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| Call | Put | ||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Vega | Theta | Gamma | Delta | Imp Vol | Vol (k) | OI (lakhs) | PoP | LTP | Strike | LTP | PoP | OI (lakhs) | Vol (k) | Imp Vol | Delta | Gamma | Theta | Vega | |
| Last Updated now | |||||||||||||||||||
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 |  **** | 0.00 | 330PCR: -- | 0.20 | **** | 3.12 | 13.50 | 50.78% | -0.017 | 0.001 | -0.064 | 0.033 | |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.17 | **** | 58.30 | 340PCR: 26.91 | 0.15 | **** | 4.44 | 51.00 | 39.06% | -0.010 | 0.001 | -0.031 | 0.021 | |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.18 | **** | 39.70 | 350PCR: 54.50 | 0.30 | **** | 9.81 | 78.00 | 39.06% | -0.027 | 0.002 | -0.072 | 0.048 | |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | **** | 0.00 | 355PCR: -- | 0.40 | **** | 0.24 | 0.00 | 37.11% | -0.034 | 0.003 | -0.082 | 0.058 | |
0.135 | -0.248 | 0.005 | 0.898 | 47.85% | 15.00 | 0.74 | **** | 44.00 | 360PCR: 6.24 | 0.35 | **** | 4.59 | 430.50 | 33.20% | -0.036 | 0.003 | -0.077 | 0.060 | |
0.147 | -0.251 | 0.006 | 0.885 | 44.43% | 1.50 | 0.90 | **** | 39.25 | 365PCR: 3.30 | 0.45 | **** | 2.97 | 163.50 | 31.25% | -0.046 | 0.004 | -0.089 | 0.074 | |
0.100 | -0.117 | 0.006 | 0.931 | 30.27% | 15.00 | 1.97 | **** | 32.85 | 370PCR: 5.85 | 0.55 | **** | 11.49 | 897.00 | 28.32% | -0.056 | 0.005 | -0.094 | 0.086 | |
0.169 | -0.232 | 0.008 | 0.860 | 35.64% | 4.50 | 0.81 | **** | 29.30 | 375PCR: 7.11 | 0.75 | **** | 5.76 | 511.50 | 27.34% | -0.083 | 0.007 | -0.122 | 0.116 | |
0.154 | -0.156 | 0.010 | 0.878 | 26.37% | 115.50 | 3.77 | **** | 23.40 | 380PCR: 8.42 | 1.10 | **** | 31.70 | 2,416.50 | 25.39% | -0.114 | 0.010 | -0.143 | 0.146 | |
0.191 | -0.183 | 0.013 | 0.831 | 24.90% | 79.50 | 1.98 | **** | 19.00 | 385PCR: 3.52 | 1.60 | **** | 6.96 | 1,507.50 | 24.41% | -0.164 | 0.013 | -0.176 | 0.188 | |
0.232 | -0.205 | 0.018 | 0.767 | 22.95% | 2,994.00 | 12.77 | **** | 14.60 | 390PCR: 1.68 | 2.30 | **** | 21.47 | 3,240.00 | 22.46% | -0.226 | 0.018 | -0.197 | 0.228 | |
0.271 | -0.224 | 0.022 | 0.681 | 21.48% | 1,536.00 | 10.41 | **** | 10.80 | 395PCR: 1.50 | 3.50 | **** | 15.60 | 5,037.00 | 21.97% | -0.322 | 0.021 | -0.230 | 0.272 | |
0.299 | -0.244 | 0.024 | 0.565 | 21.24% | 10,855.50 | 49.80 | **** | 7.65 | 400PCR: 0.49 | 5.35 | **** | 24.54 | 9,468.00 | 21.24% | -0.435 | 0.024 | -0.244 | 0.299 | |
0.300 | -0.248 | 0.024 | 0.443 | 21.48% | 12,429.00 | 27.62 | **** | 5.25 | 405PCR: 0.25 | 7.90 | **** | 6.83 | 4,326.00 | 21.24% | -0.558 | 0.025 | -0.245 | 0.300 | |
0.273 | -0.225 | 0.022 | 0.324 | 21.48% | 14,109.00 | 114.66 | **** | 3.40 | 410PCR: 0.14 | 11.10 | **** | 16.13 | 2,230.50 | 21.00% | -0.680 | 0.022 | -0.219 | 0.271 | |
0.235 | -0.203 | 0.018 | 0.238 | 22.46% | 5,676.00 | 50.99 | **** | 2.35 | 415PCR: 0.08 | 14.90 | **** | 3.96 | 673.50 | 21.97% | -0.767 | 0.018 | -0.196 | 0.232 | |
0.191 | -0.172 | 0.014 | 0.169 | 23.44% | 7,149.00 | 114.78 | **** | 1.60 | 420PCR: 0.05 | 19.30 | **** | 5.40 | 178.50 | 22.95% | -0.837 | 0.014 | -0.165 | 0.187 | |
0.153 | -0.144 | 0.011 | 0.121 | 24.41% | 2,178.00 | 79.28 | **** | 1.05 | 425PCR: 0.03 | 23.80 | **** | 2.31 | 45.00 | 24.41% | -0.879 | 0.011 | -0.144 | 0.153 | |
0.119 | -0.116 | 0.008 | 0.086 | 25.39% | 2,455.50 | 30.84 | **** | 0.75 | 430PCR: 0.06 | 29.60 | **** | 1.70 | 49.50 | 32.23% | -0.858 | 0.009 | -0.212 | 0.171 | |
0.100 | -0.105 | 0.006 | 0.068 | 27.34% | 327.00 | 7.43 | **** | 0.60 | 435PCR: 0.05 | 30.75 | **** | 0.41 | 1.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | |
0.084 | -0.095 | 0.005 | 0.055 | 29.30% | 1,021.50 | 20.31 | **** | 0.50 | 440PCR: 0.06 | 36.30 | **** | 1.23 | 16.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | |
0.074 | -0.089 | 0.004 | 0.046 | 31.25% | 75.00 | 2.82 | **** | 0.40 | 445PCR: 0.14 | 40.40 | **** | 0.41 | 1.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | |
0.065 | -0.083 | 0.003 | 0.040 | 33.20% | 585.00 | 24.35 | **** | 0.35 | 450PCR: 0.03 | 48.00 | **** | 0.83 | 4.50 | 27.34% | -0.984 | 0.002 | -0.031 | 0.030 | |
0.047 | -0.060 | 0.002 | 0.027 | 33.20% | 7.50 | 1.47 | **** | 0.25 | 455PCR: 0.20 | 42.85 | **** | 0.30 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | |
0.042 | -0.056 | 0.002 | 0.023 | 35.16% | 91.50 | 5.64 | **** | 0.20 | 460PCR: 0.01 | 41.75 | **** | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | |
0.035 | -0.052 | 0.002 | 0.019 | 39.06% | 165.00 | 3.38 | **** | 0.15 | 470PCR: 0.00 | 0.00 | **** | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | |
0.031 | -0.051 | 0.001 | 0.016 | 42.97% | 45.00 | 3.83 | **** | 0.15 | 480PCR: 0.00 | 64.25 | **** | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | |
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