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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
9200.004350.1500
9400.003406.4500
9600.001511.60500
9800.003762.7500
9900.001352.3000
10000.001028.2513500
10100.001037.05500
10200.003373.5500
10300.00950.0019500
10400.00511.002300-100
10500.00412.7015450900
10600.00463.803700150
10700.00237.2573001150
10800.00168.60156503750
10900.00114.055285012200
11000.0074.50134300-18300
11100.0048.501006508550
11200.0032.90233800-14250
11300.0021.35262650-40300
11400.0013.65134000-26000
11500.008.25406550-37950
11600.005.85164750-12650
11700.004.5597500-7450
11800.004.1575950-4050
11900.003.9059900-19100
12000.003.50266350-35050
12100.003.6550900-2650
12200.003.2548900-7150
12300.003.2528150-4000
12400.003.2018250-2600
12500.002.3580400-3650
12600.002.4011650-1100
12800.001.8017700-2350
13000.001.8537700-350
13200.002.208900300
Total OI
2339600
 
CMP
10894.20
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
9200.000.2543500
9400.000.4000
9600.001.201500
9800.001.9038850-6000
9900.002.500-50
10000.002.5512100-3100
10100.003.3021650-100
10200.003.7057800-4250
10300.004.4014550-100
10400.005.0010400-3600
10500.006.2514000-600
10600.008.35579502300
10700.0013.301179508350
10800.0023.2036150-1150
10900.0041.3550900-9300
11000.0070.3592250-3300
11100.00115.8578700-8400
11200.00175.45134200-43150
11300.00249.1040100-1200
11400.00330.70103300-17800
11500.00423.2076600-6000
11600.00508.7520650-1100
11700.00606.0526400-2700
11800.00639.6046000
11900.00665.0073000
12000.00755.007350-50
12100.00764.0537500
12200.001116.5529250-1300
12300.00800.002500
12400.001045.0014000
12500.001337.751000
12600.001300.001500
12800.001501.2591000
13000.001515.001000
13200.001800.001500
Total OI
1076300
 
 
RESULT
 
0
0
-0.05
0.05
0
-0.9
0.01
0.14
-1.19
-0.75
-4.19
-0.82
-0.11
-1.2
-2.62
-2.34
2.82
10.57
2.92
21.55
19.38
6.36
10.37
1.75
3.08
3.08
1.79
21.67
0.07
0.94
-0.04
0.11
9.09
0.05
0.17
 
UPC
3.66
PCR
0.46