Markets: A Rigorous Course

M09A · Problem 1 ★ Check

Reading one row of the chain

On 26 Oct 2026 the Nifty 27 Oct 22,750 call closed at 103.55 (previous close 66.45) with OI 40,41,895 units and change in OI +6,00,470 units; the 22,750 put closed at 84.95 (previous close 245.90) with OI 44,37,615 units and change in OI +29,77,325 units; the index closed at 22,753.20 (bhavcopy).

(a) Express the call OI and the call's change in OI in contracts. (b) What did one lot of the call cost at the close, in rupees? (c) What is the notional value of the call OI at the index close, in ₹ crore? (d) Give the broker label for each option, and explain why both labels can be correct descriptions of the same day's trading by the same people.

Answers

Commas, ₹, % and 1e-3 notation are accepted.

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