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Rho
Vega
Gamma
Theta
Delta
IV
Call OI
Call LTP
BANKEX
NIFTY
BANKNIFTY
SENSEX
FINNIFTY
MIDCPNIFTY
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27 Nov
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27 Nov
28 DTE
24 Dec
55 DTE
Put LTP
Put OI
IV
Delta
Theta
Gamma
Vega
Rho
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--
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26.26
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25.12
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23.91
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22.61
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21.18
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10.00%
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19.72
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18.68
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17.28
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17.47
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13.67
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20.00%
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13.75
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13.45
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13.07
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00.00%
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8.59
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00.00%
₹11.550.00%
0.88
7.94
0
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00.00%
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1.34
11.35
0
-2.06
0.03
10.17
00.00%
₹18.950.00%
1.64
13.41
0
-2.62
0.03
10.94
00.00%
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1.52
12.60
0
-2.48
0.03
11.02
00.00%
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1.41
11.81
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-2.34
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00.00%
₹21.800.00%
1.30
11.07
0
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0.03
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00.00%
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1.21
10.38
0
-2.09
0.02
11.24
00.00%
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0.90
8.08
0
-1.56
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10.83
00.00%
₹12.800.00%
0.82
7.49
0
-1.46
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00.00%
₹11.650.00%
0.75
6.93
0
-1.36
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10.95
00.00%
₹10.600.00%
0.69
6.42
0
-1.26
0.01
11.01
00.00%
₹9.650.00%
0.72
6.70
0
-1.36
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11.34
