0 |
0% |
2.2 |
5.8 |
0 |
51.00 |
0 |
0% |
0 |
2.1 |
0 |
NFTY Call 51.00
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250221|51.00C
Delta0.8424
Imp Vol0.2509
Bid2.2
Gamma0.0615
Theoretical4
Ask5.8
Theta-0.0208
Intrinsic Value4.31
Volume0
Vega0.0376
Time Value-4.31
Open Interest0
Rho0.0344
Delta / Theta-40.4656
NFTY Put 51.00
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250221|51.00P
Delta-0.258
Imp Vol0.4079
Bid0
Gamma0.0509
Theoretical1.05
Ask2.1
Theta-0.0327
Intrinsic Value-4.31
Volume0
Vega0.0504
Time Value4.31
Open Interest0
Rho-0.0111
Delta / Theta7.8975
|
0 |
0% |
1.3 |
4.9 |
0 |
52.00 |
0 |
0% |
0 |
2.25 |
0 |
NFTY Call 52.00
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250221|52.00C
Delta0.7906
Imp Vol0.2258
Bid1.3
Gamma0.0816
Theoretical3.1
Ask4.9
Theta-0.0218
Intrinsic Value3.31
Volume0
Vega0.0449
Time Value-3.31
Open Interest0
Rho0.0329
Delta / Theta-36.3291
NFTY Put 52.00
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250221|52.00P
Delta-0.298
Imp Vol0.3622
Bid0
Gamma0.0615
Theoretical1.13
Ask2.25
Theta-0.0308
Intrinsic Value-3.31
Volume0
Vega0.0541
Time Value3.31
Open Interest0
Rho-0.0126
Delta / Theta9.6721
|
0 |
0% |
0.5 |
4.1 |
0 |
53.00 |
0 |
0% |
0 |
2 |
0 |
NFTY Call 53.00
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250221|53.00C
Delta0.7072
Imp Vol0.2112
Bid0.5
Gamma0.1042
Theoretical2.3
Ask4.1
Theta-0.0233
Intrinsic Value2.31
Volume0
Vega0.0537
Time Value-2.31
Open Interest0
Rho0.0298
Delta / Theta-30.352
NFTY Put 53.00
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250221|53.00P
Delta-0.3358
Imp Vol0.277
Bid0
Gamma0.0848
Theoretical1
Ask2
Theta-0.0242
Intrinsic Value-2.31
Volume0
Vega0.0569
Time Value2.31
Open Interest0
Rho-0.0137
Delta / Theta13.8501
|
|
55.31 |
Price @ Jan 23, 2025 21:11 GMT |
0 |
0% |
0 |
2.4 |
0 |
55.76 |
0 |
0% |
0 |
3.5 |
0 |
NFTY Call 55.76
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250221|55.76C
Delta0.4142
Imp Vol0.2677
Bid0
Gamma0.0932
Theoretical1.2
Ask2.4
Theta-0.0297
Intrinsic Value-0.45
Volume0
Vega0.0609
Time Value0.45
Open Interest0
Rho0.0176
Delta / Theta-13.9226
NFTY Put 55.76
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250221|55.76P
Delta-0.6596
Imp Vol0.1744
Bid0
Gamma0.1386
Theoretical1.75
Ask3.5
Theta-0.0133
Intrinsic Value0.45
Volume0
Vega0.0566
Time Value-0.45
Open Interest0
Rho-0.0214
Delta / Theta49.5851
|
0 |
0% |
0 |
2.15 |
0 |
56.76 |
0 |
0% |
0.6 |
4.2 |
0 |
NFTY Call 56.76
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250221|56.76C
Delta0.3508
Imp Vol0.3053
Bid0
Gamma0.0777
Theoretical1.08
Ask2.15
Theta-0.0317
Intrinsic Value-1.45
Volume0
Vega0.0579
Time Value1.45
Open Interest0
Rho0.0148
Delta / Theta-11.0833
NFTY Put 56.76
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250221|56.76P
Delta-0.8348
Imp Vol0.1524
Bid0.6
Gamma0.1101
Theoretical2.4
Ask4.2
Theta-0.0067
Intrinsic Value1.45
Volume0
Vega0.0371
Time Value-1.45
Open Interest0
Rho-0.0183
Delta / Theta124.0253
|
0 |
0% |
0 |
0 |
0 |
57.00 |
0 |
0% |
0 |
0 |
0 |
NFTY Call 57.00
Exp: Jan 24, 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 24, 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
|
0 |
0% |
0 |
2 |
0 |
57.76 |
0 |
0% |
1.45 |
5.1 |
0 |
NFTY Call 57.76
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250221|57.76C
Delta0.3063
Imp Vol0.3441
Bid0
Gamma0.0653
Theoretical1
Ask2
Theta-0.0333
Intrinsic Value-2.45
Volume0
Vega0.0548
Time Value2.45
Open Interest0
Rho0.0129
Delta / Theta-9.1868
NFTY Put 57.76
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250221|57.76P
Delta-0.6198
Imp Vol0.5183
Bid1.45
Gamma0.0475
Theoretical5.1
Ask5.1
Theta-0.0476
Intrinsic Value2.45
Volume0
Vega0.0594
Time Value-2.45
Open Interest0
Rho-0.0254
Delta / Theta13.0305
|
0 |
0% |
0 |
0 |
0 |
58.00 |
0 |
0% |
0 |
0 |
0 |
NFTY Call 58.00
Exp: Jan 24, 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 24, 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 |
0 |
0 |
59.00 |
0 |
0% |
0 |
0 |
0 |
NFTY Call 59.00
Exp: Jan 24, 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 24, 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
|