Call Option Chain of BANK NIFTY (BANKNIFTY) with Implied Volatility & Greeks

Loading ...

Call Option Chain of BANK NIFTY (BANKNIFTY)

Birds's Eye

Futures And Options Analysis of BANK NIFTY

BANKNIFTY -Put Call Ratio

Spot Close : 55004.9 Expiry date : Call Put Show All OHLC Show All Greeks

BANKNIFTY Option for Expiry Date 28/08/2025

Strike Price	Close / OHL	Change / Change %	Open Interest / Change	Contracts / % Change	Turnover (in Lac)	Implied Volatility	Interpretation	Signal	PCR OI	PCR Vol	Greeks Delta / All
48000.0	7134.85 C: 7134.85 O: 7580.0 H: 7580.0 L: 7071.85	-538.3 / -7.02 %	90.62 K / -665	51 / 2.0	987.98	1.6	Position UnWinding	Bearish	3.46	133.18	0.0 Delta: 0.0 Theta: 0.0 Rho: 0.0 Vega: 0.0 Gamma: 0.0
49000.0	6156.65 C: 6156.65 O: 6450.0 H: 6450.0 L: 6116.6	-354.35 / -5.44 %	25.59 K / -175	15 / -40.0	290.3	6.11	Position UnWinding	Bearish	3.71	361.2	0.9992 Delta: 0.9992 Theta: -8.35 Rho: 26.7256 Vega: 0.0 Gamma: 0.0
50000.0	5165.8 C: 5165.8 O: 5575.0 H: 5575.0 L: 5089.95	-491.25 / -8.68 %	118.23 K / -1890	294 / 46.27	5695.47	2.47	Position UnWinding	Bearish	2.3	32.5	0.0 Delta: 0.0 Theta: 0.0 Rho: 0.0 Vega: 0.0 Gamma: 0.0
50500.0	4602.1 C: 4602.1 O: 4649.3 H: 4649.3 L: 4573.95	-310.95 / -6.33 %	6370 / 105	4 / 300.0	77.14	4.53	Short Build Up	Bearish	14.43	1451.0	1.0002 Delta: 1.0002 Theta: -8.61 Rho: 27.561 Vega: 0.0 Gamma: 0.0
51000.0	4151.55 C: 4151.55 O: 4621.7 H: 4621.7 L: 4100.3	-637.8 / -13.32 %	62.02 K / -420	85 / -8.6	1645.59	4.1	Position UnWinding	Bearish	3.93	152.59	1.0 Delta: 1.0 Theta: -8.7 Rho: 27.8456 Vega: 0.0 Gamma: 0.0
51300.0	3917.5 C: 3917.5 O: 3950.0 H: 3950.0 L: 3900.0	-1262.5 / -24.37 %	35 / -105	4 / 0.0	77.3	17.98	Position UnWinding	Bearish	287.0	304.0	0.9607 Delta: 0.9607 Theta: -13.3 Rho: 26.8083 Vega: 10.9394 Gamma: 0.0
51500.0	4050.0 C: 4050.0 O: 4050.45 H: 4050.45 L: 4050.0	350.0 / 9.46 %	3710 / -280	10 / -37.5	194.43	31.6	Short Covering	Bullish	63.16	1626.5	0.8348 Delta: 0.8348 Theta: -32.44 Rho: 22.9412 Vega: 31.9877 Gamma: 1.0E-4
52000.0	3161.2 C: 3161.2 O: 3738.0 H: 3738.0 L: 3118.0	-512.15 / -13.94 %	72.49 K / -3675	165 / -74.73	3202.63	2.96	Position UnWinding	Bearish	7.37	212.01	0.9988 Delta: 0.9988 Theta: -8.94 Rho: 28.6153 Vega: 0.0 Gamma: 0.0
52500.0	2694.35 C: 2694.35 O: 3155.35 H: 3155.35 L: 2672.05	-496.45 / -15.56 %	14.53 K / -315	30 / -11.76	581.67	10.47	Position UnWinding	Bearish	17.76	659.6	0.98 Delta: 0.98 Theta: -10.4 Rho: 28.0613 Vega: 6.227 Gamma: 0.0
52600.0	2750.0 C: 2750.0 O: 2750.0 H: 2750.0 L: 2750.0	-200.0 / -6.78 %	70 / -35	1 / 0.0	19.37	18.84	Position UnWinding	Bearish	391.0	2412.0	0.8672 Delta: 0.8672 Theta: -20.71 Rho: 24.6313 Vega: 27.6369 Gamma: 1.0E-4
53000.0	2282.0 C: 2282.0 O: 2725.05 H: 2725.05 L: 2172.25	-524.0 / -18.67 %	67.55 K / 4200	825 / 24.62	15993.05	14.18	Short Build Up	Bearish	7.03	60.98	0.8923 Delta: 0.8923 Theta: -16.47 Rho: 25.6418 Vega: 23.8533 Gamma: 1.0E-4
