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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
1480.00189.9500
1500.00189.3013800-6600
1520.00162.9000
1560.00138.3500
1580.00100.8000
1600.0089.904020015000
1620.00134.2030000
1640.0053.3515000600
1660.0037.15234007200
1680.0023.605880034200
1700.0013.90226200130200
1720.007.45237600169200
1740.004.05348000220200
1760.002.2570500066600
1780.001.3054240036000
1800.000.901164000-152400
1820.000.65364200-32400
1840.000.55309000-46200
1860.000.35244200-90000
1880.000.30178200-72600
1900.000.35250200-80400
1920.000.20141600-47400
1940.000.35100200-12000
1960.000.20131400-34200
2000.000.1596000-600
2040.009.4000
Total OI
5192400
 
CMP
1688.40
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
1480.000.2064200-600
1500.000.701656002400
1520.000.40336000
1560.000.6066600-1800
1580.000.5063000-2400
1600.001.00768003600
1620.001.60359400-47400
1640.002.707800026400
1660.004.70114600-19800
1680.008.30150000-20400
1700.0014.6023280018000
1720.0024.65262800-205800
1740.0038.35217800-36600
1760.0054.55123600-139800
1780.0073.20207000-73800
1800.0092.40202800-34200
1820.00113.80179400-40200
1840.0095.7554600-3600
1860.00109.7026400-600
1880.00135.0013800-600
1900.00122.3596000
1920.00212.4516800-1200
1940.00299.1500
1960.00316.3500
2000.00333.7500
2040.00211.506000
Total OI
2719800
 
 
RESULT
 
0.01
-1.66
0.01
0.03
0.02
-2.36
0.11
-0.39
-0.22
-0.1
0.17
3.14
4.63
3.44
9.63
11.79
13.45
3.37
1.87
1.21
0.72
2.36
-0.02
-0.02
-0.01
0.08
 
UPC
4.83
PCR
0.52