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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
620.0098.8500
640.0083.1500
650.0087.7023250
660.0091.907750
670.0062.2500
680.0063.207750
690.0039.7546500
700.0025.0062000-2325
710.0059.65139500
720.0010.3015190099975
730.006.10278225148025
740.003.8536037590675
750.002.6571997548050
760.001.95551800-22475
770.001.6057660053475
780.001.35914500-18600
790.001.0556962586800
800.000.951606575322400
810.000.80277450101525
820.000.55469650-78275
830.000.45115475-27900
840.000.35436325-24025
850.000.35135625-17825
860.000.2562000-775
870.000.20126325-4650
880.000.1593775-23250
Total OI
7530675
 
CMP
718.80
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
620.000.6093000
640.000.70953250
650.000.7043400-5425
660.000.80224750
670.000.7523250-7750
680.001.2520925062775
690.002.4514570064325
700.004.60211575-37975
710.007.4068975-29450
720.0011.151356250
730.0017.75141050-18600
740.0024.30211575-19375
750.0033.55158875-68975
760.0041.0060450-22475
770.0043.20138725-6200
780.0058.551263250
790.0068.8028675775
800.0075.65271250
810.00107.9500
820.00116.4000
830.00125.0500
840.00133.9000
850.00142.9000
860.00152.0000
870.00161.2500
880.00104.107750
Total OI
1858450
 
 
RESULT
 
0
0.04
-0.12
-0.04
0.01
0.14
0.11
-0.38
-0.21
-0.03
0.54
2.5
2.28
0.93
3.38
4.11
0.92
0.35
-0.15
-0.17
-0.03
-0.1
-0.03
-0.01
-0.02
0.04
 
UPC
2.35
PCR
0.25