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Rho
Vega
Gamma
Theta
Delta
IV
Call OI
Call LTP
Ashok Leyland
NIFTY
BANKNIFTY
SENSEX
FINNIFTY
MIDCPNIFTY
BANKEX
30 Dec
30 Dec
1 DTE
27 Jan
29 DTE
24 Feb
57 DTE
Put LTP
Put OI
IV
Delta
Theta
Gamma
Vega
Rho
0.01
0
0.0002
-0.01
1.00
122.30
90.00%
₹54.77+2.28%
0.01
0
0.0002
-0.01
1.00
117.24
00.00%
₹52.77-4.05%
--
--
--
--
--
--
--
--
--
--
--
--
--
--
--
--
0.01
0
0.0005
-0.02
1.00
112.25
10.00%
₹47.78+2.53%
0.01
0
0.0003
-0.01
1.00
102.46
30.00%
₹46.78+66.65%
--
--
--
--
--
--
--
--
0.01
0
0.0003
-0.01
1.00
97.66
560.00%
₹44.78+3.18%
--
--
--
--
--
--
--
--
0.01
0
0.0006
-0.02
1.00
99.57
20.00%
₹42.78+54.05%
0.01
0
0.0004
-0.01
1.00
90.58
50.00%
₹41.78+61.31%
0.01
0
0.0004
-0.01
1.00
88.25
60.00%
₹40.78+253.99%
0.01
0
0.0004
-0.01
1.00
85.93
330.00%
₹39.78+2.79%
0.01
0
0.0005
-0.01
1.00
83.62
320.00%
₹38.78-2.76%
0.01
0
0.0005
-0.01
1.00
81.33
100.00%
₹37.78-2.38%
0.01
0
0.0005
-0.01
1.00
79.05
110.00%
₹36.78-0.86%
0.02
0
0.0005
-0.01
1.00
76.78
120.00%
₹35.78+35.58%
0.02
0
0.0009
-0.02
1.00
80.03
570.00%
₹34.300.00%
0.02
0
0.0009
-0.02
1.00
77.65
80.00%
₹33.78+31.70%
0.02
0
0.0006
-0.01
1.00
70.04
1040.00%
₹32.79-0.97%
0.02
0
0.0007
-0.01
1.00
67.82
210.00%
₹31.79+37.03%
0.02
0
0.0019
-0.05
0.99
78.78
400.00%
₹30.79-4.50%
0.02
0
0.0012
-0.02
0.99
68.21
1100.00%
₹29.79+4.53%
0.02
0
0.0012
-0.02
0.99
65.88
490.00%
₹28.79-7.13%
0.02
0
0.0013
-0.02
0.99
63.56
800.00%
₹27.79-7.83%
0.02
0
0.0018
-0.03
0.99
64.24
2460.00%
₹26.79+3.84%
0.02
0
0.0019
-0.03
0.99
61.84
890.00%
₹25.79-2.97%
0.02
0
0.0021
-0.03
0.99
59.45
3620.00%
₹24.100.00%
0.02
0
0.0022
-0.03
0.99
57.06
1150.00%
₹23.79+6.44%
0.02
0.01
0.0028
-0.04
0.99
56.76
1040.00%
₹22.79+4.64%
0.02
0
0.0021
-0.02
0.99
49.78
660.00%
₹21.79+68.65%
0.02
0
0.0029
-0.03
0.99
49.95
850.00%
₹20.79-2.12%
0.02
0
0.0031
-0.03
0.99
47.58
1480.00%
₹19.79+6.68%
0.02
0
0.0027
-0.02
0.99
42.97
1170.00%
₹18.79+4.45%
0.02
0.01
0.0044
-0.04
0.99
44.57
3600.00%
₹17.020.00%
0.02
0.01
0.0042
-0.03
0.99
40.51
2620.00%
₹16.260.00%
0.02
0.01
0.0054
-0.04
0.98
39.71
550.00%
₹14.950.00%
0.02
0.01
0.0067
-0.04
0.98
38.54
3270.00%
₹14.190.00%
0.02
0.01
0.0076
-0.04
0.98
36.04
2430.00%
₹13.330.00%
0.02
0.01
0.0086
-0.04
0.98
33.53
2240.00%
₹11.950.00%
0.02
0.01
0.0107
-0.05
0.97
31.96
2590.00%
₹11.040.00%
0.02
0.01
0.0124
-0.04
0.97
29.38
1700.00%
₹10.84+12.33%
0.02
0.01
0.0155
-0.05
0.96
27.52
3570.00%
₹9.280.00%
0.02
0.01
0.0174
-0.04
0.97
24.16
1420.00%
₹8.91+16.32%
0.02
0.02
0.0225
-0.05
0.96
22.15
1950.00%
₹7.98+21.28%
0.02
0.02
0.0306
-0.05
0.94
20.45
1120.00%
₹6.190.00%
0.02
0.03
0.0418
-0.06
0.93
18.39
1190.00%
₹5.100.00%
0.02
0.04
0.0616
-0.08
0.88
