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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
2600.00767.652500
2800.00673.1000
2900.00535.557500
2950.00326.0000
3000.00390.005000
3050.00253.7500
3100.00418.0500
3150.00215.1510000
3200.00270.009250-250
3250.00210.1035000
3300.00144.2021500-3000
3350.0097.9032750-3750
3400.0054.35127250-20250
3450.0033.20805002750
3500.0016.85130750-16000
3550.008.50590003750
3600.004.9016125051250
3650.003.752750012000
3700.002.8599000-18250
3750.0018.5000
3800.002.0574250-6000
3900.001.80167503750
4000.0039.5500
Total OI
845750
 
CMP
3435.40
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
2600.001.0012500
2800.000.60212500
2900.000.6060000
2950.000.8029000-1000
3000.002.50102500
3050.001.55147501250
3100.001.7511000-250
3150.003.2557250-250
3200.004.3519750-2000
3250.005.70510003500
3300.009.4565250-10500
3350.0019.909825011500
3400.0043.8023750-16250
3450.0076.30192505000
3500.0084.651250250
3550.00147.301500250
3600.00182.15500-250
3650.00322.4000
3700.00524.2000
3750.00300.00500250
3800.00472.4000
3900.00555.1000
4000.00
Total OI
431750
 
 
RESULT
 
-0.13
0.01
-0.27
0.02
-0.11
0.02
0.01
-0.02
-1.61
-0.3
-1.66
-0.83
-3.92
-0.8
-1.4
-0.19
-0.47
-0.07
-0.19
0.1
-0.1
-0.02
0
 
UPC
0.26
PCR
0.51