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View Put Call Ratio

Call Option Chain  of United Spirits Ltd. (MCDOWELL-N) with Implied Volatility & Greeks

   Spot Close : 462.85   Expiry date :          

United Spirits Ltd. 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
480.00
29.25
C- 29.25
O-38.40
H-51.25
L-27.35
-18.45/ -38.68 % 8750.00/ 0.000 10/ 66.67 % 65.00 68.42 / 80.21 Position UnWinding Bearish 0.286 0.200
0.474
Delta : 0.474
Theta : -0.646
Rho : 0.151
Vega : 0.519
Gamma : 0.0045
500.00
20.95
C- 20.95
O-40.00
H-42.35
L-20.00
-13.40/ -39.01 % 93.75 K/ 55000.00 126/ 103.23 % 833.00 66.06 / 72.08 Short Build Up Bearish 0.333 0.0317
0.384
Delta : 0.384
Theta : -0.596
Rho : 0.125
Vega : 0.498
Gamma : 0.0044
510.00
18.25
C- 18.25
O-18.25
H-18.25
L-18.25
-8.25/ -31.13 % 5000.00/ 1250.00 1/NA 7.00 66.59 / 64.86 Short Build Up Bearish 0 0
0.346
Delta : 0.346
Theta : -0.578
Rho : 0.113
Vega : 0.481
Gamma : 0.0042
520.00
16.60
C- 16.60
O-29.00
H-29.35
L-14.05
-7.30/ -30.54 % 23.75 K/ 8750.00 22/ 266.67 % 149.00 68.67 / 66.46 Short Build Up Bearish 0 0
0.316
Delta : 0.316
Theta : -0.573
Rho : 0.103
Vega : 0.464
Gamma : 0.0040
530.00
15.00
C- 15.00
O-15.00
H-15.00
L-15.00
-5.40/ -26.47 % 7500.00/ 0.000 1/ -85.71 % 7.00 70.35 / 70.75 Position UnWinding Bearish 0 0
0.288
Delta : 0.288
Theta : -0.561
Rho : 0.094
Vega : 0.445
Gamma : 0.0037
540.00
15.90
C- 15.90
O-15.80
H-15.90
L-15.80
-8.70/ -35.37 % 1250.00/ -2500.000 2/NA 14.00 77.30 / 89.85 Position UnWinding Bearish 0 0
0.283
Delta : 0.283
Theta : -0.608
Rho : 0.091
Vega : 0.441
Gamma : 0.0034
550.00
9.00
C- 9.00
O-17.95
H-20.75
L-9.00
-7.55/ -45.62 % 22.50 K/ 6250.00 9/ 80.00 % 64.00 64.97 / 77.96 Short Build Up Bearish 0 0
0.205
Delta : 0.205
Theta : -0.431
Rho : 0.068
Vega : 0.371
Gamma : 0.0034
580.00
8.60
C- 8.60
O-8.60
H-8.60
L-8.60
-7.25/ -45.74 % 1250.00/ -1250.000 2/NA 15.00 75.73 / 89.17 Position UnWinding Bearish 0 0
0.177
Delta : 0.177
Theta : -0.456
Rho : 0.058
Vega : 0.339
Gamma : 0.0026
600.00
4.50
C- 4.50
O-10.05
H-10.05
L-4.10
-3.25/ -41.94 % 26.25 K/ 2500.00 7/ 250.00 % 53.00 68.75 / 68.34 Short Build Up Bearish 0 0
0.112
Delta : 0.112
Theta : -0.303
Rho : 0.0376
Vega : 0.249
Gamma : 0.0021
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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