Option Pain

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    Step 1: Update the Option Chain Sheet by right clicking the light blue area and pressing Refresh

    Step 2 Enter Current Nifty price in the RED Box here NIFTY PRICE 5390

    Step 3: Get the Pain Chart in the Chart and Data Table

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    Option Chain (Equity Derivatives) Underlying Index: NIFTY 5393.05 As on Aug 20, 2013 12:55:36 IST

    View Options Contracts for:

    OR

    Filter by: Expiry Date

    Futures contracts

    CALLS

    Chart OI

    2,500

    -

    89,850

    243,650

    400

    63,750

    10,650

    17,800

    237,850

    96,450

    451,000

    1,940,200

    5,729,400

    5,675,950

    5,353,200

    7,749,650

    5,506,150

    4,799,5005,331,400

    2,956,900

    1,947,750

    1,378,300

    811,200

    738,200

    416,850

    226,200

    11,550

    3,450

    43,750

    200

    -

    200

    -

    -

    -

    -

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    Top

    Note : 10% interest rate is applied while computing implied volatility.

    Highlighted options are in-the-money.

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    PUTS

    Chng in OI Volume IV LTP Net Chng Bid Bid Ask Ask Strike Price Bid

    Qty Price Price Qty Qty

    2,500 - - 1,025.45 -201.95 200 1,101.00 1,248.30 500 4200 1,000

    - - - - - 500 934.80 1,148.60 2,000 4300 1,000

    -1,350 315 - 961.95 -48.45 300 983.6 988.05 100 4400 450

    -2,300 155 - 892.15 -11.75 50 886.6 890.8 250 4500 100

    - 1 - 752.85 -27.15 300 784.2 789.9 50 4600 250

    50 22 - 698.65 -1.35 50 684.95 692.55 500 4700 900

    -350 10 - 595.1 -14.9 50 587.85 592.35 9,750 4800 400

    100 187 - 481.4 -40.15 1,150 488.25 494.5 500 4900 200

    -10,350 3,131 - 397.6 -17.9 150 390.95 396.15 10,700 5000 800

    5,750 1,802 - 301 -20.05 550 298.5 301.6 50 5100 150

    205,050 19,894 18.45 213 -17 50 212.15 213.05 50 5200 300

    744,500 149,081 21.21 135.7 -20.2 50 135.65 136.15 100 5300 750

    968,850 380,379 21.69 76.1 -14.95 200 76.1 76.25 550 5400 150

    604,900 367,422 21.78 36.6 -10.75 50 36.55 36.7 400 5500 50

    -533,000 277,420 22.32 16.1 -5.85 150 16 16.15 2,800 5600 300

    249,250 126,153 23.06 6.65 -3.05 3,100 6.55 6.65 3,800 5700 50

    248,150 83,238 25.24 3.4 -1.5 6,450 3.4 3.5 3,250 5800 850

    -261,300 56,226 28 2.2 -0.85 27,800 2.2 2.25 200 5900 200-53,100 11,901 30.57 1.45 -0.65 7,750 1.45 1.5 10,450 6000 50

    -168,200 11,921 33.28 1.1 -0.5 5,150 1.05 1.1 6,950 6100 1,500

    -23,500 7,533 36.23 0.9 -0.35 10,100 0.85 0.9 100 6200 1,700

    -78,450 4,742 39.64 0.85 -0.25 6,150 0.85 0.9 3,800 6300 2,400

    -9,250 461 41.9 0.7 -0.1 3,000 0.65 0.8 50 6400 1,850

    -1,900 290 46.01 0.5 -0.25 2,000 0.5 0.75 1,500 6500 50

    - 102 48.98 0.7 - 2,000 0.5 0.75 2,850 6600 650

    50 737 51.82 0.65 0.1 1,000 0.5 0.6 3,000 6700 200

    1,000 180 52.35 0.4 0.1 2,000 0.3 0.4 3,000 6800 300

    - - - - - 10,000 0.1 0.4 1,000 6900 50

    -10,350 233 54.69 0.2 0.05 18,900 0.1 0.2 5,750 7000 100

    - - - - - - - 0.5 500 7100 2,000

    - - - - - - - 0.5 500 7200 2,000

    - - - - - - - 0.5 500 7300 2,000

    - - - - - - - 0.5 500 7400 2,000

    - - - - - - - 0.5 500 7500 50

    - - - - - - - 0.5 500 7600 2,000

    - - - - - - - 0.5 500 7700 2,000

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    Bid Ask Ask Net Chng LTP IV Volume Chng in OI OI Chart

