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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
5400.001757.0010000
5600.001567.0012500
6000.001485.0021250
6200.00922.3500
6400.001040.001250
6500.00690.004250-750
6600.00900.006625-250
6700.00660.054750-375
6800.00378.7524250-3500
6900.00294.8513500-250
7000.00203.7029625-6625
7100.00132.8015375-750
7200.0079.7535000-6500
7300.0045.00460005375
7400.0025.9010125017375
7500.0017.30153875-4125
7600.0012.05151750-13000
7700.008.40775008625
7800.005.9080875-12250
7900.004.90340006125
8000.003.80104875-19375
8100.003.3020875-1375
8200.002.9535625-4500
8400.002.4011250-4125
8600.00110.6000
Total OI
955750
 
CMP
7166.80
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
5400.0052.602500
5600.002.5022000-625
6000.003.1568750
6200.004.8011125-1750
6400.003.957750-375
6500.005.457500-1125
6600.006.5540000-750
6700.009.6526125-750
6800.0012.55337504750
6900.0017.954775011000
7000.0027.854550018125
7100.0043.1094000-9500
7200.0070.705125015625
7300.00113.8053500-11750
7400.00172.8038250-25375
7500.00258.2023500-17625
7600.00334.4538000-13625
7700.00430.80323752500
7800.00339.256875250
7900.00444.951000-125
8000.00332.853750
8100.00572.1523750-875
8200.001582.7500
8400.001471.1000
8600.001637.1000
Total OI
611500
 
 
RESULT
 
-1.16
-1.27
-2.09
0.04
-0.07
-1.93
-3.8
-1.92
-5.84
-2.08
-3.18
1.34
0.55
2.68
2.66
2.27
7.25
8.86
1.24
0.19
-0.18
9.01
-0.07
-0.02
0
 
UPC
1.35
PCR
0.64