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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
9000.003215.0010000
9500.002233.1500
9750.002465.00500
10000.001879.7000
10250.001190.8000
10500.001801.002900200
10750.001117.904000
11000.001538.002500-150
11250.001043.102700-550
11500.00771.058350800
11750.00512.8515150-500
12000.00321.75267001100
12250.00172.452505010550
12500.0097.65822508300
12750.0060.905800014400
13000.0040.9017535031400
13250.0026.8537050-2400
13500.0019.2063500-4750
13750.0013.30171001700
14000.0011.0548300-10650
14500.008.2518250-4250
15000.009.30350350
Total OI
584950
 
CMP
12203.65
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
9000.007.006400-50
9500.003.001500
9750.007.7040000
10000.009.5512750500
10250.007.0036500
10500.0014.4517450-750
10750.0017.8013200-950
11000.0020.4542850-6250
11250.0025.6015000-500
11500.0036.8555450-2650
11750.0059.6522000-7150
12000.00110.0575800-9350
12250.00208.50349503550
12500.00380.5569100-900
12750.00600.8016850-7800
13000.00836.30163501400
13250.001023.453050-700
13500.00890.953150-50
13750.001050.201350950
14000.001257.60200150
14500.003207.6500
15000.003640.6000
Total OI
413700
 
 
RESULT
 
-2.11
0
-0.06
0.08
0.02
-3.31
-0.14
-1.98
-1.62
-2.93
-4.3
-0.17
1.98
12.18
4.39
4.33
1.42
1.06
0.79
-0.19
-0.1
-0
 
UPC
1.22
PCR
0.71