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View Put Call Ratio

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

   Spot Close : 10768.00   Expiry date :          

S&P CNX NIFTY for Expiry Date 30/07/2020

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
7300.00
3430.00
C- 3430.00
O-3420.00
H-3430.00
L-3402.90
-46.05/ -1.32 % 10.12 K/ 75.00 5/ -37.50 % 40.00 19.54 / 4.99 Short Build Up Bearish 20.68 101.60
0.991
Delta : 0.991
Theta : -1.30
Rho : 4.00
Vega : 0
Gamma : 0
7500.00
3249.05
C- 3249.05
O-3269.40
H-3286.50
L-3190.00
-50.50/ -1.53 % 365.18 K/ 2925.00 96/ 500.00 % 772.00 14.37 / 3.19 Short Build Up Bearish 2.50 13.86
5652579.30
Delta : 5652579.30
Theta : 0
Rho : 0
Vega : 0
Gamma : 0
8000.00
2754.15
C- 2754.15
O-2749.85
H-2771.00
L-2700.00
-65.20/ -2.31 % 200.70 K/ -1200.000 35/ -33.96 % 282.00 2.47 / 1.78 Position UnWinding Bearish 5.52 102.89
0
Delta : 0
Theta : 0
Rho : 0
Vega : 0
Gamma : 0
8500.00
2255.85
C- 2255.85
O-2274.00
H-2281.15
L-2201.00
-72.30/ -3.11 % 540.75 K/ -10350.000 223/ 0.450 % 1797.00 2.12 / 11.74 Position UnWinding Bearish 2.18 12.46
0
Delta : 0
Theta : 0
Rho : 0
Vega : 0
Gamma : 0
8700.00
2037.00
C- 2037.00
O-2050.00
H-2057.80
L-2015.80
-63.50/ -3.02 % 11.85 K/ 825.00 49/ -5.77 % 395.00 10.64 / 9.10 Short Build Up Bearish 3.96 5.04
1.07
Delta : 1.07
Theta : -1.55
Rho : 4.75
Vega : 0
Gamma : 0
9000.00
1762.40
C- 1762.40
O-1784.20
H-1803.35
L-1700.30
-71.85/ -3.92 % 342.15 K/ -3150.000 252/ 68.00 % 2030.00 7.85 / 6.77 Position UnWinding Bearish 6.20 39.64
1614.36
Delta : 1614.36
Theta : -626.08
Rho : 1926.39
Vega : 0
Gamma : 0
9100.00
1647.00
C- 1647.00
O-1604.95
H-1657.20
L-1604.95
-44.00/ -2.60 % 33.90 K/ 75.00 5/ 66.67 % 40.00 2.87 / 7.96 Short Build Up Bearish 14.01 437.40
0
Delta : 0
Theta : 0
Rho : 0
Vega : 0
Gamma : 0
9200.00
1532.45
C- 1532.45
O-1594.30
H-1594.30
L-1512.65
-70.75/ -4.41 % 27.60 K/ -150.000 31/ 29.17 % 250.00 7.89 / 8.00 Position UnWinding Bearish 20.86 77.29
1.06
Delta : 1.06
Theta : -1.67
Rho : 5.13
Vega : 0
Gamma : 0
9300.00
1437.05
C- 1437.05
O-1462.05
H-1462.05
L-1406.00
-104.60/ -6.78 % 36.75 K/ -525.000 9/ 28.57 % 72.00 1.33 / 4.58 Position UnWinding Bearish 28.89 475.22
0
Delta : 0
Theta : 0
Rho : 0
Vega : 0
Gamma : 0
9400.00
1351.70
C- 1351.70
O-1403.45
H-1409.45
L-1346.40
-38.30/ -2.76 % 46.35 K/ -375.000 5/ -79.17 % 40.00 2.44 / 1.24 Position UnWinding Bearish 10.99 780.80
