File created by : santhosh NIFTY SPOT 8524.

7
CALLS
price Net
Interpretation OI change change Volume Net OI change in OI LTP
change
Long Liquidation DOWN DOWN 6900 2772475 -67100 -23.35 575.35
Long Buildup UP UP - 350 - - 430
Long Liquidation DOWN DOWN 1239 452975 -5325 -24.05 474.8
Long Buildup UP UP - 475 - - 400
Long Liquidation DOWN DOWN 5261 1032200 -37500 -27.4 378.75
Long Liquidation DOWN DOWN 7 1150 -75 -29.7 332
Long Liquidation DOWN DOWN 3858 838800 -2175 -29.25 288.8
Long Liquidation DOWN DOWN 14 10225 -75 -18.4 256.25
Long Liquidation DOWN DOWN 24305 1403975 -34600 -25.9 207.15
Short Buildup UP DOWN 422 117625 975 -25.4 170.5
Short Buildup UP DOWN 160205 4686550 285050 -23.2 138.45
Short Buildup UP DOWN 18656 182250 75850 -23.85 106.6
Short Buildup UP DOWN 624988 4940300 803325 -22.8 79.05
Short Buildup UP DOWN 35547 538050 105425 -19.95 58.5
Short Buildup UP DOWN 759425 5065550 742250 -16.75 41.1
Short Buildup UP DOWN 29420 234975 60825 -14.1 27.5
Short Buildup UP DOWN 526923 4555800 456550 -10.25 19.1
Short Buildup UP DOWN 21331 152000 21100 -7.2 12.35
Short Buildup UP DOWN 270059 2143050 12050 -5.45 8
Long Liquidation DOWN DOWN 2327 83100 -1825 -3.9 5.05
Long Liquidation DOWN DOWN 176876 2846925 -214450 -2.2 4

9000 9000; 624300 9000; 2846925

8950 8950; 5000
8950; 83100
8900 8900; 44625 8900; 2143050
8850 8850; 7050152000
8850;
8800 8800; 620150
8750 8750; 8750;
14975234975
8700 8700; 812500
8650 8650; 1005008650; 538050
8600 8600; 1900800
8550 8550;
8550; 251350
182250
8500
8450 8450;
8450; 251600
117625
8400 8400; 1403975
8350 8350;
8350; 143250
10225
8300 8300; 838800
8250 8250;8250;
1150 207700
8200 8200; 1032200 8200; 2571975
8150 8150;475
8150; 21750
8100 8100; 452975 8100; 1475925
8050 8050; 350
8050; 1825
8000 8000; 2772475 8000; 33
0 1000000 2000000 3000000
 8200 8200; 1032200 8200; 2571975
8150 8150;475
8150; 21750
8100 8100; 452975 8100; 1475925
8050 8050; 350
8050; 1825
8000 8000; 2772475 8000; 33
0 1000000 2000000 3000000

CALLS

1000000

800000

600000

400000 change in OI
Volume
200000

0
00 00 00 00 00 00 00 00 00 00 00
-20000080 81 82 83 84 85 86 87 88 89 90

-400000

CHG in OI > Volume - Better to Sell the strike

5065550 4,714,575

803325 576500
 Last Update @ 15:30:35 Dec 02, 2014 MAX PAIN 8500
PUTS
Net price
strike LTP change in OI Net OI Volume
change change OI change
8000 4.55 -2.9 33450 3377775 139880 DOWN UP
8050 7 -1.25 200 1825 43 DOWN UP
8100 6.35 -3.75 177475 1475925 153894 DOWN UP
8150 7.9 -4.55 6100 21750 989 DOWN UP
8200 10.5 -5 136875 2571975 225721 DOWN UP
8250 13.15 -6.3 104700 207700 11357 DOWN UP
8300 18.7 -6.2 320425 3900050 336039 DOWN UP
8350 25.55 -6.4 54475 143250 13471 DOWN UP
8400 34.15 -7.3 576500 4442125 518285 DOWN UP
8450 46 -6.85 27250 251600 18663 DOWN UP
8500 61.5 -6.15 59075 4714575 719487 DOWN UP
8550 79.8 -4.85 42975 251350 48238 DOWN UP
8600 103.25 -2.35 -336775 1900800 363975 DOWN DOWN
8650 130.5 0.7 6825 100500 3012 UP UP
8700 162.25 3.65 -61625 812500 55115 UP DOWN
8750 197.5 6.35 225 14975 250 UP UP
8800 238 10.7 15025 620150 14083 UP UP
8850 285.6 30.6 - 7050 2 UP UP
8900 326.1 15 -2475 44625 1547 UP DOWN
8950 889.35 - - 5000 - UP UP
9000 419.6 20.15 -7200 624300 5839 UP DOWN