17.80
5220.00%
₹4.330.00%
0.02
0.04
0.0869
-0.09
0.84
15.50
870.00%
₹3.420.00%
0.01
0.06
0.1199
-0.11
0.75
14.73
1610.00%
₹2.580.00%
0.01
0.07
0.1479
-0.12
0.62
14.24
950.00%
₹1.860.00%
0.01
0.07
0.1547
-0.13
0.46
14.15
1590.00%
₹1.210.00%
0.01
0.06
0.1359
-0.12
0.32
14.49
5370.00%
₹0.790.00%
0
0.05
0.1064
-0.09
0.20
14.32
2520.00%
₹0.500.00%
0
0.02
0.0471
-0.02
0.04
10.17
3930.00%
₹0.340.00%
0
0.03
0.0553
-0.08
0.11
18.79
4070.00%
₹0.220.00%
0
0.03
0.0397
-0.06
0.08
19.75
1490.00%
₹0.150.00%
0
0.02
0.0312
-0.06
0.06
22.08
8140.00%
₹0.120.00%
0
0.02
0.0231
-0.05
0.05
23.18
2710.00%
₹0.080.00%
0
0.02
0.0185
-0.05
0.04
25.02
3310.00%
₹0.060.00%
0
0.01
0.0137
-0.04
0.03
25.86
2460.00%
₹0.060.00%
0
0.01
0.0107
-0.03
0.02
27.12
1720.00%
₹0.050.00%
0
0.01
0.0094
-0.03
0.02
29.27
2530.00%
₹0.040.00%
0
0.01
0.0083
-0.03
0.02
31.38
3230.00%
₹0.030.00%
0
0.02
0.0132
-0.10
0.05
41.86
00.00%
₹0.03-95.45%
0
0.01
0.0058
-0.03
0.01
34.10
1690.00%
₹0.030.00%
0
0.01
0.0080
-0.06
0.03
40.83
00.00%
₹0.01-98.11%
0
0.01
0.0055
-0.04
0.02
39.52
5160.00%
₹0.040.00%
0
0
0.0032
-0.02
0.01
39.73
1180.00%
₹0.020.00%
0
0
0.0027
-0.02
0.01
43.31
570.00%
₹0.01-50.00%
0
0
0.0016
-0.01
0
43.38
00.00%
₹0.01-98.18%
0
0
0.0014
-0.01
0
46.62
80.00%
₹0.010.00%
120
122
124
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
₹174.68
-0.63 (0.36%)
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
192
194
196
198
₹0.010.00%
450.00%
122.30
-0.00
-0.01
0.0002
0
0
₹0.01-50.00%
300.00%
117.24
-0.00
-0.01
0.0002
0
0
₹0.010.00%
220.00%
112.24
-0.00
-0.01
0.0003
0
0
₹0.010.00%
310.00%
107.32
-0.00
-0.01
0.0003
0
0
₹0.020.00%
720.00%
112.25
-0.00
-0.02
0.0005
0
-0.00
₹0.01-50.00%
280.00%
102.46
-0.00
-0.01
0.0003
0
0
₹0.010.00%
60.00%
100.05
-0.00
-0.01
0.0003
0
0
₹0.010.00%
1490.00%
97.66
-0.00
-0.01
0.0003
0
0
₹0.01-50.00%
180.00%
95.29
-0.00
-0.01
0.0004
0
0
₹0.01-50.00%
380.00%
99.57
-0.00
-0.02
0.0006
0
-0.00
₹0.010.00%
550.00%
90.58
-0.00
-0.01
0.0004
0
0
₹0.01-75.00%
360.00%
88.25
-0.00
-0.01
0.0004
0
0
₹0.010.00%
1910.00%
85.93
-0.00
-0.01
0.0004
0
0
₹0.01-80.00%
520.00%
83.62
-0.00
-0.01
0.0005
0
0
₹0.01-66.67%
230.00%
81.33
-0.00
-0.01
0.0005
0
0
₹0.01-66.67%
370.00%
79.05
-0.00
-0.01
0.0005
0
0
₹0.01-75.00%
400.00%
76.78
-0.00
-0.01
0.0005
0
0
₹0.020.00%
3090.00%
80.03
-0.00
-0.02
0.0009
0
-0.00
₹0.020.00%
350.00%
77.65
-0.00
-0.02
0.0009
0
-0.00
₹0.010.00%
1230.00%
70.04
-0.00
-0.01
0.0006
0
-0.00
₹0.01-75.00%
460.00%
67.82
-0.00
-0.01
0.0007
0
-0.00
₹0.01-80.00%
300.00%
78.78
-0.01
-0.05
0.0019
0
-0.00
₹0.010.00%
6660.00%
68.21
-0.01
-0.02
0.0012
0
-0.00
₹0.01-50.00%
1100.00%
65.88
-0.01
-0.02
0.0012
0
-0.00
₹0.01-50.00%
690.00%
63.56
-0.01
-0.02
0.0013
