652411750251625
420.001.002380125-63250
430.000.65941875-48125
440.000.451046375-35750
450.000.407933755500
460.000.30371250-92125
470.000.25181500-2750
480.000.1578375-2750
500.000.10254375-2750
520.000.10618750
Total OI
22860750
 
CMP
386.65
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
240.000.0589375-1375
260.000.15536250
280.000.052530000
290.000.05126500-1375
300.000.05299750-8250
310.000.056132500
320.000.10592625119625
330.000.10739750-1375
340.000.15983125-24750
350.000.20752125-13750
360.000.551053250-35750
370.000.801072500-162250
380.001.95103537559125
390.004.15161975063250
400.009.251124750-237875
410.0017.10886875-170500
420.0025.4597625-38500
430.0032.45272250-20625
440.0041.90261250-11000
450.0053.5572875-24750
460.0057.55660000
470.0067.5041250
480.00109.7527500
500.0010.1500
520.00116.001416250
Total OI
12215500
 
 
RESULT
 
0
0.01
-1.95
-3.65
-12.64
-30.95
-20.49
-30.38
-23.07
-11.5
-16.41
-8.33
-4.27
-3.8
-6.16
7.46
0.07
5.48
6.98
2.39
2.46
0.16
0.19
-0.02
10.95
 
UPC
0.29
PCR
0.53