Greekl

NIFTY OP
UPDATE HERE
Expiry Date 1/30/2020
Risk free Intrest Rate (%) 6.5
Dividend Yield (%) 0
CALLS
RHO Vega Gamma Theta Delta
#DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!
#VALUE! #VALUE! #VALUE! #VALUE! #VALUE!
NIFTY OPTIONS GREEK CALCULATOR
NIFTY SPOT 11895.4 Last Update @ 15:30:3 Nov 15, 201
Call Price NSE Call LTP CALL IV Strike PUT IV NSE Put LTP
#DIV/0! 944.10 47.44 11000 26.96 1.4
#DIV/0! 844.20 43.36 11100 25.01 1.75
#DIV/0! 744.25 39.22 11200 22.24 1.75
#DIV/0! 644.60 35.14 11300 19.69 1.9
#DIV/0! 531.55 26.32 11400 17.72 2.6
#DIV/0! 423.55 19.06 11500 15.28 3.2
#DIV/0! 325.50 16.12 11600 13.16 4.75
#DIV/0! 233.00 14.36 11700 12.25 11.3
#DIV/0! 149.60 13.12 11800 11.36 26.1
#DIV/0! 81.45 12.14 11900 10.58 57.2
#DIV/0! 36.95 11.72 12000 10.24 114
#DIV/0! 12.75 11.29 12100 7.84 188.1
#DIV/0! 3.40 11.08 12200 - 282
#DIV/0! 1.60 12.37 12300 - 381.05
#DIV/0! 1.05 14.1 12400 - 471.7
#DIV/0! 0.65 15.55 12500 - 557.3
#DIV/0! 0.35 16.6 12600 - 644.2
#DIV/0! 0.40 18.94 12700 - 742.4
#VALUE! - - 12800 - -
Todays Date
01/31/20
PUTS
Put Price Delta Theta Gamma Vega RHO
#DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!
#VALUE! #VALUE! #VALUE! #VALUE! #VALUE! #VALUE!
R : risk free rate of interest o : Call volatility
CE11000PE11000 0.065 0.4744
CE11100PE11100 0.065 0.4336
CE11200PE11200 0.065 0.3922
CE11300PE11300 0.065 0.3514
CE11400PE11400 0.065 0.2632
CE11500PE11500 0.065 0.1906
CE11600PE11600 0.065 0.1612
CE11700PE11700 0.065 0.1436
CE11800PE11800 0.065 0.1312
CE11900PE11900 0.065 0.1214
CE12000PE12000 0.065 0.1172
CE12100PE12100 0.065 0.1129
CE12200PE12200 0.065 0.1108
CE12300PE12300 0.065 0.1237
CE12400PE12400 0.065 0.141
CE12500PE12500 0.065 0.1555
CE12600PE12600 0.065 0.166
CE12700PE12700 0.065 0.1894
CE12800PE12800 0.065 #VALUE!
T-t : time to expiration dividend yield d1 : d2 : o : Put volatilityD1
0 0 #DIV/0! #DIV/0! 0.2696 #DIV/0!
0 0 #DIV/0! #DIV/0! 0.2501 #DIV/0!
0 0 #DIV/0! #DIV/0! 0.2224 #DIV/0!
0 0 #DIV/0! #DIV/0! 0.1969 #DIV/0!
0 0 #DIV/0! #DIV/0! 0.1772 #DIV/0!
0 0 #DIV/0! #DIV/0! 0.1528 #DIV/0!
0 0 #DIV/0! #DIV/0! 0.1316 #DIV/0!
0 0 #DIV/0! #DIV/0! 0.1225 #DIV/0!
0 0 #DIV/0! #DIV/0! 0.1136 #DIV/0!
0 0 #DIV/0! #DIV/0! 0.1058 #DIV/0!
0 0 #DIV/0! #DIV/0! 0.1024 #DIV/0!
0 0 #DIV/0! #DIV/0! 0.0784 #DIV/0!
0 0 #DIV/0! #DIV/0! #VALUE! #VALUE!
0 0 #VALUE! #VALUE! #VALUE! #VALUE!
D2
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
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#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
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#VALUE!
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#VALUE!
#VALUE!
#VALUE!
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#VALUE!
