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View Put Call Ratio

Call Option Chain  of S&P CNX NIFTY (NIFTY) with Implied Volatility & Greeks

   Spot Close : 9111.90   Expiry date :          

S&P CNX NIFTY for Expiry Date 30/04/2020

Strike Price Close / OHL Change/ Change % Open Interest / Change Contracts/ % Change Turnover (in Lac) Implied Volatility / Prev Interpretation Signal PCR OI PCR Vol Greeks Delta / All
6100.00
2975.00
C- 2975.00
O-2872.65
H-3000.00
L-2872.65
316.05/ 11.89 % 12.52 K/ -375.000 10/ -70.59 % 68.00 9.90 / 16.60 Short Covering Bullish 48.78 496.90
0
Delta : 0
Theta : 0
Rho : 0
Vega : 0
Gamma : 0
6500.00
2585.75
C- 2585.75
O-2511.00
H-2605.40
L-2418.00
359.90/ 16.17 % 77.02 K/ -1725.000 82/ -6.82 % 556.00 3.16 / 7.70 Short Covering Bullish 8.82 69.06
0
Delta : 0
Theta : 0
Rho : 0
Vega : 0
Gamma : 0
6800.00
2301.00
C- 2301.00
O-2218.70
H-2301.00
L-2218.00
218.25/ 10.48 % 2475.00/ -600.000 13/ 1200.00 % 88.00 4.37 / 91.02 Short Covering Bullish 52.85 132.38
0
Delta : 0
Theta : 0
Rho : 0
Vega : 0
Gamma : 0
6900.00
1990.65
C- 1990.65
O-1990.65
H-1990.65
L-1990.65
690.00/ 53.05 % 150.00/ 75.00 1/NA 7.00 13.01 / 56.33 Position Build Up Bullish 322.50 1442.00
1.26
Delta : 1.26
Theta : -1.65
Rho : 5.31
Vega : 0
Gamma : 0
7000.00
2114.70
C- 2114.70
O-1934.95
H-2126.10
L-1934.95
317.25/ 17.65 % 625.58 K/ -21150.000 446/ -48.91 % 3027.00 5.64 / 55.60 Short Covering Bullish 2.99 33.85
0
Delta : 0
Theta : 0
Rho : 0
Vega : 0
Gamma : 0
7100.00
2174.75
C- 2174.75
O-2174.75
H-2174.75
L-2174.75
416.95/ 23.72 % 1650.00/ 0.000 2/ -84.62 % 14.00 98.36 / 73.07 Short Covering Bullish 29.27 436.00
0.883
Delta : 0.883
Theta : -11.09
Rho : 3.38
Vega : 4.29
Gamma : 0.0001
7200.00
1859.65
C- 1859.65
O-1859.65
H-1859.65
L-1859.65
238.95/ 14.74 % 1950.00/ 0.000 3/ -83.33 % 20.00 0.200 / 58.72 Short Covering Bullish 82.19 662.67
0
Delta : 0
Theta : 0
Rho : 0
Vega : 0
Gamma : 0
7300.00
1833.90
C- 1833.90
O-1739.80
H-1833.90
L-1739.80
280.55/ 18.06 % 900.00/ -150.000 10/ -44.44 % 68.00 0.997 / 64.65 Short Covering Bullish 83.67 126.60
0
Delta : 0
Theta : 0
Rho : 0
Vega : 0
Gamma : 0
7400.00
1669.85
C- 1669.85
O-1694.50
H-1694.50
L-1669.85
241.90/ 16.94 % 750.00/ -75.000 3/ -76.92 % 20.00 10.27 / 54.32 Short Covering Bullish 150.20 380.67
1.01
Delta : 1.01
Theta : -1.31
Rho : 4.25
Vega : 0
Gamma : 0
7500.00
1642.90
C- 1642.90
O-1500.00
H-1663.00
L-1491.20
295.75/ 21.95 % 243.38 K/ -20475.000 731/ -35.65 % 4988.00 36.65 / 55.99 Short Covering Bullish 7.97 34.83
0.989
Delta : 0.989
Theta : -1.85
Rho : 4.24
