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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
1520.00406.9000
1560.00368.6000
1600.00202.206650-350
1620.00250.3000
1640.00294.2000
1660.00141.5538500
1680.00126.0063000
1700.00115.0034300-350
1720.00104.35322000
1740.0066.9536050350
1760.0050.451015000
1780.0031.25135100-32550
1800.0016.6568145016450
1820.006.853358250-33250
1840.003.051618050-57050
1860.001.85781200-45500
1880.001.35324450-65450
1900.001.00729400-73850
1920.000.70117250-31850
1940.000.60135800-26950
1960.000.6026250-5950
1980.000.6025200-2800
2000.000.60365750-32900
2040.0044.5500
2080.000.201400-1400
2120.000.257000-350
Total OI
8527400
 
CMP
1806.45
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
1520.000.3536400350
1560.000.50112000
1600.000.20133350-2800
1620.000.2025900-1400
1640.000.20616000
1660.000.2571750-5250
1680.000.4067900-9450
1700.000.75288400-14700
1720.001.2080500-31850
1740.001.901459501750
1760.002.95296100-9450
1780.005.45340550-35000
1800.0010.40507850-137550
1820.0020.70320250-108850
1840.0036.3577350-29050
1860.0055.55437505600
1880.0071.1050050-1400
1900.0094.8552850350
1920.00113.5014350-1050
1940.00106.9000
1960.0099.1500
1980.00183.603500
2000.00189.0563000
2040.00149.3500
2080.00178.2500
2120.00209.1000
Total OI
2632700
 
 
RESULT
 
0.01
0
-0.88
0
0.01
-0.35
-0.51
-2.49
-2.18
-1.42
-2.83
-1.58
-4.04
-10.92
-1.42
0.66
2.08
2.86
1.03
-0.05
-0.01
0.03
0.65
0
-0
-0
 
UPC
0.5
PCR
0.31