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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
3700.001247.6500
3800.00611.003000
3850.00367.5500
3900.00511.00900-750
3950.00325.703000
4000.00409.0016650-300
4050.00361.7516500
4100.00300.6524450-900
4150.00330.0022500
4200.00209.2525950-5250
4250.00162.5023250-450
4300.00110.7558950-6600
4350.0069.4524450-1500
4400.0047.751896002700
4450.0030.6567050-27900
4500.0019.55446700-14700
4550.0012.25105750-20400
4600.006.65184350-14250
4650.004.30634505700
4700.002.9012450014400
4750.001.7523700-1050
4800.001.60113700-2550
4850.001.403000
4900.001.1563600-6300
4950.000.6561506000
5000.001.2075900-6750
5100.000.5018000
5200.00236.0500
Total OI
1645650
 
CMP
4393.95
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
3700.001.053000
3800.001.0018600-450
3850.002.958100150
3900.001.854650600
3950.001.9054150-3450
4000.002.453000
4050.002.6037050-6300
4100.001.2576506000
4150.003.0088950-13650
4200.002.9513950-450
4250.004.6067650-1500
4300.005.10268501950
4350.007.9511385030450
4400.0011.7575000-300
4450.0018.00192000-7950
4500.0033.60520505550
4550.0059.6018660054000
4600.0085.9022800-13650
4650.00125.65110700-29100
4700.00178.2518450-900
4750.00209.5531050-25500
4800.00230.0024000
4850.00319.8024150-6450
4900.00323.2524000
4950.00425.0024900-3300
5000.00470.30450450
5100.00436.2587000
5200.00569.70450450
Total OI
1201050
 
 
RESULT
 
0
-0.11
0.02
-0.3
0
-4.54
-0.33
-4.89
-0.32
-3.59
-2.31
-4.26
-0.53
-5.45
0.93
-4.66
6.55
0.49
9.09
1.95
4.31
0.25
5.15
0.47
7.05
0.08
2.53
0.17
 
UPC
1.28
PCR
0.73