00.00%
₹10.500.00%
0.66
6.18
0
-1.26
0.01
11.39
00.00%
₹9.500.00%
0.60
5.73
0
-1.17
0.01
11.44
00.00%
₹8.650.00%
0.65
6.17
0
-1.31
0.01
11.84
00.00%
₹9.850.00%
0.60
5.69
0
-1.21
0.01
11.88
00.00%
₹8.900.00%
0.54
5.25
0
-1.12
0.01
11.91
00.00%
₹8.050.00%
0.49
4.82
0
-1.03
0.01
11.95
00.00%
₹7.250.00%
0.45
4.44
0
-0.95
0.01
11.98
00.00%
₹6.550.00%
0.41
4.08
0
-0.88
0.01
12.02
00.00%
₹5.900.00%
0.37
3.73
0
-0.80
0.01
12.05
00.00%
₹5.300.00%
0.31
3.21
0
-0.68
0.01
11.95
00.00%
₹4.350.00%
0.28
2.93
0
-0.63
0.01
11.98
00.00%
₹3.900.00%
0.25
2.65
0
-0.57
0.01
12.00
00.00%
₹3.450.00%
0.23
2.42
0
-0.52
0
12.03
00.00%
₹3.100.00%
0.20
2.19
0
-0.47
0
12.05
00.00%
₹2.750.00%
0.31
3.25
0
-0.75
0.01
12.98
00.00%
₹4.800.00%
0.28
2.94
0
-0.68
0.01
12.98
00.00%
₹4.250.00%
0.25
2.66
0
-0.62
0.01
12.98
00.00%
₹3.750.00%
0.23
2.42
0
-0.56
0
12.99
00.00%
₹3.350.00%
0.20
2.19
0
-0.51
0
12.99
00.00%
₹2.950.00%
0.18
1.97
0
-0.46
0
12.99
00.00%
₹2.600.00%
0.16
1.78
0
-0.41
0
12.99
00.00%
₹2.300.00%
0.14
1.62
0
-0.38
0
13.01
00.00%
₹2.050.00%
0.45
4.47
0
-1.23
0.01
15.37
00.00%
₹8.450.00%
0.41
4.13
0
-1.13
0.01
15.37
00.00%
₹7.650.00%
0.38
3.83
0
-1.05
0.01
15.37
00.00%
₹6.950.00%
0.34
3.52
0
-0.96
0.01
15.36
00.00%
₹6.250.00%
0.21
2.31
0
-0.60
0
14.60
00.00%
₹3.550.00%
0.19
2.10
0
-0.55
0
14.58
00.00%
₹3.150.00%
0.17
1.91
0
-0.50
0
14.57
00.00%
₹2.800.00%
0.13
1.52
0
-0.39
0
14.32
00.00%
₹2.100.00%
0.12
1.37
0
-0.35
0
14.31
00.00%
₹1.850.00%
0.02
0.24
0
-0.05
0
12.07
00.00%
₹0.200.00%
0.01
0.18
0
-0.04
0
11.97
00.00%
₹0.150.00%
52,500
52,600
52,700
52,800
52,900
53,000
53,100
53,200
53,300
53,400
53,500
53,600
53,700
53,800
53,900
54,000
54,100
54,200
54,300
54,400
54,500
54,600
54,700
54,800
54,900
55,000
55,100
55,200
55,300
55,400
55,500
55,600
55,700
55,800
55,900
56,000
56,100
56,200
56,300
56,400
56,500
56,600
56,700
56,800
56,900
57,000
57,100
57,200
57,300
57,400
57,500
57,600
57,700
57,800
57,900
58,000
58,100
58,200
58,300
58,400
58,500
58,600
58,700
58,800
58,900
59,000
59,100
59,200
59,300
59,400
59,500
59,600
59,700
59,800
59,900
60,000
60,100
60,200
60,300
60,400
60,500
60,600
60,700
60,800
60,900
61,000
61,100
61,200
61,300
61,400
61,500
61,600
61,700
61,800
61,900
62,000
62,100
62,200
62,300
62,400
62,500
62,600
62,700
62,800
62,900
63,000
63,100
63,200
63,300
63,400
63,500
63,600
63,700
63,800
63,900
64,000
64,100
64,200
64,300
64,400
64,500
64,600
64,700
64,800
64,900
65,000
65,100
65,200
₹65,298.12
-473.32 (0.72%)
65,300
65,400
65,500
65,600
65,700
65,800
65,900
66,000
66,100
66,200
66,300
66,400
66,500
66,600
66,700
66,800
66,900
67,000
67,100
67,200
67,300
67,400
67,500
