SYMBOL TYPE STRIKE PRICE %DAY CHANGE VOLUMECONTRACTS

ICICIBANK Call 1000 28.3 29.52 20351

INFY Call 1480 37.85 47.56 18129
GMRINFRA Call 65 6.05 266.67 13569
HCLTECH Call 1350 41.05 90.93 10745
RBLBANK Call 260 17.4 68.12 8548
INFY Call 1470 44.15 44.52 7333
TCS Call 4000 6.35 8.55 7181
JSWSTEEL Call 830 30.4 60.42 6912
GMRINFRA Call 60 10.1 176.71 6703
ADANIENT Call 3300 58.95 -33.31 6386
COALINDIA Call 370 4.35 -16.35 6042
HDFCBANK Call 1630 42.9 53.49 5209
ICICIBANK Call 1005 25.5 31.78 4964
GMRINFRA Call 62 8.4 200 3835
MPHASIS Call 2400 105.5 16.06 3674
POLYCAB Call 6000 27.9 -20.4 3669
COFORGE Call 5700 240.7 14.27 3385
INFY Call 1450 59 39.15 3373
LT Call 3380 71 11.46 3332
GMRINFRA Call 63 7.55 221.28 3055
LICHSGFIN Call 520 24.35 33.06 2896
HDFCBANK Call 1620 51.5 53.05 2878
GMRINFRA Call 64 6.8 240 2822
POLYCAB Call 5450 154.7 -6.1 2762
RBLBANK Call 250 24.25 57.47 2725
AARTIIND Call 580 16.1 -22.97 2682
DABUR Call 550 10.75 3.37 2577
LTIM Call 5600 235.5 30.36 2476
WIPRO Call 410 19.15 18.94 2443
ADANIPORTS Call 1120 21.1 -32.91 2377
CHOLAFIN Call 1140 55.35 55.92 2279
DEEPAKNTR Call 2260 53 -37.57 2228
LTIM Call 5650 206 31 2154
JINDALSTEL Call 680 25.5 1.8 1998
LT Call 3360 82.8 12.12 1967
INDIGO Call 2940 66.3 -3.91 1877
ESCORTS Call 3700 7.4 -60.43 1834
BSOFT Call 650 27.3 -4.04 1816
HCLTECH Call 1330 55.05 78.16 1770
RBLBANK Call 255 20.5 63.35 1711
CROMPTON Call 310 5.65 -32.74 1710
HINDCOPPER Call 180 10.7 0 1642
PERSISTENT Call 6300 282.9 38.85 1635
ADANIPORTS Call 1130 19.75 -31.9 1449
BPCL Call 440 34.65 -14.23 1429
LTIM Call 6100 56 35.76 1422
TATAPOWER Call 310 21.7 -12.32 1414
CANBK Call 445 10.5 -1.41 1408
WIPRO Call 417.5 13.7 19.13 1339
NMDC Call 199 2.4 -20 1251
CONCOR Call 820 40.5 -16.92 1153
HAVELLS Call 1400 16.65 -23.27 1136
BRITANNIA Call 5100 39 -37.6 1129
TITAN Call 3580 96.75 27.05 1100
APOLLOHOSP Call 5450 198 13.24 1081
HAL Call 2650 165 8.23 1030
LICHSGFIN Call 525 21.55 34.69 962
HDFCBANK Call 1610 59.2 47.08 956
IRCTC Call 720 41.5 -18.15 934
LTIM Call 5500 302.35 29.9 920
COALINDIA Call 372.5 3.85 -18.09 914
TORNTPHARM Call 2200 18.95 -47.87 883
TCS Call 3580 93.4 3.15 861
BHARATFORG Call 1250 11.3 -10.32 845
PNB Call 84 4.85 -11.01 821
IEX Call 168 2.5 -45.05 811
BSOFT Call 655 25.5 -1.92 791
MGL Call 1150 43 -24.16 774
LICHSGFIN Call 510 31.4 33.9 743
RECLTD Call 395 23.65 36.71 740
TATAPOWER Call 315 18.55 -13.72 734
TITAN Call 3560 110.95 27.16 715
SBILIFE Call 1480 26.9 0.37 685
INFY Call 1400 102.65 25.95 667
ZEEL Call 270 17 20.14 589
VEDL Call 235 14.7 -18.78 585
LICHSGFIN Call 500 39.2 31.76 559
JINDALSTEL Call 670 31.5 2.44 558
TATACONSUM Call 980 8.25 -24.66 556
INDIGO Call 2880 99.95 6.05 523
ATUL Call 7500 36.5 -44.7 522
APOLLOHOSP Call 5400 230.5 13.05 519
ICICIBANK Call 950 69.55 21.38 501
AARTIIND Call 620 5.25 -32.69 489
NATIONALUM Call 100 2.45 -35.53 474
RECLTD Call 397.5 22.1 35.58 467
HCLTECH Call 1320 62.85 72.19 445
COALINDIA Call 352.25 9.6 -15.04 435
INDIACEM Call 250 27.5 36.48 429
LTIM Call 5550 269.25 31.31 425
KOTAKBANK Call 1810 57.95 28.07 424
INDIGO Call 2800 149.65 7.31 422
HCLTECH Call 1490 4.55 175.76 421