53200.0	2200.0 C: 2200.0 O: 2200.0 H: 2200.0 L: 2200.0	-100.15 / -4.35 %	350 / -35	1 / 0.0	19.39	17.21	Position UnWinding	Bearish	129.5	5475.0	0.8247 Delta: 0.8247 Theta: -21.69 Rho: 23.6501 Vega: 33.2287 Gamma: 1.0E-4
53400.0	2011.0 C: 2011.0 O: 2301.15 H: 2301.15 L: 2011.0	-539.0 / -21.14 %	420 / -105	17 / 0.0	330.58	16.38	Position UnWinding	Bearish	104.25	371.12	0.8107 Delta: 0.8107 Theta: -21.57 Rho: 23.333 Vega: 34.8584 Gamma: 1.0E-4
53500.0	1772.7 C: 1772.7 O: 2205.75 H: 2245.35 L: 1717.2	-476.15 / -21.17 %	34.97 K / -4760	394 / 107.37	7643.31	11.33	Position UnWinding	Bearish	13.19	99.69	0.8826 Delta: 0.8826 Theta: -15.2 Rho: 25.6287 Vega: 25.3671 Gamma: 1.0E-4
53700.0	1772.1 C: 1772.1 O: 1772.1 H: 1772.1 L: 1772.1	-197.45 / -10.03 %	315 / 0	1 / 0.0	19.42	16.23	Position UnWinding	Bearish	146.78	6475.0	0.7707 Delta: 0.7707 Theta: -22.79 Rho: 22.2572 Vega: 39.0315 Gamma: 1.0E-4
53800.0	1668.95 C: 1668.95 O: 1704.2 H: 1704.2 L: 1668.95	-70.4 / -4.05 %	210 / 0	2 / -91.67	38.84	15.52	Position UnWinding	Bearish	331.67	5801.5	0.7648 Delta: 0.7648 Theta: -22.28 Rho: 22.1375 Vega: 39.5822 Gamma: 2.0E-4
54000.0	1369.95 C: 1369.95 O: 1876.1 H: 1876.15 L: 1310.7	-519.05 / -27.48 %	163.35 K / 6405	2974 / 33.54	57767.28	11.72	Short Build Up	Bearish	6.02	24.4	0.7912 Delta: 0.7912 Theta: -18.05 Rho: 23.0955 Vega: 36.9842 Gamma: 2.0E-4
54100.0	1303.25 C: 1303.25 O: 1535.3 H: 1584.1 L: 1266.65	-281.75 / -17.78 %	980 / 35	10 / -75.0	194.32	11.99	Short Build Up	Bearish	68.18	826.0	0.7665 Delta: 0.7665 Theta: -18.81 Rho: 22.3879 Vega: 39.4272 Gamma: 2.0E-4
54200.0	1267.35 C: 1267.35 O: 1530.5 H: 1530.9 L: 1176.65	-431.0 / -25.38 %	1260 / 350	69 / 43.75	1341.76	12.91	Short Build Up	Bearish	52.25	166.97	0.7312 Delta: 0.7312 Theta: -20.38 Rho: 21.3433 Vega: 42.4788 Gamma: 2.0E-4
54300.0	1119.7 C: 1119.7 O: 1482.75 H: 1482.75 L: 1090.0	-419.85 / -27.27 %	4725 / 805	81 / 37.29	1574.24	11.12	Short Build Up	Bearish	13.14	164.19	0.7389 Delta: 0.7389 Theta: -18.4 Rho: 21.6579 Vega: 41.8518 Gamma: 2.0E-4
54400.0	1055.55 C: 1055.55 O: 1265.25 H: 1307.1 L: 1019.2	-431.45 / -29.01 %	2765 / 1295	104 / 8.33	2022.24	11.29	Short Build Up	Bearish	20.22	108.14	0.7127 Delta: 0.7127 Theta: -18.92 Rho: 20.9013 Vega: 43.8824 Gamma: 2.0E-4
54500.0	990.75 C: 990.75 O: 1440.05 H: 1440.05 L: 934.9	-438.95 / -30.7 %	62.69 K / 22715	5551 / 3.39	108011.36	11.38	Short Build Up	Bearish	8.57	9.23	0.6872 Delta: 0.6872 Theta: -19.28 Rho: 20.1702 Vega: 45.5997 Gamma: 2.0E-4
54600.0	919.6 C: 919.6 O: 1284.95 H: 1284.95 L: 868.35	-392.1 / -29.89 %	7175 / 3185	436 / 26.38	8487.59	11.28	Short Build Up	Bearish	9.45	34.34	0.6638 Delta: 0.6638 Theta: -19.34 Rho: 19.5023 Vega: 46.9745 Gamma: 3.0E-4
54700.0	856.1 C: 856.1 O: 1191.75 H: 1218.35 L: 810.0	-376.25 / -30.53 %	16.24 K / 2625	1076 / -9.2	20964.96	11.29	Short Build Up	Bearish	4.46	18.85	0.6381 Delta: 0.6381 Theta: -19.48 Rho: 18.7615 Vega: 48.2595 Gamma: 3.0E-4