Vega : 0.617
Gamma : 0.0000
7600.00
1568.75
C- 1568.75
O-1458.05
H-1568.75
L-1420.15
303.70/ 24.01 % 9225.00/ -1575.000 155/ -34.60 % 1056.00 50.86 / 56.53 Short Covering Bullish 11.46 15.38
0.943
Delta : 0.943
Theta : -4.29
Rho : 4.04
Vega : 2.51
Gamma : 0.0001
7700.00
1462.00
C- 1462.00
O-1379.75
H-1483.30
L-1324.50
274.60/ 23.13 % 27.82 K/ -1275.000 54/ -12.90 % 369.00 45.06 / 57.36 Short Covering Bullish 7.11 44.07
0.950
Delta : 0.950
Theta : -3.69
Rho : 4.14
Vega : 2.25
Gamma : 0.0001
7800.00
1379.45
C- 1379.45
O-1275.00
H-1385.00
L-1225.00
273.50/ 24.73 % 18.82 K/ -1575.000 71/ 14.52 % 485.00 48.51 / 56.93 Short Covering Bullish 10.76 64.92
0.923
Delta : 0.923
Theta : -4.89
Rho : 4.05
Vega : 3.15
Gamma : 0.0001
7900.00
1235.00
C- 1235.00
O-1257.70
H-1304.00
L-1235.00
207.35/ 20.18 % 11.40 K/ -375.000 6/ -82.86 % 41.00 4.21 / 56.64 Short Covering Bullish 11.43 568.83
0
Delta : 0
Theta : 0
Rho : 0
Vega : 0
Gamma : 0
8000.00
1199.80
C- 1199.80
O-1065.60
H-1223.90
L-1050.00
259.50/ 27.60 % 582.30 K/ -6300.000 1575/ -58.36 % 10788.00 47.69 / 54.55 Short Covering Bullish 4.39 25.38
0.890
Delta : 0.890
Theta : -5.89
Rho : 3.98
Vega : 4.10
Gamma : 0.0002
8050.00
1054.65
C- 1054.65
O-1054.65
H-1054.65
L-1054.65
146.70/ 16.16 % 4050.00/ 75.00 1/ -85.71 % 7.00 2.80 / 55.14 Position Build Up Bullish 1.54 26.00
0
Delta : 0
Theta : 0
Rho : 0
Vega : 0
Gamma : 0
8100.00
1119.80
C- 1119.80
O-1039.00
H-1138.00
L-987.65
250.30/ 28.79 % 75.98 K/ -1875.000 93/ -78.96 % 639.00 48.79 / 54.68 Short Covering Bullish 7.81 89.62
0.864
Delta : 0.864
Theta : -6.75
Rho : 3.88
Vega : 4.78
Gamma : 0.0002
8150.00
967.35
C- 967.35
O-1050.00
H-1050.00
L-967.35
-5.35/ -0.550 % 2925.00/ -150.000 18/ 500.00 % 124.00 4.38 / 73.49 Position UnWinding Bearish 1.62 0.944
0
Delta : 0
Theta : 0
Rho : 0
Vega : 0
Gamma : 0
8200.00
1033.90
C- 1033.90
O-925.00
H-1054.85
L-900.70
242.15/ 30.58 % 49.72 K/ -5250.000 151/ -57.70 % 1042.00 48.05 / 53.41 Short Covering Bullish 4.38 51.15
0.843
Delta : 0.843
Theta : -7.20
Rho : 3.82
Vega : 5.26
Gamma : 0.0002
8250.00
883.45
C- 883.45
O-883.45
H-883.45
L-883.45
145.75/ 19.76 % 750.00/ -75.000 1/ -94.74 % 7.00 4.31 / 50.58 Short Covering Bullish 14.50 117.00
4698.23
Delta : 4698.23
Theta : -6131.16
Rho : 19808.35
Vega : 0
Gamma : 0
8300.00
956.45
C- 956.45
O-830.10
H-970.00
L-816.45
242.05/ 33.88 % 68.02 K/ -4050.000 177/ -78.83 % 1222.00 48.41 / 51.87 Short Covering Bullish 3.30 27.55
0.814
Delta : 0.814
Theta : -7.89
Rho : 3.72
Vega : 5.85
Gamma : 0.0003
8400.00
866.95
C- 866.95
O-801.15
H-894.95
L-741.00