    Price Price Qty

    0.1 1 1,250 - - - - - -

    0.25 1.15 500 -0.65 1.25 60.9 26 1,300 1,850

    0.7 0.75 150 -0.1 0.7 51.79 367 1,150 27,050

    0.8 0.85 600 -0.1 0.85 47.75 908 5,600 57,600

    1.1 1.25 11,900 0.25 1.25 44.73 1,295 21,350 63,650

    1.4 1.45 500 0.25 1.45 40.44 4,274 44,600 216,750

    2.2 2.3 3,600 0.15 2.25 37.14 9,217 107,200 512,650

    3.6 3.7 100 0.35 3.6 34.55 19,583 106,550 688,350

    6.75 6.8 2,050 0.85 6.75 32.2 122,298 524,050 2,819,050

    13.45 13.6 4,600 1.7 13.45 30.41 183,879 -203,100 3,979,100

    26.15 26.25 200 2.45 26.15 28.92 293,191 780,100 4,516,300

    48.3 48.4 100 4.25 48.35 27.35 432,886 722,800 7,236,300

    87.1 87.4 50 9.1 87.05 26.54 266,457 124,500 6,043,350

    145.1 145.6 50 13.25 144.6 26.29 69,460 -344,250 3,745,550

    222.75 223.95 100 16.4 221.3 27.95 18,842 -149,900 3,030,200

    314 315.45 200 19.35 313 32.43 18,321 -35,650 3,622,750

    410.1 412.9 100 18.05 408.7 36.03 3,154 -10,450 2,590,750

    505 508.2 50 22.5 503.05 41.52 1,189 -25,200 1,203,850602.8 606.35 900 20.45 600.1 42.76 979 -32,950 992,700