67,600
67,700
67,800
67,900
68,000
68,100
68,200
68,300
68,400
68,500
68,600
68,700
68,800
68,900
69,000
69,100
69,200
69,300
69,400
69,500
69,600
69,700
69,800
69,900
70,000
70,100
70,200
70,300
70,400
70,500
70,600
70,700
70,800
70,900
71,000
71,100
71,200
71,300
71,400
71,500
71,600
71,700
71,800
71,900
72,000
72,100
72,200
72,300
72,400
72,500
72,600
72,700
72,800
72,900
73,000
73,100
73,200
73,300
₹6.150.00%
00.00%
--
--
--
--
--
--
₹36.950.00%
00.00%
--
--
--
--
--
--
₹39.550.00%
00.00%
--
--
--
--
--
--
₹42.350.00%
00.00%
--
--
--
--
--
--
₹45.300.00%
00.00%
--
--
--
--
--
--
₹48.450.00%
00.00%
--
--
--
--
--
--
₹51.750.00%
00.00%
--
--
--
--
--
--
₹55.250.00%
00.00%
--
--
--
--
--
--
₹58.900.00%
00.00%
--
--
--
--
--
--
₹62.850.00%
00.00%
--
--
--
--
--
--
₹66.950.00%
00.00%
--
--
--
--
--
--
₹71.300.00%
00.00%
--
--
--
--
--
--
₹75.850.00%
00.00%
--
--
--
--
--
--
₹80.700.00%
00.00%
--
--
--
--
--
--
₹85.800.00%
00.00%
--
--
--
--
--
--
₹91.100.00%
00.00%
--
--
--
--
--
--
₹96.750.00%
00.00%
--
--
--
--
--
--
₹102.650.00%
00.00%
--
--
--
--
--
--
₹108.850.00%
00.00%
--
--
--
--
--
--
₹115.350.00%
00.00%
--
--
--
--
--
--
₹122.200.00%
00.00%
--
--
--
--
--
--
₹129.350.00%
00.00%
--
--
--
--
--
--
₹136.850.00%
00.00%
--
--
--
--
--
--
₹144.700.00%
00.00%
--
--
--
--
--
--
₹152.900.00%
00.00%
--
--
--
--
--
--
₹161.450.00%
00.00%
--
--
--
--
--
--
₹170.450.00%
00.00%
--
--
--
--
--
--
₹179.800.00%
00.00%
--
--
--
--
--
--
₹189.600.00%
00.00%
--
--
--
--
--
--
₹199.800.00%
00.00%
--
--
--
--
--
--
₹210.450.00%
00.00%
--
--
--
--
--
--
₹221.550.00%
00.00%
--
--
--
--
--
--
₹233.150.00%
00.00%
--
--
--
--
--
--
₹245.150.00%
00.00%
--
--
--
--
--
--
₹257.700.00%
00.00%
--
--
--
--
--
--
₹270.700.00%
00.00%
--
--
--
--
--
--
₹284.250.00%
00.00%
--
--
--
--
--
--
₹298.300.00%
00.00%
--
--
--
--
--
--
₹312.900.00%
00.00%
--
--
--
--
--
--
₹328.050.00%
00.00%
--
--
--
--
--
--
₹343.750.00%
00.00%
--
--
--
--
--
--
₹360.000.00%
00.00%
--
--
--
--
--
--
₹376.900.00%
00.00%
--
--
--
--
--
--
₹394.350.00%
00.00%
--
--
--
--
--
--
₹412.450.00%
00.00%
--
--
--
--
--
--
₹431.150.00%
00.00%
--
--
--
--
--
--
₹450.500.00%
00.00%
--
--
--
--
--
--
₹470.500.00%
00.00%
--
--
--
--
--
--
₹491.150.00%
00.00%
--
--
--
--
--
--
₹512.450.00%
00.00%
--
--
--
--
--
--
₹534.450.00%
00.00%
--
--
--
--
--
--
₹557.150.00%
00.00%
--
--
--
--
--
--
₹580.550.00%
00.00%
--
--
--
--
--
--
₹604.650.00%
00.00%
--
--
--
--
--
--
₹629.500.00%
00.00%
--
--
--
--
--
--
₹655.100.00%
00.00%
--
--
--
--
--
--
₹681.400.00%
00.00%
--
--
--
--
--
--
₹708.500.00%
00.00%
--
--
--
--
--
--
₹736.300.00%
00.00%
--
--
--
--
--