219.75/ 33.95 % 77.85 K/ -6750.000 385/ -81.96 % 2661.00 46.32 / 51.31 Short Covering Bullish 2.63 14.76
0.794
Delta : 0.794
Theta : -8.00
Rho : 3.67
Vega : 6.22
Gamma : 0.0003
8450.00
832.20
C- 832.20
O-759.30
H-849.80
L-746.05
217.15/ 35.31 % 5625.00/ -225.000 12/ -80.00 % 83.00 46.74 / 51.06 Short Covering Bullish 1.15 6.08
0.777
Delta : 0.777
Theta : -8.37
Rho : 3.59
Vega : 6.52
Gamma : 0.0003
8500.00
795.50
C- 795.50
O-709.35
H-818.95
L-664.70
212.30/ 36.40 % 831.00 K/ -38325.000 8038/ -30.59 % 55718.00 46.72 / 50.74 Short Covering Bullish 2.13 4.85
0.761
Delta : 0.761
Theta : -8.63
Rho : 3.53
Vega : 6.78
Gamma : 0.0003
8550.00
754.50
C- 754.50
O-729.95
H-766.35
L-689.70
203.30/ 36.88 % 3450.00/ -75.000 6/ -82.35 % 42.00 45.96 / 50.31 Short Covering Bullish 0.826 9.83
0.747
Delta : 0.747
Theta : -8.72
Rho : 3.48
Vega : 6.98
Gamma : 0.0003
8600.00
718.35
C- 718.35
O-609.55
H-739.05
L-595.00
200.65/ 38.76 % 179.40 K/ -7350.000 715/ -72.93 % 4975.00 45.79 / 49.59 Short Covering Bullish 1.46 12.61
0.731
Delta : 0.731
Theta : -8.92
Rho : 3.42
Vega : 7.22
Gamma : 0.0003
8650.00
711.45
C- 711.45
O-636.00
H-711.45
L-622.10
224.60/ 46.13 % 6450.00/ -450.000 10/ -85.51 % 70.00 49.41 / 49.09 Short Covering Bullish 0.512 7.40
0.702
Delta : 0.702
Theta : -9.93
Rho : 3.27
Vega : 7.58
Gamma : 0.0003
8700.00
650.50
C- 650.50
O-503.90
H-663.65
L-503.85
191.10/ 41.60 % 147.45 K/ -450.000 2424/ -64.51 % 16938.00 45.71 / 48.89 Short Covering Bullish 1.87 3.04
0.695
Delta : 0.695
Theta : -9.34
Rho : 3.27
Vega : 7.65
Gamma : 0.0004
8750.00
613.60
C- 613.60
O-527.70
H-634.20
L-523.40
184.75/ 43.08 % 2550.00/ -2775.000 54/ -65.61 % 377.00 45.11 / 48.22 Short Covering Bullish 2.24 2.57
0.678
Delta : 0.678
Theta : -9.40
Rho : 3.20
Vega : 7.83
Gamma : 0.0004
8800.00
570.60
C- 570.60
O-490.00
H-593.85
L-464.00
169.55/ 42.28 % 157.65 K/ -9450.000 3504/ -54.46 % 24565.00 43.65 / 47.76 Short Covering Bullish 2.04 3.13
0.663
Delta : 0.663
Theta : -9.27
Rho : 3.15
Vega : 7.98
Gamma : 0.0004
8850.00
484.60
C- 484.60
O-482.45
H-538.00
L-457.50
103.25/ 27.07 % 7425.00/ 150.00 30/ -89.21 % 210.00 36.79 / 48.14 Position Build Up Bullish 0.586 1.80
0.662
Delta : 0.662
Theta : -7.99
Rho : 3.19
Vega : 7.99
Gamma : 0.0005
8900.00
509.30
C- 509.30
O-446.40
H-522.05
L-395.90
161.50/ 46.43 % 65.92 K/ -11175.000 2973/ -55.15 % 20887.00 43.50 / 46.79 Short Covering Bullish 2.19 2.49
0.623
Delta : 0.623
Theta : -9.52
Rho : 2.97
Vega : 8.30
Gamma : 0.0004
8950.00
471.85
C- 471.85
O-407.65
H-485.00
L-375.00
147.00/ 45.25 % 5100.00/ -450.000 175/ -24.57 % 1232.00 42.44 / 46.56 Short Covering Bullish 1.62 1.53