54800.0	790.65 C: 790.65 O: 1100.0 H: 1140.0 L: 743.25	-392.6 / -33.18 %	26.36 K / 10255	2709 / -22.11	52792.59	11.2	Short Build Up	Bearish	4.12	10.31	0.6126 Delta: 0.6126 Theta: -19.44 Rho: 18.0298 Vega: 49.3073 Gamma: 3.0E-4
54900.0	725.55 C: 725.55 O: 1038.05 H: 1065.05 L: 687.9	-368.7 / -33.69 %	47.22 K / 30415	5190 / -17.53	101162.52	11.07	Short Build Up	Bearish	1.7	5.13	0.5866 Delta: 0.5866 Theta: -19.28 Rho: 17.2813 Vega: 50.1524 Gamma: 3.0E-4
55000.0	678.05 C: 678.05 O: 1029.7 H: 1037.45 L: 630.05	-356.8 / -34.48 %	508.87 K / 211960	61477 / -18.7	1200175.33	11.24	Short Build Up	Bearish	1.83	2.72	0.5583 Delta: 0.5583 Theta: -19.42 Rho: 16.4557 Vega: 50.8169 Gamma: 3.0E-4
55100.0	630.75 C: 630.75 O: 960.0 H: 960.0 L: 580.05	-327.95 / -34.21 %	166.64 K / 122535	45502 / -5.62	888850.46	11.36	Short Build Up	Bearish	0.86	1.67	0.5307 Delta: 0.5307 Theta: -19.43 Rho: 15.6507 Vega: 51.2139 Gamma: 3.0E-4
55200.0	580.9 C: 580.9 O: 876.0 H: 876.0 L: 531.05	-300.35 / -34.08 %	216.06 K / 120680	75265 / -1.59	1471866.32	11.37	Short Build Up	Bearish	0.78	1.47	0.5036 Delta: 0.5036 Theta: -19.24 Rho: 14.8591 Vega: 51.3644 Gamma: 3.0E-4
55300.0	527.4 C: 527.4 O: 855.0 H: 855.05 L: 483.8	-291.1 / -35.57 %	280.81 K / 152950	66410 / -16.12	1300032.67	11.26	Short Build Up	Bearish	0.55	1.35	0.4761 Delta: 0.4761 Theta: -18.83 Rho: 14.061 Vega: 51.2744 Gamma: 3.0E-4
55400.0	481.0 C: 481.0 O: 759.45 H: 759.85 L: 436.15	-278.45 / -36.66 %	306.11 K / 149485	68977 / 17.74	1351822.55	11.23	Short Build Up	Bearish	0.59	1.26	0.4488 Delta: 0.4488 Theta: -18.45 Rho: 13.2617 Vega: 50.9421 Gamma: 3.0E-4
55500.0	436.45 C: 436.45 O: 710.15 H: 711.5 L: 400.0	-273.0 / -38.48 %	1027.39 K / 302470	132470 / 0.65	2598193.15	11.19	Short Build Up	Bearish	0.83	0.93	0.4214 Delta: 0.4214 Theta: -17.98 Rho: 12.4621 Vega: 50.3666 Gamma: 3.0E-4
55600.0	392.95 C: 392.95 O: 685.0 H: 695.65 L: 359.8	-266.1 / -40.38 %	295.51 K / 42980	45001 / 9.17	883547.01	11.11	Short Build Up	Bearish	0.5	0.97	0.3939 Delta: 0.3939 Theta: -17.4 Rho: 11.6579 Vega: 49.5404 Gamma: 3.0E-4
55700.0	358.45 C: 358.45 O: 630.0 H: 630.0 L: 324.85	-244.5 / -40.55 %	234.29 K / 6895	36368 / 0.45	714701.38	11.16	Short Build Up	Bearish	0.54	0.6	0.3682 Delta: 0.3682 Theta: -16.95 Rho: 10.9025 Vega: 48.5392 Gamma: 3.0E-4
55800.0	323.6 C: 323.6 O: 553.15 H: 553.15 L: 292.85	-229.6 / -41.5 %	289.59 K / 56910	36002 / -7.3	708162.37	11.15	Short Build Up	Bearish	0.55	0.37	0.3426 Delta: 0.3426 Theta: -16.36 Rho: 10.1475 Vega: 47.3129 Gamma: 3.0E-4
55900.0	287.15 C: 287.15 O: 510.05 H: 510.05 L: 264.45	-215.45 / -42.87 %	192.43 K / 32445	20008 / -15.66	393975.54	11.06	Short Build Up	Bearish	0.44	0.34	0.3162 Delta: 0.3162 Theta: -15.59 Rho: 9.3714 Vega: 45.8105 Gamma: 2.0E-4
56000.0	257.85 C: 257.85 O: 447.9 H: 447.9 L: 235.1	-194.6 / -43.01 %	1427.34 K / 179795	116186 / 2.97	2290361.58	11.06	Short Build Up	Bearish	0.64	0.23	0.292 Delta: 0.292 Theta: -14.93 Rho: 8.6607 Vega: 44.2186 Gamma: 2.0E-4
