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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
5200.001360.0560005200
5400.00820.004000
5500.001150.00207000
5600.00830.008200-500
5700.00888.8542000
5800.00704.907000
5900.00499.352000100
6000.00410.5070300-19400
6100.00307.5521300-200
6200.00236.7531600-3400
6300.00157.1526900-2700
6400.0098.85245006200
6500.0059.007990026000
6600.0035.5015390069100
6700.0024.5521160047100
6800.0018.35210700-15400
6900.0013.701290009400
7000.0011.2036580010700
7100.009.15871005700
7200.007.55149300-6300
7300.006.90528004800
7400.005.4094900-12400
7500.004.5063600-6700
7600.004.4026100-1300
7700.002.7040500-3800
7800.004.3029000800
Total OI
1911000
 
CMP
6393.55
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
5200.001.0022000
5400.003.8019000
5500.004.709800-800
5600.006.3038000-1000
5700.007.6013600-3900
5800.0010.45138002200
5900.0012.8515500-300
6000.0016.9517600-23800
6100.0022.00138900-18100
6200.0028.6532500-10100
6300.0045.009710013800
6400.0066.7045700-8000
6500.00107.5034500-30500
6600.00165.1083500-29600
6700.00241.0043300-17700
6800.00322.0561400-9600
6900.00426.6044000-16600
7000.00535.7039000-600
7100.00612.4540300-2400
7200.00384.2038000
7300.00513.0077000
7400.00538.5513000
7500.00786.303300-400
7600.001046.5013000
7700.00950.0018000
7800.001254.3500
Total OI
791800
 
 
RESULT
 
-5.44
-0.21
-15.84
-4.38
-2.42
-0.23
-0.53
-19.04
-2.33
-4.37
0.09
0.42
-0.67
5.55
3.49
10.61
11.34
11.2
15.92
0.22
2.39
0.13
1.54
0.83
1.07
-0.08
 
UPC
1.11
PCR
0.41