9000; 2846925

50

8800; 4555800

8700; 5065550

8600; 4940300 CALLS

8500;4686550
8500; 4714575 PUTS

8400; 4442125

8300; 3900050

8200; 2571975

8000; 2772475 8000; 3377775

3000000 4000000 5000000 6000000
8200; 2571975

8000; 2772475 8000; 3377775

3000000 4000000 5000000 6000000

PUTS

800000

600000

400000

change in OI
200000 Volume

0 00 00 00 00 00 00 00 00 00 00 00
-2000008 81 82 83 84 85 86 87 88 89 90

-400000

CHG in OI < Volume - Better to Buy the strike

 Interpretation

Short Buildup
Short Buildup
Short Buildup
Short Buildup
Short Buildup
Short Buildup
Short Buildup
Short Buildup
Short Buildup
Short Buildup
Short Buildup
Short Buildup
Long Liquidation
Long Buildup
Short covering
Long Buildup
Long Buildup
Long Buildup
Short covering
Long Buildup
Short covering

CALLS

PUTS
change in OI
Volume
 Option Chain (Equity Derivatives)

CALLS
Chart

CE2700 PE2700
CE2800 PE2800
CE2900 PE2900
CE3000 PE3000
CE3100 PE3100
CE3200 PE3200
CE3300 PE3300
CE3400 PE3400
CE3500 PE3500
CE3600 PE3600
CE3700 PE3700
CE3800 PE3800
CE3900 PE3900
CE4000 PE4000
CE4100 PE4100
CE4200 PE4200
CE4300 PE4300
CE4400 PE4400
CE4500 PE4500
CE4600 PE4600
CE4700 PE4700
CE4800 PE4800
CE4900 PE4900
CE5000 PE5000
CE5100 PE5100
CE5200 PE5200
CE5300 PE5300
CE5400 PE5400
CE5500 PE5500
CE5600 PE5600
CE5700 PE5700
CE5800 PE5800
CE5900 PE5900
CE6000 PE6000
CE6100 PE6100
CE6200 PE6200
CE6250 PE6250
CE6300 PE6300
CE6350 PE6350
CE6400 PE6400
CE6450 PE6450
CE6500 PE6500
CE6550 PE6550
CE6600 PE6600
CE6650 PE6650
CE6700 PE6700
CE6750 PE6750
CE6800 PE6800
CE6850 PE6850
CE6900 PE6900
CE6950 PE6950
CE7000 PE7000
CE7050 PE7050
CE7100 PE7100
CE7150 PE7150
CE7200 PE7200
CE7250 PE7250
CE7300 PE7300
CE7350 PE7350
CE7400 PE7400
CE7450 PE7450
CE7500 PE7500
CE7550 PE7550
CE7600 PE7600
CE7650 PE7650
CE7700 PE7700
CE7750 PE7750
CE7800 PE7800
CE7850 PE7850
CE7900 PE7900
CE7950 PE7950
CE8000 PE8000
CE8050 PE8050
CE8100 PE8100
CE8150 PE8150
CE8200 PE8200
CE8250 PE8250
CE8300 PE8300
CE8350 PE8350
CE8400 PE8400
CE8450 PE8450
CE8500 PE8500
CE8550 PE8550
CE8600 PE8600
CE8650 PE8650
CE8700 PE8700
CE8750 PE8750
CE8800 PE8800
CE8850 PE8850
CE8900 PE8900
CE8950 PE8950
CE9000 PE9000
CE9050 PE9050
CE9100 PE9100
CE9150 PE9150
CE9200 PE9200
CE9250 PE9250
CE9300 PE9300
CE9350 PE9350
CE9400 PE9400
CE9450 PE9450
CE9500 PE9500
CE9550 PE9550
CE9600 PE9600
CE9650 PE9650
CE9700 PE9700
CE9750 PE9750
CE9800 PE9800
CE9850 PE9850
CE9900 PE9900
CE9950 PE9950
CE10000 PE10000
CE10050 PE10050
CE10100 PE10100
CE10200 PE10200
CE10300 PE10300
CE10400 PE10400
CE10500 PE10500
CE10600 PE10600
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
Underlying Index: NIFTY 8524.70 As on Dec 02, 2014 15:30:35 IST