    700.6 705.65 1,000 18.95 698.3 47.24 471 -11,200 489,950

    799.9 805.35 450 24.85 800 52.12 371 6,650 349,250

    898.65 905.75 1,550 20 896.55 55.42 250 -10,850 286,200

    998.65 1,004.00 550 26.4 1,001.00 65.46 257 -4,600 164,050

    1,097.25 1,102.30 100 22.85 1,099.90 69.18 99 -3,100 354,550

    1,197.00 1,205.20 100 -6.85 1,192.80 63.59 2 - 22,750

    1,296.65 1,302.20 50 77.35 1,350.00 115.01 300 -14,150 77,250

    1,393.85 1,415.85 2,200 - - - - - 750

    1,495.50 1,508.35 250 - - - - - 300

    1,594.05 1,600.50 500 29.9 1,602.00 94.69 92 -2,350 128,600

    1,642.80 1,935.00 100 135 1,780.00 152.21 5 - 1,350

    1,742.80 2,035.00 100 - - - - - -

    1,842.80 2,135.00 100 - - - - - -

    1,942.80 2,235.00 100 - - - - - -

    2,091.35 2,101.00 100 32.6 2,107.00 121.66 9 350 98,050

    2,142.80 2,435.00 100 - - - - - -

    2,242.80 2,535.00 100 - - - - - -

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    5175

    Call Pain

    Put Pain

    Total pain

    Call OI Strike Put OI Val of Puts Val of calls

    2,500 4200 - 1725000 0

    0 4300 1,850 0 089,850 4400 27,050 44026500 0

    243,650 4500 57,600 95023500 0

    400 4600 63,650 116000 0

    63,750 4700 216,750 12112500 0

    10,650 4800 512,650 958500 0

    17,800 4900 688,350 0 6883500

    237,850 5000 2,819,050 0 310095500

    96,450 5100 3,979,100 0 835611000

    451,000 5200 4,516,300 0 1400053000

    1,940,200 5300 7,236,300 0 2966883000

    5,729,400 5400 6,043,350 0 3082108500

    5,675,950 5500 3,745,550 0 2284785500

    5,353,200 5600 3,030,200 0 2151442000

    7,749,650 5700 3,622,750 0 2934427500

    5,506,150 5800 2,590,750 0 2357582500

    4,799,500 5900 1,203,850 0 1215888500

    5,331,400 6000 992,700 0 1101897000

    2,956,900 6100 489,950 0 592839500

    1,947,750 6200 349,250 0 457517500

    1,378,300 6300 286,200 0 403542000

    811,200 6400 164,050 0 247715500738,200 6500 354,550 0 570825500

    416,850 6600 22,750 0 38902500

    226,200 6700 77,250 0 139822500

    11,550 6800 750 0 1432500

    3,450 6900 300

    43,750 7000 128,600

    0 7100 1,350

    - 7200 -

    0 7300 -

    0 7400 -

    0 7500 98,050

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    4890 4940

    23100.255 21017.14

    153.962 175.214

    23254.217 21192.35

    Tot Val Val of Puts Val of calls Tot Val Val of Puts

    1.725 1850000 0 1.85 1975000

    0 0 0 0 044.0265 48519000 0 48.519 53011500

    95.0235 1.07E+08 0 107.206 1.19E+08

    0.116 136000 0 0.136 156000

    12.1125 15300000 0 15.3 18487500

    0.9585 1491000 0 1.491 2023500

    6.8835 712000 0 0.712 1602000

    310.0955 0 1.69E+08 169.143 0

    835.611 0 6.37E+08 636.656 0

    1400.053 0 1.17E+09 1174.238 0

    2966.883 0 2.61E+09 2605.068 0

    3082.1085 0 2.78E+09 2779.941 0

    2284.7855 0 2.1E+09 2097.508 0

    2151.442 0 2E+09 1999.932 0

    2934.4275 0 2.75E+09 2753.29 0

    2357.5825 0 2.23E+09 2228.045 0

    1215.8885 0 1.16E+09 1155.696 0

    1101.897 0 1.05E+09 1052.262 0

    592.8395 0 5.68E+08 568.342 0

    457.5175 0 4.4E+08 440.055 0

    403.542 0 3.89E+08 389.232 0

    247.7155 0 2.4E+08 239.513 0570.8255 0 5.53E+08 553.098 0

    38.9025 0 37765000 37.765 0

    139.8225 0 1.36E+08 135.96 0

    1.4325 0 1395000 1.395 0

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    5040 5090

    16977.44 15042.16

    227.588 260.9105

    17205.02 15303.07

    Tot Val Val of Puts Val of calls Tot Val Val of Puts

    2.1 2225000 0 2.225 2350000

    0 0 0 0 057.504 61996500 0 61.9965 66489000

    131.571 1.44E+08 0 143.7535 1.56E+08

    0.176 196000 0 0.196 216000