56100.0	231.25 C: 231.25 O: 420.0 H: 447.75 L: 211.55	-176.55 / -43.29 %	187.88 K / 25270	18592 / -19.21	366938.74	11.07	Short Build Up	Bearish	0.41	0.15	0.269 Delta: 0.269 Theta: -14.25 Rho: 7.9822 Vega: 42.4973 Gamma: 2.0E-4
56200.0	205.0 C: 205.0 O: 370.0 H: 370.0 L: 187.1	-164.4 / -44.5 %	202.65 K / 27895	19417 / -36.69	383683.29	11.04	Short Build Up	Bearish	0.26	0.1	0.2462 Delta: 0.2462 Theta: -13.48 Rho: 7.3069 Vega: 40.5794 Gamma: 2.0E-4
56300.0	183.1 C: 183.1 O: 350.0 H: 350.0 L: 166.1	-148.55 / -44.79 %	202.76 K / 22785	18173 / -6.32	359597.24	11.06	Short Build Up	Bearish	0.23	0.07	0.2254 Delta: 0.2254 Theta: -12.78 Rho: 6.6938 Vega: 38.6566 Gamma: 2.0E-4
56400.0	160.7 C: 160.7 O: 288.7 H: 292.9 L: 149.6	-139.0 / -46.38 %	156.28 K / 700	14991 / -15.25	297028.48	11.01	Short Build Up	Bearish	0.25	0.04	0.2044 Delta: 0.2044 Theta: -11.95 Rho: 6.0712 Vega: 36.5149 Gamma: 2.0E-4
56500.0	145.55 C: 145.55 O: 251.15 H: 261.25 L: 133.0	-120.75 / -45.34 %	822.4 K / 109130	61557 / 0.37	1221233.4	11.11	Short Build Up	Bearish	0.3	0.07	0.1877 Delta: 0.1877 Theta: -11.38 Rho: 5.578 Vega: 34.6808 Gamma: 2.0E-4
56600.0	130.05 C: 130.05 O: 235.8 H: 235.85 L: 114.4	-105.75 / -44.85 %	150.22 K / 12985	22240 / 57.99	441835.85	11.16	Short Build Up	Bearish	0.16	0.01	0.1711 Delta: 0.1711 Theta: -10.72 Rho: 5.085 Vega: 32.7147 Gamma: 2.0E-4
56700.0	113.55 C: 113.55 O: 203.85 H: 206.95 L: 105.2	-99.55 / -46.72 %	169.61 K / 33950	14666 / -2.37	291774.88	11.13	Short Build Up	Bearish	0.2	0.17	0.1538 Delta: 0.1538 Theta: -9.92 Rho: 4.5732 Vega: 30.5237 Gamma: 2.0E-4
56800.0	100.35 C: 100.35 O: 176.0 H: 176.0 L: 94.15	-88.85 / -46.96 %	181.93 K / 26810	14585 / -12.4	290599.79	11.16	Short Build Up	Bearish	0.12	0.01	0.1389 Delta: 0.1389 Theta: -9.24 Rho: 4.1317 Vega: 28.5062 Gamma: 2.0E-4
56900.0	89.85 C: 89.85 O: 168.85 H: 176.75 L: 83.85	-78.95 / -46.77 %	136.89 K / 13090	10699 / 6.77	213493.18	11.24	Short Build Up	Bearish	0.15	0.01	0.1262 Delta: 0.1262 Theta: -8.67 Rho: 3.7553 Vega: 26.6868 Gamma: 1.0E-4
57000.0	78.95 C: 78.95 O: 163.2 H: 163.2 L: 74.0	-68.65 / -46.51 %	2296.42 K / 101465	90413 / -6.62	1806872.78	11.26	Short Build Up	Bearish	0.58	0.06	0.1133 Delta: 0.1133 Theta: -8.01 Rho: 3.3728 Vega: 24.7344 Gamma: 1.0E-4
57100.0	71.35 C: 71.35 O: 124.1 H: 127.2 L: 66.8	-59.4 / -45.43 %	99.75 K / 2695	8501 / -35.69	170154.74	11.37	Short Build Up	Bearish	0.15	0.0	0.1034 Delta: 0.1034 Theta: -7.54 Rho: 3.0767 Vega: 23.1502 Gamma: 1.0E-4
57200.0	63.5 C: 63.5 O: 115.0 H: 115.0 L: 59.85	-54.8 / -46.32 %	147.35 K / -840	11221 / -21.61	224951.66	11.44	Position UnWinding	Bearish	0.21	0.0	0.0934 Delta: 0.0934 Theta: -7.01 Rho: 2.7791 Vega: 21.4849 Gamma: 1.0E-4
57300.0	56.85 C: 56.85 O: 100.15 H: 101.2 L: 53.5	-45.15 / -44.26 %	111.34 K / -3500	11410 / -16.21	229096.16	11.52	Position UnWinding	Bearish	0.07	0.0	0.0846 Delta: 0.0846 Theta: -6.54 Rho: 2.5176 Vega: 19.9586 Gamma: 1.0E-4