0.604
Delta : 0.604
Theta : -9.41
Rho : 2.90
Vega : 8.42
Gamma : 0.0004
9000.00
443.50
C- 443.50
O-377.20
H-458.90
L-345.00
144.90/ 48.53 % 1456.12 K/ -86025.000 42834/ -8.78 % 302415.00 42.35 / 45.83 Short Covering Bullish 1.13 1.01
0.583
Delta : 0.583
Theta : -9.47
Rho : 2.80
Vega : 8.53
Gamma : 0.0004
9050.00
411.65
C- 411.65
O-363.40
H-428.45
L-334.30
133.00/ 47.73 % 6675.00/ 3675.00 590/ 207.29 % 4178.00 41.73 / 45.72 Position Build Up Bullish 1.18 0.322
0.562
Delta : 0.562
Theta : -9.40
Rho : 2.71
Vega : 8.61
Gamma : 0.0004
9100.00
385.00
C- 385.00
O-309.45
H-399.30
L-292.90
132.55/ 52.51 % 170.70 K/ 43650.00 8617/ 1.54 % 61130.00 41.59 / 44.75 Position Build Up Bullish 0.561 0.564
0.540
Delta : 0.540
Theta : -9.40
Rho : 2.61
Vega : 8.68
Gamma : 0.0004
9150.00
356.95
C- 356.95
O-255.15
H-372.40
L-255.15
125.35/ 54.12 % 3300.00/ 1350.00 98/ -6.67 % 697.00 41.17 / 44.29 Position Build Up Bullish 1.00 0.327
0.518
Delta : 0.518
Theta : -9.32
Rho : 2.51
Vega : 8.71
Gamma : 0.0004
9200.00
329.65
C- 329.65
O-300.00
H-348.65
L-233.25
116.60/ 54.73 % 182.70 K/ -30825.000 10614/ -6.42 % 75666.00 40.71 / 43.99 Short Covering Bullish 0.240 0.095
0.495
Delta : 0.495
Theta : -9.20
Rho : 2.41
Vega : 8.72
Gamma : 0.0004
9250.00
308.70
C- 308.70
O-287.15
H-313.40
L-249.00
96.45/ 45.44 % 1725.00/ 600.00 49/ 40.00 % 350.00 40.85 / 45.82 Position Build Up Bullish 0.217 0.286
0.474
Delta : 0.474
Theta : -9.18
Rho : 2.30
Vega : 8.70
Gamma : 0.0004
9300.00
278.05
C- 278.05
O-217.85
H-292.05
L-205.00
100.55/ 56.65 % 118.80 K/ -68700.000 10148/ -8.33 % 72750.00 39.75 / 43.21 Short Covering Bullish 0.388 0.051
0.449
Delta : 0.449
Theta : -8.87
Rho : 2.20
Vega : 8.65
Gamma : 0.0005
9350.00
230.80
C- 230.80
O-240.80
H-263.10
L-199.20
-19.30/ -7.72 % 750.00/ 225.00 21/ 50.00 % 151.00 36.56 / 54.39 Short Build Up Bearish 0.200 0.095
0.418
Delta : 0.418
Theta : -8.07
Rho : 2.06
Vega : 8.53
Gamma : 0.0005
9400.00
234.80
C- 234.80
O-200.00
H-245.85
L-168.85
87.55/ 59.46 % 186.90 K/ 11550.00 7585/ -19.62 % 54699.00 39.24 / 42.61 Position Build Up Bullish 0.055 0.0157
0.404
Delta : 0.404
Theta : -8.52
Rho : 1.98
Vega : 8.46
Gamma : 0.0005
9500.00
196.95
C- 196.95
O-174.25
H-206.70
L-140.40
76.30/ 63.24 % 1219.12 K/ 54600.00 39255/ -13.15 % 284987.00 38.83 / 42.00 Position Build Up Bullish 0.630 0.106
0.359
Delta : 0.359
Theta : -8.10
Rho : 1.77
Vega : 8.17
Gamma : 0.0004
9550.00
175.00
C- 175.00
O-279.65
H-279.65
L-152.85
65.00/ 59.09 % 1200.00/ 75.00 17/ 13.33 % 124.00 38.05 / 41.90 Position Build Up Bullish 0.312 0.059
