Rho
Vega
Gamma
Theta
Delta
IV
Call OI
Call LTP
Put LTP
Put OI
IV
Delta
Theta
Gamma
Vega
Rho
0.10
0.01
0.0006
-0.01
0.99
49.30
140.00%
₹61.14+4.26%
--
--
--
--
--
--
--
--
0.10
0.01
0.0008
-0.01
0.99
40.26
10.00%
₹51.17+5.18%
--
--
--
--
--
--
--
--
0.10
0.01
0.0011
-0.02
0.99
37.91
00.00%
₹46.18+13.33%
--
--
--
--
--
--
--
--
0.11
0.01
0.0011
-0.01
0.99
32.51
150.00%
₹41.20+0.49%
--
--
--
--
--
--
--
--
0.11
0.03
0.0024
-0.02
0.98
32.77
90.00%
₹36.23-6.94%
0.11
0.01
0.0016
-0.01
0.99
27.21
530.00%
₹33.75+4.01%
0.11
0.04
0.0035
-0.03
0.97
30.14
1390.00%
₹31.28+3.30%
0.11
0.04
0.0038
-0.03
0.97
28.13
100.00%
₹28.83+75.47%
0.11
0.04
0.0048
-0.03
0.97
26.29
920.00%
₹26.030.00%
0.11
0.05
0.0059
-0.04
0.96
25.58
1200.00%
₹24.01+0.04%
0.11
0.06
0.0075
-0.04
0.95
23.55
3330.00%
₹21.67+3.19%
0.11
0.07
0.0094
-0.05
0.94
23.01
680.00%
₹19.39+10.99%
0.11
0.09
0.0124
-0.05
0.92
21.15
2320.00%
₹16.670.00%
0.12
0.04
0.0082
-0.01
0.97
13.19
1240.00%
₹15.08+5.60%
0.10
0.13
0.0207
-0.07
0.85
19.14
5700.00%
₹12.080.00%
0.10
0.14
0.0254
-0.06
0.84
16.55
1270.00%
₹9.900.00%
0.09
0.19
0.0314
-0.10
0.73
18.08
1,1070.00%
₹8.010.00%
0.08
0.21
0.0374
-0.10
0.68
16.55
2160.00%
₹6.200.00%
0.07
0.23
0.0383
-0.11
0.55
17.79
2,0600.00%
₹4.690.00%
0.06
0.23
0.0417
-0.11
0.47
16.48
1,2010.00%
₹3.390.00%
0.05
0.22
0.0372
-0.10
0.36
17.39
1,2270.00%
₹2.410.00%
0.04
0.20
0.0347
-0.09
0.29
16.90
2990.00%
₹1.680.00%
0.03
0.17
0.0277
-0.08
0.21
17.76
1,7450.00%
₹1.190.00%
0.02
0.14
0.0233
-0.07
0.15
17.62
2100.00%
₹0.790.00%
0.01
0.11
0.0174
-0.06
0.11
18.49
8240.00%
₹0.530.00%
0.01
0.09
0.0139
-0.04
0.08
18.64
820.00%
₹0.370.00%
0
0.04
0.0077
-0.02
0.03
16.99
1,2070.00%
₹0.270.00%
0.01
0.05
0.0081
-0.03
0.04
20.07
430.00%
₹0.200.00%
0
0.04
0.0059
-0.02
0.03
20.97
1,7090.00%
₹0.150.00%
0.01
0.06
0.0068
-0.04
0.05
25.02
00.00%
₹0.30-82.86%
0
0.03
0.0041
-0.02
0.02
23.51
1780.00%
₹0.120.00%
0
0.02
0.0029
-0.02
0.02
25.58
600.00%
₹0.090.00%
0
0.02
0.0022
-0.02
0.01
28.09
80.00%
₹0.04-50.00%
200
205
210
212.50
215
217.50
220
222.50
225
227.50
230
232.50
235
237.50
240
242.50
245
247.50
250
252.50
255
257.50
260
₹260.60
0.00 (0.00%)
262.50
265
267.50
270
