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Rho

Vega

Gamma

Theta

Delta

IV

Call OI

Call LTP

Put LTP

Put OI

IV

Delta

Theta

Gamma

Vega

Rho

0.09

0.02

0.0012

-0.04

0.99

50.38

60.00%

₹58.25+2.46%

0.09

0.03

0.0022

-0.05

0.98

45.31

140.00%

₹48.30+14.86%

0.10

0.01

0.0012

-0.01

0.99

32.36

00.00%

₹43.30+127.30%

--

--

--

--

--

--

--

--

0.10

0.04

0.0035

-0.06

0.97

37.56

910.00%

₹36.800.00%

0.09

0.07

0.0055

-0.10

0.94

38.06

50.00%

₹33.35-17.04%

0.09

0.08

0.0064

-0.11

0.93

38.00

00.00%

₹30.85+331.47%

0.09

0.09

0.0075

-0.12

0.91

35.98

1630.00%

₹28.40+3.09%

0.09

0.10

0.0086

-0.13

0.90

35.36

80.00%

₹26.00+11.83%

0.09

0.12

0.0103

-0.14

0.88

34.23

250.00%

₹23.60-2.28%

0.09

0.13

0.0116

-0.15

0.86

33.08

210.00%

₹21.25-6.80%

0.09

0.15

0.0137

-0.18

0.82

32.92

3420.00%

₹19.000.00%

0.08

0.16

0.0153

-0.18

0.80

31.56

360.00%

₹16.75-5.63%

0.08

0.18

0.0177

-0.20

0.76

30.57

960.00%

₹14.900.00%

0.08

0.20

0.0191

-0.21

0.72

30.49

1570.00%

₹13.300.00%

0.07

0.21

0.0218

-0.22

0.66

28.83

3070.00%

₹11.000.00%

0.07

0.22

0.0227

-0.23

0.62

29.00

1390.00%

₹9.600.00%

0.06

0.23

0.0249

-0.23

0.55

27.39

4480.00%

₹8.050.00%

0.05

0.23

0.0247

-0.23

0.50

27.84

2,0300.00%

₹6.700.00%

0.05

0.23

0.0260

-0.21

0.42

25.95

2,2470.00%

₹5.450.00%

0.04

0.22

0.0241

-0.21

0.37

27.08

5150.00%

₹4.450.00%

0.03

0.20

0.0230

-0.19

0.30

25.90

3,5510.00%

₹3.650.00%

0.03

0.19

0.0208

-0.18

0.26

27.06

6560.00%

₹2.850.00%

0.02

0.15

0.0186

-0.14

0.18

24.61

3,5990.00%

₹2.200.00%

0.02

0.16

0.0163

-0.16

0.19

28.76

5090.00%

₹1.750.00%

0.01

0.10

0.0128

-0.09

0.10

23.82

1,8910.00%

₹1.500.00%

0.01

0.13

0.0124

-0.13

0.13

30.07

1610.00%

₹1.250.00%

0

0.05

0.0067

-0.04

0.04

21.94

1,8770.00%

₹1.000.00%

0.01

0.10

0.0092

-0.11

0.09

31.01

1700.00%

₹0.850.00%

0.01

0.08

0.0076

-0.09

0.07

31.82

4540.00%

₹0.700.00%

0.01

0.08

0.0069

-0.09

0.07

32.78

1330.00%

₹0.550.00%

0.01

0.07

0.0059

-0.08

0.06

34.40

9360.00%

₹0.500.00%

0.01

0.06

0.0051

-0.07

0.05

34.32

510.00%

₹0.400.00%

0.01

0.06

0.0046

-0.07

0.05

36.47

4830.00%

₹0.400.00%

0

0.04

0.0033

-0.05

0.03

36.76

1,0030.00%

₹0.250.00%

0

0.03

0.0022

-0.04

0.02

36.91

1,0590.00%

₹0.150.00%

240

250

255

257.50

260

265

267.50

270

272.50

275

277.50

280

282.50

285

287.50

290

292.50

295

297.50

₹297.75

-3.20 (1.06%)

