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C A L L     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
9400.002847.1500
9600.002657.2500
9800.002470.0000
10000.001165.4520000
10100.001174.6000
10200.002105.9000
10300.001017.2000
10400.001250.001000
10500.00921.6030000
10600.00867.751300-200
10700.00704.3012000
10800.00643.101250-100
10900.00950.8046500
11000.00423.8014550-1100
11100.00343.703490050
11200.00250.4035400-2650
11300.00177.15369001000
11400.00118.0043350700
11500.0073.453700015650
11600.0045.953050011200
11700.0029.805955021050
11800.0020.258520026250
11900.0014.7010265012700
12000.0011.20190450-16500
12100.008.95112800-21450
12200.007.85113800-21200
12300.006.4511025035700
12400.005.5535600-7550
12500.004.5089350-21400
12600.004.2531350-10800
12700.003.5518200-6300
12800.003.5530850-9400
12900.002.8515050-3100
13000.002.5092450-3850
13100.002.35800-150
13200.002.4548600-3350
13300.003.8074000
13400.001.45250-100
13600.00223.4000
13800.000.15500
Total OI
1390750
 
CMP
11408.30
P U T     O P T I O N
STRIKE
LTP
OPEN INTEREST
CHOI
9400.002.6547004000
9600.009.70500
9800.0028.2500
10000.003.0016200700
10100.002.351000
10200.003.557500-200
10300.004.0022500
10400.004.457150850
10500.005.7018700-600
10600.006.75205507200
10700.009.2010050-3200
10800.0012.4028550-4000
10900.0016.0518400-900
11000.0021.95100250-36450
11100.0030.05446006600
11200.0042.6047700-11300
11300.0065.25429501950
11400.00103.208345035900
11500.00158.2547300-19300
11600.00231.3022900-14200
11700.00313.4525750-11150
11800.00402.2538400-5050
11900.00495.3536450-2900
12000.00587.8038400-11150
12100.00691.5529350-2200
12200.00817.454900-300
12300.00830.0022500
12400.00470.356000
12500.00815.009000
12600.00511.751000
12700.001562.4000
12800.00944.5000
12900.001336.9000
13000.001075.2500
13100.001925.9500
13200.001213.9500
13300.002113.3500
13400.001360.6500
13600.001513.1000
13800.001672.0500
Total OI
700450
 
 
RESULT
 
0.01
0
0
-1.52
0
0.02
0.01
-0.06
-1.77
-0.66
-0.5
-0.3
-2.75
-2.64
-7.1
-4.55
-2.49
2.33
3.18
2.6
4.2
9.15
11.03
13.63
12.86
2.07
0.77
0.06
0.22
-0.05
-0.04
-0.07
-0.03
-0.15
-0
-0.08
-0.02
-0
0
-0
 
UPC
1.84
PCR
0.5