Call Option Chain of Max Financial Services Ltd. (MFSL) with Implied Volatility & Greeks

Max Financial Services Ltd. Option for Expiry Date 29/06/2023

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
650.00	62.10 C- 62.10 O-65.00 H-65.00 L-60.00	4.05/ 6.98 %	2600.00/ -5200.000	12/ -7.69 %	69.00	32.49 / 32.36	Short Covering	Bullish	20.00	4.58	0.835 Delta : 0.835 Theta : -0.371 Rho : 0.403 Vega : 0.484 Gamma : 0.0039
670.00	46.50 C- 46.50 O-47.00 H-47.00 L-46.50	-2.80/ -5.68 %	6500.00/ 0.000	3/ -80.00 %	19.00	31.78 / 31.55	Position UnWinding	Bearish	4.10	11.33	0.741 Delta : 0.741 Theta : -0.439 Rho : 0.364 Vega : 0.630 Gamma : 0.0052
680.00	45.65 C- 45.65 O-45.00 H-45.65 L-45.00	3.40/ 8.05 %	48.10 K/ 0.000	1/ -90.00 %	9.00	40.19 / 31.43	Short Covering	Bullish	2.00	50.00	0.655 Delta : 0.655 Theta : -0.586 Rho : 0.319 Vega : 0.717 Gamma : 0.0047
690.00	33.00 C- 33.00 O-36.50 H-37.80 L-33.00	-4.60/ -12.23 %	24.70 K/ -7150.000	10/ 100.00 %	61.00	31.07 / 33.75	Position UnWinding	Bearish	0	0	0.625 Delta : 0.625 Theta : -0.479 Rho : 0.312 Vega : 0.738 Gamma : 0.0063
700.00	27.50 C- 27.50 O-33.00 H-35.50 L-27.00	-3.15/ -10.28 %	146.90 K/ -24050.000	198/ -42.94 %	1162.00	31.15 / 32.12	Position UnWinding	Bearish	0.341	0.111	0.560 Delta : 0.560 Theta : -0.490 Rho : 0.281 Vega : 0.768 Gamma : 0.0065
710.00	22.95 C- 22.95 O-29.00 H-31.55 L-22.10	-3.05/ -11.73 %	91.65 K/ 14300.00	169/ -17.96 %	996.00	31.61 / 32.70	Short Build Up	Bearish	0.142	0.0178	0.495 Delta : 0.495 Theta : -0.494 Rho : 0.250 Vega : 0.777 Gamma : 0.0065
720.00	19.40 C- 19.40 O-23.90 H-26.00 L-18.65	-2.20/ -10.19 %	120.90 K/ 40300.00	511/ 73.81 %	3039.00	32.55 / 32.82	Short Build Up	Bearish	0.0376	0.0059	0.435 Delta : 0.435 Theta : -0.495 Rho : 0.220 Vega : 0.767 Gamma : 0.0062
730.00	15.65 C- 15.65 O-19.50 H-21.05 L-15.45	-1.90/ -10.83 %	80.60 K/ 13650.00	86/ -73.54 %	516.00	32.47 / 32.64	Short Build Up	Bearish	0	0	0.375 Delta : 0.375 Theta : -0.471 Rho : 0.190 Vega : 0.739 Gamma : 0.0060
740.00	15.00 C- 15.00 O-17.35 H-17.35 L-14.20	1.20/ 8.70 %	12.35 K/ 1950.00	6/ -57.14 %	39.00	35.99 / 32.10	Position Build Up	Bullish	0	0	0.340 Delta : 0.340 Theta : -0.497 Rho : 0.172 Vega : 0.713 Gamma : 0.0052
750.00	10.55 C- 10.55 O-12.95 H-14.25 L-9.75	-1.05/ -9.05 %	172.90 K/ 22750.00	319/ -44.62 %	1947.00	33.48 / 32.99	Short Build Up	Bearish	0	0	0.275 Delta : 0.275 Theta : -0.420 Rho : 0.140 Vega : 0.650 Gamma : 0.0051
760.00	8.45 C- 8.45 O-10.50 H-11.50 L-8.30	-0.950/ -10.11 %	27.95 K/ -3250.000	13/ -38.10 %	80.00	33.69 / 33.29	Position UnWinding	Bearish	0	0	0.231 Delta : 0.231 Theta : -0.383 Rho : 0.118 Vega : 0.593 Gamma : 0.0046
770.00	6.50 C- 6.50 O-8.35 H-8.35 L-6.50	-1.85/ -22.16 %	3900.00/ 650.00	4/ -50.00 %	30.00	33.48 / 34.92	Short Build Up	Bearish	0	0	0.189 Delta : 0.189 Theta : -0.337 Rho : 0.097 Vega : 0.527 Gamma : 0.0042
780.00	5.30 C- 5.30 O-9.95 H-9.95 L-5.30	-1.30/ -19.70 %	11.70 K/ 650.00	1/ -94.44 %	10.00	34.08 / 34.89	Short Build Up	Bearish	0	0	0.159 Delta : 0.159 Theta : -0.305 Rho : 0.081 Vega : 0.471 Gamma : 0.0036
790.00	4.65 C- 4.65 O-5.05 H-5.65 L-4.65	-0.350/ -7.00 %	22.10 K/ 650.00	17/ -50.00 %	109.00	35.44 / 34.50	Short Build Up	Bearish	0	0	0.138 Delta : 0.138 Theta : -0.288 Rho : 0.071 Vega : 0.430 Gamma : 0.0032
800.00	3.65 C- 3.65 O-4.40 H-5.25 L-3.45	-0.300/ -7.59 %	120.90 K/ -5200.000	78/ -87.91 %	502.00	35.58 / 34.69	Position UnWinding	Bearish	0	0	0.113 Delta : 0.113 Theta : -0.250 Rho : 0.058 Vega : 0.373 Gamma : 0.0028