Nov 15, 201 Option Chain (Equity Derivatives)
Last Update @ 15:30:3
NIFTY CALLS
11895.4 Chart
11900
CE9200 PE9200 Graph
CE9250 PE9250 Graph
CE9300 PE9300 Graph
CE9350 PE9350 Graph
CE9400 PE9400 Graph
CE9450 PE9450 Graph
CE9500 PE9500 Graph
CE9550 PE9550 Graph
CE9600 PE9600 Graph
CE9650 PE9650 Graph
CE9700 PE9700 Graph
CE9750 PE9750 Graph
CE9800 PE9800 Graph
CE9850 PE9850 Graph
CE9900 PE9900 Graph
CE9950 PE9950 Graph
CE10000 PE10000 Graph
#REF! #REF! Total
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
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#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
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Underlying Index: NIFTY 11895.45 As on Nov 15, 2019 15:30:30 IST
OI Chng in OI Volume IV LTP
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - 2 132 1,891
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
150 - - - 1,088
- - - - -
375 - 3 49 1,038
- - - - -
3,150 - 8 47 944
- - - - -
975 - 5 43 844
- - - - -
1,800 75 20 39 744
- - - - -
2,625 75 29 35 645
- - - - -
21,150 -15,825 543 26 532
600 525 28 26 486
418,350 77,325 1,878 19 424
1,650 750 35 25 397
195,150 525 872 16 326
7,275 -1,050 101 20 297
238,575 3,300 3,038 14 233
20,700 -150 1,348 13 188
607,725 -53,025 27,260 13 150
222,900 -121,875 31,855 12 113
1,246,500 6,525 200,168 12 81
669,750 192,600 171,155 12 56
2,064,450 1,077,000 354,978 12 37
413,475 201,300 131,132 11 22
1,036,575 329,925 226,214 11 13
475,800 328,950 82,614 11 6
951,675 556,950 129,125 11 3
245,625 179,175 31,715 11 2
571,425 151,425 66,580 12 2
16,650 14,925 3,187 13 1
223,725 121,275 22,515 14 1
3,750 3,750 509 15 1
929,700 -108,600 20,080 16 1
36,150 36,150 819 17 1
84,600 7,350 1,850 17 0
- - - - -
1,575 75 52 19 0
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
78,900 19,650 1,107 24 0
- - - - -
36,150 31,575 507 27 0
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
900 900 12 35 0
10,830,525 1,511,344
PUTS
Net Chng Bid Bid Ask Ask Strike Price Bid Bid Ask Ask Net Chng LTP IV Volume
Qty Price Price Qty Qty Price Price Qty
- 4,875 2,444 2,874 1,350 9,200 225 0 1 600 0 0 66 3,246
- 4,875 2,438 2,821 1,350 9,250 4,950 0 0 675 0 0 68 670
- 4,875 2,393 2,774 1,350 9,300 75 0 0 150 0 0 65 408
- 4,875 2,346 2,718 1,350 9,350 75 0 0 75 0 1 68 201
- 4,875 2,299 2,665 1,350 9,400 300 0 0 225 -8 1 65 2,406
- 6,225 2,232 2,613 1,350 9,450 300 0 0 150 -10 1 63 406
- 6,225 2,189 2,562 1,350 9,500 75 0 1 225 -12 0 60 4,606
- 6,225 2,142 2,509 1,350 9,550 900 0 1 1,500 -14 1 63 10,007
- 6,225 2,098 2,457 1,350 9,600 900 0 2 3,000 - - - -
- 6,150 2,053 2,405 1,275 9,650 4,500 0 1 1,500 - - - -
- 6,150 2,006 2,355 1,275 9,700 150 0 1 150 -24 1 57 10
- 6,150 1,962 2,300 1,275 9,750 4,950 0 2 300 -28 1 56 3,200
- 6,150 2,021 2,247 1,275 9,800 900 0 2 3,000 -33 1 54 202