TATAPOWER Call 317.5 17.2 -14.64 420
PNB Call 83 5.45 -9.92 406
LT Call 3320 110.45 12.99 394
IDFCFIRSTB Call 97 0.75 0 381
IRCTC Call 795 10.7 -37.97 375
SBIN Call 550 67.8 3.2 352
MRF Call 119000 1950 -1.54 347
LICHSGFIN Call 515 27.8 33.98 344
HINDCOPPER Call 175 14.3 6.32 343
POWERGRID Call 215 15.55 -9.86 342
BALRAMCHIN Call 420 9 -46.9 315
ACC Call 2220 46.6 -18.03 307
CANBK Call 410 33.1 2.8 299
COFORGE Call 5600 301.85 14.27 298
JKCEMENT Call 4000 65 -6.47 290
DEEPAKNTR Call 2320 35.9 -38.79 277
TATASTEEL Call 144 0.55 -8.33 274
MPHASIS Call 2380 118 17.06 270
MPHASIS Call 2360 126.65 13.69 264
HINDCOPPER Call 170 18.6 12.05 263
TATACHEM Call 960 49.8 -24.14 251
HINDCOPPER Call 182.5 9.8 3.7 249
TATAMOTORS Call 640 79.5 -11.67 246
ULTRACEMCO Call 10200 23.8 -12.18 237
TCS Call 3920 8.45 3.05 236
AARTIIND Call 585 14 -24.73 224
HAVELLS Call 1300 60.5 -13.76 224
LICHSGFIN Call 505 35.9 34.96 191
BPCL Call 435 39.3 -11.09 188
BALRAMCHIN Call 430 6.5 -51.13 186
LTTS Call 4850 202.05 -3.76 184
BAJFINANCE Call 8150 11.6 -20.82 178
BALRAMCHIN Call 470 2.1 -56.25 173
AXISBANK Call 1090 56.25 19.94 172
TATAPOWER Call 270 55.25 -4.82 165
CANFINHOME Call 870 8 -33.05 164
TATAPOWER Call 295 33.1 -8.31 160
POLYCAB Call 5000 469.2 -2.87 158
DRREDDY Call 6050 43.75 -25.85 158
LTTS Call 5050 111.25 -6.83 143
TATAPOWER Call 302.5 27 -10.6 111
RAMCOCEM Call 1000 47.1 -7.74 107
ACC Call 2320 27.5 -18.76 107
TATAPOWER Call 307.5 22.8 -13.8 97
BANDHANBNK Call 252.5 3.3 -12 96
MRF Call 121000 1064.55 -19.71 96
GAIL Call 132 10.3 -13.45 94
HCLTECH Call 1310 69.25 62.56 91
HAVELLS Call 1460 7.25 -27.86 88
IDFC Call 129 1.35 -3.57 87
BALRAMCHIN Call 410 12.15 -42.96 85
BALRAMCHIN Call 400 13.35 -50.92 85
HINDCOPPER Call 177.5 13.3 16.16 84
TVSMOTOR Call 1840 85.6 -16.89 76
DABUR Call 610 1.05 5 71
DIVISLAB Call 4150 10.15 -33 71
GRASIM Call 1980 103.8 -12.48 69
TECHM Call 1390 2.95 7.27 69
BSOFT Call 715 5.05 -32.21 62
LAURUSLABS Call 375 19.8 -16.81 56
JUBLFOOD Call 625 1.85 -30.19 55
PVRINOX Call 1860 17.25 -11.54 48
BALRAMCHIN Call 425 8 -46.67 45
POLYCAB Call 5150 358.85 1.97 45
BHARTIARTL Call 960 48.85 -4.31 43
IGL Call 465 1.7 -39.29 41
CANBK Call 380 62.15 5.43 38
ONGC Call 212 1.05 -38.24 35
BANDHANBNK Call 277.5 0.75 0 33
ABFRL Call 225 12.9 -31.56 33
ASHOKLEY Call 160 16.8 -6.67 30
HINDPETRO Call 372.5 17.95 -22.8 30
BALRAMCHIN Call 415 8.75 -55.01 28
MCDOWELL-N Call 1250 0.7 -68.89 26
TORNTPHARM Call 2120 39 -40.73 25
ASTRAL Call 2300 3 -38.78 25
NATIONALUM Call 111 0.5 -58.33 24
INDUSTOWER Call 172.5 20.4 -9.13 23
GAIL Call 159 1 -25.93 20
INDIACEM Call 285 9.35 139.74 19
BPCL Call 502.5 4.3 -36.76 18
SBICARD Call 710 54.55 -19.36 18
OBEROIRLTY Call 1430 56 -21.46 17
EXIDEIND Call 282.5 13.05 -26.27 15
BIOCON Call 227.5 14.9 -17.45 14
ADANIPORTS Call 750 276 -6.28 12
ALKEM Call 5250 20.1 -55.92 12
BALRAMCHIN Call 405 11.55 -51.77 11
MOTHERSON Call 89 7.25 16.94 9
EXIDEIND Call 312.5 2.35 -42.68 9
BIOCON Call 225 15.9 -21.29 8
ICICIPRULI Call 520 29 -17.14 8
TRENT Call 3040 19.55 -40.67 8
PETRONET Call 237.5 0.6 -53.85 7
GUJGASLTD Call 510 0.9 -53.85 7
INDIGO Call 2780 164.2 20.16 7
GRANULES Call 365 29.45 -24.39 6
