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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
70.0014.3000
72.0012.5500
73.0011.7000
74.0010.8500
75.0010.1000
76.009.3000
77.008.6000
78.007.4064000
79.007.2000
80.002.10652800108800
81.001.4061440038400
82.000.95947200384000
83.000.651491200480000
84.000.451484800204800
85.000.356073600140800
86.000.253424000134400
87.000.20469120019200
88.000.1540512006400
89.000.152841600-25600
90.000.107974400-588800
91.000.15902400-70400
92.000.102028800-89600
93.000.10576000-275200
94.000.101529600-44800
95.000.052016000-76800
96.000.05371200-12800
97.000.101856000
98.000.053776006400
Total OI
42240000
 
CMP
81.57
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
70.000.10320000
72.000.052176000
73.000.8000
74.000.05339200-6400
75.000.0510240000
76.000.05102400-6400
77.000.10230400-6400
78.000.25684800-230400
79.000.30652800345600
80.000.452643200736000
81.000.801753600364800
82.001.352643200-32000
83.002.001632000-102400
84.002.85806400-108800
85.003.652688000-352000
86.004.65135040012800
87.005.60966400-12800
88.006.601004800-12800
89.006.552240000
90.007.80928000-12800
91.005.65384000
92.007.3064000
93.0010.4500
94.0012.1064000
95.0011.30448000
96.0012.9500
97.0013.8000
98.0014.7000
Total OI
20019200
 
 
RESULT
 
0
0.01
0
0.01
0.03
0
0.02
0.08
0.13
-0.12
0.36
1.78
1.53
1.09
5.12
3.62
2.98
4.02
0.69
4.29
0.05
-0.1
-0.04
-0.05
0.27
-0.01
-0.01
-0.01
 
UPC
4.43
PCR
0.47