    21.675 24862500 0 24.8625 28050000

    2.556 3088500 0 3.0885 3621000

    2.492 3382000 0 3.382 4272000

    9.514 21406500 0 21.4065 33299000

    238.746 0 39791000 39.791 3858000

    722.608 0 4.97E+08 496.793 0

    1881.438 0 1.52E+09 1519.623 0

    2175.606 0 1.87E+09 1873.439 0

    1722.953 0 1.54E+09 1535.676 0

    1696.912 0 1.55E+09 1545.402 0

    2391.015 0 2.21E+09 2209.878 0

    1968.97 0 1.84E+09 1839.433 0

    1035.311 0 9.75E+08 975.1185 0

    952.992 0 9.03E+08 903.357 0

    519.347 0 4.95E+08 494.8495 0

    405.13 0 3.88E+08 387.6675 0

    360.612 0 3.46E+08 346.302 0

    223.108 0 2.15E+08 214.9055 0517.643 0 5E+08 499.9155 0

    35.49 0 34352500 34.3525 0

    128.235 0 1.24E+08 124.3725 0

    1.32 0 1282500 1.2825 0

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    5140

    13266.04

    298.091

    13564.13

    Val of calls Tot Val Val of Puts Val of calls

    0 2.35 2475000 0

    0 0 0 00 66.489 70981500 0

    0 155.936 1.68E+08 0

    0 0.216 236000 0

    0 28.05 31237500 0

    0 3.621 4153500 0

    0 4.272 5162000 0

    0 33.299 45191500 0

    0 3.858 8680500 0

    2.71E+08 270.978 0 45163000

    1.16E+09 1157.808 0 7.96E+08

    1.57E+09 1571.271 0 1.27E+09

    1.35E+09 1348.398 0 1.16E+09

    1.39E+09 1393.892 0 1.24E+09

    2.03E+09 2028.74 0 1.85E+09

    1.71E+09 1709.895 0 1.58E+09

    9.15E+08 914.926 0 8.55E+08

    8.54E+08 853.722 0 8.04E+08

    4.7E+08 470.352 0 4.46E+08

    3.7E+08 370.205 0 3.53E+08

    3.32E+08 331.992 0 3.18E+08

    2.07E+08 206.703 0 1.99E+084.82E+08 482.188 0 4.64E+08

    33215000 33.215 0 32077500

    1.21E+08 120.51 0 1.17E+08

    1245000 1.245 0 1207500

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    5190 5240

    11529.72 9974.042

    336.236 392.421

    11865.95 10366.46

    Tot Val Val of Puts Val of calls Tot Val Val of Puts

    2.475 2600000 0 2.6 2725000

    0 0 0 0 070.9815 75474000 0 75.474 79966500

    168.1185 1.8E+08 0 180.301 1.92E+08

    0.236 256000 0 0.256 276000

    31.2375 34425000 0 34.425 37612500

    4.1535 4686000 0 4.686 5218500

    5.162 6052000 0 6.052 6942000

    45.1915 57084000 0 57.084 68976500

    8.6805 13503000 0 13.503 18325500

    45.163 18040000 0 18.04 40590000

    795.993 0 4.34E+08 434.178 0

    1269.104 0 9.67E+08 966.936 0

    1161.121 0 9.74E+08 973.843 0

    1242.382 0 1.09E+09 1090.872 0

    1847.603 0 1.67E+09 1666.465 0

    1580.358 0 1.45E+09 1450.82 0

    854.7335 0 7.95E+08 794.541 0

    804.087 0 7.54E+08 754.452 0

    445.8545 0 4.21E+08 421.357 0

    352.7425 0 3.35E+08 335.28 0

    317.682 0 3.03E+08 303.372 0

    198.5005 0 1.9E+08 190.298 0464.4605 0 4.47E+08 446.733 0

    32.0775 0 30940000 30.94 0

    116.6475 0 1.13E+08 112.785 0

    1.2075 0 1170000 1.17 0

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    5290

    8463.532

    453.116

    8916.648

    Val of calls Tot Val Val of Puts Val of calls

    0 2.725 2850000 0

    0 0 0 00 79.9665 84459000 0

    0 192.4835 2.05E+08 0

    0 0.276 296000 0

    0 37.6125 40800000 0

    0 5.2185 5751000 0

    0 6.942 7832000 0

    0 68.9765 80869000 0

    0 18.3255 23148000 0

    0 40.59 63140000 0

    72363000 72.363 77608000 0

    6.65E+08 664.7685 0 3.63E+08

    7.87E+08 786.5655 0 5.99E+08

    9.39E+08 939.362 0 7.88E+08

    1.49E+09 1485.328 0 1.3E+09

    1.32E+09 1321.283 0 1.19E+09

    7.34E+08 734.3485 0 6.74E+08

    7.05E+08 704.817 0 6.55E+08

    3.97E+08 396.8595 0 3.72E+08

    3.18E+08 317.8175 0 3E+08

    2.89E+08 289.062 0 2.75E+08

    1.82E+08 182.0955 0 1.74E+084.29E+08 429.0055 0 4.11E+08