OI Chng in OI Volume IV LTP

112,950 -50 19 206.19 5,850.00

- - - - -
- - - - -
227,750 - 16 196.25 5,555.00
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
141,025 -300 31 - 4,546.65
- - - - -
- - - - -
- - - - -
- - - - -
500 - - - 3,974.40
- - - - -
- - - - -
200,000 - - - 3,677.15
291,000 - - - 3,575.00
677,425 -275 55 - 3,553.35
127,500 - 1,300 - 3,431.25
662,600 - - - 3,325.00
852,650 - - - 3,118.00
395,950 - - - 2,651.80
293,825 - 21 71.77 3,060.00
50 - - - 2,610.00
- - - - -
25 - - - 2,454.05
25 - - - 2,275.00
283,575 -50 56 63.46 2,564.90
25 - - - 2,386.50
1,150 - - - 2,286.80
33,900 - 8- 2,308.70
 300,075 -50 132 - 2,260.00
25 - - - 2,140.00
51,000 150 18 - 2,160.00
- - - - -
790,575 250 292 - 2,062.40
- - - - -
57,450 -750 60 - 1,958.60
5,250 - - - 1,455.75
201,550 - 10 30.94 1,865.05
400 - - - 1,549.25
60,300 -75 21 - 1,746.00
250 - - - 1,320.35
30,600 150 22 - 1,653.85
2,700 - - - 1,222.25
641,050 -1,550 653 37.24 1,570.00
5,450 - - - 1,544.35
13,950 - - - 1,480.20
2,050 - - - 1,044.75
80,925 -150 21 36.75 1,375.00
5,300 - - - 1,140.05
19,000 - - - 1,357.00
4,150 - - - 1,079.15
22,325 225 20 - 1,165.00
4,900 - - - 963.15
720,975 -225 1,435 19.09 1,070.00
- - - - -
176,400 600 116 - 965
- - - - -
122,525 -3,525 280 - 867.25
- - - - -
156,175 -3,725 241 - 771.3
500 - - - 285
1,685,500 -1,075 1,923 16.31 674.6
- - - - -
2,772,475 -67,100 6,900 14.3 575.35
350 - - - 430
452,975 -5,325 1,239 11.04 474.8
475 - - - 400
1,032,200 -37,500 5,261 11.12 378.75
1,150 -75 7 11.03 332
838,800 -2,175 3,858 11.45 288.8
10,225 -75 14 13.2 256.25
1,403,975 -34,600 24,305 11.49 207.15
117,625 975 422 11.44 170.5
4,686,550 285,050 160,205 11.53 138.45
 182,250 75,850 18,656 11.15 106.6
4,940,300 803,325 624,988 10.81 79.05
538,050 105,425 35,547 10.79 58.5
5,065,550 742,250 759,425 10.64 41.1
234,975 60,825 29,420 10.46 27.5
4,555,800 456,550 526,923 10.6 19.1
152,000 21,100 21,331 10.58 12.35
2,143,050 12,050 270,059 10.65 8
83,100 -1,825 2,327 10.71 5.05
2,846,925 -214,450 176,876 11.28 4
6,050 - 122 13 5.3
363,100 80,825 29,634 12.06 2.2
- - 80 12.03 1.3
160,825 59,075 11,148 13.27 1.6
- - - - -
25,050 -750 189 14.59 1.3
- - - - -
125 - - - 1
- - - - -
605,425 249,150 17,922 17.58 1.15
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
35,950 1,275 273 23.36 0.6
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
5,800 - 22 27.99 0.3
- - - - -
5065550 600
 PUTS
Net Chng Bid Bid Ask Ask Strike Price Bid Bid Ask Ask Net Chng
Qty Price Price Qty Qty Price Price Qty
-5 25 5,840.00 5,858.95 550 2700 - - 1 25 0.05
- 1,000 5,568.10 6,026.10 100 2800 - - - - -
- 1,000 5,467.15 5,927.15 100 2900 - - - - -
-17 50 5,539.00 5,560.00 25 3000 - - 3 750 -
- 1,000 5,265.25 5,729.25 100 3100 - - - - -
- 1,000 5,164.25 5,630.25 100 3200 - - - - -
- 1,000 5,063.30 5,531.30 100 3300 - - - - -
- 1,000 4,962.35 5,432.35 100 3400 - - - - -
