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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
2400.001275.8000
2500.00962.8500
2550.00636.8500
2600.001086.9000
2650.00295.9510500
2700.00182.956300-600
2750.00135.6040501500
2800.0091.50244506750
2850.0058.6519950-750
2900.0035.1513170062700
2950.0020.8016875043650
3000.0011.60426150900
3050.007.85277050-4500
3100.005.55402450-10650
3150.004.00313950-91200
3200.003.25716400-57150
3250.002.60251550-34500
3300.002.15462300-55950
3350.001.90104250-12900
3400.001.55121650-10650
3450.002.9049650-5250
3500.001.30134550-25050
3550.000.9596600-900
3600.001.0095250-6450
3700.000.85717002700
Total OI
3879750
 
CMP
2880.90
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
2400.004.1000
2500.001.0013350-900
2550.0019.6000
2600.001.5514700-900
2650.001.9013650-450
2700.003.5078600-20700
2750.006.55379504200
2800.0013.55105750-17250
2850.0026.85151350-19350
2900.0051.3018105016050
2950.0086.30733508400
3000.00127.00109950-5700
3050.00181.551101001950
3100.00223.80156450-5700
3150.00281.5578600-300
3200.00324.40166350-3150
3250.00346.2569750-150
3300.00422.7549650-600
3350.00338.4552500
3400.00528.0519350-150
3450.00261.7018000
3500.00335.9042000
3550.00452.0500
3600.00491.509000
3700.00301.4000
Total OI
1442100
 
 
RESULT
 
0
0.01
0
0.02
-0.19
-0.58
-0.2
-0.54
1.93
3.11
1.88
6.01
11.88
21.85
13.92
34.42
15.66
13.33
1.05
6.69
0.22
0.82
-0.06
0.23
-0.04
 
UPC
7.77
PCR
0.37