    29802500 29.8025 0 28665000

    1.09E+08 108.9225 0 1.05E+08

    1132500 1.1325 0 1095000

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    5340 5390

    7242.474 6093.779

    591.419 749.124

    7833.893 6842.903

    Tot Val Val of Puts Val of calls Tot Val Val of Puts

    2.85 2975000 0 2.975 3100000

    0 0 0 0 084.459 88951500 0 88.9515 93444000

    204.666 2.17E+08 0 216.8485 2.29E+08

    0.296 316000 0 0.316 336000

    40.8 43987500 0 43.9875 47175000

    5.751 6283500 0 6.2835 6816000

    7.832 8722000 0 8.722 9612000

    80.869 92761500 0 92.7615 1.05E+08

    23.148 27970500 0 27.9705 32793000

    63.14 85690000 0 85.69 1.08E+08

    77.608 1.75E+08 0 174.618 2.72E+08

    362.601 0 60433500 60.4335 2.29E+08

    599.288 0 4.12E+08 412.0105 0

    787.852 0 6.36E+08 636.342 0

    1304.19 0 1.12E+09 1123.053 0

    1191.745 0 1.06E+09 1062.208 0

    674.156 0 6.14E+08 613.9635 0

    655.182 0 6.06E+08 605.547 0

    372.362 0 3.48E+08 347.8645 0

    300.355 0 2.83E+08 282.8925 0

    274.752 0 2.6E+08 260.442 0

    173.893 0 1.66E+08 165.6905 0411.278 0 3.94E+08 393.5505 0

    28.665 0 27527500 27.5275 0

    105.06 0 1.01E+08 101.1975 0

    1.095 0 1057500 1.0575 0

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    5440

    5186.818

    1136.005

    6322.823

    Val of calls Tot Val Val of Puts Val of calls

    0 3.1 3225000 0

    0 0 0 00 93.444 97936500 0

    0 229.031 2.41E+08 0

    0 0.336 356000 0

    0 47.175 50362500 0

    0 6.816 7348500 0

    0 9.612 10502000 0

    0 104.654 1.17E+08 0

    0 32.793 37615500 0

    0 108.24 1.31E+08 0

    0 271.628 3.69E+08 0

    0 229.176 5.16E+08 0

    2.25E+08 224.733 0 37455500

    4.85E+08 484.832 0 3.33E+08

    9.42E+08 941.915 0 7.61E+08

    9.33E+08 932.67 0 8.03E+08

    5.54E+08 553.771 0 4.94E+08

    5.56E+08 555.912 0 5.06E+08

    3.23E+08 323.367 0 2.99E+08

    2.65E+08 265.43 0 2.48E+08

    2.46E+08 246.132 0 2.32E+08

    1.57E+08 157.488 0 1.49E+083.76E+08 375.823 0 3.58E+08

    26390000 26.39 0 25252500

    97335000 97.335 0 93472500

    1020000 1.02 0 982500

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    5490 5540

    4340.291 3643.585

    1580.18 2251.393

    5920.471 5894.978

    Tot Val Val of Puts Val of calls Tot Val Val of Puts

    3.225 3350000 0 3.35 3475000

    0 0 0 0 097.9365 1.02E+08 0 102.429 1.07E+08

    241.2135 2.53E+08 0 253.396 2.66E+08

    0.356 376000 0 0.376 396000

    50.3625 53550000 0 53.55 56737500

    7.3485 7881000 0 7.881 8413500

    10.502 11392000 0 11.392 12282000

    116.5465 1.28E+08 0 128.439 1.4E+08

    37.6155 42438000 0 42.438 47260500

    130.79 1.53E+08 0 153.34 1.76E+08

    368.638 4.66E+08 0 465.648 5.63E+08

    515.646 8.02E+08 0 802.116 1.09E+09

    37.4555 2.27E+08 0 227.038 5.11E+08

    333.322 0 1.82E+08 181.812 0

    760.7775 0 5.8E+08 579.64 0

    803.1325 0 6.74E+08 673.595 0

    493.5785 0 4.33E+08 433.386 0

    506.277 0 4.57E+08 456.642 0

    298.8695 0 2.74E+08 274.372 0

    247.9675 0 2.31E+08 230.505 0

    231.822 0 2.18E+08 217.512 0

    149.2855 0 1.41E+08 141.083 0358.0955 0 3.4E+08 340.368 0

    25.2525 0 24115000 24.115 0

    93.4725 0 89610000 89.61 0

    0.9825 0 945000 0.945 0

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    5590

    2984.335

    2979.366

    5963.701

    Val of calls Tot Val Val of Puts Val of calls

    0 3.475 3600000 0

    0 0 0 00 106.9215 1.11E+08 0

    0 265.5785 2.78E+08 0

    0 0.396 416000 0

    0 56.7375 59925000 0

    0 8.4135 8946000 0

    0 12.282 13172000 0

    0 140.3315 1.52E+08 0