57400.0	49.6 C: 49.6 O: 75.0 H: 86.85 L: 47.8	-42.3 / -46.03 %	102.27 K / 29050	9030 / 3.25	181603.26	11.54	Short Build Up	Bearish	0.16	0.01	0.0753 Delta: 0.0753 Theta: -5.97 Rho: 2.2418 Vega: 18.2784 Gamma: 1.0E-4
57500.0	45.7 C: 45.7 O: 80.0 H: 80.0 L: 43.5	-34.4 / -42.95 %	739.27 K / 73465	49423 / -9.08	995593.5	11.71	Short Build Up	Bearish	0.13	0.0	0.0694 Delta: 0.0694 Theta: -5.67 Rho: 2.0665 Vega: 17.1726 Gamma: 1.0E-4
57600.0	41.65 C: 41.65 O: 64.2 H: 69.55 L: 39.3	-27.2 / -39.51 %	99.54 K / 18690	7117 / -4.08	143602.61	11.84	Short Build Up	Bearish	0.04	0.01	0.0635 Delta: 0.0635 Theta: -5.34 Rho: 1.8913 Vega: 16.0338 Gamma: 1.0E-4
57700.0	37.0 C: 37.0 O: 69.5 H: 69.5 L: 35.0	-25.65 / -40.94 %	111.23 K / -1155	11178 / -10.22	225905.48	11.91	Position UnWinding	Bearish	0.07	0.0	0.0571 Delta: 0.0571 Theta: -4.92 Rho: 1.7012 Vega: 14.7558 Gamma: 1.0E-4
57800.0	33.85 C: 33.85 O: 63.0 H: 63.05 L: 32.05	-22.8 / -40.25 %	81.2 K / 11130	4582 / -24.96	92758.05	12.05	Short Build Up	Bearish	0.08	0.01	0.0524 Delta: 0.0524 Theta: -4.64 Rho: 1.5603 Vega: 13.7809 Gamma: 1.0E-4
57900.0	30.9 C: 30.9 O: 59.9 H: 59.9 L: 29.45	-19.95 / -39.23 %	51.77 K / -1190	2918 / -24.19	59170.28	12.18	Position UnWinding	Bearish	0.07	0.0	0.048 Delta: 0.048 Theta: -4.36 Rho: 1.4289 Vega: 12.8473 Gamma: 1.0E-4
58000.0	28.4 C: 28.4 O: 47.75 H: 48.6 L: 27.25	-16.7 / -37.03 %	1051.33 K / 164920	41512 / -5.91	843169.2	12.33	Short Build Up	Bearish	0.18	0.0	0.0441 Delta: 0.0441 Theta: -4.11 Rho: 1.3148 Vega: 12.0159 Gamma: 1.0E-4
58100.0	26.0 C: 26.0 O: 37.75 H: 37.75 L: 24.85	-14.65 / -36.04 %	72.49 K / 6755	2798 / -21.29	56926.92	12.46	Short Build Up	Bearish	0.02	0.0	0.0405 Delta: 0.0405 Theta: -3.87 Rho: 1.2064 Vega: 11.208 Gamma: 1.0E-4
58200.0	24.4 C: 24.4 O: 31.85 H: 32.9 L: 23.0	-12.95 / -34.67 %	72.38 K / 2415	3020 / -31.27	61546.34	12.65	Short Build Up	Bearish	0.02	0.0	0.0378 Delta: 0.0378 Theta: -3.7 Rho: 1.1267 Vega: 10.6016 Gamma: 1.0E-4
58300.0	22.3 C: 22.3 O: 35.0 H: 43.95 L: 21.4	-12.2 / -35.36 %	52.22 K / 7175	2762 / -6.09	56382.87	12.77	Short Build Up	Bearish	0.0	0.0	0.0347 Delta: 0.0347 Theta: -3.48 Rho: 1.0327 Vega: 9.8716 Gamma: 0.0
58400.0	20.95 C: 20.95 O: 30.45 H: 30.45 L: 20.15	-9.0 / -30.05 %	79.73 K / 47635	4584 / 124.05	93734.65	12.96	Short Build Up	Bearish	0.01	0.0	0.0324 Delta: 0.0324 Theta: -3.33 Rho: 0.9656 Vega: 9.3407 Gamma: 0.0
58500.0	18.7 C: 18.7 O: 28.2 H: 28.35 L: 18.0	-9.05 / -32.61 %	524.97 K / 126945	23468 / -30.74	480677.46	13.03	Short Build Up	Bearish	0.03	0.01	0.0292 Delta: 0.0292 Theta: -3.06 Rho: 0.8699 Vega: 8.5673 Gamma: 0.0
58600.0	18.25 C: 18.25 O: 27.75 H: 27.75 L: 17.0	-6.9 / -27.44 %	52.99 K / 4200	2250 / -8.5	46163.19	13.29	Short Build Up	Bearish	0.01	0.0	0.0281 Delta: 0.0281 Theta: -3.02 Rho: 0.8367 Vega: 8.2952 Gamma: 0.0
58700.0	16.95 C: 16.95 O: 27.0 H: 35.0 L: 16.1	-7.2 / -29.81 %	35.95 K / -560	3074 / 7.0	63175.02	13.44	Position UnWinding	Bearish	0.0	0.0	0.0261 Delta: 0.0261 Theta: -2.86 Rho: 0.7762 Vega: 7.7918 Gamma: 0.0
