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Rho
Vega
Gamma
Theta
Delta
IV
Call OI
Call LTP
ICICI Lombard Gen.
NIFTY
BANKNIFTY
SENSEX
FINNIFTY
MIDCPNIFTY
BANKEX
30 Dec
30 Dec
Expiry
27 Jan
28 DTE
24 Feb
56 DTE
Put LTP
Put OI
IV
Delta
Theta
Gamma
Vega
Rho
--
--
--
23.55
--
--
00.00%
₹303.45+4.12%
--
--
--
23.55
--
--
00.00%
₹263.45+1.80%
--
--
--
23.55
--
--
30.00%
₹223.45-0.67%
--
--
--
23.55
--
--
60.00%
₹203.45-4.19%
--
--
--
23.55
--
--
00.00%
₹183.45-36.87%
--
--
--
23.55
--
--
00.00%
₹163.45-40.30%
--
--
--
23.55
--
--
60.00%
₹143.45-36.65%
--
--
--
23.55
--
--
20.00%
₹123.45-8.93%
--
--
--
23.50
--
--
30.00%
₹103.50-10.58%
--
--
--
23.50
--
--
50.00%
₹83.50-11.41%
--
--
--
23.50
--
--
90.00%
₹63.50-7.43%
--
--
--
16.80
--
--
27+35.00%
₹50.20-0.99%
--
--
--
-6.05
--
--
87-1.14%
₹53.05+176.30%
0
0
0.0058
14.15
0.97
381.79
35-53.33%
₹12.85+41.21%
0
0.01
0.1137
5.60
0.50
129.85
96-2.04%
₹1.40-66.27%
0
0
0.0042
-0.05
0.02
340.23
218-13.15%
₹0.05-97.83%
--
--
--
-0.05
--
--
287-30.51%
₹0.05-96.30%
--
--
--
-0.05
--
--
117-18.75%
₹0.05-94.74%
--
--
--
-0.05
--
--
1,569-1.69%
₹0.05-92.86%
--
--
--
-0.05
--
--
170-16.67%
₹0.05-87.50%
--
--
--
-0.05
--
--
125-5.30%
₹0.05-87.50%
--
--
--
-0.05
--
--
292-28.08%
₹0.05-83.33%
--
--
--
-0.05
--
--
288-0.35%
₹0.05-85.71%
--
--
--
-0.05
--
--
219-2.67%
₹0.05-80.00%
--
--
--
-0.05
--
--
128-8.57%
₹0.05-87.50%
--
--
--
-0.05
--
--
76-5.00%
₹0.05-50.00%
--
--
--
-0.05
--
--
157-6.55%
₹0.05-75.00%
--
--
--
-0.05
--
--
10.00%
₹0.05-92.86%
--
--
--
-0.05
--
--
59-1.67%
₹0.05-66.67%
--
--
--
-0.05
--
--
182-51.34%
₹0.05-75.00%
--
--
--
-0.05
--
--
164-0.61%
₹0.05-90.00%
1,640
1,680
1,720
1,740
1,760
1,780
1,800
1,820
1,840
1,860
1,880
1,900
1,920
1,940
₹1,955.00
11.80 (0.61%)
1,960
1,980
2,000
2,020
2,040
2,060
2,080
2,100
2,120
2,140
2,160
2,180
2,200
2,220
2,240
2,280
2,320
₹0.05-99.70%
00.00%
--
--
-0.05
--
--
--
₹0.05-99.79%
00.00%
--
--
-0.05
--
--
--
₹0.05-95.00%
220.00%
--
--
-0.05
--
--
--
₹0.05-97.37%
320.00%
--
--
-0.05
--
--
--
₹0.05-94.74%
110.00%
--
--
-0.05
--
--
--
₹0.05-75.00%
215+0.47%
--
--
-0.05
--
--
--
₹0.05-66.67%
114-11.63%
--
--
-0.05
--
--
--
₹0.050.00%
28-12.50%
--
--
-0.05
--
--
--
₹0.05-66.67%
43-24.56%
--
--
-0.05
--
--
--
₹0.150.00%
61-14.08%
--
--
-0.15
--
--
--
₹0.50+150.00%
182-1.09%
--
--
-0.50
--
--
--
₹0.05-66.67%
560-5.72%
--
--
-0.05
--
--
--
₹0.05-97.78%
76+16.92%
--
--
-0.05
--
--
--
₹0.10-99.19%
71-16.47%
381.79
-0.03
-0.10
0.0058
0
0
₹1.40-94.92%
201-6.94%
129.85
-0.50
-1.40
0.1137
0.01
0
₹28.80-37.05%
63-22.22%
340.23
-0.98
-15.80
0.0042
0
0
₹41.25-35.04%
107-31.41%
--
--
-8.25
--
--
--
₹76.50+4.94%
100.00%
--
--
-23.50
--
--
--
₹100.35-2.62%
630.00%
--
--
-27.35
--
--
--
₹126.000.00%
210.00%
--
--
-33.00
--
--
--
₹136.50+15.87%
100.00%
--
--
-23.50
--
--
--
₹167.00+6.27%
24-7.69%
--
--
-34.00
--
--
--
₹176.50-25.93%
00.00%
--
--
-23.50
--
--
--
₹196.50+23.51%
00.00%
--
--
-23.50
--
--
--
₹216.45-1.57%
30.00%
--
--
-23.45
--
--
--
₹236.45+26.61%
00.00%
--
--
-23.45
--
--
--
₹256.45-15.24%
00.00%
--
--
-23.45
--
--
--
₹276.45-1.00%
30.00%
--
--
-23.45
--
--
--
₹296.45+2.22%
20.00%
--
--
-23.45
--
--
--
₹336.45+5.01%
30.00%
--
--
-23.45
--
--
--
--
--
--
--
--
--
--
--
Basket
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