Rho
Vega
Gamma
Theta
Delta
IV
Call OI
Call LTP
Put LTP
Put OI
IV
Delta
Theta
Gamma
Vega
Rho
0.03
0
0.0003
-0.03
1.00
106.22
170.00%
₹76.60+9.19%
0.03
0.03
0.0016
-0.29
0.96
148.56
20.00%
₹71.65-5.10%
0.03
0
0.0005
-0.03
1.00
91.44
120.00%
₹66.65-2.13%
--
--
--
--
--
--
--
--
0.04
0.01
0.0005
-0.03
0.99
84.30
20.00%
₹61.65+87.96%
--
--
--
--
--
--
--
--
0.04
0.01
0.0006
-0.03
0.99
77.31
20.00%
₹56.65+102.68%
0.04
0.01
0.0011
-0.05
0.99
76.87
50.00%
₹51.65+87.82%
0.04
0.01
0.0012
-0.05
0.99
73.96
60.00%
₹49.15-2.48%
0.04
0.01
0.0009
-0.03
0.99
63.73
600.00%
₹46.65-5.76%
0.04
0.01
0.0009
-0.03
0.99
61.07
30.00%
₹44.15+114.32%
0.04
0.01
0.0016
-0.05
0.99
62.52
130.00%
₹41.65+17.32%
0.04
0.01
0.0017
-0.05
0.99
59.70
120.00%
₹39.15+93.81%
0.04
0.01
0.0019
-0.05
0.99
55.50
1280.00%
₹37.500.00%
0.04
0.01
0.0021
-0.05
0.98
52.71
330.00%
₹34.20+49.02%
0.04
0.02
0.0030
-0.07
0.98
51.67
800.00%
₹31.70-0.63%
0.04
0.02
0.0033
-0.07
0.98
48.77
590.00%
₹29.20-4.42%
0.04
0.02
0.0044
-0.08
0.97
46.68
5570.00%
₹26.75-2.90%
0.04
0.03
0.0050
-0.08
0.97
43.68
1230.00%
₹24.30-14.74%
0.04
0.03
0.0065
-0.09
0.96
40.89
1280.00%
₹21.90-1.79%
0.04
0.02
0.0051
-0.04
0.98
32.04
1180.00%
₹20.650.00%
0.04
0.04
0.0099
-0.10
0.94
34.43
3050.00%
₹17.750.00%
0.04
0.04
0.0110
-0.08
0.94
29.97
870.00%
₹15.800.00%
0.04
0.07
0.0177
-0.15
0.89
31.57
3570.00%
₹13.400.00%
0.04
0.07
0.0216
-0.14
0.88
27.83
650.00%
₹11.050.00%
0.04
0.10
0.0297
-0.20
0.79
28.17
4140.00%
₹8.750.00%
0.03
0.11
0.0368
-0.20
0.75
25.45
1420.00%
₹6.850.00%
0.03
0.13
0.0417
-0.25
0.62
26.76
3440.00%
₹4.950.00%
0.02
0.14
0.0457
-0.25
0.53
25.43
1510.00%
₹3.600.00%
0.02
0.13
0.0437
-0.24
0.40
25.81
1,0320.00%
₹2.450.00%
0.01
0.12
0.0414
-0.21
0.31
24.87
2570.00%
₹1.650.00%
0.01
0.09
0.0329
-0.17
0.20
24.57
6170.00%
₹1.150.00%
0.01
0.08
0.0266
-0.17
0.16
27.25
1570.00%
₹0.700.00%
0
0.05
0.0180
-0.10
0.09
25.80
5610.00%
₹0.500.00%
0
0.05
0.0155
-0.12
0.09
29.72
400.00%
₹0.400.00%
0
0.04
0.0115
-0.10
0.06
31.93
1730.00%
₹0.300.00%
0
0.03
0.0064
-0.06
0.03
33.85
1460.00%
₹0.200.00%
0
0.02
0.0041
-0.05
0.02
37.15
440.00%
₹0.100.00%
0.01
0.08
0.0083
-0.43
0.14
78.81
00.00%
₹0.05-97.30%
170
175
180
183
185
188
190
195
198
200
203
205
208
210
213
215
218
220
223
225
228
230
233
235
238
240
243