NMDC Call 174 12.05 -13.62 5
BPCL Call 512.5 4.7 0 5
ABCAPITAL Call 192.5 0.5 -16.67 5
GUJGASLTD Call 410 35.95 -3.36 5
LAURUSLABS Call 365 30.45 -4.09 4
MCX Call 3080 220 3.38 4
AUBANK Call 690 57.8 0 4
M&MFIN Call 235 36.9 17.89 3
CHOLAFIN Call 1080 86.5 13.59 3
METROPOLIS Call 1660 62 -4.62 2
 OI Losers (Calls) Options Trends and Screener for NSE contracts expiring on 28 Dec, 2023

%VOLUMECONTRACTS TTV OI OI Change %OI IV %IV

57.85 333206923 3458700 -1292900 -27.21 21.57 0.86
219.74 231833652 713200 -408800 -36.43 20.8 -1.49
397.03 653347350 12813750 -4398750 -25.56 58.03 19.52
762.36 260093470 420000 -148400 -26.11 24.19 5.98
-0.86 324610300 1970000 -2115000 -51.77 51.4 7.7
59.27 107853764 516000 -473600 -47.86 20.98 -1.3
40.61 7841652 606025 -241850 -28.52 26.35 1.64
403.06 150698880 304425 -198450 -39.46 30.49 6.13
1235.26 508254975 6390000 -3926250 -38.06 66.61 50.2
-5.71 122400462 663900 -239400 -26.5 76.47 -5.15
97.52 72703386 2956800 -1020600 -25.66 32.81 -3.48
-34.09 103682540.5 856900 -358050 -29.47 16.77 6.9
95.82 70538440 373800 -132300 -26.14 21.7 1.66
243.02 213130125 3510000 -3735000 -51.55 62.93 30.88
9.77 109218835 177100 -101200 -36.36 38.49 -0.27
-16.99 13483575 100200 -41200 -29.14 34.4 -7.82
60.2 133187902.5 62700 -56250 -47.29 34.46 -6.05
48.46 68067140 387600 -262400 -40.37 22.04 0.72
37.29 80557764 65700 -64200 -49.42 20.78 -3.6
200.39 164970000 2801250 -3960000 -58.57 60.48 26
-64.3 146421760 766000 -1404000 -64.7 33.22 -8.44
-44.12 68634544 711150 -238150 -25.09 18.07 15.06
262.26 142546275 1395000 -2137500 -60.51 59.55 22.25
-29.56 49456372 45400 -32300 -41.57 28.84 -11.77
-47.61 142381250 2405000 -1525000 -38.8 53.42 11.97
75.64 43636140 1183000 -415000 -25.97 37.57 -6.44
308.4 42488287.5 900000 -263750 -22.66 21.5 -1.54
121.86 85061742 73050 -29850 -29.01 30.92 -11.69
71.8 60281025 2253000 -754500 -25.09 27.44 3.65
-4.77 40047696 338400 -376800 -52.68 55.98 -7.66
132.79 58114500 233125 -111250 -32.3 35.37 10.66
79.1 44749380 205500 -78000 -27.51 33.51 -10.47
221.49 65602224 21750 -28950 -57.1 30.88 -11.42
133.41 72427500 616250 -321250 -34.27 32.78 -1.29
-15.4 53705001 97500 -69000 -41.44 21.11 -2.71
-56.99 47187780 107400 -58800 -35.38 29.82 -10.18
109.12 4352540.5 120450 -97625 -44.77 42.01 -1.08
-33.67 51501760 727000 -338000 -31.74 35.94 -8.15
95.58 58517970 203700 -174300 -46.11 25.35 9.63
-56.92 76053950 1027500 -985000 -48.94 51.53 9.46
-38.38 25085700 1053000 -327600 -23.73 34.01 -14.71
14.66 118007256 1743700 -985800 -36.12 39.45 -21.93
240.62 71425383.75 37975 -22750 -37.46 29.13 -6.28
42.62 20158488 281600 -122400 -30.3 57.11 -6.35
1300.98 91956150 826200 -882000 -51.63 29.76 -19.07
239.38 13892229 39600 -25800 -39.45 33.68 -7.15
-95.12 111097980 2487375 -745875 -23.07 44.34 -8.81
32.83 37369728 788400 -302400 -27.72 31.07 -8.03
-28.89 24041745 345000 -190500 -35.57 25.65 -0.55
751.02 20716560 202500 -337500 -62.5 42.69 -5.2
-80.74 53960400 264000 -278000 -51.29 32.63 -25.15
-43.31 10610240 254500 -85000 -25.04 28.97 -5.92
44.37 12694476 54800 -15000 -21.49 19.77 4.69
-36.82 36712500 39375 -30375 -43.55 16.77 -13.27
39.48 24392765 13000 -13250 -50.48 24.47 -19.54