    0 47.2605 52083000 0

    0 175.89 1.98E+08 0

    0 562.658 6.6E+08 0

    0 1088.586 1.38E+09 0

    0 510.8355 7.95E+08 0

    30302000 30.302 2.14E+08 0

    3.99E+08 398.5025 0 2.17E+08

    5.44E+08 544.0575 0 4.15E+08

    3.73E+08 373.1935 0 3.13E+08

    4.07E+08 407.007 0 3.57E+08

    2.5E+08 249.8745 0 2.25E+08

    2.13E+08 213.0425 0 1.96E+08

    2.03E+08 203.202 0 1.89E+08

    1.33E+08 132.8805 0 1.25E+083.23E+08 322.6405 0 3.05E+08

    22977500 22.9775 0 21840000

    85747500 85.7475 0 81885000

    907500 0.9075 0 870000

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    5640 5690

    2446.293 1938.553

    3921.466 4917.099

    6367.759 6855.652

    Tot Val Val of Puts Val of calls Tot Val Val of Puts

    3.6 3725000 0 3.725 3850000

    0 0 0 0 0111.414 1.16E+08 0 115.9065 1.2E+08

    277.761 2.9E+08 0 289.9435 3.02E+08

    0.416 436000 0 0.436 456000

    59.925 63112500 0 63.1125 66300000

    8.946 9478500 0 9.4785 10011000

    13.172 14062000 0 14.062 14952000

    152.224 1.64E+08 0 164.1165 1.76E+08

    52.083 56905500 0 56.9055 61728000

    198.44 2.21E+08 0 220.99 2.44E+08

    659.668 7.57E+08 0 756.678 8.54E+08

    1375.056 1.66E+09 0 1661.526 1.95E+09

    794.633 1.08E+09 0 1078.431 1.36E+09

    214.128 4.82E+08 0 481.788 7.49E+08

    217.365 0 36227500 36.2275 3.1E+08

    414.52 0 2.85E+08 284.9825 0

    313.001 0 2.53E+08 252.8085 0

    357.372 0 3.08E+08 307.737 0

    225.377 0 2.01E+08 200.8795 0

    195.58 0 1.78E+08 178.1175 0

    188.892 0 1.75E+08 174.582 0

    124.678 0 1.16E+08 116.4755 0304.913 0 2.87E+08 287.1855 0

    21.84 0 20702500 20.7025 0

    81.885 0 78022500 78.0225 0

    0.87 0 832500 0.8325 0

  • 7/27/2019 Option Pain

    19/28

    5740

    1575.723

    6222.717

    7798.44

    Val of calls Tot Val Val of Puts Val of calls

    0 3.85 3975000 0

    0 0 0 00 120.399 1.25E+08 0

    0 302.126 3.14E+08 0

    0 0.456 476000 0

    0 66.3 69487500 0

    0 10.011 10543500 0

    0 14.952 15842000 0

    0 176.009 1.88E+08 0

    0 61.728 66550500 0

    0 243.54 2.66E+08 0

    0 853.688 9.51E+08 0

    0 1947.996 2.23E+09 0

    0 1362.228 1.65E+09 0

    0 749.448 1.02E+09 0

    0 309.986 6.97E+08 0

    1.55E+08 155.445 0 25907500

    1.93E+08 192.616 0 1.32E+08

    2.58E+08 258.102 0 2.08E+08

    1.76E+08 176.382 0 1.52E+08

    1.61E+08 160.655 0 1.43E+08

    1.6E+08 160.272 0 1.46E+08

    1.08E+08 108.273 0 1E+082.69E+08 269.458 0 2.52E+08

    19565000 19.565 0 18427500

    74160000 74.16 0 70297500

    795000 0.795 0 757500

  • 7/27/2019 Option Pain

    20/28

    5790 5840

    1249.121 1026.148

    7605.832 9209.193

    8854.953 10235.34

    Tot Val Val of Puts Val of calls Tot Val Val of Puts

    3.975 4100000 0 4.1 4225000

    0 0 0 0 0124.8915 1.29E+08 0 129.384 1.34E+08

    314.3085 3.26E+08 0 326.491 3.39E+08

    0.476 496000 0 0.496 516000

    69.4875 72675000 0 72.675 75862500

    10.5435 11076000 0 11.076 11608500

    15.842 16732000 0 16.732 17622000

    187.9015 2E+08 0 199.794 2.12E+08

    66.5505 71373000 0 71.373 76195500

    266.09 2.89E+08 0 288.64 3.11E+08

    950.698 1.05E+09 0 1047.708 1.14E+09

    2234.466 2.52E+09 0 2520.936 2.81E+09

    1646.026 1.93E+09 0 1929.823 2.21E+09

    1017.108 1.28E+09 0 1284.768 1.55E+09

    697.4685 1.08E+09 0 1084.951 1.47E+09

    25.9075 2.2E+08 0 220.246 4.96E+08

    132.4235 0 72231000 72.231 0

    208.467 0 1.59E+08 158.832 0

    151.8845 0 1.27E+08 127.387 0

    143.1925 0 1.26E+08 125.73 0

    145.962 0 1.32E+08 131.652 0

    100.0705 0 91868000 91.868 0251.7305 0 2.34E+08 234.003 0