0
Delta : 0
Theta : 0
Rho : 0
Vega : 0
Gamma : 0
9500.00
1275.40
C- 1275.40
O-1280.00
H-1314.30
L-1211.00
-66.15/ -4.93 % 352.12 K/ -4350.000 92/ -48.02 % 742.00 6.31 / 5.63 Position UnWinding Bearish 5.57 152.92
1.00
Delta : 1.00
Theta : -1.72
Rho : 5.28
Vega : 0
Gamma : 0
9600.00
1177.55
C- 1177.55
O-1198.00
H-1198.00
L-1116.00
-34.35/ -2.83 % 75.98 K/ -825.000 12/ -65.71 % 97.00 5.98 / 2.79 Position UnWinding Bearish 10.33 455.00
1.00
Delta : 1.00
Theta : -1.70
Rho : 5.24
Vega : 0
Gamma : 0
9700.00
1077.50
C- 1077.50
O-1096.05
H-1113.35
L-1023.70
-54.25/ -4.79 % 96.38 K/ 75.00 39/ -25.00 % 315.00 5.07 / 0.497 Short Build Up Bearish 8.46 181.00
2.37
Delta : 2.37
Theta : -4.01
Rho : 12.35
Vega : 0
Gamma : 0
9800.00
988.45
C- 988.45
O-1004.85
H-1017.30
L-937.00
-58.95/ -5.63 % 116.78 K/ -300.000 62/ -6.06 % 501.00 1.55 / 3.75 Position UnWinding Bearish 12.70 188.58
0
Delta : 0
Theta : 0
Rho : 0
Vega : 0
Gamma : 0
9900.00
886.40
C- 886.40
O-918.00
H-918.00
L-840.00
-45.45/ -4.88 % 120.08 K/ -825.000 31/ 3.33 % 251.00 4.41 / 0.850 Position UnWinding Bearish 7.47 387.52
0.998
Delta : 0.998
Theta : -1.76
Rho : 5.41
Vega : 0
Gamma : 0
10000.00
801.15
C- 801.15
O-807.25
H-836.00
L-740.00
-50.20/ -5.90 % 783.75 K/ -14625.000 1121/ 0.809 % 9066.00 1.74 / 13.27 Position UnWinding Bearish 4.39 36.59
0
Delta : 0
Theta : 0
Rho : 0
Vega : 0
Gamma : 0
10050.00
711.90
C- 711.90
O-721.90
H-721.90
L-711.90
-51.35/ -6.73 % 4500.00/ -75.000 3/ 50.00 % 24.00 1.04 / 0.618 Position UnWinding Bearish 7.18 231.33
0
Delta : 0
Theta : 0
Rho : 0
Vega : 0
Gamma : 0
10100.00
710.20
C- 710.20
O-720.20
H-733.00
L-657.55
-53.10/ -6.96 % 108.45 K/ -4950.000 124/ 72.22 % 1004.00 16.40 / 19.18 Position UnWinding Bearish 5.95 101.63
0.962
Delta : 0.962
Theta : -2.56
Rho : 5.29
Vega : 2.06
Gamma : 0.0002
10150.00
690.00
C- 690.00
O-690.00
H-690.00
L-690.00
-27.00/ -3.77 % 3150.00/ -75.000 1/ -50.00 % 8.00 23.40 / 33.31 Position UnWinding Bearish 8.33 483.00
0.879
Delta : 0.879
Theta : -4.52
Rho : 4.81
Vega : 5.06
Gamma : 0.0003
10200.00
621.65
C- 621.65
O-639.10
H-657.85
L-566.00
-60.45/ -8.86 % 221.02 K/ -53325.000 1994/ 341.15 % 16157.00 18.04 / 21.61 Position UnWinding Bearish 6.63 11.81
0.918
Delta : 0.918
Theta : -3.38
Rho : 5.07
Vega : 3.83
Gamma : 0.0003
10250.00
572.25
C- 572.25
O-597.65
H-609.20
