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Rho

Vega

Gamma

Theta

Delta

IV

Call OI

Call LTP

Put LTP

Put OI

IV

Delta

Theta

Gamma

Vega

Rho

0.14

0.03

0.0016

-0.03

0.98

39.37

40.00%

₹52.75-15.19%

0.14

0.04

0.0025

-0.04

0.97

33.59

00.00%

₹42.85-26.37%

0.15

0.08

0.0049

-0.06

0.95

30.31

100.00%

₹33.20-23.06%

0.14

0.10

0.0068

-0.07

0.92

29.03

430.00%

₹28.60-16.74%

0.14

0.13

0.0093

-0.08

0.90

26.85

1430.00%

₹23.850.00%

0.13

0.18

0.0127

-0.11

0.84

26.66

590.00%

₹20.05-19.48%

0.13

0.22

0.0164

-0.13

0.77

25.39

8430.00%

₹15.300.00%

0.11

0.26

0.0204

-0.15

0.69

23.79

950.00%

₹11.700.00%

0.10

0.28

0.0220

-0.17

0.58

24.56

1,1960.00%

₹8.600.00%

0.08

0.29

0.0222

-0.17

0.47

24.70

1,1490.00%

₹6.100.00%

0.06

0.27

0.0209

-0.16

0.36

24.70

4,1580.00%

₹4.200.00%

0.04

0.24

0.0182

-0.14

0.26

24.70

2,4570.00%

₹2.850.00%

0.03

0.20

0.0148

-0.12

0.19

25.38

3,5200.00%

₹1.900.00%

0.02

0.16

0.0116

-0.10

0.14

25.87

1,0950.00%

₹1.300.00%

0.02

0.13

0.0089

-0.08

0.10

27.09

3,0720.00%

₹0.900.00%

0.01

0.10

0.0068

-0.07

0.07

28.22

6060.00%

₹0.650.00%

0.01

0.07

0.0049

-0.05

0.05

28.34

1,7690.00%

₹0.400.00%

0.01

0.06

0.0039

-0.05

0.04

30.40

2400.00%

₹0.350.00%

0

0.02

0.0013

-0.01

0.01

24.91

4,3350.00%

₹0.250.00%

0

0.03

0.0018

-0.03

0.02

33.51

1,0100.00%

₹0.150.00%

250

260

270

275

280

285

290

295

300

₹301.90

-4.90 (1.60%)

305

310

315

320

325

330

335

340

345

350

360

₹0.05-75.00%

460.00%

39.37

-0.02

-0.03

0.0016

0.03

-0.00

₹0.250.00%

450.00%

33.59

-0.03

-0.04

0.0025

0.04

-0.00

₹0.550.00%

2590.00%

30.31

-0.05

-0.06

0.0049

0.08

-0.01

₹0.750.00%

2110.00%

29.03

-0.08

-0.07

0.0068

0.10

-0.01

₹1.150.00%

7430.00%

26.85

-0.10

-0.08

0.0093

0.13

-0.02

₹1.700.00%

3420.00%

26.66

-0.16

-0.11

0.0127

0.18

-0.03

₹2.600.00%

1,4560.00%

25.39

-0.23

-0.13

0.0164

0.22

-0.04

₹3.900.00%

1,0380.00%

23.79

-0.31

-0.15

0.0204

0.26

-0.06

₹5.800.00%

2,7320.00%

24.56

-0.42

-0.17

0.0220

0.28

-0.08

₹8.300.00%

1,4310.00%

24.70

-0.53

-0.17

0.0222

0.29

-0.10

₹11.350.00%

2,8360.00%

24.70

-0.64

-0.16

0.0209

0.27

-0.12

₹14.950.00%

9840.00%

24.70

-0.74

-0.14

0.0182

0.24

-0.14

₹19.150.00%

9390.00%

25.38

-0.81

-0.12

0.0148

0.20

-0.15

₹23.400.00%

1380.00%

25.87

-0.86

-0.10

0.0116

0.16

-0.16

₹28.000.00%

3110.00%

27.09

-0.90

-0.08

0.0089

0.13

-0.17

₹32.75+22.43%

330.00%

28.22

-0.93

-0.07

0.0068

0.10

-0.18

₹37.450.00%

1,1640.00%

28.34

-0.95

-0.05

0.0049

0.07

-0.19

₹42.25+14.65%

320.00%

30.40

-0.96

-0.05

0.0039

0.06

-0.19

₹47.100.00%

1,2360.00%

24.91

-0.99

-0.01

0.0013

0.02

-0.20

₹56.95+19.89%

1960.00%

33.51

-0.98

-0.03

0.0018

0.03

-0.20

Basket

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