Spot Price Otion Strike Premium Otion Strike Premium Otion Strike Premium

10900 Call 10900 141.75 Put 10900 115.5 Call

Increment 50 Buy Buy Sell
Price Strike Premium Impact Strike Premium Impact Strike Premium Impact
10300 10900 141.8 -141.8 10900 115.5 484.5 0 0 0
10350 10900 141.8 -141.8 10900 115.5 434.5 0 0 0
10400 10900 141.8 -141.8 10900 115.5 384.5 0 0 0
10450 10900 141.8 -141.8 10900 115.5 334.5 0 0 0
10500 10900 141.8 -141.8 10900 115.5 284.5 0 0 0
10550 10900 141.8 -141.8 10900 115.5 234.5 0 0 0
10600 10900 141.8 -141.8 10900 115.5 184.5 0 0 0
10650 10900 141.8 -141.8 10900 115.5 134.5 0 0 0
10700 10900 141.8 -141.8 10900 115.5 84.5 0 0 0
10750 10900 141.8 -141.8 10900 115.5 34.5 0 0 0
10800 10900 141.8 -141.8 10900 115.5 -15.5 0 0 0
10850 10900 141.8 -141.8 10900 115.5 -65.5 0 0 0
10900 10900 141.8 -141.8 10900 115.5 -115.5 0 0 0
10950 10900 141.8 -91.8 10900 115.5 -115.5 0 0 0
11000 10900 141.8 -41.8 10900 115.5 -115.5 0 0 0
11050 10900 141.8 8.3 10900 115.5 -115.5 0 0 0
11100 10900 141.8 58.3 10900 115.5 -115.5 0 0 0
11150 10900 141.8 108.3 10900 115.5 -115.5 0 0 0
11200 10900 141.8 158.3 10900 115.5 -115.5 0 0 0
11250 10900 141.8 208.3 10900 115.5 -115.5 0 0 0
11300 10900 141.8 258.3 10900 115.5 -115.5 0 0 0
11350 10900 141.8 308.3 10900 115.5 -115.5 0 0 0
11400 10900 141.8 358.3 10900 115.5 -115.5 0 0 0
11450 10900 141.8 408.3 10900 115.5 -115.5 0 0 0
11500 10900 141.8 458.3 10900 115.5 -115.5 0 0 0
Otion Strike Premium
Call
Sell
Strike Premium Impact Total Impact
0 0 0 342.75
0 0 0 292.75
0 0 0 242.75
0 0 0 192.75
0 0 0 142.75
0 0 0 92.75
0 0 0 42.75
0 0 0 -7.25
0 0 0 -57.25
0 0 0 -107.25
0 0 0 -157.25
0 0 0 -207.25
0 0 0 -257.25
0 0 0 -207.25
0 0 0 -157.25
0 0 0 -107.25
0 0 0 -57.25
0 0 0 -7.25
0 0 0 42.75
0 0 0 92.75
0 0 0 142.75
0 0 0 192.75
0 0 0 242.75
0 0 0 292.75
0 0 0 342.75
400

300

200

100

0
10300 10350 10400 10450 10500 10550 10600 10650 10700 10750 10800 10850 10900 10950 11000 11050 11100 11150 11200 11250 11300 11350 11400 11450 11500

-100

-200

-300
 Call
Date Open High Low Close Strike Volatility Sell Buy
Friday 9-Aug-19 11088 11181 11063 11110 11050 0.2% 147.85 159.6
Tuesday 13-Aug-19 11139 11146 10902 10926 11100 1.9% 134.45 46.3
Wednesday 14-Aug-19 11003 11078 10936 11029 11000 0.2% 135 98.45
Friday 16-Aug-19 11044 11069 10924 11048 11000 0.0% 111.15 112.5
Monday 19-Aug-19 11095 11147 11038 11054 11050 0.4% 89.3 73.7
Tuesday 20-Aug-19 11064 11076 10985 11017 11050 0.4% 65.85 44.35
Wednesday 21-Aug-19 11018 11034 10907 10919 11000 0.9% 61.05 17.35
Thursday 22-Aug-19 10905 10908 10718 10741 10900 1.5% 53.9 0
 Put
Sell Buy
134.7 96.5 26.5 75 1987.5 1 Monday
104.75 219.65 -26.75 75 -2006.25 2 Tuesday
132.05 78.6 90 75 6750 3 Wednesday
86 61.55 23.1 75 1732.5 4 Thursday
63.25 71.3 7.55 75 566.25 5 Friday
69.8 73.55 17.75 75 1331.25
41.35 83.7 1.35 75 101.25
31.95 145.15 -59.3 75 -4447.5