L-534.75
-55.00/ -8.77 % 12.90 K/ -450.000 22/ 15.79 % 178.00 16.98 / 19.34 Position UnWinding Bearish 3.51 40.27
0.911
Delta : 0.911
Theta : -3.36
Rho : 5.06
Vega : 4.04
Gamma : 0.0004
10300.00
537.75
C- 537.75
O-557.05
H-572.05
L-485.15
-57.85/ -9.71 % 385.28 K/ -3600.000 597/ -25.93 % 4848.00 18.95 / 21.46 Position UnWinding Bearish 2.91 26.93
0.865
Delta : 0.865
Theta : -4.15
Rho : 4.81
Vega : 5.46
Gamma : 0.0005
10350.00
497.65
C- 497.65
O-526.30
H-529.85
L-455.00
-57.75/ -10.40 % 16.35 K/ 75.00 22/ 10.00 % 179.00 19.25 / 21.61 Short Build Up Bearish 3.05 42.55
0.837
Delta : 0.837
Theta : -4.51
Rho : 4.66
Vega : 6.22
Gamma : 0.0005
10400.00
458.65
C- 458.65
O-496.25
H-496.30
L-410.40
-50.70/ -9.95 % 457.20 K/ -6375.000 1173/ 10.66 % 9543.00 19.45 / 20.75 Position UnWinding Bearish 2.92 16.95
0.806
Delta : 0.806
Theta : -4.83
Rho : 4.51
Vega : 6.92
Gamma : 0.0006
10450.00
419.95
C- 419.95
O-437.15
H-438.15
L-370.75
-57.55/ -12.05 % 14.40 K/ -225.000 22/ -4.35 % 179.00 19.46 / 21.68 Position UnWinding Bearish 4.43 32.91
0.776
Delta : 0.776
Theta : -5.08
Rho : 4.35
Vega : 7.54
Gamma : 0.0006
10500.00
383.40
C- 383.40
O-395.25
H-416.95
L-340.85
-55.80/ -12.70 % 982.65 K/ -17100.000 5832/ 11.28 % 47576.00 19.54 / 21.54 Position UnWinding Bearish 1.97 7.68
0.743
Delta : 0.743
Theta : -5.33
Rho : 4.17
Vega : 8.13
Gamma : 0.0007
10550.00
349.55
C- 349.55
O-363.70
H-378.75
L-311.75
-44.90/ -11.38 % 18.98 K/ -450.000 36/ -67.86 % 294.00 19.71 / 20.49 Position UnWinding Bearish 1.48 22.11
0.707
Delta : 0.707
Theta : -5.57
Rho : 3.98
Vega : 8.68
Gamma : 0.0007
10600.00
314.80
C- 314.80
O-336.05
H-346.00
L-278.05
-48.50/ -13.35 % 471.82 K/ -48300.000 4991/ -2.90 % 40836.00 19.57 / 20.86 Position UnWinding Bearish 2.96 4.00
0.671
Delta : 0.671
Theta : -5.69
Rho : 3.79
Vega : 9.11
Gamma : 0.0007
10650.00
283.15
C- 283.15
O-296.05
H-310.00
L-252.00
-44.00/ -13.45 % 15.30 K/ 525.00 204/NA 1672.00 19.58 / 20.50 Short Build Up Bearish 2.83 6.57
0.633
Delta : 0.633
Theta : -5.81
Rho : 3.58
Vega : 9.49
Gamma : 0.0008
10700.00
252.55
C- 252.55
O-262.05
H-281.00
L-221.10
-43.70/ -14.75 % 765.38 K/ -256800.000 21186/ 36.53 % 173952.00 19.49 / 20.51 Position UnWinding Bearish 1.25 1.92
0.595
Delta : 0.595
Theta : -5.86
Rho : 3.37
Vega : 9.77
Gamma : 0.0008
10750.00
225.45
C- 225.45
O-289.05
H-289.05
L-196.40
