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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
46.008.6000
48.0010.40205000
49.009.7000
50.006.30307500
51.008.15205000
52.007.20307500
53.002.601455500-10250
54.001.6559450010250
55.000.952162750328000
56.000.551435000-563750
57.000.303843750420250
58.000.204048750358750
59.000.104715000-420250
60.000.1011387750-676500
61.000.053587500-205000
62.000.104294750-256250
63.000.103474750-512500
64.000.053423500266500
66.000.052193500-112750
68.000.051619500-102500
Total OI
48339000
 
CMP
55.20
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
46.000.05512500
48.000.054407500
49.000.052357500
50.000.0510250000
51.000.056765000
52.000.1515990000
53.000.20676500-61500
54.000.351312000-30750
55.000.703228750-512500
56.001.201537500-174250
57.001.952193500164000
58.002.852337000-30750
59.004.003597750-61500
60.003.302634250-61500
61.004.9511377500
62.005.60799500-20500
63.005.05922500
64.004.851127500
66.007.45205000
68.0014.3500
Total OI
23708250
 
 
RESULT
 
0
-0.13
0.01
-0.09
-0.09
0.01
-2.43
-0.35
0.14
0.7
2.08
3.9
9.28
5.04
3.63
2.7
0.08
0.25
0.03
-0.05
 
UPC
3.79
PCR
0.49