58800.0	15.45 C: 15.45 O: 17.9 H: 19.05 L: 14.55	-6.3 / -28.97 %	62.97 K / 4725	3332 / 2.11	68592.35	13.55	Short Build Up	Bearish	0.0	0.0	0.0238 Delta: 0.0238 Theta: -2.67 Rho: 0.7102 Vega: 7.2321 Gamma: 0.0
58900.0	14.85 C: 14.85 O: 22.1 H: 22.65 L: 13.6	-5.3 / -26.3 %	25.17 K / 1190	818 / -51.37	16867.72	13.77	Short Build Up	Bearish	0.0	0.0	0.0227 Delta: 0.0227 Theta: -2.6 Rho: 0.6761 Vega: 6.9391 Gamma: 0.0
59000.0	14.25 C: 14.25 O: 20.35 H: 20.4 L: 13.65	-4.3 / -23.18 %	724.47 K / 32970	32488 / -26.03	671049.09	13.98	Short Build Up	Bearish	0.09	0.01	0.0216 Delta: 0.0216 Theta: -2.53 Rho: 0.643 Vega: 6.6524 Gamma: 0.0
59100.0	13.35 C: 13.35 O: 17.45 H: 17.45 L: 12.4	-4.0 / -23.05 %	5180 / -6160	1252 / -24.94	25904.03	14.14	Position UnWinding	Bearish	0.0	0.0	0.0202 Delta: 0.0202 Theta: -2.41 Rho: 0.6008 Vega: 6.281 Gamma: 0.0
59200.0	12.9 C: 12.9 O: 32.55 H: 32.55 L: 11.65	-4.5 / -25.86 %	5425 / -7770	2614 / 133.39	54174.59	14.36	Position UnWinding	Bearish	0.35	0.0	0.0193 Delta: 0.0193 Theta: -2.35 Rho: 0.5748 Vega: 6.0498 Gamma: 0.0
59300.0	12.05 C: 12.05 O: 15.4 H: 15.6 L: 11.25	-3.35 / -21.75 %	15.54 K / -910	462 / -81.26	9590.9	14.5	Position UnWinding	Bearish	0.0	0.0	0.018 Delta: 0.018 Theta: -2.23 Rho: 0.5361 Vega: 5.7012 Gamma: 0.0
59400.0	12.25 C: 12.25 O: 12.15 H: 16.8 L: 11.15	-2.9 / -19.14 %	8575 / -2135	1758 / 388.33	36556.39	14.83	Position UnWinding	Bearish	0.0	0.0	0.0179 Delta: 0.0179 Theta: -2.27 Rho: 0.5333 Vega: 5.6778 Gamma: 0.0
59500.0	11.2 C: 11.2 O: 12.35 H: 12.85 L: 10.75	-1.75 / -13.51 %	287.21 K / -14840	12304 / -29.78	256279.67	14.92	Position UnWinding	Bearish	0.03	0.0	0.0164 Delta: 0.0164 Theta: -2.12 Rho: 0.4896 Vega: 5.2769 Gamma: 0.0
59600.0	11.05 C: 11.05 O: 12.45 H: 12.5 L: 10.05	-1.45 / -11.6 %	23.03 K / -420	533 / -46.86	11120.46	15.18	Position UnWinding	Bearish	0.0	0.0	0.016 Delta: 0.016 Theta: -2.11 Rho: 0.4764 Vega: 5.156 Gamma: 0.0
59700.0	10.85 C: 10.85 O: 10.15 H: 13.25 L: 9.5	-0.8 / -6.87 %	6580 / -5705	441 / -15.19	9216.33	15.42	Position UnWinding	Bearish	0.0	0.0	0.0155 Delta: 0.0155 Theta: -2.08 Rho: 0.4621 Vega: 5.0235 Gamma: 0.0
59800.0	10.25 C: 10.25 O: 12.8 H: 12.8 L: 9.3	-1.15 / -10.09 %	7070 / -210	262 / -32.65	5484.61	15.58	Position UnWinding	Bearish	0.0	0.0	0.0146 Delta: 0.0146 Theta: -1.99 Rho: 0.4352 Vega: 4.7712 Gamma: 0.0
59900.0	9.85 C: 9.85 O: 11.85 H: 12.5 L: 8.75	-1.05 / -9.63 %	15.16 K / -945	310 / 10.71	6500.22	15.77	Position UnWinding	Bearish	0.01	0.0	0.014 Delta: 0.014 Theta: -1.94 Rho: 0.4154 Vega: 4.5836 Gamma: 0.0
60000.0	9.65 C: 9.65 O: 9.85 H: 9.9 L: 8.7	-0.45 / -4.46 %	717.08 K / -26530	18026 / -43.01	378605.19	16.0	Position UnWinding	Bearish	0.12	0.01	0.0135 Delta: 0.0135 Theta: -1.91 Rho: 0.4025 Vega: 4.4614 Gamma: 0.0
60100.0	9.4 C: 9.4 O: 9.85 H: 11.0 L: 7.4	-1.45 / -13.36 %	5180 / -280	243 / -19.8	5112.28	16.22	Position UnWinding	Bearish	0.0	0.0	0.0131 Delta: 0.0131 Theta: -1.88 Rho: 0.3884 Vega: 4.3266 Gamma: 0.0