-42.10/ -15.74 % 58.65 K/ 13650.00 2857/ 13.55 % 23506.00 19.55 / 20.56 Short Build Up Bearish 1.03 1.31
0.555
Delta : 0.555
Theta : -5.89
Rho : 3.15
Vega : 9.96
Gamma : 0.0008
10800.00
196.85
C- 196.85
O-206.90
H-223.00
L-171.20
-37.85/ -16.13 % 1174.42 K/ 128025.00 37266/ 3.58 % 307297.00 19.26 / 20.03 Short Build Up Bearish 0.747 0.740
0.514
Delta : 0.514
Theta : -5.79
Rho : 2.93
Vega : 10.05
Gamma : 0.0008
10850.00
173.25
C- 173.25
O-204.75
H-204.75
L-150.00
-31.50/ -15.38 % 53.85 K/ 3750.00 2104/ -35.44 % 17397.00 19.27 / 19.60 Short Build Up Bearish 0.262 0.342
0.473
Delta : 0.473
Theta : -5.71
Rho : 2.70
Vega : 10.03
Gamma : 0.0008
10900.00
148.05
C- 148.05
O-173.50
H-173.50
L-129.20
-33.95/ -18.65 % 513.08 K/ -95550.000 21208/ 28.54 % 175717.00 18.92 / 19.68 Position UnWinding Bearish 0.359 0.203
0.432
Delta : 0.432
Theta : -5.49
Rho : 2.46
Vega : 9.91
Gamma : 0.0008
10950.00
128.25
C- 128.25
O-140.15
H-148.55
L-112.20
-28.00/ -17.92 % 18.68 K/ 5625.00 1166/ -11.87 % 9689.00 18.90 / 19.29 Short Build Up Bearish 0.120 0.0103
0.391
Delta : 0.391
Theta : -5.30
Rho : 2.24
Vega : 9.68
Gamma : 0.0008
11000.00
109.55
C- 109.55
O-143.90
H-143.90
L-95.60
-25.75/ -19.03 % 2196.15 K/ 112575.00 63740/ 38.03 % 531112.00 18.80 / 19.17 Short Build Up Bearish 0.236 0.110
0.351
Delta : 0.351
Theta : -5.05
Rho : 2.01
Vega : 9.35
Gamma : 0.0008
11050.00
92.20
C- 92.20
O-98.10
H-108.75
L-80.40
-23.85/ -20.55 % 33.08 K/ 3075.00 985/ -43.06 % 8233.00 18.62 / 19.02 Short Build Up Bearish 0.0136 0.0061
0.312
Delta : 0.312
Theta : -4.73
Rho : 1.79
Vega : 8.92
Gamma : 0.0008
11100.00
77.25
C- 77.25
O-90.00
H-91.80
L-67.50
-20.95/ -21.33 % 701.25 K/ 8100.00 16951/ 19.95 % 142107.00 18.50 / 18.82 Short Build Up Bearish 0.0266 0.0200
0.275
Delta : 0.275
Theta : -4.40
Rho : 1.58
Vega : 8.41
Gamma : 0.0007
11150.00
64.95
C- 64.95
O-100.00
H-100.00
L-55.95
-20.00/ -23.54 % 30.30 K/ -19875.000 1746/ -7.91 % 14690.00 18.48 / 18.93 Position UnWinding Bearish 0.0223 0.0080
0.241
Delta : 0.241
Theta : -4.08
Rho : 1.39
Vega : 7.86
Gamma : 0.0007
11200.00
53.30
C- 53.30
O-64.00
H-67.00
L-46.45
-15.40/ -22.42 % 1238.10 K/ 25725.00 22920/ 30.74 % 193466.00 18.34 / 18.49 Short Build Up Bearish 0.0282 0.0150
0.208
Delta : 0.208
Theta : -3.71
Rho : 1.20
Vega : 7.23
Gamma : 0.0006
11250.00
43.50
C- 43.50
O-45.00
H-54.45
L-38.25