- 1,000 4,861.40 5,333.40 100 3500 - - - - -
- 1,000 4,760.55 5,234.45 100 3600 - - - - -
- 1,000 4,659.60 5,135.50 100 3700 - - - - -
- 1,000 4,558.65 5,036.55 100 3800 - - - - -
- 1,000 4,457.65 4,937.55 100 3900 - - - - -
-63.85 550 4,530.40 4,558.85 350 4000 - - 0.9 5,000 -0.3
- 1,000 4,255.75 4,739.65 100 4100 - - - - -
- 1,000 4,154.80 4,640.70 100 4200 - - - - -
- 1,000 4,053.85 4,541.75 100 4300 - - 2 200 -
- 1,000 3,952.90 4,442.80 100 4400 - - - - -
- 850 4,016.35 4,074.95 850 4500 2,550 0.65 0.9 5,000 0.05
- 1,000 3,750.95 4,244.85 100 4600 - - - - -
- 1,000 3,650.00 4,145.90 100 4700 - - - - -
- 850 3,716.35 3,774.95 850 4800 - - - - -
- 850 3,616.35 3,674.95 850 4900 - - - - -
-20 50 3,545.00 3,558.90 175 5000 25 0.25 0.85 5,000 -0.15
806.6 1,000 3,345.15 3,495.05 1,000 5100 - - - - -
- 850 3,326.35 3,374.95 850 5200 - - - - -
- 850 3,226.35 3,274.95 850 5300 - - - - -
- 500 3,050.50 3,195.05 1,000 5400 - - - - -
-18.05 550 3,045.40 3,060.00 25 5500 - - 1 5,000 0.25
- 1,000 2,741.50 3,255.20 100 5600 - - - - -
- 1,000 2,640.55 3,156.25 100 5700 - - - - -
- 1,000 2,539.60 3,057.30 100 5800 - - - - -
- 1,000 2,438.60 2,958.30 100 5900 - - - - -
-18.95 350 2,550.40 2,566.30 50 6000 550 0.6 0.8 50 -0.1
- 1,000 2,415.15 2,505.05 1,000 6100 500 0.1 - - -
- 1,000 2,315.15 2,405.05 1,000 6200 500 0.1 - - -
-61.3 25 2,300.05 2,312.90 100 6250 - - - - -
 -30 250 2,257.15 2,260.00 200 6300 75 0.35 0.9 25 -0.2
- 100 2,135.50 2,334.50 100 6350 - - 0.25 25 -
-60 350 2,151.00 2,163.75 25 6400 300 0.1 0.95 100 -
- 1,000 1,883.40 2,234.50 100 6450 - - - - -
-31.9 500 2,060.00 2,064.50 250 6500 75 0.6 0.7 4,050 -0.15
- 1,000 1,782.45 2,198.85 100 6550 - - - - -
-75.5 250 1,955.10 1,967.80 250 6600 50 0.7 1.15 550 0.05
- 1,000 1,681.60 2,098.85 100 6650 - - - - -
-49.95 25 1,855.30 1,867.80 250 6700 50 0.6 0.9 75 -0.1
- 1,000 1,588.00 1,943.10 100 6750 - - - - -
-44.1 50 1,757.90 1,767.80 300 6800 25 0.6 1 50 -0.55
- 1,000 1,488.00 1,843.10 100 6850 - - - - -
-22.2 100 1,657.25 1,671.35 250 6900 100 0.45 1 100 -0.55
- 1,000 1,396.50 1,747.40 100 6950 - - - - -
-17.45 900 1,565.90 1,571.35 250 7000 10,000 0.75 0.9 2,850 -0.15
- 1,000 1,305.50 1,651.70 100 7050 20,000 0.35 - - -
- 25 1,455.85 1,473.35 75 7100 50 0.65 1.00 75 -
- 1,000 1,205.50 1,551.70 100 7150 20,000 0.35 - - -
-13.5 250 1,361.40 1,368.35 250 7200 5,200 0.75 0.85 9,025 -0.1
- 1,000 1,114.50 1,455.95 100 7250 20,000 0.45 - - -
- 1,000 1,216.05 1,306.05 1,000 7300 80,000 0.85 1.00 14,325 -0.25
- 1,000 1,014.50 1,355.95 100 7350 25,000 0.85 - - -
-57 100 1,163.00 1,171.40 50 7400 225 1.35 1.50 550 -0.4
- 1,000 923 1,260.25 100 7450 10,000 0.90 - - -
-21.05 200 1,069.00 1,073.60 25 7500 1,975 1.85 2.10 225 -0.65
- 1,000 833 1,164.55 100 7550 800 2.10 - - -
-22.1 100 964.5 972.35 125 7600 5,925 2.30 2.45 3,700 -0.45
- 1,000 733 1,064.55 100 7650 800 2.10 - - -