0.334
Delta : 0.334
Theta : -7.72
Rho : 1.65
Vega : 7.96
Gamma : 0.0004
9600.00
160.00
C- 160.00
O-148.00
H-169.40
L-110.00
62.55/ 64.19 % 129.30 K/ 6975.00 7691/ -8.43 % 56212.00 37.99 / 41.37 Position Build Up Bullish 0.090 0.087
0.313
Delta : 0.313
Theta : -7.49
Rho : 1.55
Vega : 7.75
Gamma : 0.0004
9650.00
165.00
C- 165.00
O-140.00
H-165.00
L-120.00
NA 0/ 0.000 3/NA 22.00 40.43 / 0 NA NA 0 0
0.307
Delta : 0.307
Theta : -7.86
Rho : 1.51
Vega : 7.68
Gamma : 0.0004
9700.00
130.35
C- 130.35
O-109.65
H-139.40
L-90.35
52.00/ 66.37 % 196.72 K/ 11475.00 6137/ -26.84 % 45205.00 37.51 / 40.87 Position Build Up Bullish 0.120 0.0370
0.271
Delta : 0.271
Theta : -6.89
Rho : 1.35
Vega : 7.25
Gamma : 0.0004
9800.00
104.95
C- 104.95
O-90.00
H-114.45
L-74.05
41.60/ 65.67 % 162.82 K/ 14025.00 8980/ -21.19 % 66660.00 37.07 / 40.62 Position Build Up Bullish 0.418 0.0080
0.232
Delta : 0.232
Theta : -6.24
Rho : 1.16
Vega : 6.67
Gamma : 0.0004
9850.00
90.25
C- 90.25
O-90.25
H-90.25
L-90.25
-0.050/ -0.055 % 0/ -75.000 1/ -66.67 % 7.00 36.30 / 47.04 Position UnWinding Bearish 0 0
0.210
Delta : 0.210
Theta : -5.76
Rho : 1.05
Vega : 6.29
Gamma : 0.0004
9900.00
86.15
C- 86.15
O-75.00
H-94.45
L-59.70
33.95/ 65.04 % 131.10 K/ -13725.000 8875/ -16.45 % 66435.00 37.09 / 40.69 Short Covering Bullish 1.17 0.0106
0.199
Delta : 0.199
Theta : -5.69
Rho : 0.993
Vega : 6.10
Gamma : 0.0003
9950.00
71.10
C- 71.10
O-70.00
H-71.10
L-70.00
NA 225.00/ 0.000 5/NA 38.00 35.92 / 0 NA NA 0 0
0.175
Delta : 0.175
Theta : -5.09
Rho : 0.876
Vega : 5.63
Gamma : 0.0003
10000.00
70.95
C- 70.95
O-51.15
H-79.00
L-50.00
28.55/ 67.33 % 1518.90 K/ 44625.00 57679/ -0.759 % 435501.00 37.24 / 40.66 Position Build Up Bullish 0.418 0.0434
0.170
Delta : 0.170
Theta : -5.16
Rho : 0.850
Vega : 5.53
Gamma : 0.0003
10050.00
72.00
C- 72.00
O-57.00
H-79.95
L-57.00
NA 375.00/ 0.000 5/NA 38.00 38.76 / 0 NA NA 0 0
0.167
Delta : 0.167
Theta : -5.30
Rho : 0.832
Vega : 5.46
Gamma : 0.0003
10100.00
54.95
C- 54.95
O-35.50
H-62.70
L-35.50
20.60/ 59.97 % 61.12 K/ 16500.00 3702/ 14.26 % 28192.00 36.74 / 40.66 Position Build Up Bullish 0.162 0.0024
0.140
Delta : 0.140
Theta : -4.46
Rho : 0.700
Vega : 4.86
Gamma : 0.0003
10200.00
43.45
C- 43.45
O-35.00
H-50.45
L-31.15
15.10/ 53.26 % 72.68 K/ 15900.00 2922/ 33.73 % 22447.00 36.61 / 40.89 Position Build Up Bullish 0.251 0.0092
0.115
Delta : 0.115
Theta : -3.89
Rho : 0.580
Vega : 4.25
Gamma : 0.0002
10250.00
38.00
C- 38.00
O-38.00
H-38.00
L-38.00
NA 75.00/ 0.000 1/NA 8.00 36.43 / 0 NA NA 0 0
0.104
Delta : 0.104
