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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
500.00144.1560000
520.00162.4000
530.00113.3000
540.00145.7000
550.0033.85200005000
560.0064.0000
570.0013.10570007000
580.008.6516500087000
590.004.7529800051000
600.002.65798000231000
610.001.45513000-54000
620.000.9090000036000
630.000.701028000-82000
640.000.601305000-90000
650.000.451103000-133000
660.000.40662000-51000
670.000.35285000-78000
680.000.25331000-8000
690.000.20165000-8000
700.000.10305000-25000
710.000.10930003000
720.000.15180000-7000
740.000.05105000-14000
Total OI
8319000
 
CMP
581.15
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
500.000.6050000
520.000.7010000
530.006.3500
540.000.45122000-4000
550.000.75117000-8000
560.001.70129000-21000
570.003.45205000-10000
580.006.95277000-105000
590.0012.95534000-49000
600.0020.45795000-31000
610.0031.30416000-86000
620.0040.60493000-47000
630.0051.30547000-27000
640.0054.50419000-21000
650.0069.85519000-18000
660.0067.301780000
670.0083.5040000-3000
680.0081.90112000-6000
690.0095.95280000
700.00106.00175000-13000
710.0078.05180000
720.00121.00420000
740.00153.00119000-5000
Total OI
5291000
 
 
RESULT
 
-0.57
0
0
0.04
-0.39
0.15
-0.03
0.33
3.67
9.43
8.18
12.8
18.23
14.7
23.84
7.81
2.16
6.06
1.77
12.35
0.93
3.37
12.13
 
UPC
19.1
PCR
0.64