-24.05 100 865 868.9 125 7700 2,000 2.55 2.60 850 -0.65
- 1,000 638 968.85 100 7750 800 3.00 - - -
-20.25 25 767.15 771.25 250 7800 3,125 2.90 2.95 4,000 -1.2
- 1,000 630.5 868.85 100 7850 800 3.10 - - -
-20.7 500 675 676.85 50 7900 4,525 3.45 3.50 50 -1.75
- 1,000 520.5 773.5 100 7950 100 3.60 3.95 25 -2.5
-23.35 100 575.1 577.1 25 8000 8,900 4.55 4.65 3,475 -2.9
- 1,000 410.5 673.5 100 8050 - - 5.00 250 -1.25
-24.05 25 473 477.25 50 8100 25 6.25 6.45 975 -3.75
- 1,000 305.5 556.95 50 8150 1,575 7.70 8.30 750 -4.55
-27.4 25 377 381.15 125 8200 1,000 10.40 10.50 200 -5
-29.7 25 300.05 354.95 50 8250 50 12.50 15.90 250 -6.3
-29.25 50 288.3 292.35 100 8300 25 18.35 18.70 8,825 -6.2
-18.4 50 240.4 368 100 8350 150 25.10 25.50 250 -6.4
-25.9 50 206.15 207.7 450 8400 125 34.15 34.50 50 -7.3
-25.4 50 165.65 177.75 100 8450 50 46.00 46.50 300 -6.85
-23.2 25 136 137.65 50 8500 75 61.45 61.50 650 -6.15
 -23.85 25 105.65 106.6 625 8550 200 79.45 80.00 6,425 -4.85
-22.8 225 79.05 79.5 225 8600 325 102.50 103.30 25 -2.35
-19.95 25 58.6 59.15 75 8650 25 129.05 130.50 25 0.7
-16.75 125 41.05 41.1 25 8700 100 159.30 162.20 25 3.65
-14.1 150 27.5 28.2 25 8750 100 193.25 244.95 50 6.35
-10.25 5,675 19.1 19.45 500 8800 500 235.60 238.00 50 10.7
-7.2 50 12.2 13.3 100 8850 25 268.00 329.00 25 30.6
-5.45 200 8 8.2 700 8900 150 323.55 327.00 1,750 15
-3.9 375 4.9 5.5 400 8950 1,000 220.50 571.10 100 -
-2.2 50 4 4.05 6,950 9000 125 418.00 419.70 25 20.15
0.85 350 2.25 5.25 2,000 9050 1,000 283.20 662.95 100 -
-0.9 1,925 2.05 2.2 3,300 9100 250 498.90 523.75 50 31.9
-15.6 800 1.1 - - 9150 1,000 376.50 769.00 100 -
-0.25 1,300 1.6 1.8 1,375 9200 1,000 576.70 656.65 1,000 -
- 10,000 0.05 - - 9250 500 661.40 674.00 250 -
- 2,000 1.2 1.55 1,025 9300 1,000 676.25 756.40 1,000 47
- 25 0.3 - - 9350 1,000 571.10 973.00 100 -
- 1,000 0.5 1.45 500 9400 1,000 775.45 856.25 1,000 -
- - - - - 9450 1,000 666.50 1,078.00 100 -
0.05 3,950 1.05 1.15 3,250 9500 1,125 912.00 915.75 25 22.85
- - - - - 9550 1,000 766.85 1,178.00 100 -
- 2,000 0.05 2.5 5,000 9600 1,000 877.00 1,174.50 100 -
- - - - - 9650 1,000 862.55 1,282.00 100 -
- - - 2.45 2,000 9700 1,000 977.00 1,274.50 100 -
- - - - - 9750 1,000 965.05 1,379.95 100 -
- - - - - 9800 1,000 1,077.00 1,374.50 100 -
- - - - - 9850 1,000 1,058.00 1,486.50 100 -
- - - - - 9900 1,000 1,177.00 1,474.50 100 -
- - - - - 9950 1,000 1,157.00 1,586.50 100 -
0.05 1,400 0.4 0.55 5,000 10000 150 1,408.75 1,412.95 25 23.75
- - - - - 10050 1,000 1,253.95 1,691.00 100 -
- - - - - 10100 1,000 1,303.95 1,741.00 100 -
- - - - - 10200 1,000 1,399.70 1,845.00 100 -
- - - - - 10300 1,000 1,495.40 1,949.50 100 -
- - - - - 10400 1,000 1,595.40 2,049.50 100 -
0.05 - - 0.3 950 10500 350 1,903.55 1,909.00 100 14.3
- - - - - 10600 1,000 1,791.10 2,253.50 100 -
 8524.7 Last Update @ 15:30:35
Dec 02, 2014
8500