272.50
275
277.50
280
282.50
285
287.50
290
295
300
₹0.050.00%
2100.00%
49.30
-0.01
-0.01
0.0006
0.01
-0.00
₹0.01-75.00%
490.00%
37.50
-0.00
-0.00
0.0002
0
-0.00
₹0.01-80.00%
520.00%
40.26
-0.01
-0.01
0.0008
0.01
-0.00
₹0.01-66.67%
200.00%
32.70
-0.00
-0.00
0.0003
0
-0.00
₹0.01-85.71%
4110.00%
37.91
-0.01
-0.02
0.0011
0.01
-0.00
₹0.01-83.33%
160.00%
29.33
-0.00
-0.00
0.0004
0
-0.00
₹0.01-80.00%
7330.00%
32.51
-0.01
-0.01
0.0011
0.01
-0.00
₹0.01-88.89%
450.00%
33.47
-0.01
-0.02
0.0017
0.02
-0.00
₹0.02-84.62%
2600.00%
32.77
-0.02
-0.02
0.0024
0.03
-0.00
₹0.03-40.00%
790.00%
27.21
-0.01
-0.01
0.0016
0.01
-0.00
₹0.170.00%
4550.00%
30.14
-0.03
-0.03
0.0035
0.04
-0.00
₹0.170.00%
650.00%
28.13
-0.03
-0.03
0.0038
0.04
-0.00
₹0.190.00%
7040.00%
26.29
-0.03
-0.03
0.0048
0.04
-0.00
₹0.27+8.00%
1910.00%
25.58
-0.04
-0.04
0.0059
0.05
-0.01
₹0.290.00%
9600.00%
23.55
-0.05
-0.04
0.0075
0.06
-0.01
₹0.380.00%
5780.00%
23.01
-0.06
-0.05
0.0094
0.07
-0.01
₹0.520.00%
8670.00%
21.15
-0.08
-0.05
0.0124
0.09
-0.01
₹0.710.00%
3610.00%
13.19
-0.03
-0.01
0.0082
0.04
-0.00
₹0.990.00%
1,0960.00%
19.14
-0.15
-0.07
0.0207
0.13
-0.02
₹1.340.00%
3850.00%
16.55
-0.16
-0.06
0.0254
0.14
-0.02
₹1.880.00%
8620.00%
18.08
-0.27
-0.10
0.0314
0.19
-0.04
₹2.590.00%
4000.00%
16.55
-0.32
-0.10
0.0374
0.21
-0.04
₹3.520.00%
8010.00%
17.79
-0.45
-0.11
0.0383
0.23
-0.06
₹4.750.00%
1800.00%
16.48
-0.53
-0.11
0.0417
0.23
-0.07
₹6.320.00%
2820.00%
17.39
-0.64
-0.10
0.0372
0.22
-0.08
₹7.890.00%
290.00%
16.90
-0.71
-0.09
0.0347
0.20
-0.10
₹11.31+11.87%
1740.00%
17.76
-0.79
-0.08
0.0277
0.17
-0.11
₹13.19-7.44%
110.00%
17.62
-0.85
-0.07
0.0233
0.14
-0.11
₹15.18-9.48%
600.00%
18.49
-0.89
-0.06
0.0174
0.11
-0.12
₹17.29-50.81%
00.00%
18.64
-0.92
-0.04
0.0139
0.09
-0.13
₹18.930.00%
2610.00%
16.99
-0.97
-0.02
0.0077
0.04
-0.13
₹21.73-44.92%
00.00%
20.07
-0.96
-0.03
0.0081
0.05
-0.13
₹24.05-6.60%
310.00%
20.97
-0.97
-0.02
0.0059
0.04
-0.14
₹26.42-39.75%
00.00%
25.02
-0.95
-0.04
0.0068
0.06
-0.13
₹28.82-1.13%
4080.00%
23.51
-0.98
-0.02
0.0041
0.03
-0.14
₹33.69-36.79%
00.00%
25.58
-0.98
-0.02
0.0029
0.02
-0.14
₹38.63-5.78%
10.00%
28.09
-0.99
-0.02
0.0022
0.02
-0.15
Basket
Greeks