-44.68 52795740 93300 -34200 -26.82 44.82 -9.53
-31.97 43059120 206000 -272000 -56.9 33.6 -7.54
12.74 27536146 249150 -159500 -39.03 18.4 15.65
-33.95 36620972.5 733250 -259875 -26.17 31.72 -12.1
145.33 39916500 42600 -16500 -27.92 31.22 -11.13
134.96 9021180 96600 -48300 -33.33 33.14 -3.94
-47.35 10467965 158000 -66000 -29.46 33.64 -5.68
-45.98 14161943.25 61775 -20650 -25.05 17.45 -5.19
34.98 5196750 189000 -96000 -33.68 31.45 -11.78
-9.38 33825200 2320000 -656000 -22.04 40.61 -10.24
-71.91 10188187.5 1095000 -577500 -34.53 51.89 -5.51
11.1 20170500 175000 -97000 -35.66 37.4 -4.9
-82.67 29207664 202400 -57600 -22.15 35.25 -14.48
-74.54 47566860 510000 -204000 -28.57 34.18 -4.86
3.79 31686800 318000 -234000 -42.39 45.8 2.87
-95.02 48628417.5 1208250 -428625 -26.19 44.23 -8.35
-77.08 26788368.75 60375 -25125 -29.39 16.83 -12.81
-71.58 13717125 221250 -97500 -30.59 22.88 -9.35
148.88 24879100 345600 -123600 -26.34 26.3 3.41
242.44 29614920 3603000 -1023000 -22.11 44.44 -10.42
54.76 20978100 742000 -262000 -26.1 37.18 -2.87
-65.47 45044220 652000 -204000 -23.83 35.21 -2.55
365 24572925 227500 -86250 -27.49 32.99 -0.75
33.98 5609484 173700 -80100 -31.56 21.94 6.18
0 16546674 28200 -12900 -31.39 31.59 -3.12
-60.57 1821649.5 11700 -7350 -38.58 37.2 -3.39
16.89 13702248.75 22750 -7500 -24.79 24.21 -21.4
86.25 22476363 506100 -154700 -23.41 27.75 20.98
65.2 2567250 160000 -53000 -24.88 38.43 -5.1
-83.16 9989550 11115000 -3405000 -23.45 37.39 -13.09
76.23 18904160 138000 -48000 -25.81 45.5 1.04
28.24 16151275 50400 -43400 -46.27 26.15 11.96
13.58 10578330 228900 -73500 -24.31 29.28 -8.75
725 30455568 1038200 -342200 -24.79 56.93 18.95
165.62 16473000 14250 -5700 -28.57 31.37 -10.27
-42.47 7883008 81200 -25200 -23.68 22.25 21.05
-71.35 20359812 96600 -34800 -26.48 31.95 -1.46
347.87 1175853 46900 -25200 -34.95 28.46 4.32
-89.77 25033050 256500 -114750 -30.91 44.57 -8.45
-24.68 17831520 1272000 -368000 -22.44 40 -10.74
10.67 14104806 40800 -13200 -24.44 22.25 -0.07
34.15 2171700 1995000 -675000 -25.28 40.57 -0.29
-27.04 4183593.75 64750 -21875 -25.25 37.3 -12.29
 528.57 32862720 517500 -388500 -42.88 34.09 1.32
-0.29 3468421.15 440 -125 -22.12 20.34 -8.58
-72.59 19917600 204000 -56000 -21.54 33.76 -6.44
69.8 31685997 477000 -164300 -25.62 40.46 -18.03
-20.47 20844216 2354400 -889200 -27.41 27.39 -10.11
-95.04 6400800 793600 -502400 -38.77 50.87 -6.7
-6.4 4222785 57900 -24300 -29.56 38.57 -8.4
54.92 24461190 918000 -275400 -23.08 32.48 -11.56
30.13 14712111 15900 -6600 -29.33 34.41 -6
-77.08 4225300 60000 -16750 -21.82 38.38 -1.97
78.71 3774402 37500 -10800 -22.36 35.27 -5.92
179.59 979550 687500 -225500 -24.7 35.45 4.68
-23.51 8695417.5 11550 -12100 -51.16 39.04 1.49
-66.02 9468492 20900 -8250 -28.3 37.44 -2.35
143.52 29773704 503500 -270300 -34.93 44.06 -7.22
253.52 6705088.5 166650 -91850 -35.53 26.85 14.96
162.11 16826175 137800 -249100 -64.38 43.24 -14.9
12200 26424459 95475 -312075 -76.57 36.95 -23.1
72.99 608379 7000 -2000 -22.22 24.6 -6.53
42.17 372526 10150 -4900 -32.56 23.51 0.07
79.2 3295040 118000 -40000 -25.32 37.34 -6.69
-62.1 7118720 84500 -23500 -21.76 25.09 -13.39
