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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
3000.00611.2000
3050.00566.6500
3100.00523.3000
3150.00481.3000
3200.00440.8000
3250.00402.0000
3300.00370.757500
3350.00329.9000
3400.00296.8500
3450.00252.4010500
3500.00237.0500
3550.00210.3500
3600.0064.508700-750
3650.0043.402250150
3700.0034.854470011850
3750.0021.55189003750
3800.0015.55110100-8700
3850.009.35126003450
3900.007.55247503000
3950.006.001500-600
4000.003.6551600-7350
4050.004.704800150
4100.000.9020400-2850
4150.0035.1500
4200.000.956750-1050
4300.001.703750-150
Total OI
312600
 
CMP
3614.60
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
3000.001.354500
3050.0021.1500
3100.000.706150-150
3150.0035.3000
3200.001.3013500
3250.0055.4500
3300.002.4518750-300
3350.003.301050-2400
3400.006.40186003900
3450.007.7060002700
3500.0023.1011100-1350
3550.0024.2537501200
3600.0057.95120006450
3650.0084.855850-600
3700.00120.209600-3150
3750.00153.905400-150
3800.00165.0010050-4050
3850.00138.251500
3900.00250.003000
3950.00418.3000
4000.00271.006000
4050.00498.6000
4100.00540.6500
4150.00583.7000
4200.00474.301500
4300.00718.1500
Total OI
111300
 
 
RESULT
 
0
0
0
0
0
0
-0.15
0
0.08
-0.15
0.17
0.06
0.09
0.27
-0.27
0.28
-0.04
-0.06
-0.07
-0.01
-0.02
-0.02
-0.01
0
0.04
-0
 
UPC
1.05
PCR
0.36