--
₹764.950.00%
00.00%
--
--
--
--
--
--
₹794.350.00%
00.00%
--
--
--
--
--
--
₹824.500.00%
00.00%
--
--
--
--
--
--
₹855.500.00%
00.00%
--
--
--
--
--
--
₹887.250.00%
00.00%
--
--
--
--
--
--
₹919.850.00%
00.00%
--
--
--
--
--
--
₹953.250.00%
00.00%
--
--
--
--
--
--
₹987.500.00%
00.00%
--
--
--
--
--
--
₹1,022.600.00%
00.00%
--
--
--
--
--
--
₹1,058.500.00%
00.00%
--
--
--
--
--
--
₹1,095.250.00%
00.00%
--
--
--
--
--
--
₹1,132.800.00%
00.00%
--
--
--
--
--
--
₹662.30+386.99%
00.00%
--
--
--
--
--
--
₹686.90+340.32%
00.00%
--
--
--
--
--
--
₹1,250.700.00%
00.00%
--
--
--
--
--
--
₹1,291.750.00%
00.00%
--
--
--
--
--
--
₹1,333.600.00%
00.00%
--
--
--
--
--
--
₹1,376.350.00%
00.00%
--
--
--
--
--
--
₹819.25+284.62%
00.00%
--
--
--
--
--
--
₹1,464.450.00%
00.00%
--
--
--
--
--
--
₹1,509.800.00%
00.00%
--
--
--
--
--
--
₹1,556.050.00%
00.00%
--
--
--
--
--
--
₹1,603.150.00%
00.00%
--
--
--
--
--
--
₹1,651.100.00%
00.00%
20.26
-0.09
-10.63
0
29.36
-4.60
₹1,699.950.00%
00.00%
--
--
--
--
--
--
₹1,749.650.00%
00.00%
--
--
--
--
--
--
₹1,800.250.00%
00.00%
--
--
--
--
--
--
₹1,851.650.00%
00.00%
--
--
--
--
--
--
₹1,138.85+190.52%
00.00%
--
--
--
--
--
--
₹1,957.100.00%
00.00%
--
--
--
--
--
--
₹2,011.150.00%
00.00%
--
--
--
--
--
--
₹1,249.25+168.08%
00.00%
29.00
-0.21
-27.27
0.0001
52.62
-11.14
₹2,121.700.00%
00.00%
--
--
--
--
--
--
₹1,326.70+152.22%
00.00%
--
--
--
--
--
--
₹1,366.55+123.29%
00.00%
--
--
--
--
--
--
₹2,293.900.00%
00.00%
--
--
--
--
--
--
₹2,352.950.00%
00.00%
--
--
--
--
--
--
₹2,412.850.00%
00.00%
27.54
-0.24
-27.70
0.0001
56.28
-12.54
₹2,473.550.00%
00.00%
--
--
--
--
--
--
₹2,535.050.00%
00.00%
--
--
--
--
--
--
₹2,597.400.00%
00.00%
--
--
--
--
--
--
₹1,667.45+117.68%
00.00%
--
--
--
--
--
--
₹2,724.400.00%
00.00%
--
--
--
--
--
--
₹2,789.100.00%
00.00%
--
--
--
--
--
--
₹2,854.550.00%
00.00%
--
--
--
--
--
--
₹1,856.65+78.52%
00.00%
21.65
-0.25
-22.38
0.0001
57.85
-13.08
₹2,987.750.00%
00.00%
--
--
--
--
--
--
₹157.35-94.85%
40.00%
11.92
-0.14
-8.64
0.0001
40.58
-7.18
₹167.85-94.63%
40.00%
11.76
-0.15
-8.84
0.0001
42.07
-7.58
₹117.80-96.31%
40.00%
11.38
-0.15
-8.70
0.0001
42.80
-7.77
₹130.80-95.99%
60.00%
11.34
-0.16
-9.09
0.0001
44.86
-8.35
₹144.90-95.65%
60.00%
11.23
-0.18
-9.37
0.0001
46.68
-8.89
₹160.25-95.29%
50.00%
11.23
-0.19
-9.81
0.0001
48.86
-9.56
₹176.80-80.57%
40.00%
10.98
-0.20
-9.85
0.0001
50.23
-10.00
₹194.65-74.05%
40.00%
10.87
-0.21
-10.12
0.0001
52.11
-10.64
₹213.90-94.10%
40.00%
10.63
-0.22
-10.19
0.0002
53.60
-11.17
₹234.60+0.99%
4+100.00%
10.51
-0.23
-10.41
0.0002
55.44
-11.86
₹256.80-93.19%
20.00%
10.51
-0.25
-10.81
0.0002
57.55
-12.71