300

302.50

305

307.50

310

312.50

315

317.50

320

322.50

325

327.50

330

332.50

335

340

345

₹0.150.00%

350.00%

50.38

-0.01

-0.04

0.0012

0.02

-0.00

₹0.250.00%

5460.00%

45.31

-0.02

-0.05

0.0022

0.03

-0.00

₹0.05-85.71%

10.00%

32.36

-0.01

-0.01

0.0012

0.01

-0.00

₹0.05-75.00%

00.00%

124.85

-0.24

-0.80

0.0043

0.18

-0.03

₹0.450.00%

2710.00%

37.56

-0.03

-0.06

0.0035

0.04

-0.00

₹0.600.00%

2530.00%

38.06

-0.06

-0.10

0.0055

0.07

-0.01

₹0.05-93.33%

720.00%

38.00

-0.07

-0.11

0.0064

0.08

-0.01

₹0.800.00%

2980.00%

35.98

-0.09

-0.12

0.0075

0.09

-0.01

₹1.000.00%

540.00%

35.36

-0.10

-0.13

0.0086

0.10

-0.01

₹1.150.00%

2490.00%

34.23

-0.12

-0.14

0.0103

0.12

-0.01

₹1.400.00%

500.00%

33.08

-0.14

-0.15

0.0116

0.13

-0.02

₹1.750.00%

1,0000.00%

32.92

-0.18

-0.18

0.0137

0.15

-0.02

₹2.150.00%

2130.00%

31.56

-0.20

-0.18

0.0153

0.16

-0.02

₹2.450.00%

3770.00%

30.57

-0.24

-0.20

0.0177

0.18

-0.03

₹3.050.00%

3600.00%

30.49

-0.28

-0.21

0.0191

0.20

-0.03

₹3.750.00%

1,0650.00%

28.83

-0.34

-0.22

0.0218

0.21

-0.04

₹4.400.00%

4280.00%

29.00

-0.38

-0.23

0.0227

0.22

-0.05

₹5.400.00%

4530.00%

27.39

-0.45

-0.23

0.0249

0.23

-0.05

₹6.450.00%

5530.00%

27.84

-0.50

-0.23

0.0247

0.23

-0.06

₹7.700.00%

1,3060.00%

25.95

-0.58

-0.21

0.0260

0.23

-0.07

₹9.050.00%

3150.00%

27.08

-0.63

-0.21

0.0241

0.22

-0.07

₹10.800.00%

3510.00%

25.90

-0.70

-0.19

0.0230

0.20

-0.08

₹13.000.00%

1640.00%

27.06

-0.74

-0.18

0.0208

0.19

-0.09

₹14.650.00%

3600.00%

24.61

-0.82

-0.14

0.0186

0.15

-0.10

₹15.40+5.12%

900.00%

28.76

-0.81

-0.16

0.0163

0.16

-0.10

₹18.650.00%

930.00%

23.82

-0.90

-0.09

0.0128

0.10

-0.11

₹19.75-14.13%

330.00%

30.07

-0.87

-0.13

0.0124

0.13

-0.11

₹23.700.00%

1000.00%

21.94

-0.96

-0.04

0.0067

0.05

-0.12

₹24.40-62.49%

00.00%

31.01

-0.91

-0.11

0.0092

0.10

-0.11

₹26.80-2.90%

170.00%

31.82

-0.93

-0.09

0.0076

0.08

-0.12

₹29.20-58.23%

00.00%

32.78

-0.93

-0.09

0.0069

0.08

-0.12

₹31.65+21.26%

410.00%

34.40

-0.94

-0.08

0.0059

0.07

-0.12

₹34.10-54.41%

00.00%

34.32

-0.95

-0.07

0.0051

0.06

-0.12

₹36.60-48.01%

00.00%

36.47

-0.95

-0.07

0.0046

0.06

-0.12

₹41.55+3.87%

200.00%

36.76

-0.97

-0.05

0.0033

0.04

-0.13

₹46.55-33.50%

00.00%

36.91

-0.98

-0.04

0.0022

0.03

-0.13

Basket

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