- 1,275 1,992 2,194 1,275 9,850 - - 1 1,500 -38 1 54 2,207
- 6,150 1,849 2,142 1,275 9,900 900 0 2 3,000 - - - -
- 1,275 1,901 2,090 1,275 9,950 900 0 2 150 -51 1 50 202
- 6,150 1,762 2,037 1,275 10,000 2,025 1 1 75 0 1 49 26
- 6,150 1,716 1,985 1,275 10,050 6,000 0 2 3,000 -66 1 50 2,606
- 6,150 1,670 1,932 1,275 10,100 900 0 2 3,000 - - - -
- 6,150 1,626 1,879 1,275 10,150 - - 2 3,000 - - - -
1,183 75 1,710 1,734 75 10,200 900 0 2 3,000 - - - -
- 6,075 1,536 1,775 1,200 10,250 - - 2 3,000 - - - -
- 6,075 1,490 1,722 1,200 10,300 900 0 2 3,000 - - - -
- 6,075 1,444 1,669 1,200 10,350 - - 2 3,000 - - - -
- 6,075 1,399 1,622 1,200 10,400 900 0 2 3,000 - - - -
- 6,075 1,354 1,575 1,200 10,450 - - 2 3,000 - - - -
- 300 1,398 1,448 300 10,500 150 1 1 3,825 -1 1 36 2
- 6,075 1,264 1,470 1,200 10,550 5,400 0 2 1,050 - - - -
- 300 1,298 1,348 300 10,600 2,400 0 1 3,000 - - - -
- 1,200 1,205 1,386 1,200 10,650 3,000 0 2 1,050 - - - -
- 300 1,199 1,248 300 10,700 3,000 0 1 1,500 - - - -
- 6,075 1,012 1,276 1,200 10,750 2,100 0 1 525 0 1 32 2
- 300 1,098 1,147 75 10,800 300 1 1 150 -1 1 30 59
- 6,000 935 1,183 1,125 10,850 75 1 1 600 0 1 31 18
58 75 1,018 1,030 75 10,900 600 1 1 450 0 1 29 1,819
- 6,000 677 1,077 1,125 10,950 5,400 0 2 2,250 - - - -
87 75 918 930 75 11,000 1,275 1 2 12,075 0 1 27 10,399
- 6,000 618 974 1,125 11,050 6,375 0 2 525 - - - -
65 75 818 830 75 11,100 75 2 2 2,175 0 2 25 1,810
- 6,000 512 864 1,125 11,150 2,400 0 2 2,250 - - - -
60 75 719 729 75 11,200 150 2 2 1,125 0 2 22 2,885
- 6,000 557 748 1,125 11,250 2,400 0 3 4,500 - - - -
61 75 618 631 75 11,300 1,125 2 2 75 0 2 20 5,935
- 6,000 405 730 1,125 11,350 3,000 1 4 2,250 - - - -
46 150 523 529 150 11,400 75 2 3 300 -1 3 18 16,623
56 75 471 480 75 11,450 75 3 3 4,800 -1 3 17 5,256
40 75 423 426 75 11,500 375 3 3 225 -2 3 15 54,475
57 75 371 382 75 11,550 300 4 5 225 -2 5 15 16,743
31 75 325 327 75 11,600 375 5 5 75 -5 5 13 70,154
48 75 276 284 75 11,650 1,725 7 7 75 -8 7 13 42,050
28 3,750 233 235 75 11,700 1,125 11 12 75 -11 11 12 126,084
24 75 187 192 75 11,750 375 16 18 225 -15 16 12 79,426
19 75 150 151 75 11,800 600 26 27 75 -19 26 11 238,235
15 300 112 113 75 11,850 375 39 40 750 -24 39 11 136,313
10 75 81 82 2,475 11,900 75 57 59 225 -30 57 11 308,522
8 75 55 56 1,275 11,950 300 80 82 75 -33 82 10 106,583
5 300 36 37 450 12,000 75 111 114 1,650 -33 114 10 93,441
2 825 21 22 1,950 12,050 75 144 149 150 -33 150 10 3,543
1 300 13 13 525 12,100 75 188 192 75 -39 188 8 6,133
0 300 6 6 75 12,150 75 228 235 75 -36 236 8 123
-1 375 3 4 2,100 12,200 225 278 282 75 -38 282 - 1,442
-1 1,125 2 2 225 12,250 75 323 338 75 -12 339 13 63
0 5,775 2 2 1,050 12,300 75 374 384 150 -29 381 - 77
0 75 1 1 75 12,350 75 422 434 75 -584 431 - 7
0 75 1 1 75 12,400 75 472 483 75 -22 472 - 33
-50 600 1 1 75 12,450 5,850 456 599 975 - - - -