₹280.50+46.09%
20.00%
10.10
-0.26
-10.60
0.0002
58.69
-13.19
₹305.85-92.20%
20.00%
10.07
-0.28
-10.92
0.0002
60.68
-14.10
₹332.85+10.58%
20.00%
9.89
-0.29
-11.01
0.0002
62.30
-14.90
₹361.55+16.50%
20.00%
9.61
-0.31
-10.95
0.0002
63.72
-15.67
₹392.00+42.47%
0-100.00%
9.72
-0.33
-11.39
0.0002
65.61
-16.81
₹868.95+180.31%
00.00%
--
--
--
--
--
--
₹907.35+212.88%
00.00%
--
--
--
--
--
--
₹488.60+43.71%
20.00%
9.53
-0.39
-11.86
0.0002
69.60
-20.02
₹519.70+23.99%
1-75.00%
9.38
-0.42
-11.83
0.0002
70.53
-21.11
₹557.25+26.65%
20.00%
9.30
-0.44
-11.84
0.0002
71.29
-22.27
₹592.25+7.68%
20.00%
9.14
-0.46
-11.73
0.0002
71.81
-23.45
₹623.70+15.50%
20.00%
8.91
-0.49
-11.48
0.0002
72.10
-24.67
₹663.45+28.01%
3+200.00%
8.71
-0.51
-11.23
0.0003
72.12
-25.96
₹700.80+18.14%
8+166.67%
8.35
-0.54
-10.72
0.0003
71.81
-27.33
₹800.30+58.48%
20.00%
7.95
-0.57
-10.10
0.0003
71.10
-28.84
₹851.95+13.59%
20.00%
7.70
-0.60
-9.62
0.0003
69.95
-30.38
₹846.00-83.51%
20.00%
8.10
-0.62
-9.97
0.0003
68.90
-31.49
₹898.15-82.78%
20.00%
7.92
-0.65
-9.50
0.0003
67.12
-32.97
₹1,018.70+21.43%
20.00%
14.03
-0.59
-17.57
0.0002
70.09
-30.70
₹998.50-52.48%
20.00%
7.35
-0.71
-8.09
0.0003
61.66
-36.25
₹5,471.800.00%
00.00%
12.59
-0.64
-15.22
0.0002
67.64
-32.97
₹1,111.20-80.01%
20.00%
13.97
-0.64
-16.88
0.0001
67.64
-33.09
₹5,644.800.00%
00.00%
9.62
-0.72
-10.40
0.0002
60.53
-37.07
₹1,334.65+35.66%
20.00%
13.67
-0.67
-15.95
0.0001
65.28
-34.79
₹5,819.350.00%
00.00%
14.75
-0.67
-17.20
0.0001
65.25
-34.92
₹5,907.250.00%
00.00%
10.33
-0.76
-10.36
0.0002
56.16
-39.12
₹5,995.450.00%
00.00%
13.45
-0.72
-14.70
0.0001
61.13
-37.19
₹6,084.050.00%
00.00%
13.41
-0.73
-14.29
0.0001
59.61
-37.94
₹6,172.950.00%
00.00%
13.33
-0.75
-13.80
0.0001
57.92
-38.72
₹6,262.250.00%
00.00%
13.22
-0.76
-13.26
0.0001
56.12
-39.50
₹6,351.850.00%
00.00%
13.41
-0.77
-13.17
0.0001
54.93
-40.02
₹6,441.750.00%
00.00%
13.10
-0.79
-12.28
0.0001
52.46
-40.95
₹6,531.950.00%
00.00%
13.12
-0.80
-11.91
0.0001
50.79
-41.57
₹6,622.500.00%
00.00%
13.04
-0.81
-11.38
0.0001
48.82
-42.27
₹6,713.300.00%
00.00%
13.71
-0.81
-12.02
0.0001
49.07
-42.27
₹6,395.350.00%
00.00%
8.30
-0.94
-3.29
0.0001
22.22
-48.54
₹6,491.250.00%
00.00%
8.44
-0.94
-3.16
0.0001
20.96
-48.84
₹6,587.350.00%
00.00%
8.57
-0.95
-3.03
0.0001
19.75
-49.12
₹6,686.050.00%
00.00%
8.57
-0.95
-2.74
0.0001
17.86
-49.51
₹6,731.700.00%
00.00%
8.45
-0.96
-2.33
0.0001
15.39
-49.98
₹6,408.650.00%
00.00%
9.06
-0.96
-2.77
0.0001
17.09
-49.79
₹6,505.250.00%
00.00%
9.17
-0.96
-2.63
0.0001
16.06
-50.03
₹6,602.000.00%
00.00%
9.29
-0.96
-2.50
0
15.08
-50.26
₹6,698.850.00%
00.00%
9.39
-0.96
-2.37
0
14.14
-50.48
₹6,593.900.00%
00.00%
