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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
800.00183.2500
840.00146.6000
880.00112.9000
900.00257.0015750
920.0083.3000
940.0070.3500
960.0069.305250
980.00198.0536750
1000.00182.0022575-525
1020.00104.5542000
1040.00143.0049350-1050
1060.00125.00483000
1080.0088.4581375-12075
1100.0069.702541000
1120.0050.70106575-2625
1140.0031.9055650-9450
1160.0018.7086100-4725
1180.0010.10840002625
1200.006.05237300-78225
1220.004.25210000121800
1240.002.3521525012075
1260.001.7547250-14175
1280.001.45135450-5775
1300.001.859450525
1320.001.2598175-8400
1360.000.2000
Total OI
1750875
 
CMP
1168.00
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
800.002.0500
840.000.65189000
880.000.15771750
900.000.6030975-1575
920.0021.4500
940.000.45278250
960.002.3057750
980.000.95178500
1000.000.958872519425
1020.001.0012285038325
1040.001.0546200-2100
1060.001.4020422514700
1080.001.7569825-16275
1100.002.00158025-15225
1120.003.0514332516800
1140.005.65955504200
1160.0010.75142275-11550
1180.0021.601065754200
1200.0038.60206850-13650
1220.0057.2557751050
1240.0060.8542000
1260.00277.3500
1280.00296.9500
1300.00275.5500
1320.00336.3500
1360.00375.9500
Total OI
1572900
 
 
RESULT
 
0
0.01
0.01
-0.26
0
0.01
-0.02
-0.47
-2.68
-0.21
-4.67
-3.83
-4.72
-11.6
-3.31
-0.82
-0.05
0.97
4.37
-0.37
-0.17
-0.06
-0.13
-0.01
-0.08
0
 
UPC
0.26
PCR
0.9