0 |
0% |
0.8 |
4.3 |
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
Delta0.8829
Imp Vol0.1342
Bid0.8
Gamma0.0928
Theoretical2.55
Ask4.3
Theta-0.0134
Intrinsic Value2.11
Volume0
Vega0.031
Time Value-2.11
Open Interest0
Rho0.0366
Delta / Theta-65.7228
NFTY Put 54.76
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250117|54.76P
Delta-0.1722
Imp Vol0.1686
Bid0
Gamma0.0964
Theoretical0.25
Ask0.5
Theta-0.011
Intrinsic Value-2.11
Volume0
Vega0.0402
Time Value2.11
Open Interest0
Rho-0.0069
Delta / Theta15.6672
|
0 |
0% |
0.05 |
3.5 |
0 |
55.76 |
0 |
0% |
0 |
2.45 |
0 |
NFTY Call 55.76
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250117|55.76C
Delta0.7476
Imp Vol0.1418
Bid0.05
Gamma0.1427
Theoretical1.77
Ask3.5
Theta-0.0179
Intrinsic Value1.11
Volume0
Vega0.0504
Time Value-1.11
Open Interest0
Rho0.0313
Delta / Theta-41.7892
NFTY Put 55.76
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250117|55.76P
Delta-0.3661
Imp Vol0.2965
Bid0
Gamma0.0809
Theoretical1.23
Ask2.45
Theta-0.029
Intrinsic Value-1.11
Volume0
Vega0.0593
Time Value1.11
Open Interest0
Rho-0.0146
Delta / Theta12.6096
|
0 |
0% |
0 |
2.85 |
0 |
56.76 |
0 |
0% |
0 |
2.8 |
0 |
NFTY Call 56.76
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250117|56.76C
Delta0.5679
Imp Vol0.1906
Bid0
Gamma0.1307
Theoretical1.43
Ask2.85
Theta-0.025
Intrinsic Value0.11
Volume0
Vega0.0621
Time Value-0.11
Open Interest0
Rho0.0237
Delta / Theta-22.7091
NFTY Put 56.76
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250117|56.76P
Delta-0.4481
Imp Vol0.2542
Bid0
Gamma0.0996
Theoretical1.4
Ask2.8
Theta-0.0255
Intrinsic Value-0.11
Volume0
Vega0.0623
Time Value0.11
Open Interest1
Rho-0.017
Delta / Theta17.5768
|
0 |
0% |
0 |
0 |
0 |
57.00 |
0 |
0% |
0 |
0 |
0 |
NFTY Call 57.00
Exp: Dec 23, 2024
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: Dec 23, 2024
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
|
|
56.87 |
Price @ Dec 20, 2024 09:12PM GMT |
0 |
0% |
0 |
2.35 |
0 |
57.76 |
0 |
0% |
0 |
3.4 |
0 |
NFTY Call 57.76
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250117|57.76C
Delta0.4504
Imp Vol0.2274
Bid0
Gamma0.1103
Theoretical1.18
Ask2.35
Theta-0.0284
Intrinsic Value-0.89
Volume0
Vega0.0625
Time Value0.89
Open Interest1
Rho0.0188
Delta / Theta-15.8325
NFTY Put 57.76
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250117|57.76P
Delta-0.5616
Imp Vol0.218
Bid0
Gamma0.1165
Theoretical1.7
Ask3.4
Theta-0.0208
Intrinsic Value0.89
Volume0
Vega0.062
Time Value-0.89
Open Interest0
Rho-0.0201
Delta / Theta26.9456
|
0 |
0% |
0 |
0 |
0 |
58.00 |
0 |
0% |
0 |
0 |
0 |
NFTY Call 58.00
Exp: Dec 23, 2024
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: Dec 23, 2024
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 |
2.05 |
0 |
58.76 |
0 |
0% |
0.5 |
4 |
0 |
NFTY Call 58.76
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250117|58.76C
Delta0.3703
Imp Vol0.2651
Bid0
Gamma0.0903
Theoretical1.03
Ask2.05
Theta-0.0307
Intrinsic Value-1.89
Volume0
Vega0.0596
Time Value1.89
Open Interest0
Rho0.0154
Delta / Theta-12.0474
NFTY Put 58.76
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250117|58.76P
Delta-0.6905
Imp Vol0.202
Bid0.5
Gamma0.1138
Theoretical2.25
Ask4
Theta-0.0163
Intrinsic Value1.89
Volume0
Vega0.0551
Time Value-1.89
Open Interest0
Rho-0.0218
Delta / Theta42.3602
|
0 |
0% |
0 |
0 |
0 |
59.00 |
0 |
0% |
0 |
0 |
0 |
NFTY Call 59.00
Exp: Dec 23, 2024
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: Dec 23, 2024
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 |
0% |
0.05 |
0.55 |
0 |
59.76 |
0 |
0% |
1.4 |
4.9 |
0 |
NFTY Call 59.76
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250117|59.76C
Delta0.1954
Imp Vol0.1794
Bid0.05
Gamma0.0975
Theoretical0.3
Ask0.55
Theta-0.0153
Intrinsic Value-2.89
Volume0
Vega0.0436
Time Value2.89
Open Interest11
Rho0.0083
Delta / Theta-12.7538
NFTY Put 59.76
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250117|59.76P
Delta-0.7573
Imp Vol0.232
Bid1.4
Gamma0.0882
Theoretical3.15
Ask4.9
Theta-0.0165
Intrinsic Value2.89
Volume0
Vega0.0489
Time Value-2.89
Open Interest0
Rho-0.0232
Delta / Theta46.026
|