9.74
-0.96
-2.51
0
14.42
-50.52
₹6,690.800.00%
00.00%
9.84
-0.97
-2.38
0
13.54
-50.73
₹6,578.950.00%
00.00%
8.99
-0.98
-1.38
0
8.59
-51.50
₹6,676.800.00%
00.00%
9.07
-0.98
-1.29
0
7.94
-51.66
₹6,753.300.00%
00.00%
10.17
-0.97
-2.06
0
11.35
-51.27
₹6,395.150.00%
00.00%
10.94
-0.97
-2.62
0
13.41
-51.05
₹6,492.100.00%
00.00%
11.02
-0.97
-2.48
0
12.60
-51.25
₹6,589.150.00%
00.00%
11.09
-0.97
-2.34
0
11.81
-51.44
₹6,686.300.00%
00.00%
11.17
-0.97
-2.21
0
11.07
-51.62
₹6,783.650.00%
00.00%
11.24
-0.98
-2.09
0
10.38
-51.79
₹6,422.150.00%
00.00%
10.83
-0.98
-1.56
0
8.08
-52.17
₹6,519.900.00%
00.00%
10.89
-0.98
-1.46
0
7.49
-52.33
₹6,617.750.00%
00.00%
10.95
-0.98
-1.36
0
6.93
-52.47
₹6,715.700.00%
00.00%
11.01
-0.99
-1.26
0
6.42
-52.61
₹6,600.050.00%
00.00%
11.34
-0.99
-1.36
0
6.70
-52.66
₹6,698.050.00%
00.00%
11.39
-0.99
-1.26
0
6.18
-52.80
₹6,796.050.00%
00.00%
11.44
-0.99
-1.17
0
5.73
-52.93
₹6,315.600.00%
00.00%
11.84
-0.99
-1.31
0
6.17
-52.95
₹6,413.850.00%
00.00%
11.88
-0.99
-1.21
0
5.69
-53.08
₹6,512.200.00%
00.00%
11.91
-0.99
-1.12
0
5.25
-53.21
₹6,610.600.00%
00.00%
11.95
-0.99
-1.03
0
4.82
-53.34
₹6,709.100.00%
00.00%
11.98
-0.99
-0.95
0
4.44
-53.46
₹6,807.650.00%
00.00%
12.02
-0.99
-0.88
0
4.08
-53.58
₹6,906.250.00%
00.00%
12.05
-0.99
-0.80
0
3.73
-53.69
₹6,630.250.00%
00.00%
11.95
-0.99
-0.68
0
3.21
-53.83
₹6,729.050.00%
00.00%
11.98
-0.99
-0.63
0
2.93
-53.93
₹6,827.950.00%
00.00%
12.00
-0.99
-0.57
0
2.65
-54.04
₹6,926.850.00%
00.00%
12.03
-1.00
-0.52
0
2.42
-54.14
₹7,025.800.00%
00.00%
12.05
-1.00
-0.47
0
2.19
-54.24
₹6,296.450.00%
00.00%
12.98
-0.99
-0.75
0
3.25
-54.21
₹6,395.250.00%
00.00%
12.98
-0.99
-0.68
0
2.94
-54.31
₹6,494.150.00%
00.00%
12.98
-0.99
-0.62
0
2.66
-54.42
₹6,593.100.00%
00.00%
12.99
-1.00
-0.56
0
2.42
-54.52
₹6,692.050.00%
00.00%
12.99
-1.00
-0.51
0
2.19
-54.62
₹6,791.050.00%
00.00%
12.99
-1.00
-0.46
0
1.97
-54.72
₹6,890.100.00%
00.00%
12.99
-1.00
-0.41
0
1.78
-54.82
₹6,989.200.00%
00.00%
13.01
-1.00
-0.38
0
1.62
-54.91
₹6,818.800.00%
00.00%
15.37
-0.99
-1.23
0
4.47
-54.68
₹6,917.400.00%
00.00%
15.37
-0.99
-1.13
0
4.13
-54.79
₹7,016.100.00%
00.00%
15.37
-0.99
-1.05
0
3.83
-54.90
₹7,114.850.00%
00.00%
15.36
-0.99
-0.96
0
3.52
-55.02
₹6,901.800.00%
00.00%
14.60
-1.00
-0.60
0
2.31
-55.22
₹7,000.800.00%
00.00%
14.58
-1.00
-0.55
0
2.10
-55.32
₹7,099.900.00%
00.00%
14.57
-1.00
-0.50
0
1.91
-55.41
₹7,014.200.00%
00.00%
14.32
-1.00
-0.39
0
1.52
-55.53
₹7,113.450.00%
00.00%
14.31
-1.00
-0.35
0
1.37
-55.62
₹7,106.600.00%
00.00%
12.07
-1.00
-0.05
0
0.24
-55.80
₹7,206.100.00%
00.00%
11.97
-1.00
-0.04
0
0.18
-55.88
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