-1 15,675 1 1 8,475 12,500 75 571 580 75 -53 557 - 24
-40 975 0 1 300 12,550 5,850 466 738 975 - - - -
-1 5,175 0 0 2,400 12,600 75 669 684 75 -592 644 - 1
- 75 0 1 1,500 12,650 5,850 647 855 975 - - - -
0 3,600 0 1 525 12,700 75 769 784 75 -585 742 - 1
- 975 0 3 3,000 12,750 5,850 716 921 975 - - - -
- 600 0 1 300 12,800 300 855 902 300 - - - -
- 4,500 0 3 3,000 12,850 5,850 633 1,055 975 - - - -
- 1,500 0 1 4,950 12,900 300 955 1,002 300 - - - -
- 4,500 0 1 4,950 12,950 5,850 918 1,142 975 - - - -
0 8,925 0 0 4,050 13,000 300 1,054 1,100 75 - - - -
- - - 0 4,950 13,050 5,850 1,009 1,275 975 - - - -
0 75 0 0 4,950 13,100 5,850 1,072 1,289 975 - - - -
- - - 1 4,950 13,150 5,850 1,098 1,315 975 - - - -
- 600 0 1 4,950 13,200 5,850 1,159 1,393 975 - - - -
- - - 1 4,950 13,250 5,850 1,162 1,459 975 - - - -
- 600 0 1 4,950 13,300 5,850 1,263 1,498 975 - - - -
- - - 1 4,950 13,350 5,775 1,277 1,471 900 - - - -
- 600 0 1 4,950 13,400 5,775 1,361 1,610 900 - - - -
- - - 1 4,950 13,450 5,775 1,382 1,577 900 - - - -
0 1,050 0 0 4,650 13,500 5,775 1,428 1,629 900 - - - -
1,358,684
Chng in OI OI Chart Strike PCR
2,700 2,775 Graph #VALUE!

-1,650 3,225 Graph #VALUE!
- 300 Graph #VALUE!
- 75 Graph #VALUE!
225 225 Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
-150 1,425 Graph #VALUE!
75 75 Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
- 225 Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
2,100 6,075 Graph 40.50
75,075 147,375 Graph 393.00
- - Graph #VALUE!
233,025 1,016,400 Graph 322.67
- - Graph #VALUE!
6,225 81,375 Graph 83.46
- - Graph #VALUE!
25,200 131,925 Graph 73.29
- - Graph #VALUE!
85,275 476,100 Graph 181.37
- - Graph #VALUE!
50,025 457,575 Graph 21.63
-21,000 59,625 Graph 99.38
281,100 1,041,150 Graph 2.49
-3,000 152,775 Graph 92.59
242,625 916,050 Graph 4.69
72,900 287,325 Graph 39.49
380,100 1,148,700 Graph 4.81
133,575 347,925 Graph 16.81
159,525 1,582,125 Graph 2.60
244,125 721,575 Graph 3.24
618,750 1,403,325 Graph 1.13
192,600 260,325 Graph 0.39
493,950 743,850 Graph 0.36
23,025 41,625 Graph 0.10
29,250 81,675 Graph #REF!
3,825 4,650 Graph #REF!
30,075 35,250 Graph #REF!
675 675 Graph #REF!
1,500 2,325 Graph #REF!
525 525 Graph #REF!
375 450 Graph #REF!
- - Graph #REF!
300 525 Graph #REF!
- - Graph #REF!
75 75 Graph #REF!
- - Graph #REF!
75 75 Graph #REF!
- - Graph #REF!
- - Graph #REF!
- - Graph #REF!
- - Graph #REF!
- - Graph #REF!
- - Graph #REF!
- - Graph #REF!
- - Graph #REF!
- - Graph #REF!
- - Graph #REF!
- - Graph #REF!
- - Graph 1.03
- - Graph #DIV/0!
- - Graph #DIV/0!
- - Graph #DIV/0!
- - Graph #DIV/0!
11,159,100 Total #DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!

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NIFTY OP

OI Chng in OI Volume IV LTP

2,700 2,775 Graph #VALUE!

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