-63.55 14076700 108000 -32000 -22.86 36.48 0.6
6166.67 13749192 199800 -180000 -47.39 31.52 -11.3
-97.27 2654592 878400 -296000 -25.2 50.65 -7.21
-79.23 7750080 10000 -7600 -43.18 31.23 -7.81
122.5 313725 7000 -2125 -23.29 28.14 6.73
-91.37 700304 748800 -268800 -26.42 54.72 -2.9
23.74 4807400 155625 -56875 -26.76 27.08 1.87
-69.1 31441162.5 1042875 -452250 -30.25 47.93 -11.69
-62.12 1512654 70200 -23400 -25 42.9 -7.48
-96.17 18824400 789750 -226125 -22.26 46.47 -8.63
-14.13 7412886 13300 -5600 -29.63 21.15 -43.69
-68.77 870185 12500 -4375 -25.93 24.98 -6.07
-25.13 3467750 7800 -2200 -22 32.95 -5.87
-94.77 10392097.5 259875 -151875 -36.89 44.75 -10.01
46.58 3999981 86700 -34000 -28.17 36.83 -2.78
-15.75 824328 22500 -12600 -35.9 42.78 -5.13
-96.82 7762061.25 236250 -84375 -26.32 42.1 -13.65
17.07 768000 127500 -35000 -21.54 38.27 0.56
-63.91 564537.6 150 -245 -62.03 19.04 -16.64
224.14 4365007.5 905850 -338550 -27.21 36.21 -3.79
-27.2 4026477 32900 -16800 -33.8 25.15 6.73
-66.92 341440 37500 -10500 -21.88 31.51 -4.22
102.33 700350 140000 -90000 -39.13 31.25 0.44
-96.26 2264400 398400 -132800 -25 51.01 -6.36
-95.98 2880480 302400 -131200 -30.26 43.7 -22.72
104.88 6940668 127200 -254400 -66.67 45.78 -1.53
245.45 2172688 49350 -14000 -22.1 24.09 -7.96
491.67 115375 43750 -31250 -41.67 29.08 1.26
 7000 132202 12000 -7000 -36.84 34.22 2.37
46.81 3483982.5 16625 -12825 -43.55 18.96 -15.75
-33.65 145728 16200 -8400 -34.15 34.56 3.03
169.57 474920 28000 -26000 -48.15 35.46 -13.91
16.67 2217208 23800 -20400 -46.15 40.33 4.73
37.5 155375 33750 -10000 -22.86 33.58 -5.35
20 352234.08 13024 -6105 -31.91 33.05 -3.64
-96.33 758160 156800 -70400 -30.99 51.82 -4.83
200 1717200 5300 -2000 -27.4 30.69 -8.41
-14 1931388 38000 -15200 -28.57 21.48 -11.95
-26.79 116132.5 45375 -20625 -31.25 44.62 -1.6
-9.52 6163182 299700 -86400 -22.38 48.9 10.42
118.75 123970 69300 -84700 -55 30.16 -0.45
1000 80025 65000 -35000 -35 43.72 5.03
3.12 1293864 106600 -33800 -24.07 32.5 -23.74
900 2620500 105000 -145000 -58 39.84
100 1584360 48600 -18900 -28 41.71 -9.28
-95.49 602560 142400 -40000 -21.93 45.79 -17.59
-58.73 26026 14700 -9800 -40 36.45 -7.57
13.64 571000 7000 -3000 -30 33.07 -6.79
47.06 37892.75 2936 -1835 -38.46 41.37 3.52
-64.18 99000 217500 -165000 -43.14 42.66 -14.48
27.78 1578076 13600 -27200 -66.67 46.45 35.8
-45.95 106140 96075 -27450 -22.22 45.48 0.09
533.33 484329 116000 -31900 -21.57 57.73 32.42
-53.85 186300 18000 -18000 -50 32.6 -8.87
0 899280 7200 -3200 -30.77 23.89 -39.28
1600 727447 14000 -7000 -33.33 32.7 -9.36
400 737640 36000 -10800 -23.08 30.57 -11.51
0 550200 5000 -5000 -50 32.62 -7.41
500 2559936 16800 -7200 -30 53.36 -27.96
100 53784 3000 -1200 -28.57 30.88 -8.03
-96.01 308000 57600 -16000 -21.74 44.23 -19.51
50 418545 78100 -35500 -31.25 36.37 -5.44
-73.53 93960 25200 -14400 -36.36 33.76 -5.32
-38.46 366200 27500 -12500 -31.25 26.01 -28.61
-11.11 385200 10500 -4500 -30 24.77 -23.01
-33.33 71520 2000 -1200 -37.5 29.66 -15.79
133.33 13020 9000 -6000 -40 35.26 -8.9
-56.25 7087.5 6250 -2500 -28.57 37.68 -11.06
357672 3300 -900 -21.43 32.23 20.76
500 350040 4000 -2000 -33.33 38.81 -26.98
150 312075 27000 -9000 -25 32.85 -23.68
