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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
540.00128.9500
560.00104.2000
570.00102.9000
580.0094.7500
590.0086.9000
600.0083.008250-1500
610.0072.3000
620.0050.907500
630.0045.0090000
640.0033.7024750-750
650.0037.251200001500
660.0013.55241500-13500
670.008.851320006750
680.005.70252000-39000
690.003.5533600012750
700.002.15768000-12750
710.001.15247500-19500
720.000.70155250-43500
730.000.4590000-34500
740.000.20234000-54000
750.000.2049500-39750
760.000.10155250-14250
780.000.15105000-8250
Total OI
2928750
 
CMP
670.85
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
540.003.2000
560.001.0500
570.000.1000
580.000.157500
590.000.35142500
600.000.15180750-3000
610.000.10720000
620.000.5090000-5250
630.000.951185002250
640.001.25102750-21000
650.002.301395005250
660.004.70108000-24750
670.009.45141750-8250
680.0015.0563750-40500
690.0023.5092250-7500
700.0031.7053250-7500
710.0040.30225002250
720.0049.20292501500
730.0080.4000
740.0088.0500
750.0095.9500
760.00104.1000
780.00121.0000
Total OI
1229250
 
 
RESULT
 
0
0
0
0
0
-0.44
0
0
-0.19
-0.47
-2.77
-1.84
0.11
-0.32
0.65
0.02
0.41
0.89
-0.03
-0.03
-0.01
-0.01
-0.01
 
UPC
0.62
PCR
0.42