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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
600.00246.1000
620.00227.4000
630.00133.5500
640.00209.1000
650.00116.3000
660.0037.25750750
670.00100.1000
680.0020.00750750
690.0011.1045002250
700.006.005175014250
710.002.905925045750
720.001.25334500188250
730.000.8020100018750
740.000.7026625060750
750.000.50259500-32250
760.000.40165750-16500
770.000.40222750-21750
780.000.40492750-27750
790.000.3090750-12000
800.000.25381000-41250
810.000.3047250-6000
820.000.1547250-2250
830.000.301020002250
840.000.2049500-38250
850.000.3060000
860.000.1524750-18000
880.000.102527507500
900.0042.4000
Total OI
3060750
 
CMP
694.30
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
600.000.15277500
620.000.4522500-2250
630.004.3500
640.000.3567500
650.000.85307501500
660.001.40540006750
670.002.254350015000
680.003.8575750-20250
690.006.0052500-3000
700.0011.6524525013500
710.0018.2043500750
720.0026.60212250-16500
730.0035.80112500-20250
740.0045.3551000-7500
750.0059.05172500-750
760.0047.00817500
770.0051.00690000
780.0084.0064500-1500
790.0044.5015000
800.0097.9586250-4500
810.0072.9500
820.0080.007500
830.0087.3000
840.00128.8530000
850.00102.6500
860.00123.0015000
880.00128.007500
900.0092.6500
Total OI
1459500
 
 
RESULT
 
0
0.01
0
0
0.02
0.03
0.07
0.18
0.18
1.7
0.41
3.49
2.58
1.42
6.7
2.52
2.29
3.48
0.03
5.57
-0.01
0.04
-0.02
0.25
-0
0.12
0.05
0
 
UPC
23.88
PCR
0.48