150 42390 21600 -7200 -25 39.73 10.32
25 14580 10800 -5400 -33.33 45.02 9.52
0 231625 3750 -1250 -25 37.8 15.35
-33.33 209100 3400 -3400 -50 54.01 30.06
371200 2400 -1200 -33.33 54.02 6.83
33.33 226600 3000 -1000 -25 32.56
231600 4000 -2000 -33.33
200 158550 1250 -625 -33.33
100 51440 800 -400 -33.33 40.32 11.82
23

SPOT DELTA GAMMARHO THETA VEGA Build Up

1010.85 0.61 0.01 0.32 -0.66 0.9 Short Covering
1491.15 0.58 0 0.45 -1.12 1.36 Short Covering
68.9 0.75 0.05 0.03 -0.06 0.05 Short Covering
1364.1 0.6 0 0.42 -0.95 1.23 Short Covering
267.7 0.63 0.01 0.08 -0.35 0.24 Short Covering
1491.15 0.62 0 0.47 -1.1 1.32 Short Covering
3626.7 0.04 0 0.08 -0.47 0.76 Short Covering
839.35 0.6 0.01 0.26 -0.68 0.76 Short Covering
68.9 0.93 0.02 0.03 -0.03 0.02 Short Covering
2822.15 0.21 0 0.3 -3.66 1.91 Long Unwinding
351 0.27 0.01 0.05 -0.23 0.27 Long Unwinding
1653.2 0.64 0 0.55 -1.03 1.44 Short Covering
1010.85 0.58 0.01 0.3 -0.66 0.92 Short Covering
68.9 0.88 0.03 0.03 -0.04 0.03 Short Covering
2427.05 0.59 0 0.72 -2.31 2.21 Short Covering
5446.65 0.14 0 0.39 -2.58 2.77 Long Unwinding
5783 0.6 0 1.73 -5.87 5.22 Short Covering
1491.15 0.7 0 0.53 -1.04 1.21 Short Covering
3378.45 0.53 0 0.93 -2.38 3.13 Short Covering
68.9 0.84 0.04 0.03 -0.05 0.04 Short Covering
532.3 0.64 0.01 0.17 -0.48 0.46 Short Covering
1653.2 0.68 0 0.58 -1 1.37 Short Covering
68.9 0.8 0.04 0.03 -0.06 0.04 Short Covering
5446.65 0.53 0 1.47 -4.97 5.05 Long Unwinding
267.7 0.74 0.01 0.09 -0.31 0.2 Short Covering
569.35 0.45 0.01 0.13 -0.54 0.53 Long Unwinding
547.5 0.51 0.01 0.14 -0.35 0.51 Short Covering
5708.7 0.63 0 1.82 -4.95 5.03 Short Covering
422.6 0.72 0.01 0.16 -0.27 0.33 Short Covering
1022.95 0.25 0 0.13 -0.99 0.75 Long Unwinding
1166.65 0.64 0 0.37 -1.11 1.02 Short Covering
2215.25 0.44 0 0.5 -2.08 2.04 Long Unwinding
5708.7 0.59 0 1.7 -5.04 5.19 Short Covering
686.25 0.57 0.01 0.2 -0.75 0.63 Short Covering
3378.45 0.57 0 1 -2.38 3.09 Short Covering
2897.95 0.46 0 0.69 -2.54 2.68 Long Unwinding
3145.3 0.03 0 0.05 -0.44 0.48 Long Unwinding
657.75 0.58 0.01 0.19 -0.7 0.6 Long Unwinding
1364.1 0.7 0 0.49 -0.9 1.11 Short Covering
267.7 0.68 0.01 0.09 -0.33 0.22 Short Covering
299.45 0.36 0.02 0.06 -0.24 0.26 Long Unwinding
186.2 0.65 0.02 0.06 -0.23 0.16
6464.5 0.65 0 2.11 -5.95 5.58 Short Covering
1022.95 0.22 0 0.12 -0.94 0.71 Long Unwinding
470.45 0.85 0.01 0.2 -0.26 0.25 Long Unwinding
5708.7 0.23 0 0.67 -3.68 4.01 Short Covering
323.55 0.72 0.01 0.12 -0.27 0.25 Long Unwinding
438.55 0.47 0.01 0.11 -0.46 0.41 Long Unwinding
 422.6 0.62 0.01 0.13 -0.29 0.38 Short Covering
183.6 0.22 0.02 0.02 -0.13 0.13 Long Unwinding
843.2 0.68 0.01 0.29 -0.67 0.7 Long Unwinding
1343 0.3 0 0.21 -0.87 1.09 Long Unwinding
4942.2 0.31 0 0.81 -2.65 4.08 Long Unwinding
3634.65 0.63 0 1.19 -2.51 3.19 Short Covering
5555.35 0.64 0 1.8 -4.43 4.85 Short Covering
2733.65 0.67 0 0.92 -2.47 2.3 Short Covering
532.3 0.6 0.01 0.16 -0.49 0.48 Short Covering
1653.2 0.72 0 0.61 -0.96 1.29 Short Covering
749.55 0.72 0.01 0.27 -0.61 0.59 Long Unwinding
5708.7 0.71 0 2.04 -4.61 4.55 Short Covering
351 0.24 0.01 0.04 -0.22 0.25 Long Unwinding