-13.05/ -23.08 % 68.40 K/ 18450.00 1441/ -8.16 % 12207.00 18.23 / 18.32 Short Build Up Bearish 0.0011 0.0007
0.178
Delta : 0.178
Theta : -3.33
Rho : 1.03
Vega : 6.58
Gamma : 0.0006
11300.00
35.05
C- 35.05
O-50.00
H-50.00
L-31.25
-11.10/ -24.05 % 753.15 K/ 70200.00 13365/ 6.10 % 113632.00 18.11 / 18.16 Short Build Up Bearish 0.0240 0.0132
0.151
Delta : 0.151
Theta : -2.95
Rho : 0.871
Vega : 5.90
Gamma : 0.0005
11350.00
28.60
C- 28.60
O-23.35
H-36.50
L-23.35
-9.00/ -23.94 % 27.75 K/ 6225.00 377/ -83.24 % 3218.00 18.11 / 18.07 Short Build Up Bearish 0 0
0.128
Delta : 0.128
Theta : -2.63
Rho : 0.739
Vega : 5.27
Gamma : 0.0005
11400.00
22.90
C- 22.90
O-28.00
H-41.40
L-21.00
-7.90/ -25.65 % 660.82 K/ 63000.00 9259/ -7.19 % 79333.00 18.06 / 18.05 Short Build Up Bearish 0.059 0.0085
0.107
Delta : 0.107
Theta : -2.29
Rho : 0.617
Vega : 4.64
Gamma : 0.0004
11500.00
16.60
C- 16.60
O-21.70
H-21.75
L-15.05
-5.50/ -24.89 % 2751.75 K/ 120750.00 21743/ 9.63 % 187817.00 18.59 / 18.45 Short Build Up Bearish 0.284 0.066
0.080
Delta : 0.080
Theta : -1.88
Rho : 0.461
Vega : 3.73
Gamma : 0.0003
11550.00
14.25
C- 14.25
O-16.05
H-18.00
L-13.05
-3.60/ -20.17 % 29.02 K/ 9450.00 431/ 32.21 % 3738.00 18.89 / 18.43 Short Build Up Bearish 0 0
0.069
Delta : 0.069
Theta : -1.71
Rho : 0.399
Vega : 3.35
Gamma : 0.0003
11600.00
11.65
C- 11.65
O-14.25
H-14.50
L-10.80
-3.40/ -22.59 % 274.80 K/ -31275.000 5647/ 2.19 % 49182.00 18.98 / 18.63 Position UnWinding Bearish 0.053 0.0112
0.058
Delta : 0.058
Theta : -1.49
Rho : 0.335
Vega : 2.92
Gamma : 0.0002
11650.00
9.55
C- 9.55
O-13.40
H-13.40
L-9.05
-2.00/ -17.32 % 8550.00/ 1050.00 259/ 311.11 % 2265.00 19.09 / 18.45 Short Build Up Bearish 0 0
0.0485
Delta : 0.0485
Theta : -1.30
Rho : 0.281
Vega : 2.54
Gamma : 0.0002
11700.00
8.35
C- 8.35
O-9.45
H-11.30
L-7.15
-2.25/ -21.23 % 230.18 K/ 29850.00 3679/ -1.84 % 32308.00 19.45 / 18.99 Short Build Up Bearish 0.174 0.0057
0.0425
Delta : 0.0425
Theta : -1.19
Rho : 0.246
Vega : 2.28
Gamma : 0.0002
11750.00
7.85
C- 7.85
O-9.00
H-9.75
L-6.60
-0.950/ -10.80 % 13.35 K/ 1500.00 88/ 238.46 % 776.00 20.06 / 19.13 Short Build Up Bearish 0.0056 0.0227
0.0392
Delta : 0.0392
Theta : -1.15
Rho : 0.227
Vega : 2.14
Gamma : 0.0002
11800.00
6.20
C- 6.20
O-8.35
H-8.35
L-5.75
-1.15/ -15.65 % 165.22 K/ -21375.000 3951/ 20.35 % 34985.00 20.03 / 19.30 Position UnWinding Bearish 0.053 0.0023
0.0320
Delta : 0.0320
Theta : -0.965
