Rho
Vega
Gamma
Theta
Delta
IV
Call OI
Call LTP
Put LTP
Put OI
IV
Delta
Theta
Gamma
Vega
Rho
0.50
0.53
0.0006
-1.17
0.91
84.90
00.00%
₹310.40-9.07%
0.51
0.55
0.0007
-1.15
0.90
80.15
00.00%
₹290.45-9.87%
0.59
0.02
0.0001
-0.01
1.00
30.85
00.00%
₹270.55-10.80%
0.60
0.02
0.0001
-0.01
1.00
28.43
00.00%
₹250.60-11.95%
0.58
0.30
0.0007
-0.36
0.95
45.16
00.00%
₹230.65-13.34%
0.60
0.25
0.0006
-0.25
0.96
37.83
10.00%
₹210.75+29.29%
0.63
0.02
0.0001
-0.01
1.00
22.49
00.00%
₹200.80+54.46%
0.60
0.30
0.0008
-0.28
0.96
35.66
00.00%
₹190.85-17.18%
0.64
0.06
0.0002
-0.03
0.99
22.66
00.00%
₹180.95+57.28%
0.60
0.36
0.0010
-0.31
0.94
33.64
00.00%
₹171.05-19.79%
0.60
0.40
0.0012
-0.35
0.94
33.00
00.00%
₹161.20+59.68%
0.60
0.43
0.0013
-0.35
0.93
31.50
50.00%
₹151.40+107.54%
0.60
0.49
0.0015
-0.40
0.92
31.23
20.00%
₹141.70+108.08%
0.59
0.56
0.0018
-0.45
0.90
30.69
40.00%
₹132.05+9.45%
0.59
0.62
0.0020
-0.49
0.89
30.01
800.00%
₹122.55+42.42%
0.58
0.69
0.0023
-0.53
0.87
29.36
610.00%
₹109.45+43.73%
0.57
0.76
0.0026
-0.57
0.85
28.76
1450.00%
₹104.05+10.22%
0.55
0.84
0.0029
-0.63
0.82
28.52
106-1.85%
₹90.20-9.39%
0.54
0.91
0.0032
-0.66
0.79
27.75
880.00%
₹90.200.00%
0.52
0.99
0.0036
-0.71
0.76
27.31
127-3.79%
₹70.80-13.24%
0.49
1.07
0.0039
-0.76
0.72
27.22
134-5.63%
₹67.20-8.94%
0.47
1.14
0.0042
-0.79
0.68
26.70
166-0.60%
₹56.10-15.32%
0.44
1.19
0.0045
-0.82
0.64
26.16
203-5.14%
₹48.80-17.64%
0.41
1.24
0.0047
-0.84
0.60
25.89
191-9.05%
₹43.00-17.86%
0.38
1.27
0.0048
-0.86
0.55
25.97
212-9.40%
₹37.10-19.52%
0.35
1.28
0.0049
-0.85
0.50
25.51
884-0.79%
₹31.75-20.72%
0.32
1.27
0.0049
-0.84
0.45
25.35
239-1.65%
₹27.50-20.98%
0.28
1.24
0.0048
-0.81
0.40
25.03
610+1.67%
₹23.10-22.09%
0.25
1.19
0.0047
-0.78
0.36
25.01
191+14.37%
₹19.35-24.41%
0.22
1.13
0.0044
-0.74
0.31
24.95
272-0.73%
₹16.25-27.29%
0.17
0.99
0.0044
-0.57
0.24
21.84
760+1.88%
₹13.65-26.02%
0.14
0.90
0.0040
-0.51
0.20
21.94
225-1.75%
₹11.20-28.66%
0.15
0.91
0.0034
-0.62
0.21
25.91
99-10.00%
₹9.35-28.35%
0.13
0.83
0.0031
-0.57
0.18
26.15
138-6.12%
₹7.80-28.77%
0.11
0.77
0.0028
-0.54
0.16
26.93
60-4.76%
₹6.90-25.81%
0.08
0.59
0.0024
-0.37
0.11
24.28
1,029-8.70%
₹5.45-31.45%
0.08
0.61
0.0022
-0.43
0.11
27.02
42-25.00%
₹4.55-32.59%
0.07
0.57
0.0020
-0.42
0.10
28.22
191-11.57%
₹4.30-23.89%
0.06
0.50
0.0017
-0.37
0.09
28.29
100.00%
₹3.50+4.48%
0.05
0.46
0.0016
-0.35
0.08
28.96
376-0.53%
₹3.10-27.06%
0.05
0.41
0.0014
-0.31
0.07
29.24
30+30.43%
₹2.60-13.33%
0.05
0.43
0.0013
-0.35
0.07
31.61
550.00%
₹3.000.00%
0.02
0.19
0.0007
-0.13
0.03
25.76
00.00%
₹0.80-81.18%
0.03
0.31
0.0010
-0.26
0.05
31.32
64+6.67%
₹1.90-22.45%
0.01
0.13
0.0005
-0.08
0.02
25.79
00.00%
₹0.45-86.15%
0.02
0.24
0.0007
-0.20
0.03
31.83
271-4.91%
₹1.35-32.50%
0.02
0.21
0.0006
-0.18
0.03
33.30
48+11.63%
₹1.15+9.52%
0
0.04
0.0001
-0.03
0
26.01
420.00%
₹0.10-90.00%
1,100
1,120
1,140
1,160
1,180
1,200
1,210
1,220
1,230
1,240
1,250
1,260
1,270
1,280
1,290
1,300
1,310
1,320
1,330
1,340
1,350
1,360
1,370
1,380
1,390
₹1,392.50