    18.4275 0 17290000 17.29 0

    70.2975 0 66435000 66.435 0

    0.7575 0 720000 0.72 0

  • 7/27/2019 Option Pain

    21/28

    5890

    829.083

    10867.62

    11696.7

    Val of calls Tot Val Val of Puts Val of calls

    0 4.225 4350000 0

    0 0 0 00 133.8765 1.38E+08 0

    0 338.6735 3.51E+08 0

    0 0.516 536000 0

    0 75.8625 79050000 0

    0 11.6085 12141000 0

    0 17.622 18512000 0

    0 211.6865 2.24E+08 0

    0 76.1955 81018000 0

    0 311.19 3.34E+08 0

    0 1144.718 1.24E+09 0

    0 2807.406 3.09E+09 0

    0 2213.621 2.5E+09 0

    0 1552.428 1.82E+09 0

    0 1472.434 1.86E+09 0

    0 495.5535 7.71E+08 0

    12038500 12.0385 1.92E+08 0

    1.09E+08 109.197 0 59562000

    1.03E+08 102.8895 0 78392000

    1.08E+08 108.2675 0 90805000

    1.17E+08 117.342 0 1.03E+08

    83665500 83.6655 0 754630002.16E+08 216.2755 0 1.99E+08

    16152500 16.1525 0 15015000

    62572500 62.5725 0 58710000

    682500 0.6825 0 645000

  • 7/27/2019 Option Pain

    22/28

    5940 5990

    680.172 543.2995

    12718.02 14616.42

    13398.19 15159.72

    Tot Val Val of Puts Val of calls Tot Val Val of Puts

    4.35 4475000 0 4.475 4600000

    0 0 0 0 0138.369 1.43E+08 0 142.8615 1.47E+08

    350.856 3.63E+08 0 363.0385 3.75E+08

    0.536 556000 0 0.556 576000

    79.05 82237500 0 82.2375 85425000

    12.141 12673500 0 12.6735 13206000

    18.512 19402000 0 19.402 20292000

    223.579 2.35E+08 0 235.4715 2.47E+08

    81.018 85840500 0 85.8405 90663000

    333.74 3.56E+08 0 356.29 3.79E+08

    1241.728 1.34E+09 0 1338.738 1.44E+09

    3093.876 3.38E+09 0 3380.346 3.67E+09

    2497.418 2.78E+09 0 2781.216 3.07E+09

    1820.088 2.09E+09 0 2087.748 2.36E+09

    1859.916 2.25E+09 0 2247.399 2.63E+09

    770.861 1.05E+09 0 1046.169 1.32E+09

    191.98 4.32E+08 0 431.955 6.72E+08

    59.562 0 9927000 9.927 2.13E+08

    78.392 0 53894500 53.8945 0

    90.805 0 73342500 73.3425 0

    103.032 0 88722000 88.722 0

    75.463 0 67260500 67.2605 0198.548 0 1.81E+08 180.8205 0

    15.015 0 13877500 13.8775 0

    58.71 0 54847500 54.8475 0

    0.645 0 607500 0.6075 0

  • 7/27/2019 Option Pain

    23/28

    6040

    446.135

    16728.07

    17174.2

    Val of calls Tot Val Val of Puts Val of calls

    0 4.6 4725000 0

    0 0 0 00 147.354 1.52E+08 0

    0 375.221 3.87E+08 0

    0 0.576 596000 0

    0 85.425 88612500 0

    0 13.206 13738500 0

    0 20.292 21182000 0

    0 247.364 2.59E+08 0

    0 90.663 95485500 0

    0 378.84 4.01E+08 0

    0 1435.748 1.53E+09 0

    0 3666.816 3.95E+09 0

    0 3065.013 3.35E+09 0

    0 2355.408 2.62E+09 0

    0 2634.881 3.02E+09 0

    0 1321.476 1.6E+09 0

    0 671.93 9.12E+08 0

    0 213.256 4.8E+08 0

    29397000 29.397 0 4899500

    55880000 55.88 0 38417500

    74412000 74.412 0 60102000

    59058000 59.058 0 508555001.63E+08 163.093 0 1.45E+08

    12740000 12.74 0 11602500

    50985000 50.985 0 47122500

    570000 0.57 0 532500

  • 7/27/2019 Option Pain

    24/28

    6090 6140

    358.8975 291.258

    18893.04 21176.28

    19251.93 21467.54

    Tot Val Val of Puts Val of calls Tot Val Val of Puts

    4.725 4850000 0 4.85 4975000

    0 0 0 0 0151.8465 1.56E+08 0 156.339 1.61E+08

    387.4035 4E+08 0 399.586 4.12E+08

    0.596 616000 0 0.616 636000

    88.6125 91800000 0 91.8 94987500

    13.7385 14271000 0 14.271 14803500

    21.182 22072000 0 22.072 22962000

    259.2565 2.71E+08 0 271.149 2.83E+08

    95.4855 1E+08 0 100.308 1.05E+08

    401.39 4.24E+08 0 423.94 4.46E+08

    1532.758 1.63E+09 0 1629.768 1.73E+09

    3953.286 4.24E+09 0 4239.756 4.53E+09

