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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
2600.001204.7500
2700.001107.0500
2800.001009.8000
2850.00461.0000
2900.00913.5000
2950.00374.2000
3000.00355.85101502800
3050.00238.0031500
3100.00263.7021875-700
3150.00219.0012425-350
3200.00156.55605502100
3250.00108.3527125-1400
3300.0067.25130900-17500
3350.0035.451324759100
3400.0017.3538325011200
3450.009.90443450-7175
3500.006.506504753325
3550.004.10363825-60725
3600.002.7031027513825
3650.002.00220500-22225
3700.001.6520352510675
3750.001.3552675-4025
3800.000.95104125-7350
3850.000.607175-525
3900.000.8533075-2625
4000.000.8029575-700
4100.00105.1000
Total OI
3200575
 
CMP
3352.35
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
2600.000.8521000
2700.000.2542525-1225
2800.000.5062300-1050
2850.0012.3000
2900.000.9036925-2625
2950.000.90126000
3000.001.70152425-8225
3050.002.103920010675
3100.002.55166425-6300
3150.002.9054950-6825
3200.003.95250775-3325
3250.006.25263550350
3300.0013.7038972549175
3350.0032.80179200-19950
3400.0063.20263200-19250
3450.00105.65110950-1750
3500.00153.75110250-47950
3550.00200.5024500-875
3600.00250.6060900-3675
3650.00233.40103250
3700.00333.6525900-175
3750.00380.0000
3800.00425.00190750
3850.00553.0000
3900.00415.00106750
4000.00551.001750
4100.00373.6000
Total OI
2288650
 
 
RESULT
 
0
0.01
0.02
0
0.02
0.01
-2.24
-0.44
-3.56
-1.71
-5.66
-0.86
-2.31
0.79
6.66
4.89
8.48
2.28
9.62
1.31
5.54
-0.05
5.34
-0
2.93
0.05
0
 
UPC
1.81
PCR
0.72