0 |
0% |
1.15 |
4.5 |
0 |
54.76 |
0 |
0% |
0 |
0.5 |
0 |
NFTY Call 54.76
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250117|54.76C
Delta0.8023
Imp Vol0.2657
Bid1.15
Gamma0.0903
Theoretical2.825
Ask4.5
Theta-0.0336
Intrinsic Value2.45
Volume0
Vega0.0322
Time Value-2.45
Open Interest0
Rho0.0177
Delta / Theta-23.8522
NFTY Put 54.76
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250117|54.76P
Delta-0.1696
Imp Vol0.2335
Bid0
Gamma0.0938
Theoretical0.25
Ask0.5
Theta-0.0217
Intrinsic Value-2.45
Volume0
Vega0.0293
Time Value2.45
Open Interest0
Rho-0.0037
Delta / Theta7.8122
|
0 |
0% |
0.3 |
3.7 |
0 |
55.76 |
0 |
0% |
0 |
1.1 |
0 |
NFTY Call 55.76
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250117|55.76C
Delta0.7116
Imp Vol0.2426
Bid0.3
Gamma0.1215
Theoretical2
Ask3.7
Theta-0.0366
Intrinsic Value1.45
Volume0
Vega0.0395
Time Value-1.45
Open Interest0
Rho0.0159
Delta / Theta-19.4499
NFTY Put 55.76
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250117|55.76P
Delta-0.2949
Imp Vol0.2492
Bid0
Gamma0.1199
Theoretical0.55
Ask1.1
Theta-0.0314
Intrinsic Value-1.45
Volume0
Vega0.0399
Time Value1.45
Open Interest0
Rho-0.0063
Delta / Theta9.4054
|
0 |
0% |
0 |
2.95 |
0 |
56.76 |
0 |
0% |
0 |
2.4 |
0 |
NFTY Call 56.76
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250117|56.76C
Delta0.5731
Imp Vol0.265
Bid0
Gamma0.1278
Theoretical1.475
Ask2.95
Theta-0.0439
Intrinsic Value0.45
Volume0
Vega0.0454
Time Value-0.45
Open Interest0
Rho0.0129
Delta / Theta-13.0687
NFTY Put 56.76
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250117|56.76P
Delta-0.4365
Imp Vol0.309
Bid0
Gamma0.1106
Theoretical1.2
Ask2.4
Theta-0.0443
Intrinsic Value-0.45
Volume0
Vega0.0456
Time Value0.45
Open Interest1
Rho-0.0091
Delta / Theta9.849
|
0 |
0% |
0 |
0 |
0 |
57.00 |
0 |
0% |
0 |
0 |
0 |
NFTY Call 57.00
Exp: Jan 03, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value1.3
Volume0
Vega0
Time Value-1.3
Open Interest0
Rho0
Delta / Theta0
NFTY Put 57.00
Exp: Jan 03, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-1.3
Volume0
Vega0
Time Value1.3
Open Interest0
Rho0
Delta / Theta0
|
|
57.21 |
Price @ Jan 03, 2025 15:17 GMT |
0 |
0% |
0 |
2.4 |
0 |
57.76 |
0 |
0% |
0 |
2.75 |
0 |
NFTY Call 57.76
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250117|57.76C
Delta0.4557
Imp Vol0.3111
Bid0
Gamma0.11
Theoretical1.2
Ask2.4
Theta-0.0506
Intrinsic Value-0.55
Volume0
Vega0.0459
Time Value0.55
Open Interest1
Rho0.0102
Delta / Theta-9.0097
NFTY Put 57.76
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250117|57.76P
Delta-0.5711
Imp Vol0.2342
Bid0
Gamma0.1462
Theoretical1.375
Ask2.75
Theta-0.0322
Intrinsic Value0.55
Volume0
Vega0.0454
Time Value-0.55
Open Interest0
Rho-0.0112
Delta / Theta17.7383
|
0 |
0% |
0 |
0 |
0 |
58.00 |
0 |
0% |
0 |
0 |
0 |
NFTY Call 58.00
Exp: Jan 03, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value0.3
Volume0
Vega0
Time Value-0.3
Open Interest0
Rho0
Delta / Theta0
NFTY Put 58.00
Exp: Jan 03, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-0.3
Volume0
Vega0
Time Value0.3
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
0 |
2 |
0 |
58.76 |
0 |
0% |
0 |
3.4 |
0 |
NFTY Call 58.76
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250117|58.76C
Delta0.3703
Imp Vol0.3521
Bid0
Gamma0.0926
Theoretical1
Ask2
Theta-0.0537
Intrinsic Value-1.55
Volume0
Vega0.0437
Time Value1.55
Open Interest1
Rho0.0083
Delta / Theta-6.8911
NFTY Put 58.76
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250117|58.76P
Delta-0.8438
Imp Vol0.1385
Bid0
Gamma0.1788
Theoretical1.7
Ask3.4
Theta-0.0093
Intrinsic Value1.55
Volume0
Vega0.0271
Time Value-1.55
Open Interest0
Rho-0.011
Delta / Theta90.4152
|
0 |
0% |
0 |
0 |
0 |
59.00 |
0 |
0% |
0 |
0 |
0 |
NFTY Call 59.00
Exp: Jan 03, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-0.7
Volume0
Vega0
Time Value0.7
Open Interest0
Rho0
Delta / Theta0
NFTY Put 59.00
Exp: Jan 03, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value0.7
Volume0
Vega0
Time Value-0.7
Open Interest0
Rho0
Delta / Theta0
|
0.07 |
0.07% |
0 |
0.45 |
1 |
59.76 |
0 |
0% |
0.85 |
4.2 |
0 |
NFTY Call 59.76
Exp: Jan 17, 2025
Last: 0.07
Chg.: 0.07%
SymbolNFTY|20250117|59.76C
Delta0.0864
Imp Vol0.154
Bid0
Gamma0.0883
Theoretical0.07
Ask0.45
Theta-0.0099
Intrinsic Value-2.55
Volume1
Vega0.0182
Time Value2.62
Open Interest6
Rho0.002
Delta / Theta-8.6866
NFTY Put 59.76
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250117|59.76P
Delta-0.622
Imp Vol0.583
Bid0.85
Gamma0.0566
Theoretical4.2
Ask4.2
Theta-0.0817
Intrinsic Value2.55
Volume0
Vega0.044
Time Value-2.55
Open Interest0
Rho-0.0133
Delta / Theta7.6174
|