60200.0	9.3 C: 9.3 O: 10.0 H: 10.0 L: 7.9	-0.9 / -8.82 %	40.95 K / -1190	458 / -46.87	9651.51	16.47	Position UnWinding	Bearish	0.0	0.0	0.0128 Delta: 0.0128 Theta: -1.86 Rho: 0.3794 Vega: 4.2409 Gamma: 0.0
60300.0	9.35 C: 9.35 O: 8.85 H: 9.65 L: 7.6	-0.2 / -2.09 %	8645 / 700	77 / -56.98	1625.33	16.75	Short Build Up	Bearish	0.0	0.0	0.0126 Delta: 0.0126 Theta: -1.88 Rho: 0.3755 Vega: 4.2032 Gamma: 0.0
60400.0	8.95 C: 8.95 O: 8.6 H: 10.0 L: 7.65	-0.35 / -3.76 %	7630 / -280	36 / -78.95	761.15	16.92	Position UnWinding	Bearish	0.0	0.0	0.012 Delta: 0.012 Theta: -1.82 Rho: 0.3577 Vega: 4.0304 Gamma: 0.0
60500.0	8.15 C: 8.15 O: 8.1 H: 8.9 L: 7.15	0.15 / 1.88 %	293.51 K / -35	5470 / -53.18	115842.2	16.98	Short Covering	Bullish	0.0	0.0	0.011 Delta: 0.011 Theta: -1.69 Rho: 0.3277 Vega: 3.7352 Gamma: 0.0
60600.0	8.2 C: 8.2 O: 9.3 H: 11.35 L: 7.35	-0.45 / -5.2 %	5565 / -1960	245 / 9.87	5197.14	17.26	Position UnWinding	Bearish	0.0	0.0	0.0109 Delta: 0.0109 Theta: -1.7 Rho: 0.3247 Vega: 3.7064 Gamma: 0.0
60700.0	7.8 C: 7.8 O: 8.9 H: 9.0 L: 6.95	-0.2 / -2.5 %	4340 / 140	180 / -49.01	3824.6	17.41	Short Build Up	Bearish	0.0	0.0	0.0104 Delta: 0.0104 Theta: -1.64 Rho: 0.308 Vega: 3.5392 Gamma: 0.0
60800.0	7.9 C: 7.9 O: 8.0 H: 8.4 L: 7.2	-0.6 / -7.06 %	2485 / 630	103 / 0.98	2192.12	17.7	Short Build Up	Bearish	0.14	0.0	0.0103 Delta: 0.0103 Theta: -1.66 Rho: 0.3069 Vega: 3.5292 Gamma: 0.0
60900.0	8.05 C: 8.05 O: 7.05 H: 8.35 L: 7.05	0.35 / 4.55 %	1015 / -70	110 / 22.22	2344.95	18.0	Short Covering	Bullish	0.0	0.0	0.0103 Delta: 0.0103 Theta: -1.69 Rho: 0.3074 Vega: 3.5349 Gamma: 0.0
61000.0	7.75 C: 7.75 O: 7.4 H: 8.4 L: 6.8	0.15 / 1.97 %	380.31 K / 10815	6046 / -65.93	129097.95	18.18	Position Build Up	Bullish	0.04	0.0	0.0099 Delta: 0.0099 Theta: -1.64 Rho: 0.2945 Vega: 3.4051 Gamma: 0.0
61100.0	7.95 C: 7.95 O: 7.45 H: 8.9 L: 5.9	0.2 / 2.58 %	595 / 175	44 / 4.76	941.05	18.49	Position Build Up	Bullish	0.0	0.0	0.01 Delta: 0.01 Theta: -1.68 Rho: 0.2967 Vega: 3.4279 Gamma: 0.0
61200.0	6.6 C: 6.6 O: 7.05 H: 8.55 L: 6.15	-0.6 / -8.33 %	1610 / 70	10 / -91.53	214.22	18.33	Short Build Up	Bearish	0.0	0.0	0.0085 Delta: 0.0085 Theta: -1.44 Rho: 0.2528 Vega: 2.9786 Gamma: 0.0
61300.0	7.0 C: 7.0 O: 7.25 H: 8.95 L: 6.35	-0.25 / -3.45 %	5915 / 175	25 / -81.62	536.44	18.71	Short Build Up	Bearish	0.0	0.0	0.0088 Delta: 0.0088 Theta: -1.52 Rho: 0.2616 Vega: 3.0708 Gamma: 0.0
61400.0	7.3 C: 7.3 O: 6.9 H: 8.3 L: 5.55	0.4 / 5.8 %	1960 / -70	616 / 381.25	13239.26	19.06	Short Covering	Bullish	0.0	0.0	0.009 Delta: 0.009 Theta: -1.57 Rho: 0.2672 Vega: 3.129 Gamma: 0.0
61500.0	6.7 C: 6.7 O: 6.5 H: 7.45 L: 5.85	0.15 / 2.29 %	55.02 K / -2940	2224 / -61.06	47876.72	19.12	Short Covering	Bullish	0.0	0.0	0.0083 Delta: 0.0083 Theta: -1.47 Rho: 0.2466 Vega: 2.9162 Gamma: 0.0
61600.0	6.25 C: 6.25 O: 6.8 H: 7.9 L: 5.45	-0.9 / -12.59 %	1050 / 105	73 / 32.73	1574.05	19.21	Short Build Up	Bearish	0.0	0.0	0.0078 Delta: 0.0078 Theta: -1.39 Rho: 0.2305 Vega: 2.7485 Gamma: 0.0