2053.45 0.16 0 0.17 -0.85 1.15 Long Unwinding
3626.7 0.63 0 1.19 -2.26 3.18 Short Covering
1177.15 0.24 0 0.15 -0.77 0.86 Long Unwinding
86.55 0.65 0.04 0.03 -0.09 0.07 Long Unwinding
152.7 0.17 0.02 0.01 -0.1 0.09 Long Unwinding
657.75 0.55 0.01 0.18 -0.71 0.61 Long Unwinding
1155.75 0.56 0 0.33 -1.08 1.06 Long Unwinding
532.3 0.72 0.01 0.19 -0.44 0.41 Short Covering
405.45 0.64 0.01 0.13 -0.42 0.35 Short Covering
323.55 0.66 0.01 0.11 -0.29 0.28 Long Unwinding
3634.65 0.67 0 1.25 -2.45 3.08 Short Covering
1465.2 0.47 0 0.36 -1.05 1.36 Short Covering
1491.15 0.85 0 0.64 -0.78 0.79 Short Covering
278.95 0.64 0.01 0.09 -0.34 0.24 Short Covering
244.8 0.69 0.01 0.08 -0.24 0.2 Long Unwinding
532.3 0.8 0.01 0.21 -0.39 0.35 Short Covering
686.25 0.63 0.01 0.21 -0.73 0.61 Short Covering
946.6 0.31 0.01 0.15 -0.54 0.78 Long Unwinding
2897.95 0.57 0 0.83 -2.57 2.66 Short Covering
6748.7 0.09 0 0.3 -2.02 2.45 Long Unwinding
5555.35 0.68 0 1.93 -4.27 4.6 Short Covering
1010.85 0.89 0 0.45 -0.43 0.45 Short Covering
569.35 0.18 0.01 0.05 -0.35 0.35 Long Unwinding
97.45 0.43 0.04 0.02 -0.1 0.09 Long Unwinding
405.45 0.61 0.01 0.12 -0.43 0.36 Short Covering
1364.1 0.74 0 0.51 -0.86 1.04 Short Covering
351 0.52 0.02 0.09 -0.3 0.33 Long Unwinding
271.1 0.78 0.01 0.1 -0.27 0.19 Short Covering
5708.7 0.67 0 1.93 -4.8 4.81 Short Covering
1838.45 0.65 0 0.61 -1.18 1.59 Short Covering
2897.95 0.7 0 1.02 -2.37 2.35 Short Covering
1364.1 0.09 0 0.06 -0.35 0.5 Short Covering
323.55 0.62 0.01 0.1 -0.3 0.29 Long Unwinding
86.55 0.69 0.04 0.03 -0.09 0.07 Long Unwinding
3378.45 0.65 0 1.12 -2.31 2.92 Short Covering
88.05 0.15 0.03 0.01 -0.05 0.05
749.55 0.26 0.01 0.1 -0.54 0.57 Long Unwinding
 614.15 0.96 0 0.29 -0.18 0.12 Short Covering
117949.4 0.48 0 29.31 -82.11 109.56 Long Unwinding
532.3 0.68 0.01 0.18 -0.46 0.44 Short Covering
186.2 0.73 0.01 0.07 -0.21 0.14 Short Covering
228.6 0.85 0.02 0.1 -0.12 0.13 Long Unwinding
392.7 0.28 0.01 0.06 -0.35 0.31 Long Unwinding
2137.8 0.36 0 0.39 -1.83 1.86 Long Unwinding
438.55 0.79 0.01 0.17 -0.37 0.3 Short Covering
5783 0.67 0 1.92 -5.62 4.9 Short Covering
3798.05 0.29 0 0.57 -2.88 3.04 Long Unwinding
2215.25 0.33 0 0.37 -1.87 1.86 Long Unwinding
129.2 0.1 0.02 0.01 -0.05 0.05 Long Unwinding
2427.05 0.62 0 0.76 -2.27 2.15 Short Covering
2427.05 0.66 0 0.8 -2.22 2.07 Short Covering
186.2 0.8 0.01 0.07 -0.18 0.12 Short Covering
996.85 0.71 0 0.36 -0.8 0.79 Long Unwinding
186.2 0.6 0.02 0.05 -0.23 0.17 Short Covering
714.55 0.92 0 0.32 -0.32 0.24 Long Unwinding
9413.55 0.1 0 0.5 -2.6 3.85 Long Unwinding
3626.7 0.09 0 0.17 -0.84 1.35 Short Covering
569.35 0.41 0.01 0.12 -0.52 0.52 Long Unwinding
1343 0.72 0 0.49 -0.95 1.06 Long Unwinding
532.3 0.76 0.01 0.2 -0.42 0.38 Short Covering
470.45 0.89 0.01 0.21 -0.23 0.21 Long Unwinding
392.7 0.21 0.01 0.04 -0.3 0.26 Long Unwinding
4939.05 0.62 0 1.53 -4.64 4.39 Long Unwinding
7307.6 0.08 0 0.33 -2.25 2.65 Long Unwinding
392.7 0.04 0 0.01 -0.1 0.09 Long Unwinding
1131.2 0.75 0 0.43 -0.75 0.85 Short Covering
323.55 0.99 0 0.14 -0.07 0.02 Long Unwinding
790.45 0.18 0 0.07 -0.53 0.48 Long Unwinding
323.55 0.88 0.01 0.14 -0.18 0.15 Long Unwinding
