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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
430.00102.7050000
440.00129.7500
450.0064.8025800049000
460.0073.2540000
470.0042.1563000-1000
480.0035.0017200020000
490.0025.8011700041000
500.0017.45724000-90000
510.0010.3030400048000
520.005.301246000763000
530.002.952222000973000
540.001.70213600083000
550.001.102412000-527000
560.000.802287000-253000
570.000.652510000-388000
580.000.451549000-209000
590.000.40982000-192000
600.000.351689000-84000
610.000.25564000-88000
620.000.25897000-114000
630.000.3066000-1000
640.000.202450002000
660.000.1010000
Total OI
20453000
 
CMP
514.45
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
430.000.30474000-2000
440.000.15109000-2000
450.000.20460000-34000
460.000.3562100017000
470.000.50259000-36000
480.000.6043400069000
490.000.85580000-14000
500.001.4080100043000
510.002.852013000152000
520.005.551115000167000
530.0010.451075000-1155000
540.0018.101289000-191000
550.0026.70637000-273000
560.0036.40838000-183000
570.0045.60788000-102000
580.0055.60890000-158000
590.0065.20444000-20000
600.0066.601330000
610.0085.25565000-27000
620.0081.90920000
630.00107.15490000-3000
640.00116.8500
660.00110.95150000
Total OI
14122000
 
 
RESULT
 
-0.25
0.01
-11.08
-0.05
-1.68
-3.84
-1.68
-7.67
1.74
-0.28
3.12
13.13
9.57
19.12
22.87
32.52
19.04
5.51
32.02
4.87
34.99
-0.03
1.11
 
UPC
4.71
PCR
0.69