61700.0	6.7 C: 6.7 O: 6.45 H: 8.1 L: 5.45	0.25 / 3.88 %	3430 / -525	349 / -26.22	7537.45	19.62	Short Covering	Bullish	0.0	0.0	0.0081 Delta: 0.0081 Theta: -1.48 Rho: 0.2409 Vega: 2.8576 Gamma: 0.0
61800.0	7.4 C: 7.4 O: 8.25 H: 8.7 L: 5.9	0.45 / 6.47 %	1470 / 490	58 / -35.56	1254.68	20.11	Position Build Up	Bullish	0.0	0.0	0.0087 Delta: 0.0087 Theta: -1.61 Rho: 0.2578 Vega: 3.0339 Gamma: 0.0
61900.0	7.5 C: 7.5 O: 6.65 H: 8.8 L: 6.0	0.3 / 4.17 %	1750 / 140	30 / -70.3	650.02	20.39	Position Build Up	Bullish	0.0	0.0	0.0087 Delta: 0.0087 Theta: -1.63 Rho: 0.2576 Vega: 3.033 Gamma: 0.0
62000.0	6.3 C: 6.3 O: 6.5 H: 6.75 L: 5.75	0.0 / 0.0 %	165.8 K / 5460	3347 / -54.73	72637.16	20.21	Short Build Up	Bearish	0.34	0.02	0.0075 Delta: 0.0075 Theta: -1.41 Rho: 0.2217 Vega: 2.6569 Gamma: 0.0
62100.0	6.55 C: 6.55 O: 6.3 H: 7.1 L: 5.45	0.1 / 1.55 %	2170 / 70	47 / -46.59	1021.65	20.55	Position Build Up	Bullish	0.0	0.0	0.0076 Delta: 0.0076 Theta: -1.46 Rho: 0.2262 Vega: 2.7052 Gamma: 0.0
62200.0	6.5 C: 6.5 O: 6.55 H: 6.65 L: 5.55	0.65 / 11.11 %	5600 / 0	39 / -78.21	849.11	20.78	Short Covering	Bullish	0.0	0.0	0.0075 Delta: 0.0075 Theta: -1.45 Rho: 0.2224 Vega: 2.6655 Gamma: 0.0
62300.0	6.7 C: 6.7 O: 6.0 H: 7.25 L: 5.15	1.5 / 28.85 %	2170 / 875	273 / 582.5	5953.33	21.1	Position Build Up	Bullish	0.03	0.0	0.0076 Delta: 0.0076 Theta: -1.49 Rho: 0.2254 Vega: 2.6983 Gamma: 0.0
62400.0	5.65 C: 5.65 O: 6.35 H: 8.5 L: 4.9	-0.7 / -11.02 %	5915 / -420	83 / -74.54	1812.89	20.93	Position UnWinding	Bearish	0.0	0.0	0.0066 Delta: 0.0066 Theta: -1.3 Rho: 0.1945 Vega: 2.3684 Gamma: 0.0
62500.0	5.7 C: 5.7 O: 5.85 H: 6.05 L: 5.1	-0.05 / -0.87 %	28.7 K / -735	1638 / -7.51	35834.43	21.19	Position UnWinding	Bearish	0.0	0.0	0.0065 Delta: 0.0065 Theta: -1.31 Rho: 0.1939 Vega: 2.3619 Gamma: 0.0
63000.0	5.5 C: 5.5 O: 5.55 H: 5.65 L: 4.75	0.2 / 3.77 %	176.16 K / 4340	1361 / -74.6	30012.56	22.29	Position Build Up	Bullish	0.03	0.0	0.006 Delta: 0.006 Theta: -1.28 Rho: 0.1792 Vega: 2.2042 Gamma: 0.0
63500.0	4.95 C: 4.95 O: 5.45 H: 5.45 L: 4.2	0.25 / 5.32 %	14.81 K / 2590	641 / -8.69	14247.27	23.19	Position Build Up	Bullish	0.0	0.0	0.0053 Delta: 0.0053 Theta: -1.19 Rho: 0.157 Vega: 1.9607 Gamma: 0.0
64000.0	4.15 C: 4.15 O: 4.55 H: 4.55 L: 3.65	0.2 / 5.06 %	191.28 K / 3745	2366 / -43.12	53001.71	23.88	Position Build Up	Bullish	0.06	0.0	0.0044 Delta: 0.0044 Theta: -1.03 Rho: 0.1301 Vega: 1.6583 Gamma: 0.0
64500.0	4.05 C: 4.05 O: 3.9 H: 4.15 L: 3.5	0.2 / 5.19 %	29.37 K / -595	962 / -56.27	21718.43	24.93	Short Covering	Bullish	0.07	0.0	0.0041 Delta: 0.0041 Theta: -1.02 Rho: 0.1223 Vega: 1.5701 Gamma: 0.0
65000.0	3.5 C: 3.5 O: 3.65 H: 3.7 L: 3.2	-0.05 / -1.41 %	407.02 K / 14350	6359 / -69.48	144674.86	25.64	Short Build Up	Bearish	0.02	0.0	0.0035 Delta: 0.0035 Theta: -0.9 Rho: 0.1042 Vega: 1.3608 Gamma: 0.0

Risk Free rate : 6.25 %, Dividend Yield : 0.0 %