LTP IV Volume Chng in OI OI Chart call

put
1 162.12 5 50 5,925 CE2700 PE2700
- - - - - CE2800 PE2800
- - - - - CE2900 PE2900
1- - - 5,250 CE3000 PE3000
- - - - - CE3100 PE3100
- - - - - CE3200 PE3200
- - - - - CE3300 PE3300
- - - - - CE3400 PE3400
1.5 - - - 15,525 CE3500 PE3500
- - - - - CE3600 PE3600
- - - - - CE3700 PE3700
- - - - - CE3800 PE3800
- - - - - CE3900 PE3900
0.7 105.58 18 450 99,525 CE4000 PE4000
- - - - - CE4100 PE4100
- - - - - CE4200 PE4200
1- - - 37,500 CE4300 PE4300
- - - - - CE4400 PE4400
0.8 91.24 40 - 533,325 CE4500 PE4500
0.5 - - - 75,000 CE4600 PE4600
100 - - - 600 CE4700 PE4700
108 - - - 700 CE4800 PE4800
- - - - - CE4900 PE4900
0.75 76.75 84 25 809,350 CE5000 PE5000
- - - - - CE5100 PE5100
180 - - - 44,000 CE5200 PE5200
665.2 - - - 6,500 CE5300 PE5300
- - - - - CE5400 PE5400
0.9 65.2 14 - 215,950 CE5500 PE5500
- - - - - CE5600 PE5600
454.5 - - - 6,500 CE5700 PE5700
- - - - - CE5800 PE5800
349 - - - 500 CE5900 PE5900
0.75 52.38 120 -250 498,625 CE6000 PE6000
- - - - - CE6100 PE6100
- - - - - CE6200 PE6200
- - - - - CE6250 PE6250
 0.8 46.07 36 25 1,325 CE6300 PE6300
0.05 - - - 25 CE6350 PE6350
0.2 38.7 12 300 675 CE6400 PE6400
- - - - - CE6450 PE6450
0.65 40.92 275 75 591,525 CE6500 PE6500
- - - - - CE6550 PE6550
0.7 39.15 58 -100 6,075 CE6600 PE6600
- - - - - CE6650 PE6650
0.85 37.84 19 250 4,275 CE6700 PE6700
- - - - - CE6750 PE6750
0.6 34.52 23 25 5,225 CE6800 PE6800
- - - - - CE6850 PE6850
0.6 32.53 23 200 2,750 CE6900 PE6900
- - - - - CE6950 PE6950
0.9 31.89 6,575 4,925 795,600 CE7000 PE7000
- - - - - CE7050 PE7050
1 30.23 10 - 9,250 CE7100 PE7100
- - - - - CE7150 PE7150
0.85 27.7 8,347 1,200 483,725 CE7200 PE7200
- - - - - CE7250 PE7250
1 26.21 2,787 -5,000 537,750 CE7300 PE7300
- - - - - CE7350 PE7350
1.35 25.1 1,932 -18,375 285,000 CE7400 PE7400
- - - - - CE7450 PE7450
1.85 24.01 14,430 14,050 3,046,125 CE7500 PE7500
4.00 - - - 50 CE7550 PE7550
2.3 22.58 9,809 49,575 521,650 CE7600 PE7600
- - - - - CE7650 PE7650
2.55 20.75 15,900 -24,825 664,975 CE7700 PE7700
- - - - - CE7750 PE7750
2.9 18.96 23,081 -6,525 657,250 CE7800 PE7800
18 - - - 75 CE7850 PE7850
3.50 17.29 43,064 -74,700 1,054,775 CE7900 PE7900
4 16.53 106 725 1,425 CE7950 PE7950
4.55 15.74 139,880 33,450 3,377,775 CE8000 PE8000
7.00 15.85 43 200 1,825 CE8050 PE8050
6.35 14.31 153,894 177,475 1,475,925 CE8100 PE8100