5446.65 0.87 0 2.31 -3.16 2.66 Long Unwinding
5763.9 0.22 0 0.67 -2.65 3.99 Long Unwinding
4939.05 0.43 0 1.09 -4.61 4.53 Long Unwinding
323.55 0.81 0.01 0.13 -0.23 0.2 Long Unwinding
1019 0.64 0.01 0.33 -0.81 0.89 Long Unwinding
2137.8 0.19 0 0.21 -1.29 1.34 Long Unwinding
323.55 0.76 0.01 0.12 -0.26 0.24 Long Unwinding
237.05 0.28 0.02 0.03 -0.2 0.19 Long Unwinding
117949.4 0.37 0 22.85 -76.17 103.97 Long Unwinding
140.35 0.82 0.03 0.06 -0.09 0.09 Long Unwinding
1364.1 0.78 0 0.54 -0.81 0.95 Short Covering
1343 0.13 0 0.09 -0.51 0.65 Long Unwinding
122.3 0.31 0.03 0.02 -0.11 0.1 Long Unwinding
392.7 0.37 0.01 0.07 -0.4 0.34 Long Unwinding
392.7 0.46 0.01 0.09 -0.43 0.36 Long Unwinding
186.2 0.69 0.02 0.06 -0.22 0.15 Short Covering
1902.7 0.71 0 0.68 -1.43 1.52 Long Unwinding
547.5 0.03 0 0.01 -0.05 0.08 Short Covering
3681.75 0.06 0 0.13 -0.92 1.08 Long Unwinding
2070.05 0.8 0 0.84 -1.14 1.33 Long Unwinding
1225.3 0.05 0 0.03 -0.24 0.29 Short Covering
657.75 0.22 0 0.08 -0.51 0.46 Long Unwinding
383.65 0.63 0.01 0.12 -0.37 0.34 Long Unwinding
559.75 0.1 0 0.03 -0.22 0.23 Long Unwinding
1744.85 0.24 0 0.21 -1.15 1.25 Long Unwinding
392.7 0.24 0.01 0.05 -0.33 0.29 Long Unwinding
5446.65 0.78 0 2.11 -4.06 3.76 Short Covering
1000.25 0.8 0.01 0.41 -0.54 0.66 Long Unwinding
401.1 0.05 0 0.01 -0.09 0.09 Long Unwinding
438.55 0.94 0 0.19 -0.19 0.12 Short Covering
195.95 0.17 0.02 0.02 -0.1 0.11 Long Unwinding
237.05 0.05 0.01 0.01 -0.06 0.06
233.95 0.7 0.02 0.08 -0.21 0.19 Long Unwinding
174.9 0.9 0.01 0.08 -0.08 0.07 Long Unwinding
377.5 0.59 0.01 0.11 -0.39 0.34 Long Unwinding
392.7 0.32 0.01 0.06 -0.38 0.33 Long Unwinding
1045.25 0.01 0 0 -0.04 0.05 Long Unwinding
2053.45 0.34 0 0.36 -1.32 1.75 Long Unwinding
1928.75 0.02 0 0.02 -0.16 0.18 Long Unwinding
97.45 0.11 0.02 0.01 -0.05 0.04 Long Unwinding
190.45 0.86 0.01 0.08 -0.14 0.1 Long Unwinding
140.35 0.06 0.01 0 -0.03 0.04 Long Unwinding
271.1 0.37 0.01 0.05 -0.32 0.24 Short Covering
470.45 0.2 0.01 0.05 -0.25 0.3 Long Unwinding
759.95 0.86 0 0.32 -0.42 0.4 Long Unwinding
1447.35 0.59 0 0.43 -1.38 1.31 Long Unwinding
289.9 0.68 0.02 0.1 -0.22 0.24 Long Unwinding
239 0.76 0.02 0.09 -0.18 0.17 Long Unwinding
1022.95 1 0 0.4 -0.17 0.02 Long Unwinding
4796.05 0.09 0 0.23 -1.31 1.81 Long Unwinding
392.7 0.41 0.01 0.08 -0.42 0.36 Long Unwinding
95 0.79 0.03 0.04 -0.07 0.06 Short Covering
289.9 0.16 0.01 0.02 -0.13 0.17 Long Unwinding
239 0.8 0.01 0.09 -0.17 0.16 Long Unwinding
543.55 0.74 0.01 0.2 -0.42 0.41 Long Unwinding
2841.3 0.23 0 0.34 -1.89 2.01 Long Unwinding
210 0.05 0.01 0.01 -0.04 0.05 Long Unwinding
440.3 0.03 0 0.01 -0.05 0.06 Long Unwinding
2897.95 0.73 0 1.06 -2.29 2.24 Short Covering
388.45 0.79 0.01 0.15 -0.31 0.26 Long Unwinding
183.6 0.75 0.02 0.07 -0.16 0.14 Long Unwinding
470.45 0.13 0.01 0.03 -0.18 0.23
163.2 0.04 0.01 0 -0.03 0.03 Long Unwinding
440.3 0.86 0.01 0.19 -0.25 0.23 Long Unwinding
383.65 0.74 0.01 0.14 -0.33 0.29 Long Unwinding
3181.55 0.65 0 1.02 -3.54 2.74 Short Covering
740.5 0.82 0 0.3 -0.53 0.46
273.25 0.94 0 0.12 -0.13 0.08 Short Covering
1166.65 0.83 0 0.47 -0.82 0.69 Short Covering
1653.7 0.52 0 0.43 -1.7 1.54 Long Unwinding