-14.60 (1.04%)
1,400
1,410
1,420
1,430
1,440
1,450
1,460
1,470
1,480
1,490
1,500
1,510
1,520
1,530
1,540
1,550
1,560
1,570
1,580
1,590
1,600
1,620
1,640
₹0.05-96.15%
00.00%
84.90
-0.09
-1.17
0.0006
0.53
-0.07
₹0.05-97.30%
00.00%
80.15
-0.10
-1.15
0.0007
0.55
-0.08
₹0.05-96.67%
60.00%
30.85
-0.00
-0.01
0.0001
0.02
-0.00
₹0.05-93.33%
60.00%
28.43
-0.00
-0.01
0.0001
0.02
-0.00
₹2.800.00%
130.00%
45.16
-0.05
-0.36
0.0007
0.30
-0.03
₹1.75-10.26%
128-2.29%
37.83
-0.04
-0.25
0.0006
0.25
-0.03
₹0.05-98.04%
40.00%
22.49
-0.00
-0.01
0.0001
0.02
-0.00
₹2.10-10.64%
47-2.08%
35.66
-0.04
-0.28
0.0008
0.30
-0.03
₹0.15-94.64%
90.00%
22.66
-0.01
-0.03
0.0002
0.06
-0.00
₹2.60-3.70%
65-1.52%
33.64
-0.06
-0.31
0.0010
0.36
-0.04
₹3.05+3.39%
113-1.74%
33.00
-0.06
-0.35
0.0012
0.40
-0.05
₹3.200.00%
184-3.66%
31.50
-0.07
-0.35
0.0013
0.43
-0.05
₹3.95+9.72%
51-8.93%
31.23
-0.08
-0.40
0.0015
0.49
-0.06
₹4.70+11.90%
158-2.47%
30.69
-0.10
-0.45
0.0018
0.56
-0.07
₹5.50+15.79%
72-6.49%
30.01
-0.11
-0.49
0.0020
0.62
-0.09
₹6.45+7.50%
415-2.35%
29.36
-0.13
-0.53
0.0023
0.69
-0.10
₹7.60+7.80%
112-3.45%
28.76
-0.15
-0.57
0.0026
0.76
-0.12
₹9.25+9.47%
461+61.19%
28.52
-0.18
-0.63
0.0029
0.84
-0.14
₹10.70+7.00%
96+10.34%
27.75
-0.21
-0.66
0.0032
0.91
-0.16
₹12.70+10.92%
316-1.86%
27.31
-0.24
-0.71
0.0036
0.99
-0.18
₹15.35+11.64%
288-5.88%
27.22
-0.28
-0.76
0.0039
1.07
-0.21
₹18.00+13.92%
324-10.50%
26.70
-0.32
-0.79
0.0042
1.14
-0.24
₹21.45+13.49%
146-17.05%
26.16
-0.36
-0.82
0.0045
1.19
-0.27
₹25.05+14.91%
307-8.36%
25.89
-0.40
-0.84
0.0047
1.24
-0.31
₹29.15+12.98%
206-9.25%
25.97
-0.45
-0.86
0.0048
1.27
-0.34
₹33.75+14.99%
1,096-1.26%
25.51
-0.50
-0.85
0.0049
1.28
-0.38
₹38.90+13.08%
244-5.06%
25.35
-0.55
-0.84
0.0049
1.27
-0.42
₹44.45+11.82%
350-33.33%
25.03
-0.60
-0.81
0.0048
1.24
-0.46
₹50.85+13.25%
139+1.46%
25.01
-0.64
-0.78
0.0047
1.19
-0.50
₹57.65-32.77%
25+13.64%
24.95
-0.69
-0.74
0.0044
1.13
-0.53
₹61.75+8.14%
57-1.72%
21.84
-0.76
-0.57
0.0044
0.99
-0.59
₹69.80-26.87%
97+1.04%
21.94
-0.80
-0.51
0.0040
0.90
-0.62
₹69.05-56.10%
00.00%
25.91
-0.79
-0.62
0.0034
0.91
-0.62
₹76.95-22.97%
40.00%
26.15
-0.82
-0.57
0.0031
0.83
-0.65
₹85.65-50.85%
00.00%
26.93
-0.84
-0.54
0.0028
0.77
-0.67
₹106.05+11.99%
243-0.41%
24.28
-0.89
-0.37
0.0024
0.59
-0.71
₹102.60-46.46%
00.00%
27.02
-0.89
-0.43
0.0022
0.61
-0.71
₹111.65-18.74%
420.00%
28.22
-0.90
-0.42
0.0020
0.57
-0.72
₹120.85-42.33%
00.00%
28.29
-0.91
-0.37
0.0017
0.50
-0.74
₹130.20-2.69%
00.00%
28.96
-0.92
-0.35
0.0016
0.46
-0.75
₹139.70-38.66%
00.00%
29.24
-0.93
-0.31
0.0014
0.41
-0.76
₹149.30-6.63%
30.00%
31.61
-0.93
-0.35
0.0013
0.43
-0.76
₹159.00-35.46%
00.00%
25.76
-0.97
-0.13
0.0007
0.19
-0.80
₹168.75-3.46%
30.00%
31.32
-0.95
-0.26
0.0010
0.31
-0.79
₹178.55-32.66%
00.00%
25.79
-0.98
-0.08
0.0005
0.13
-0.82
₹189.950.00%
1210.00%
31.83
-0.97
-0.20
0.0007
0.24
-0.81
₹208.20+4.10%
50.00%
33.30
-0.97
-0.18
0.0006
0.21
-0.82
₹228.05+8.26%
00.00%
26.01
-1.00
-0.03
0.0001
0.04
-0.85
Basket
Greeks