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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
95.0046.9500
100.0025.001440000
105.0020.50240000
107.5016.0080000
110.006.9013080000
112.507.70424000-4000
115.003.251600000-28000
117.501.201612000-64000
120.000.753504000-100000
122.500.501648000-84000
125.000.306180000-496000
127.500.052200000-148000
130.000.058108000-432000
132.500.051596000-216000
135.000.103512000-604000
137.500.05864000-216000
140.000.053384000-92000
142.500.0576000-8000
145.000.054108000-24000
150.000.10560000
Total OI
40356000
 
CMP
116.06
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
95.000.05312000-8000
100.000.053920000
105.000.152160000
107.500.051836000-392000
110.000.055440000
112.500.10792000-44000
115.000.15732000-52000
117.500.352664000-744000
120.000.75884000-64000
122.501.103236000-96000
125.001.901608000-4000
127.503.453232000-244000
130.006.001788000-8000
132.509.154516000-92000
135.009.151240000-88000
137.5012.002192000-224000
140.008.201440000
142.5016.75732000-60000
145.0015.55160000
150.0015.409760000
Total OI
32008000
 
 
RESULT
 
0.01
-2.39
-0.31
-0.02
-6
-2.12
-3.39
-0.67
-1.31
1.82
0.8
7.36
6.88
27.49
7.33
17.51
0.67
8.17
0.03
10.02
 
UPC
8.85
PCR
0.79