Theta : -3.58
Rho : 0.522
Vega : 3.94
Gamma : 0.0002
10300.00
34.95
C- 34.95
O-30.20
H-41.20
L-24.10
11.15/ 46.85 % 41.48 K/ 4950.00 2019/ 8.43 % 15649.00 36.74 / 41.28 Position Build Up Bullish 0.358 0.0089
0.096
Delta : 0.096
Theta : -3.41
Rho : 0.484
Vega : 3.72
Gamma : 0.0002
10400.00
28.00
C- 28.00
O-24.25
H-33.80
L-22.35
8.00/ 40.00 % 40.88 K/ 15300.00 2343/ 97.39 % 18325.00 36.87 / 41.67 Position Build Up Bullish 0.178 0.0009
0.079
Delta : 0.079
Theta : -2.96
Rho : 0.401
Vega : 3.23
Gamma : 0.0002
10500.00
23.15
C- 23.15
O-25.05
H-27.90
L-18.65
6.05/ 35.38 % 716.48 K/ 5550.00 14219/ -33.64 % 112223.00 37.29 / 42.20 Position Build Up Bullish 0.356 0.0224
0.067
Delta : 0.067
Theta : -2.62
Rho : 0.338
Vega : 2.84
Gamma : 0.0002
10600.00
17.30
C- 17.30
O-17.50
H-23.00
L-7.10
2.50/ 16.89 % 79.65 K/ 24075.00 2461/ 30.97 % 19600.00 36.95 / 42.80 Position Build Up Bullish 0.307 0.0012
0.053
Delta : 0.053
Theta : -2.15
Rho : 0.266
Vega : 2.35
Gamma : 0.0001
10700.00
14.60
C- 14.60
O-19.90
H-19.90
L-3.75
1.35/ 10.19 % 64.50 K/ -450.000 1741/ 11.10 % 13992.00 37.54 / 43.64 Short Covering Bullish 0.183 0.0052
0.0448
Delta : 0.0448
Theta : -1.91
Rho : 0.226
Vega : 2.06
Gamma : 0.0001
10800.00
13.60
C- 13.60
O-11.75
H-19.90
L-8.10
1.85/ 15.74 % 106.50 K/ 7125.00 2786/ 109.95 % 22596.00 38.79 / 44.38 Position Build Up Bullish 0.508 0.0079
0.0409
Delta : 0.0409
Theta : -1.84
Rho : 0.207
Vega : 1.92
Gamma : 0.0001
10900.00
11.10
C- 11.10
O-17.90
H-17.90
L-9.85
0.600/ 5.71 % 47.02 K/ 6675.00 1154/ 65.80 % 9445.00 39.09 / 45.14 Position Build Up Bullish 0.346 0.0026
0.0341
Delta : 0.0341
Theta : -1.59
Rho : 0.172
Vega : 1.65
Gamma : 0.0001
11000.00
9.70
C- 9.70
O-10.60
H-14.00
L-8.80
0.800/ 8.99 % 1027.05 K/ -24900.000 8445/ -40.09 % 69735.00 39.83 / 45.49 Short Covering Bullish 0.269 0.0149
0.0298
Delta : 0.0298
Theta : -1.45
Rho : 0.150
Vega : 1.48
Gamma : 0.0001
11100.00
8.05
C- 8.05
O-11.70
H-11.80
L-6.60
0.800/ 11.03 % 51.38 K/ 1800.00 245/ -44.57 % 2041.00 40.21 / 45.57 Position Build Up Bullish 0 0
0.0250
Delta : 0.0250
Theta : -1.26
Rho : 0.127
Vega : 1.28
Gamma : 0.0001
11200.00
8.35
C- 8.35
O-8.40
H-10.90
L-7.30
NA 89.25 K/ 825.00 341/ -35.78 % 2867.00 41.99 / 48.02 Short Build Up Bearish 0.487 0.0117
0.0249
Delta : 0.0249
Theta : -1.31
Rho : 0.126
Vega : 1.27
Gamma : 0.0001
11300.00
6.30
C- 6.30
O-11.90
H-11.90
L-5.20
-0.500/ -7.35 % 48.90 K/ 1350.00 208/ -37.91 % 1764.00 41.71 / 48.01 Short Build Up Bearish 0.940 0.0096
0.0195
Delta : 0.0195
Theta : -1.06
Rho : 0.099
Vega : 1.04
Gamma : 0.0001
11400.00
7.45