0
-0.00
₹0.030.00%
1840.00%
64.24
-0.01
-0.03
0.0018
0
-0.00
₹0.030.00%
1340.00%
61.84
-0.01
-0.03
0.0019
0
-0.00
₹0.020.00%
6500.00%
59.45
-0.01
-0.03
0.0021
0
-0.00
₹0.01-66.67%
630.00%
57.06
-0.01
-0.03
0.0022
0
-0.00
₹0.01-75.00%
830.00%
56.76
-0.01
-0.04
0.0028
0.01
-0.00
₹0.020.00%
640.00%
49.78
-0.01
-0.02
0.0021
0
-0.00
₹0.01-66.67%
570.00%
49.95
-0.01
-0.03
0.0029
0
-0.00
₹0.020.00%
4890.00%
47.58
-0.01
-0.03
0.0031
0
-0.00
₹0.020.00%
1030.00%
42.97
-0.01
-0.02
0.0027
0
-0.00
₹0.030.00%
5390.00%
44.57
-0.01
-0.04
0.0044
0.01
-0.00
₹0.040.00%
2370.00%
40.51
-0.01
-0.03
0.0042
0.01
-0.00
₹0.040.00%
1750.00%
39.71
-0.02
-0.04
0.0054
0.01
-0.00
₹0.040.00%
8670.00%
38.54
-0.02
-0.04
0.0067
0.01
-0.00
₹0.040.00%
3070.00%
36.04
-0.02
-0.04
0.0076
0.01
-0.00
₹0.050.00%
2870.00%
33.53
-0.02
-0.04
0.0086
0.01
-0.00
₹0.050.00%
1510.00%
31.96
-0.03
-0.05
0.0107
0.01
-0.00
₹0.060.00%
1750.00%
29.38
-0.03
-0.04
0.0124
0.01
-0.00
₹0.060.00%
6570.00%
27.52
-0.04
-0.05
0.0155
0.01
-0.00
₹0.060.00%
2430.00%
24.16
-0.03
-0.04
0.0174
0.01
-0.00
₹0.070.00%
2060.00%
22.15
-0.04
-0.05
0.0225
0.02
-0.00
₹0.090.00%
2110.00%
20.45
-0.06
-0.05
0.0306
0.02
-0.00
₹0.120.00%
1880.00%
18.39
-0.07
-0.06
0.0418
0.03
-0.00
₹0.180.00%
1,0570.00%
17.80
-0.12
-0.08
0.0616
0.04
-0.00
₹0.240.00%
2790.00%
15.50
-0.16
-0.09
0.0869
0.04
-0.00
₹0.360.00%
3970.00%
14.73
-0.25
-0.11
0.1199
0.06
-0.00
₹0.600.00%
2300.00%
14.24
-0.38
-0.12
0.1479
0.07
-0.01
₹0.980.00%
2590.00%
14.15
-0.54
-0.13
0.1547
0.07
-0.01
₹1.570.00%
2750.00%
14.49
-0.68
-0.12
0.1359
0.06
-0.01
₹2.360.00%
970.00%
14.32
-0.80
-0.09
0.1064
0.05
-0.02
₹3.090.00%
960.00%
10.17
-0.96
-0.02
0.0471
0.02
-0.02
₹4.080.00%
500.00%
18.79
-0.89
-0.08
0.0553
0.03
-0.02
₹5.170.00%
310.00%
19.75
-0.92
-0.06
0.0397
0.03
-0.02
₹5.770.00%
1460.00%
22.08
-0.94
-0.06
0.0312
0.02
-0.02
₹6.57-14.68%
150.00%
23.18
-0.95
-0.05
0.0231
0.02
-0.02
₹7.46+0.95%
180.00%
25.02
-0.96
-0.05
0.0185
0.02
-0.02
₹8.37-73.66%
00.00%
25.86
-0.97
-0.04
0.0137
0.01
-0.02
₹9.31-76.58%
00.00%
27.12
-0.98
-0.03
0.0107
0.01
-0.02
₹10.27-69.48%
00.00%
29.27
-0.98
-0.03
0.0094
0.01
-0.02
₹11.24+24.61%
180.00%
31.38
-0.98
-0.03
0.0083
0.01
-0.02
₹12.22-54.56%
00.00%
41.86
-0.95
-0.10
0.0132
0.02
-0.02
₹13.21-69.60%
00.00%
34.10
-0.99
-0.03
0.0058
0.01
-0.02
₹14.20-50.61%
00.00%
40.83
-0.97
-0.06
0.0080
0.01
-0.02
₹15.19-68.42%
00.00%
39.52
-0.98
-0.04
0.0055
0.01
-0.02
₹17.19-63.54%
00.00%
39.73
-0.99
-0.02
0.0032
0
-0.02
₹19.18-63.12%
00.00%
43.31
-0.99
-0.02
0.0027
0
-0.02
₹21.18-58.43%
00.00%
43.38
-1.00
-0.01
0.0016
0
-0.02
₹23.18-58.57%
00.00%
46.62
-1.00
-0.01
0.0014
0
-0.02
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