    3348.811 3.63E+09 0 3632.608 3.92E+09

    2623.068 2.89E+09 0 2890.728 3.16E+09

    3022.364 3.41E+09 0 3409.846 3.8E+09

    1596.784 1.87E+09 0 1872.091 2.15E+09

    911.905 1.15E+09 0 1151.88 1.39E+09

    479.826 7.46E+08 0 746.396 1.01E+09

    4.8995 1.18E+08 0 118.276 2.66E+08

    38.4175 0 20955000 20.955 0

    60.102 0 45792000 45.792 0

    50.8555 0 42653000 42.653 0145.3655 0 1.28E+08 127.638 0

    11.6025 0 10465000 10.465 0

    47.1225 0 43260000 43.26 0

    0.5325 0 495000 0.495 0

  • 7/27/2019 Option Pain

    25/28

    6190

    228.518

    23489.09

    23717.61

    Val of calls Tot Val Val of Puts Val of calls

    0 4.975 5100000 0

    0 0 0 00 160.8315 1.65E+08 0

    0 411.7685 4.24E+08 0

    0 0.636 656000 0

    0 94.9875 98175000 0

    0 14.8035 15336000 0

    0 22.962 23852000 0

    0 283.0415 2.95E+08 0

    0 105.1305 1.1E+08 0

    0 446.49 4.69E+08 0

    0 1726.778 1.82E+09 0

    0 4526.226 4.81E+09 0

    0 3916.406 4.2E+09 0

    0 3158.388 3.43E+09 0

    0 3797.329 4.18E+09 0

    0 2147.399 2.42E+09 0

    0 1391.855 1.63E+09 0

    0 1012.966 1.28E+09 0

    0 266.121 4.14E+08 0

    3492500 3.4925 77910000 0

    31482000 31.482 0 17172000

    34450500 34.4505 0 262480001.1E+08 109.9105 0 92183000

    9327500 9.3275 0 8190000

    39397500 39.3975 0 35535000

    457500 0.4575 0 420000

  • 7/27/2019 Option Pain

    26/28

    6240 6290

    179.748 134.4705

    25879.82 28290.02

    26059.56 28424.49

    Tot Val Val of Puts Val of calls Tot Val

    5.1 5225000 0 5.225

    0 0 0 0165.324 1.7E+08 0 169.8165

    423.951 4.36E+08 0 436.1335

    0.656 676000 0 0.676

    98.175 1.01E+08 0 101.3625

    15.336 15868500 0 15.8685

    23.852 24742000 0 24.742

    294.934 3.07E+08 0 306.8265

    109.953 1.15E+08 0 114.7755

    469.04 4.92E+08 0 491.59

    1823.788 1.92E+09 0 1920.798

    4812.696 5.1E+09 0 5099.166

    4200.203 4.48E+09 0 4484.001

    3426.048 3.69E+09 0 3693.708

    4184.811 4.57E+09 0 4572.294

    2422.706 2.7E+09 0 2698.014

    1631.83 1.87E+09 0 1871.805

    1279.536 1.55E+09 0 1546.106

    413.966 5.62E+08 0 561.811

    77.91 1.75E+08 0 175.2975

    17.172 0 2862000 2.862

    26.248 0 18045500 18.045592.183 0 74455500 74.4555

    8.19 0 7052500 7.0525

    35.535 0 31672500 31.6725

    0.42 0 382500 0.3825

  • 7/27/2019 Option Pain

    27/28

    23.25

    21.19

    19.14

    17.21

    15.3

    13.56

    11.87

    10.37

    8.92

    7.83

    6.846.32

    5.925.895.966.37

    6.86

    7.8

    8.85

    10.24

    11.7

    13.4

    15.16

    17.17

    19.25

    21.47

    23.72

    26.06

    28.42

    0

    5

    10

    15

    20

    25

    30

    Put P

    Call P

    Total

  • 7/27/2019 Option Pain

    28/28

    Strike Call Pain Put Pain Total Pain

    4890 23.1 0.15 23.25

    4940 21.02 0.18 21.19

    4990 18.94 0.2 19.14

    5040 16.98 0.23 17.21

    5090 15.04 0.26 15.3

    5140 13.27 0.3 13.565190 11.53 0.34 11.87

    5240 9.97 0.39 10.37

    5290 8.46 0.45 8.92

    5340 7.24 0.59 7.83

    5390 6.09 0.75 6.84

    5440 5.19 1.14 6.32

    5490 4.34 1.58 5.92

    5540 3.64 2.25 5.89

    5590 2.98 2.98 5.96

    5640 2.45 3.92 6.37

    5690 1.94 4.92 6.86

    5740 1.58 6.22 7.8

    5790 1.25 7.61 8.85

    5840 1.03 9.21 10.24

    5890 0.83 10.87 11.7

    5940 0.68 12.72 13.4

    5990 0.54 14.62 15.16

    6040 0.45 16.73 17.17

    6090 0.36 18.89 19.25

    6140 0.29 21.18 21.47

    6190 0.23 23.49 23.726240 0.18 25.88 26.06

    6290 0.13 28.29 28.42

    6340 #N/A #N/A #N/A

    6390 #N/A #N/A #N/A

    6440 #N/A #N/A #N/A