C- 7.45
O-4.25
H-10.85
L-4.25
1.25/ 20.16 % 78.68 K/ 225.00 68/ -81.62 % 582.00 44.24 / 48.77 Position Build Up Bullish 0.463 0.0147
0.0215
Delta : 0.0215
Theta : -1.22
Rho : 0.109
Vega : 1.13
Gamma : 0.0001
11500.00
5.65
C- 5.65
O-7.30
H-7.30
L-5.35
0.050/ 0.893 % 857.70 K/ 15675.00 2068/ -44.38 % 17845.00 43.91 / 49.45 Position Build Up Bullish 0.056 0.0073
0.0169
Delta : 0.0169
Theta : -0.987
Rho : 0.086
Vega : 0.918
Gamma : 0.0000
11600.00
6.00
C- 6.00
O-5.20
H-7.85
L-3.85
0.700/ 13.21 % 67.58 K/ 225.00 81/ -80.81 % 705.00 45.69 / 50.42 Position Build Up Bullish 0.186 0.0247
0.0173
Delta : 0.0173
Theta : -1.04
Rho : 0.087
Vega : 0.934
Gamma : 0.0000
11700.00
5.30
C- 5.30
O-7.80
H-7.80
L-4.50
-0.150/ -2.75 % 92.48 K/ 0.000 75/ -86.61 % 658.00 46.28 / 51.92 Position UnWinding Bearish 2.12 0.067
0.0153
Delta : 0.0153
Theta : -0.950
Rho : 0.077
Vega : 0.841
Gamma : 0.0000
11800.00
5.95
C- 5.95
O-7.40
H-7.40
L-4.75
0.600/ 11.21 % 118.95 K/ 75.00 60/ -87.32 % 531.00 48.39 / 53.10 Position Build Up Bullish 0 0
0.0163
Delta : 0.0163
Theta : -1.05
Rho : 0.082
Vega : 0.889
Gamma : 0.0000
11900.00
5.10
C- 5.10
O-5.20
H-5.55
L-3.00
-0.200/ -3.77 % 84.22 K/ -2250.000 59/ -76.21 % 527.00 48.72 / 54.32 Position UnWinding Bearish 0 0
0.0141
Delta : 0.0141
Theta : -0.933
Rho : 0.071
Vega : 0.786
Gamma : 0.0000
12000.00
4.30
C- 4.30
O-5.60
H-7.00
L-4.05
-0.800/ -15.69 % 870.08 K/ 27375.00 2465/ -17.81 % 22194.00 48.93 / 55.31 Short Build Up Bearish 0.327 0.055
0.0121
Delta : 0.0121
Theta : -0.818
Rho : 0.061
Vega : 0.686
Gamma : 0.0000
12100.00
4.55
C- 4.55
O-4.25
H-6.10
L-4.00
-1.75/ -27.78 % 46.05 K/ 300.00 50/ -82.82 % 454.00 50.57 / 58.15 Short Build Up Bearish 0.191 0.0200
0.0123
Delta : 0.0123
Theta : -0.861
Rho : 0.062
Vega : 0.699
Gamma : 0.0000
12200.00
4.15
C- 4.15
O-5.45
H-5.50
L-3.50
-1.30/ -23.85 % 32.10 K/ 150.00 37/ -89.21 % 339.00 51.24 / 58.29 Short Build Up Bearish 0.119 0.0270
0.0112
Delta : 0.0112
Theta : -0.803
Rho : 0.056
Vega : 0.644
Gamma : 0.0000
12300.00
4.20
C- 4.20
O-3.55
H-4.95
L-3.55
-1.35/ -24.32 % 32.25 K/ 450.00 33/ -60.71 % 305.00 52.56 / 59.66 Short Build Up Bearish 0 0
0.0111
Delta : 0.0111
Theta : -0.815
Rho : 0.056
Vega : 0.638
Gamma : 0.0000
12400.00
4.90
C- 4.90
O-4.05
H-5.40
L-4.00
-0.650/ -11.71 % 59.02 K/ 1950.00 61/ -86.41 % 568.00 54.84 / 60.87 Short Build Up Bearish 0 0
0.0123
Delta : 0.0123
Theta : -0.929
Rho : 0.062
Vega : 0.697
Gamma : 0.0000
12500.00
3.80
C- 3.80
O-3.95
H-5.50
L-3.35
-1.60/ -29.63 % 274.88 K/ -750.000 881/ -39.07 % 8262.00 54.33 / 61.86 Position UnWinding Bearish 0.271 0.0284
