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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
760.00183.5500
800.00177.0013000
820.00137.6000
840.00119.8039000
860.00108.006500
880.0077.2511700-650
900.0050.952476506500
920.0034.4513065033800
940.0022.3016640022100
960.0012.55424450226850
980.007.55489450198250
1000.004.701768000227500
1020.003.20828750-44200
1040.002.201003600-13650
1060.001.7087360072800
1080.001.25719550-78650
1100.000.80442000-145600
1120.000.60555750-130650
1140.000.5570850-19500
1160.000.4554600-7800
1180.000.5034450-2600
1200.000.3563050-5850
Total OI
7890350
 
CMP
949.50
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
760.0012.7500
800.000.30522600-1300
820.000.30185250-650
840.000.7036010022750
860.001.2037180032500
880.002.4023465093600
900.004.60975650-228800
920.007.50243100-42250
940.0014.2055640093600
960.0025.05323050-100100
980.0038.05382200-13000
1000.0055.80427050-163800
1020.0074.45473200-28600
1040.0089.45152100-7800
1060.00109.80126750-5200
1080.00132.25617505200
1100.00101.00351000
1120.00205.9500
1140.00223.0500
1160.00240.5500
1180.00258.3500
1200.00276.5000
Total OI
5430750
 
 
RESULT
 
0
-0.05
0.04
-0.14
0.25
-0.23
-5.42
-1.79
2.79
1.84
7.23
10.35
21.72
7.6
8.29
4.84
2.13
-0.22
-0.03
-0.02
-0.01
-0.01
 
UPC
2.85
PCR
0.69