7.9 13.7 989 6,100 21,750 CE8150 PE8150
10.5 13.28 225,721 136,875 2,571,975 CE8200 PE8200
13.15 12.64 11,357 104,700 207,700 CE8250 PE8250
18.7 12.47 336,039 320,425 3,900,050 CE8300 PE8300
25.55 12.18 13,471 54,475 143,250 CE8350 PE8350
34.15 11.83 518,285 576,500 4,442,125 CE8400 PE8400
46 11.58 18,663 27,250 251,600 CE8450 PE8450
61.5 11.38 719,487 59,075 4,714,575 CE8500 PE8500
 79.8 11.07 48,238 42,975 251,350 CE8550 PE8550
103.25 10.88 363,975 -336,775 1,900,800 CE8600 PE8600
130.5 10.62 3,012 6,825 100,500 CE8650 PE8650
162.25 10.38 55,115 -61,625 812,500 CE8700 PE8700
197.5 10.02 250 225 14,975 CE8750 PE8750
238 9.9 14,083 15,025 620,150 CE8800 PE8800
285.6 10.85 2- 7,050 CE8850 PE8850
326.1 9.26 1,547 -2,475 44,625 CE8900 PE8900
889.35 - - - 5,000 CE8950 PE8950
419.6 - 5,839 -7,200 624,300 CE9000 PE9000
700.65 - - - 6,750 CE9050 PE9050
514.25 - 198 2,375 3,150 CE9100 PE9100
1,041.50 - - - 8,150 CE9150 PE9150
- - - - - CE9200 PE9200
1,258.55 - - - 11,800 CE9250 PE9250
712 - 30 750 4,650 CE9300 PE9300
958 - - - 16,650 CE9350 PE9350
745 - - - 25 CE9400 PE9400
- - - - - CE9450 PE9450
913.15 - 1,295 4,075 268,600 CE9500 PE9500
1,064.50 - - - 250 CE9550 PE9550
- - - - - CE9600 PE9600
1,279.00 - - - 8,600 CE9650 PE9650
- - - - - CE9700 PE9700
1,162.40 - - - 25 CE9750 PE9750
- - - - - CE9800 PE9800
1,435.25 - - - 9,150 CE9850 PE9850
- - - - - CE9900 PE9900
- - - - - CE9950 PE9950
1,410.00 - 184 -1,200 388,500 CE10000 PE10000
- - - - - CE10050 PE10050
- - - - - CE10100 PE10100
- - - - - CE10200 PE10200
- - - - - CE10300 PE10300
- - - - - CE10400 PE10400
1,894.00 - 96 1,950 21,850 CE10500 PE10500
- - - - - CE10600 PE10600
CE PE
CE PE
CE PE
576,500 4,714,575
pdate @ 15:30:35
Call OI Strike Put OI Call value Put value Total Strike
838,800 8300.00 3,900,050 0 2,425,282,500 2,425,282,500 8300.00
10,225 8350.00 143,250 41,940,000 1,794,447,500 1,836,387,500 8350.00
### 8400.00 4,442,125 84,391,250 1,170,775,000 1,255,166,250 8400.00
117,625 8450.00 251,600 197,041,250 769,208,750 966,250,000 8450.00
### 8500.00 4,714,575 315,572,500 380,222,500 695,795,000 8500.00
182,250 8550.00 251,350 668,431,250 226,965,000 895,396,250 8550.00
### 8600.00 1,900,800 1,030,402,500 86,275,000 1,116,677,500 8600.00
538,050 8650.00 100,500 1,639,388,750 40,625,000 1,680,013,750 8650.00
### 8700.00 812,500 2,275,277,500 0 2,275,277,500 8700.00

MAX PAIN 8500