0.0098
Delta : 0.0098
Theta : -0.759
Rho : 0.0494
Vega : 0.575
Gamma : 0.0000
12550.00
4.85
C- 4.85
O-4.05
H-6.00
L-3.50
0.400/ 8.99 % 2850.00/ 75.00 34/ -32.00 % 320.00 56.61 / 60.96 Position Build Up Bullish 0 0
0.0118
Delta : 0.0118
Theta : -0.928
Rho : 0.059
Vega : 0.675
Gamma : 0.0000
12600.00
3.90
C- 3.90
O-3.50
H-4.95
L-3.50
-1.00/ -20.41 % 29.62 K/ -150.000 19/ -62.75 % 180.00 55.69 / 62.28 Position UnWinding Bearish 0 0
0.0099
Delta : 0.0099
Theta : -0.779
Rho : 0.0495
Vega : 0.576
Gamma : 0.0000
12700.00
3.10
C- 3.10
O-3.35
H-3.55
L-2.65
-1.55/ -33.33 % 11.25 K/ 0.000 16/ -86.09 % 152.00 55.34 / 63.03 Position UnWinding Bearish 0 0
0.0081
Delta : 0.0081
Theta : -0.647
Rho : 0.0404
Vega : 0.482
Gamma : 0.0000
12750.00
3.45
C- 3.45
O-3.70
H-6.65
L-2.70
-0.250/ -6.76 % 2100.00/ 750.00 69/ 7.81 % 660.00 56.62 / 61.89 Short Build Up Bearish 0 0
0.0087
Delta : 0.0087
Theta : -0.709
Rho : 0.0436
Vega : 0.516
Gamma : 0.0000
12800.00
3.15
C- 3.15
O-3.25
H-4.75
L-3.10
-1.25/ -28.41 % 15.45 K/ -300.000 12/ -33.33 % 115.00 56.59 / 63.75 Position UnWinding Bearish 0 0
0.0080
Delta : 0.0080
Theta : -0.659
Rho : 0.0402
Vega : 0.480
Gamma : 0.0000
12900.00
2.80
C- 2.80
O-3.05
H-3.05
L-2.60
-0.250/ -8.20 % 10.95 K/ -75.000 4/ -80.95 % 39.00 56.95 / 62.16 Position UnWinding Bearish 0 0
0.0072
Delta : 0.0072
Theta : -0.600
Rho : 0.0359
Vega : 0.434
Gamma : 0.0000
13000.00
3.20
C- 3.20
O-3.05
H-3.75
L-2.75
-0.700/ -17.95 % 203.92 K/ -1650.000 416/ -51.40 % 4057.00 58.95 / 65.05 Position UnWinding Bearish 0.410 0.144
0.0078
Delta : 0.0078
Theta : -0.673
Rho : 0.0393
Vega : 0.471
Gamma : 0.0000
13100.00
3.20
C- 3.20
O-8.00
H-8.00
L-2.05
-1.75/ -35.35 % 2850.00/ 600.00 18/ 200.00 % 177.00 60.06 / 68.06 Short Build Up Bearish 0 0
0.0077
Delta : 0.0077
Theta : -0.676
Rho : 0.0386
Vega : 0.464
Gamma : 0.0000
13500.00
2.80
C- 2.80
O-3.85
H-3.85
L-2.50
-0.250/ -8.20 % 160.28 K/ 7500.00 297/ -63.01 % 3008.00 63.43 / 68.48 Short Build Up Bearish 0.689 0.397
0.0065
Delta : 0.0065
Theta : -0.614
Rho : 0.0325
Vega : 0.400
Gamma : 0.0000
13700.00
2.05
C- 2.05
O-6.00
H-6.00
L-2.00
NA 525.00/ 0.000 9/NA 92.00 63.36 / 0 NA NA 0 0
0.0049
Delta : 0.0049
Theta : -0.476
Rho : 0.0245
Vega : 0.310
Gamma : 0.0000
Risk Free rate : 6.5%, Dividend Yield : 0%

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(Intraday Analysis/Screener are on Real Time (updated every 5 Mins) and End of Trade day's Value expected tto be updated between 5 to 5.30 PM exchange time Zone)


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