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Rho

Vega

Gamma

Theta

Delta

IV

Call OI

Call LTP

Put LTP

Put OI

IV

Delta

Theta

Gamma

Vega

Rho

0.15

0.05

0.0010

-0.08

0.98

49.20

40.00%

₹85.80-6.08%

0.14

0.14

0.0025

-0.34

0.92

65.13

00.00%

₹75.85+104.17%

0.16

0.02

0.0008

-0.03

0.99

32.00

60.00%

₹65.95-8.15%

0.16

0.04

0.0014

-0.05

0.98

32.70

00.00%

₹61.05-15.79%

0.16

0.06

0.0021

-0.07

0.97

33.07

00.00%

₹56.15+37.62%

0.16

0.08

0.0028

-0.09

0.96

32.46

00.00%

₹51.35-21.06%

0.16

0.10

0.0035

-0.11

0.95

31.28

60.00%

₹46.65+31.04%

0.16

0.12

0.0044

-0.13

0.94

29.71

20.00%

₹42.05-0.24%

0.15

0.16

0.0059

-0.18

0.90

30.47

80.00%

₹37.55+38.05%

0.15

0.20

0.0074

-0.21

0.87

29.57

00.00%

₹33.30-35.34%

0.14

0.24

0.0090

-0.25

0.83

29.14

70.00%

₹29.20-5.81%

0.14

0.28

0.0107

-0.29

0.79

28.84

10.00%

₹25.35+49.12%

0.13

0.31

0.0124

-0.31

0.73

28.02

300.00%

₹21.80+9.00%

0.12

0.35

0.0139

-0.34

0.67

27.56

270.00%

₹18.50-4.15%

0.10

0.37

0.0149

-0.36

0.59

27.41

1020.00%

₹13.250.00%

0.09

0.38

0.0154

-0.37

0.52

27.20

750.00%

₹11.150.00%

0.08

0.37

0.0154

-0.36

0.44

27.03

2490.00%

₹8.500.00%

0.06

0.35

0.0158

-0.31

0.35

24.66

1570.00%

₹7.250.00%

0.05

0.33

0.0132

-0.33

0.30

27.84

8420.00%

₹5.400.00%

0.03

0.25

0.0128

-0.19

0.18

21.35

2040.00%

₹4.050.00%

0.03

0.25

0.0103

-0.25

0.19

27.52

6810.00%

₹3.350.00%

0.02

0.18

0.0082

-0.16

0.11

24.50

2570.00%

₹2.550.00%

0.02

0.21

0.0074

-0.23

0.13

31.01

1,3060.00%

₹2.050.00%

0.02

0.18

0.0063

-0.22

0.12

32.61

1130.00%

₹1.700.00%

0.02

0.16

0.0053

-0.18

0.09

32.97

3140.00%

₹1.350.00%

0.01

0.14

0.0045

-0.17

0.08

34.50

970.00%

₹0.95-17.39%

0.01

0.12

0.0037

-0.14

0.06

34.56

2170.00%

₹0.850.00%

0.01

0.10

0.0031

-0.13

0.05

35.44

480.00%

₹0.50-50.00%

0.01

0.09

0.0027

-0.12

0.05

37.10

3910.00%

₹0.700.00%

0.01

0.06

0.0019

-0.08

0.03

35.19

270.00%

₹0.25-72.22%

0.01

0.06

0.0019

-0.09

0.03

37.95

1870.00%

₹0.15-62.50%

0

0.05

0.0014

-0.07

0.02

39.95

1190.00%

₹0.300.00%

0

0.04

0.0011

-0.06

0.02

42.40

960.00%

₹0.05-80.00%

400

410

420

425

430

435

440

445

450

455

460

465

470

475

480

₹484.95

-1.95 (0.40%)

485

490

495

500

505

510

515

520

525

530

535

540

545

550

555

560

570

580

₹0.05-85.71%

600.00%

49.20

-0.02

-0.08

0.0010

0.05

-0.00

₹0.05-99.83%

00.00%

65.13

-0.08

-0.34

0.0025

0.14

-0.02

₹0.10-87.50%

100.00%

32.00

-0.01

-0.03

0.0008

0.02

-0.00

₹0.20-75.00%

40.00%

32.70

-0.02

-0.05

0.0014

0.04

-0.00

₹0.30-68.42%

480.00%

33.07

-0.03

-0.07

0.0021

0.06

-0.01

₹0.50-75.00%

10.00%

32.46

-0.04

-0.09

0.0028

0.08

-0.01

₹0.75+15.38%

1960.00%

31.28

-0.05

-0.11

0.0035

0.10

-0.01

₹1.15+43.75%

120.00%

29.71

-0.06

-0.13

0.0044

0.12

-0.01

₹1.350.00%

1220.00%

30.47

-0.10

-0.18

0.0059

0.16

-0.02

₹1.750.00%

270.00%

29.57

-0.13

-0.21

0.0074

0.20

-0.02

₹2.550.00%

2220.00%

29.14

-0.17

-0.25

0.0090

0.24

-0.03

₹3.300.00%

1010.00%

28.84

-0.21

-0.29

0.0107

0.28

-0.04

₹4.450.00%

1500.00%

28.02

-0.27

-0.31

0.0124

0.31

-0.05

₹5.800.00%

820.00%

27.56

-0.33

-0.34

0.0139

0.35

-0.06

₹7.600.00%

2700.00%

27.41

-0.41

-0.36

0.0149

0.37

-0.08

₹10.000.00%

1190.00%

27.20

-0.48

-0.37

0.0154

0.38

-0.09

₹12.500.00%

1450.00%

27.03

-0.56

-0.36

0.0154

0.37

-0.11

₹15.000.00%

650.00%

24.66

-0.65

-0.31

0.0158

0.35

-0.13

₹20.80+5.32%

3940.00%

27.84

-0.70

-0.33

0.0132

0.33

-0.14

₹21.500.00%

890.00%

21.35

-0.82

-0.19

0.0128

0.25

-0.16

₹28.15+3.49%

2290.00%

27.52

-0.81

-0.25

0.0103

0.25

-0.16

₹32.15-29.57%

420.00%

24.50

-0.89

-0.16

0.0082

0.18

-0.18

₹36.35+10.15%

1510.00%

31.01

-0.87

-0.23

0.0074

0.21

-0.17

₹40.75+31.45%

190.00%

32.61

-0.88

-0.22

0.0063

0.18

-0.18

₹45.25-2.90%

190.00%

32.97

-0.91

-0.18

0.0053

0.16

-0.19

₹49.90+4.07%

20.00%

34.50

-0.92

-0.17

0.0045

0.14

-0.19

₹54.60+5.00%

20.00%

34.56

-0.94

-0.14

0.0037

0.12

-0.20

₹59.40-13.66%

00.00%

35.44

-0.95

-0.13

0.0031

0.10

-0.20

₹64.25-0.16%

30.00%

37.10

-0.95

-0.12

0.0027

0.09

-0.20

₹69.10+1.84%

20.00%

35.19

-0.97

-0.08

0.0019

0.06

-0.21

₹74.05-0.27%

30.00%

37.95

-0.97

-0.09

0.0019

0.06

-0.21

₹83.90+0.30%

60.00%

39.95

-0.98

-0.07

0.0014

0.05

-0.21

₹93.85+0.37%

10.00%

42.40

-0.98

-0.06

0.0011

0.04

-0.22

Basket

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