Rho
Vega
Gamma
Theta
Delta
IV
Call OI
Call LTP
Put LTP
Put OI
IV
Delta
Theta
Gamma
Vega
Rho
0.04
0.01
0.0015
-0.01
0.99
60.67
30.00%
₹33.05+73.49%
0.04
0.01
0.0028
-0.02
0.98
56.63
120.00%
₹28.10+64.81%
0.04
0.01
0.0032
-0.02
0.98
52.68
340.00%
₹25.60+22.49%
0.04
0.01
0.0040
-0.02
0.98
46.84
540.00%
₹23.15+15.75%
0.04
0.02
0.0067
-0.04
0.96
50.68
290.00%
₹20.75+28.88%
0.05
0.02
0.0071
-0.03
0.97
40.01
760.00%
₹18.35-1.08%
0.05
0.02
0.0085
-0.03
0.96
36.02
680.00%
₹16.10+3.21%
0.05
0.03
0.0136
-0.04
0.94
33.46
3750.00%
₹13.350.00%
0.04
0.05
0.0190
-0.05
0.91
32.82
2480.00%
₹11.100.00%
0.04
0.06
0.0289
-0.06
0.86
28.38
3870.00%
₹8.700.00%
0.04
0.07
0.0393
-0.05
0.83
23.95
3110.00%
₹6.650.00%
0.03
0.10
0.0521
-0.08
0.67
25.83
8140.00%
₹4.750.00%
0.03
0.11
0.0550
-0.09
0.56
26.69
4760.00%
₹3.200.00%
0.02
0.10
0.0582
-0.08
0.38
24.37
1,5780.00%
₹2.100.00%
0.02
0.09
0.0485
-0.08
0.29
26.23
3110.00%
₹1.250.00%
0.01
0.05
0.0345
-0.04
0.12
21.86
9960.00%
₹0.750.00%
0.01
0.06
0.0274
-0.05
0.12
27.82
860.00%
₹0.450.00%
0
0.04
0.0177
-0.04
0.07
29.16
4480.00%
₹0.300.00%
0
0.03
0.0138
-0.03
0.06
31.06
140.00%
₹0.200.00%
0
0.02
0.0097
-0.03
0.04
33.92
980.00%
₹0.65+333.33%
0
0.02
0.0071
-0.02
0.03
34.38
910.00%
₹0.100.00%
0.02
0.10
0.0101
-0.43
0.33
133.18
00.00%
₹6.800.00%
100
105
108
110
113
115
118
120
123
125
128
130
133
₹132.79
0.53 (0.40%)
135
138
140
143
145
148
150
153
155
₹0.050.00%
1490.00%
60.67
-0.01
-0.01
0.0015
0.01
-0.00
₹0.05-50.00%
1110.00%
56.63
-0.02
-0.02
0.0028
0.01
-0.00
₹0.05-50.00%
400.00%
52.68
-0.02
-0.02
0.0032
0.01
-0.00
₹0.100.00%
2340.00%
46.84
-0.02
-0.02
0.0040
0.01
-0.00
₹0.20-20.00%
690.00%
50.68
-0.04
-0.04
0.0067
0.02
-0.00
₹0.30+100.00%
3200.00%
40.01
-0.03
-0.03
0.0071
0.02
-0.00
₹0.150.00%
2210.00%
36.02
-0.04
-0.03
0.0085
0.02
-0.00
₹0.250.00%
7000.00%
33.46
-0.06
-0.04
0.0136
0.03
-0.00
₹0.400.00%
2500.00%
32.82
-0.09
-0.05
0.0190
0.05
-0.01
₹0.600.00%
4710.00%
28.38
-0.14
-0.06
0.0289
0.06
-0.01
₹0.950.00%
2900.00%
23.95
-0.17
-0.05
0.0393
0.07
-0.01
₹1.600.00%
7550.00%
25.83
-0.33
-0.08
0.0521
0.10
-0.02
₹2.550.00%
2830.00%
26.69
-0.44
-0.09
0.0550
0.11
-0.03
₹3.850.00%
6210.00%
24.37
-0.62
-0.08
0.0582
0.10
-0.04
₹5.550.00%
1180.00%
26.23
-0.71
-0.08
0.0485
0.09
-0.04
₹7.550.00%
2210.00%
21.86
-0.88
-0.04
0.0345
0.05
-0.05
₹9.850.00%
250.00%
27.82
-0.88
-0.05
0.0274
0.06
-0.05
₹13.10+4.38%
760.00%
29.16
-0.93
-0.04
0.0177
0.04
-0.06
₹15.25+3.39%
50.00%
31.06
-0.94
-0.03
0.0138
0.03
-0.06
₹17.50+7.03%
30.00%
33.92
-0.96
-0.03
0.0097
0.02
-0.06
₹19.80-31.61%
00.00%
34.38
-0.97
-0.02
0.0071
0.02
-0.06
₹25.700.00%
00.00%
133.18
-0.67
-0.43
0.0101
0.10
-0.05
Basket
Greeks