245
₹246.41
0.00 (0.00%)
248
250
253
255
258
260
263
265
270
275
280
₹0.050.00%
340.00%
106.22
-0.00
-0.03
0.0003
0
-0.00
₹0.050.00%
10.00%
148.56
-0.04
-0.29
0.0016
0.03
-0.00
₹0.050.00%
220.00%
91.44
-0.00
-0.03
0.0005
0
-0.00
₹0.05-87.50%
10.00%
88.56
-0.01
-0.03
0.0005
0.01
-0.00
₹0.050.00%
310.00%
84.30
-0.01
-0.03
0.0005
0.01
-0.00
₹0.100.00%
60.00%
88.70
-0.01
-0.06
0.0008
0.01
-0.00
₹0.050.00%
1100.00%
77.31
-0.01
-0.03
0.0006
0.01
-0.00
₹0.100.00%
1010.00%
76.87
-0.01
-0.05
0.0011
0.01
-0.00
₹0.100.00%
270.00%
73.96
-0.01
-0.05
0.0012
0.01
-0.00
₹0.050.00%
1930.00%
63.73
-0.01
-0.03
0.0009
0.01
-0.00
₹0.05-50.00%
240.00%
61.07
-0.01
-0.03
0.0009
0.01
-0.00
₹0.100.00%
1310.00%
62.52
-0.01
-0.05
0.0016
0.01
-0.00
₹0.100.00%
190.00%
59.70
-0.01
-0.05
0.0017
0.01
-0.00
₹0.100.00%
4130.00%
55.50
-0.01
-0.05
0.0019
0.01
-0.00
₹0.05-50.00%
450.00%
52.71
-0.02
-0.05
0.0021
0.01
-0.00
₹0.150.00%
2820.00%
51.67
-0.02
-0.07
0.0030
0.02
-0.00
₹0.150.00%
910.00%
48.77
-0.02
-0.07
0.0033
0.02
-0.00
₹0.200.00%
8110.00%
46.68
-0.03
-0.08
0.0044
0.02
-0.00
₹0.15-25.00%
630.00%
43.68
-0.03
-0.08
0.0050
0.03
-0.00
₹0.250.00%
3090.00%
40.89
-0.04
-0.09
0.0065
0.03
-0.00
₹0.35+40.00%
1380.00%
32.04
-0.02
-0.04
0.0051
0.02
-0.00
₹0.350.00%
4880.00%
34.43
-0.06
-0.10
0.0099
0.04
-0.00
₹0.400.00%
1150.00%
29.97
-0.06
-0.08
0.0110
0.04
-0.00
₹0.600.00%
6060.00%
31.57
-0.11
-0.15
0.0177
0.07
-0.01
₹0.850.00%
1920.00%
27.83
-0.12
-0.14
0.0216
0.07
-0.01
₹1.150.00%
6880.00%
28.17
-0.21
-0.20
0.0297
0.10
-0.01
₹1.800.00%
1490.00%
25.45
-0.25
-0.20
0.0368
0.11
-0.01
₹2.650.00%
5130.00%
26.76
-0.38
-0.25
0.0417
0.13
-0.02
₹3.600.00%
990.00%
25.43
-0.47
-0.25
0.0457
0.14
-0.02
₹5.150.00%
5330.00%
25.81
-0.60
-0.24
0.0437
0.13
-0.03
₹6.450.00%
820.00%
24.87
-0.69
-0.21
0.0414
0.12
-0.03
₹8.400.00%
2750.00%
24.57
-0.80
-0.17
0.0329
0.09
-0.04
₹12.350.00%
100.00%
27.25
-0.84
-0.17
0.0266
0.08
-0.04
₹13.150.00%
250.00%
25.80
-0.91
-0.10
0.0180
0.05
-0.05
₹16.55-3.78%
50.00%
29.72
-0.91
-0.12
0.0155
0.05
-0.05
₹18.85+4.72%
120.00%
31.93
-0.94
-0.10
0.0115
0.04
-0.05
₹23.55+18.34%
60.00%
33.85
-0.97
-0.06
0.0064
0.03
-0.05
₹28.40-52.55%
00.00%
37.15
-0.98
-0.05
0.0041
0.02
-0.05
₹33.30-53.26%
00.00%
78.81
-0.86
-0.43
0.0083
0.08
-0.05
Basket
Greeks