Rho : 0.185
Vega : 1.81
Gamma : 0.0001
11850.00
4.80
C- 4.80
O-6.40
H-6.40
L-4.80
-1.60/ -25.00 % 6825.00/ 1650.00 31/ 47.62 % 276.00 19.96 / 19.61 Short Build Up Bearish 0 0
0.0256
Delta : 0.0256
Theta : -0.798
Rho : 0.148
Vega : 1.50
Gamma : 0.0001
11900.00
4.45
C- 4.45
O-5.90
H-5.90
L-3.95
-0.900/ -16.82 % 301.20 K/ -26700.000 4238/ -5.13 % 37839.00 20.47 / 19.77 Position UnWinding Bearish 0.180 0.0031
0.0234
Delta : 0.0234
Theta : -0.757
Rho : 0.136
Vega : 1.39
Gamma : 0.0001
11950.00
4.00
C- 4.00
O-4.55
H-5.45
L-4.00
-1.05/ -20.79 % 54.90 K/ 3750.00 197/ -0.505 % 1766.00 20.87 / 20.33 Short Build Up Bearish 0 0
0.0209
Delta : 0.0209
Theta : -0.701
Rho : 0.121
Vega : 1.27
Gamma : 0.0001
12000.00
3.75
C- 3.75
O-4.80
H-4.90
L-3.40
-0.700/ -15.73 % 288.75 K/ -4500.000 7832/ 18.22 % 70511.00 21.39 / 20.65 Position UnWinding Bearish 0.167 0.0175
0.0193
Delta : 0.0193
Theta : -0.671
Rho : 0.112
Vega : 1.19
Gamma : 0.0001
12050.00
3.40
C- 3.40
O-3.10
H-4.35
L-3.10
-0.700/ -17.07 % 13.05 K/ 675.00 104/ 35.06 % 940.00 21.79 / 21.10 Short Build Up Bearish 0 0
0.0174
Delta : 0.0174
Theta : -0.624
Rho : 0.101
Vega : 1.09
Gamma : 0.0001
12100.00
3.55
C- 3.55
O-3.75
H-3.90
L-2.80
0.0500/ 1.43 % 19.58 K/ -9675.000 304/ 266.27 % 2760.00 22.63 / 21.30 Short Covering Bullish 0 0
0.0175
Delta : 0.0175
Theta : -0.650
Rho : 0.101
Vega : 1.09
Gamma : 0.0001
12150.00
2.90
C- 2.90
O-3.40
H-4.10
L-2.80
-0.350/ -10.77 % 6675.00/ 1500.00 304/ -38.83 % 2771.00 22.68 / 21.75 Short Build Up Bearish 0 0
0.0146
Delta : 0.0146
Theta : -0.556
Rho : 0.085
Vega : 0.933
Gamma : 0.0001
12200.00
2.60
C- 2.60
O-2.55
H-3.35
L-2.50
-0.200/ -7.14 % 19.95 K/ 8400.00 1368/ -25.65 % 12520.00 23.02 / 21.97 Short Build Up Bearish 0 0
0.0131
Delta : 0.0131
Theta : -0.512
Rho : 0.076
Vega : 0.847
Gamma : 0.0001
12250.00
2.65
C- 2.65
O-2.80
H-3.10
L-2.15
0.050/ 1.92 % 14.55 K/ -2325.000 868/ -33.79 % 7977.00 23.74 / 22.40 Short Covering Bullish 0 0
0.0129
Delta : 0.0129
Theta : -0.523
Rho : 0.075
Vega : 0.840
Gamma : 0.0001
12300.00
2.60
C- 2.60
O-3.05
H-3.40
L-2.25
0.0500/ 1.96 % 26.85 K/ 19500.00 662/ 611.83 % 6108.00 24.34 / 22.99 Position Build Up Bullish 0.0196 0.0015
0.0124
Delta : 0.0124
Theta : -0.517
Rho : 0.072
Vega : 0.812
Gamma : 0.0001
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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