NIFTY OP

UPDATE HERE
Expiry Date 11/28/2019
Risk free Intrest Rate (%) 6.5
Dividend Yield (%) 0

CALLS
RHO Vega Gamma Theta Delta
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 NIFTY OPTIONS GREEK CALCULATOR
NIFTY SPOT 12037.7 Last Update @ 15:30:3 Nov 26, 201

Call Price NSE Call LTP CALL IV Strike PUT IV NSE Put LTP
Err:502 973.80 82.74 11100 45.86 1.05
Err:502 881.00 80.44 11200 41.62 1.1
Err:502 780.60 72.96 11300 38.12 1.35
Err:502 683.50 67.2 11400 33.82 1.45
Err:502 591.85 63.67 11500 29.81 1.7
Err:502 497.20 57.95 11600 25.42 1.9
Err:502 398.00 49.83 11700 21.27 2.4
Err:502 298.90 41.31 11800 17.75 4
Err:502 208.85 34.98 11900 14.38 8.2
Err:502 119.65 27.02 12000 10.58 19.5
Err:502 47.50 20.19 12100 - 53.25
Err:502 12.00 16.9 12200 - 119.9
Err:502 2.55 16.45 12300 - 203.2
Err:502 1.15 18.86 12400 - 316.85
Err:502 1.00 22.77 12500 - 400.45
Err:502 0.45 24.4 12600 - 538.9
Err:502 0.45 28.15 12700 - 599.2
Err:502 0.30 30.49 12800 - 720.05
Err:502 0.25 33.35 12900 - 1045
 Todays Date
12/12/19

PUTS
Put Price Delta Theta Gamma Vega RHO
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 R : risk free rate of interest o : Call volatility
CE11100PE11100 0.065 0.8274
CE11200PE11200 0.065 0.8044
CE11300PE11300 0.065 0.7296
CE11400PE11400 0.065 0.672
CE11500PE11500 0.065 0.6367
CE11600PE11600 0.065 0.5795
CE11700PE11700 0.065 0.4983
CE11800PE11800 0.065 0.4131
CE11900PE11900 0.065 0.3498
CE12000PE12000 0.065 0.2702
CE12100PE12100 0.065 0.2019
CE12200PE12200 0.065 0.169
CE12300PE12300 0.065 0.1645
CE12400PE12400 0.065 0.1886
CE12500PE12500 0.065 0.2277
CE12600PE12600 0.065 0.244
CE12700PE12700 0.065 0.2815
CE12800PE12800 0.065 0.3049
CE12900PE12900 0.065 0.3335
T-t : time to expiration dividend yield d1 : d2 : o : Put volatilityD1
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-0.0383561644 0 Err:502 Err:502 0.3382 Err:502
-0.0383561644 0 Err:502 Err:502 0.2981 Err:502
-0.0383561644 0 Err:502 Err:502 0.2542 Err:502
-0.0383561644 0 Err:502 Err:502 0.2127 Err:502
-0.0383561644 0 Err:502 Err:502 0.1775 Err:502
-0.0383561644 0 Err:502 Err:502 0.1438 Err:502
-0.0383561644 0 Err:502 Err:502 0.1058 Err:502
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