Rho
Vega
Gamma
Theta
Delta
IV
Call OI
Call LTP
Put LTP
Put OI
IV
Delta
Theta
Gamma
Vega
Rho
0.45
0.15
0.0002
-0.52
0.98
49.01
00.00%
₹369.50-31.13%
0.45
0.23
0.0003
-0.79
0.97
46.91
00.00%
₹319.90-21.49%
0.46
0.30
0.0005
-0.90
0.96
41.98
80.00%
₹270.95-42.39%
0.46
0.40
0.0007
-1.07
0.95
37.42
250.00%
₹226.150.00%
0.45
0.64
0.0012
-1.65
0.91
35.83
380.00%
₹178.550.00%
0.42
0.94
0.0019
-2.29
0.84
33.87
260.00%
₹136.05-36.13%
0.37
1.25
0.0027
-2.78
0.74
30.99
1020.00%
₹91.250.00%
0.29
1.50
0.0031
-3.50
0.58
32.59
1750.00%
₹58.650.00%
0.21
1.50
0.0032
-3.44
0.42
32.09
6120.00%
₹36.100.00%
0.16
1.34
0.0027
-3.28
0.30
34.13
590.00%
₹23.150.00%
0.15
1.30
0.0026
-3.18
0.29
34.09
8350.00%
₹21.550.00%
0.10
1.02
0.0020
-2.59
0.18
35.41
1,1730.00%
₹12.250.00%
0.05
0.67
0.0013
-1.66
0.10
34.53
5820.00%
₹7.450.00%
0.04
0.58
0.0010
-1.67
0.08
40.24
1,7690.00%
₹4.800.00%
0.01
0.25
0.0005
-0.65
0.03
35.95
7460.00%
₹2.950.00%
0.02
0.31
0.0005
-0.98
0.04
44.49
8940.00%
₹2.350.00%
0.01
0.24
0.0003
-0.80
0.03
47.12
1920.00%
₹1.700.00%
0.01
0.19
0.0003
-0.67
0.02
49.93
3600.00%
₹1.450.00%
0.01
0.17
0.0002
-0.67
0.02
54.14
900.00%
₹0.10-92.59%
0.01
0.13
0.0002
-0.54
0.01
56.13
4740.00%
₹1.100.00%
0
0.08
0.0001
-0.36
0.01
60.34
1760.00%
₹0.600.00%
2,400
2,450
2,500
2,550
2,600
2,650
2,700
2,750
₹2,766.60
-85.80 (3.01%)
2,800
2,843
2,850
2,900
2,950
3,000
3,050
3,100
3,150
3,200
3,250
3,300
3,400
₹1.050.00%
1720.00%
49.01
-0.02
-0.52
0.0002
0.15
-0.01
₹1.850.00%
180.00%
46.91
-0.03
-0.79
0.0003
0.23
-0.01
₹2.150.00%
3340.00%
41.98
-0.04
-0.90
0.0005
0.30
-0.02
₹3.450.00%
1080.00%
37.42
-0.05
-1.07
0.0007
0.40
-0.03
₹6.000.00%
3860.00%
35.83
-0.09
-1.65
0.0012
0.64
-0.05
₹11.450.00%
2780.00%
33.87
-0.16
-2.29
0.0019
0.94
-0.09
₹21.300.00%
6190.00%
30.99
-0.26
-2.78
0.0027
1.25
-0.14
₹39.100.00%
3100.00%
32.59
-0.42
-3.50
0.0031
1.50
-0.23
₹65.600.00%
3700.00%
32.09
-0.58
-3.44
0.0032
1.50
-0.32
--
--
--
--
--
--
--
--
₹100.350.00%
3190.00%
34.09
-0.71
-3.18
0.0026
1.30
-0.40
₹143.600.00%
3570.00%
35.41
-0.82
-2.59
0.0020
1.02
-0.46
₹184.950.00%
3040.00%
34.53
-0.90
-1.66
0.0013
0.67
-0.51
₹236.600.00%
3760.00%
40.24
-0.92
-1.67
0.0010
0.58
-0.53
₹282.750.00%
4480.00%
35.95
-0.97
-0.65
0.0005
0.25
-0.57
₹335.000.00%
390.00%
44.49
-0.96
-0.98
0.0005
0.31
-0.57
₹380.25-0.61%
90.00%
47.12
-0.97
-0.80
0.0003
0.24
-0.59
₹429.95+106.56%
120.00%
49.93
-0.98
-0.67
0.0003
0.19
-0.60
₹479.75+74.71%
60.00%
54.14
-0.98
-0.67
0.0002
0.17
-0.61
₹529.65+24.26%
70.00%
56.13
-0.99
-0.54
0.0002
0.13
-0.62
₹629.55+40.65%
30.00%
60.34
-0.99
-0.36
0.0001
0.08
-0.64
Basket
Greeks