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View Put Call Ratio

Call Option Chain  of RBL Bank (RBLBANK) with Implied Volatility & Greeks

   Spot Close : 131.30   Expiry date :          

RBL Bank 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
120.00
32.80
C- 32.80
O-34.25
H-34.25
L-32.30
NA 10.50 K/ 0.000 8/NA 18.00 191.16 / 0 NA NA 23.71 81.38
0.671
Delta : 0.671
Theta : -0.451
Rho : 0.0438
Vega : 0.134
Gamma : 0.0051
130.00
28.10
C- 28.10
O-30.95
H-34.50
L-25.50
-3.20/ -10.22 % 24.00 K/ 19500.00 62/ 1140.00 % 147.00 188.29 / 189.09 Short Build Up Bearish 5.75 5.95
0.614
Delta : 0.614
Theta : -0.469
Rho : 0.0416
Vega : 0.142
Gamma : 0.0055
140.00
24.10
C- 24.10
O-24.45
H-30.50
L-21.60
-1.90/ -7.31 % 142.50 K/ 73500.00 362/ 269.39 % 892.00 186.64 / 180.24 Short Build Up Bearish 0.905 0.865
0.558
Delta : 0.558
Theta : -0.479
Rho : 0.0390
Vega : 0.146
Gamma : 0.0057
150.00
20.65
C- 20.65
O-19.60
H-26.05
L-18.05
-1.15/ -5.28 % 354.00 K/ 334500.00 399/ 667.31 % 1020.00 185.38 / 175.65 Short Build Up Bearish 0.225 0.258
0.505
Delta : 0.505
Theta : -0.480
Rho : 0.0362
Vega : 0.148
Gamma : 0.0058
160.00
16.85
C- 16.85
O-19.85
H-21.00
L-14.50
-1.40/ -7.67 % 274.50 K/ 49500.00 303/ -20.05 % 803.00 178.68 / 172.26 Short Build Up Bearish 0.273 0.162
0.446
Delta : 0.446
Theta : -0.458
Rho : 0.0331
Vega : 0.146
Gamma : 0.0060
170.00
14.15
C- 14.15
O-15.10
H-15.10
L-12.50
-1.25/ -8.12 % 22.50 K/ 1500.00 33/ -60.24 % 91.00 176.66 / 170.62 Short Build Up Bearish 0.600 0.061
0.396
Delta : 0.396
Theta : -0.441
Rho : 0.0300
Vega : 0.143
Gamma : 0.0059
180.00
11.55
C- 11.55
O-16.00
H-16.00
L-10.00
-1.40/ -10.81 % 132.00 K/ 6000.00 84/ -46.50 % 242.00 172.66 / 169.07 Short Build Up Bearish 0 0
0.345
Delta : 0.345
Theta : -0.412
Rho : 0.0268
Vega : 0.136
Gamma : 0.0058
190.00
9.35
C- 9.35
O-11.45
H-11.45
L-8.05
-1.65/ -15.00 % 15.00 K/ 6000.00 25/ 127.27 % 75.00 168.97 / 168.65 Short Build Up Bearish 0 0
0.298
Delta : 0.298
Theta : -0.379
Rho : 0.0236
Vega : 0.128
Gamma : 0.0055
200.00
7.55
C- 7.55
O-8.75
H-9.30
L-6.15
-1.65/ -17.93 % 271.50 K/ 64500.00 143/ -39.92 % 445.00 165.91 / 167.20 Short Build Up Bearish 0.0166 0.0070
0.255
Delta : 0.255
Theta : -0.344
Rho : 0.0205
Vega : 0.119
Gamma : 0.0052
220.00
5.05
C- 5.05
O-6.45
H-6.45
L-4.00
-1.25/ -19.84 % 36.00 K/ 1500.00 35/ 9.38 % 118.00 162.73 / 163.80 Short Build Up Bearish 0 0
0.187
Delta : 0.187
Theta : -0.282
Rho : 0.0155
Vega : 0.099
Gamma : 0.0045
240.00
3.40
C- 3.40
O-4.50
H-4.50
L-2.60
-1.20/ -26.09 % 81.00 K/ 10500.00 22/ 37.50 % 80.00 160.72 / 164.36 Short Build Up Bearish 0 0
0.136
Delta : 0.136
Theta : -0.226
Rho : 0.0115
Vega : 0.081
Gamma : 0.0037
260.00
2.00
C- 2.00
O-2.00
H-2.00
L-2.00
-1.50/ -42.86 % 22.50 K/ 0.000 1/ -66.67 % 4.00 154.45 / 166.35 Position UnWinding Bearish 0 0
0.089
Delta : 0.089
Theta : -0.161
Rho : 0.0077
Vega : 0.060
Gamma : 0.0028
280.00
1.00
C- 1.00
O-1.00
H-1.00
L-1.00
-1.50/ -60.00 % 7500.00/ 0.000 2/ -66.67 % 8.00 145.58 / 165.38 Position UnWinding Bearish 0 0
0.051
Delta : 0.051
Theta : -0.099
Rho : 0.0045
Vega : 0.0389
Gamma : 0.0020
300.00
1.25
C- 1.25
O-2.00
H-2.00
L-1.25
-0.550/ -30.56 % 135.00 K/ 13500.00 16/ -68.63 % 72.00 161.89 / 164.73 Short Build Up Bearish 0 0
0.058
Delta : 0.058
Theta : -0.120
Rho : 0.0050
Vega : 0.0427
Gamma : 0.0019
340.00
1.05
C- 1.05
O-1.25
H-1.25
L-1.00
-0.250/ -19.23 % 43.50 K/ 6000.00 7/ -36.36 % 36.00 174.81 / 172.82 Short Build Up Bearish 0 0
0.0466
Delta : 0.0466
Theta : -0.110
Rho : 0.0040
Vega : 0.0361
Gamma : 0.0015
Risk Free rate : 6.5%, Dividend Yield : 2.62 %

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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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