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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
740.00304.5000
760.00286.0500
780.00197.156250
800.00134.7593750
810.00133.1500
820.00232.8000
830.0083.5587500
840.0080.00143750
850.0068.00418750
860.0049.5014375-1875
870.0067.85162500
880.0030.851068751875
890.0022.70118125625
900.0016.1039687516875
910.0010.8521437580625
920.007.0538750010625
930.004.65377500-3125
940.003.15401875-86250
950.002.15548125-81875
960.001.50444375-48750
970.001.20599375132500
980.000.9550187510625
990.000.80364375-23750
1000.000.75956250-123750
1010.000.60294375-44375
1020.000.60280000-31250
1030.000.6015625021250
1040.000.55203125-28750
1050.000.45345625-3750
1060.000.45363750-5625
1070.000.4598750-1250
1080.000.45223750-1875
1090.0012.6500
1100.000.25122500-13125
1120.000.35130000-12500
1140.0047.5500
1160.0041.9500
Total OI
7741250
 
CMP
908.45
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
740.002.9000
760.000.10100625-9375
780.000.2518750
800.000.10981253750
810.000.45787500
820.000.30452500-3750
830.000.45487500
840.000.40368750
850.000.35142500-625
860.000.65612500
870.000.70150625-6250
880.000.958375016250
890.001.50115625-40625
900.002.50220625-17500
910.004.30202500-15000
920.007.254825005000
930.0012.00387500-5000
940.0017.95270000-13750
950.0025.80194375-23750
960.0034.10293125-36250
970.0043.25285000-70625
980.0052.30156250-3750
990.0063.25220625-3750
1000.0072.55513125-28125
1010.0082.75237500-1875
1020.0091.90460000-15000
1030.0077.601106250
1040.0083.051237500
1050.00107.35343750
1060.00130.80475000
1070.0078.7537500
1080.00146.00825000
1090.0096.45100000
1100.0089.75356250
1120.00170.0500
1140.00112.5000
1160.00210.006250
Total OI
5743125
 
 
RESULT
 
0
0.01
-0.08
-0.84
0.02
0.09
-0.47
-0.76
-1.87
-0.45
-0.66
-2.15
-1.67
-3.89
-0.97
0.51
1.93
2.39
2.56
6.22
7.74
5.13
9.11
24.34
12.98
28.07
5.66
6.78
2.36
4.03
0.17
7.96
0.64
2.11
-0.03
0
0.09
 
UPC
6.24
PCR
0.74