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Call OI Call LTP Call Delta Strike IV InstrumentPut LTP Put Delta Put OI Theta

1596750 260 0.8 14700 20.26 NIFTY 30 -0.2 3971100 -12.62


23100 930 0.98 14000 33.96 NIFTY 2.95 -0.02 2889000 -3.32
140325 441.05 0.92 14500 22.73 NIFTY 10.6 -0.08 2867475 -7.34
1728975 182.5 0.7 14800 19.11 NIFTY 50.25 -0.3 2755050 -15.04
416550 350.65 0.88 14600 21.49 NIFTY 17.85 -0.12 2377650 -9.87
26850 637.35 0.96 14300 26.5 NIFTY 5.05 -0.04 2082600 -4.64
5925 1435.7 0.99 13500 46.9 NIFTY 1.8 -0.01 2016450 -2.42
18525 736.95 0.97 14200 28.66 NIFTY 3.85 -0.03 1985250 -3.89
28125 539.25 0.95 14400 24.32 NIFTY 6.8 -0.05 1813500 -5.58
1950 826.95 0.98 14100 31.54 NIFTY 3.5 -0.02 1803750 -3.72
2297025 114.9 0.55 14900 18.3 NIFTY 84 -0.45 1636500 -16.33
335925 218.1 0.76 14750 19.6 NIFTY 38.55 -0.24 1013250 -13.85
116925 305 0.85 14650 20.74 NIFTY 22.7 -0.15 977475 -11.09
1050 1091 0.99 13800 39.68 NIFTY 2.6 -0.01 943650 -3.12
82800 396.7 0.91 14550 21.87 NIFTY 13.2 -0.09 927900 -8.31
1050 1052.65 0.99 13900 36.11 NIFTY 2.4 -0.01 860550 -2.88
452250 145.55 0.63 14850 18.65 NIFTY 65.1 -0.37 739800 -15.9
23250 489.8 0.94 14450 23.3 NIFTY 8.1 -0.06 617625 -6.2
3469875 65 0.39 15000 17.66 NIFTY 134 -0.61 575400 -15.28
525 951.1 0.99 13700 42.02 NIFTY 2.25 -0.01 549900 -2.83
0 1115.85 0.99 13600 43.55 NIFTY 1.7 -0.01 483225 -2.28
3900 582.9 0.96 14350 25.26 NIFTY 5.65 -0.04 404850 -4.96
2117850 4.55 0.05 15300 16.27 NIFTY 374.05 -0.95 343950 -3.77
1950 658.25 0.97 14250 27.59 NIFTY 4.4 -0.03 317850 -4.25
2479275 31.6 0.24 15100 17.05 NIFTY 200 -0.76 268425 -11.84
778050 88 0.47 14950 17.99 NIFTY 107.5 -0.53 182325 -16.15
75 704.1 0.98 14050 33.12 NIFTY 3.45 -0.02 157950 -3.72
600 730 0.98 14150 29.89 NIFTY 3.5 -0.02 135375 -3.67
75 760.35 0.98 13950 35.12 NIFTY 2.7 -0.02 132675 -3.13
2463825 12.25 0.11 15200 16.29 NIFTY 281.95 -0.89 63300 -7.12
150 1006 0.99 13850 37.12 NIFTY 2.15 -0.01 57900 -2.66
75 1003.45 0.99 13750 38.87 NIFTY 1.65 -0.01 38850 -2.18
0 1040.4 0.99 13650 42.91 NIFTY 2 -0.01 38175 -2.59
927150 46.9 0.31 15050 17.48 NIFTY 164.4 -0.69 31200 -13.93
1096425 19.75 0.17 15150 16.51 NIFTY 236.55 -0.83 29475 -9.33
0 0 0.99 13450 47.18 NIFTY 1.45 -0.01 20850 -2.04
0 0 0.99 13550 44.55 NIFTY 1.55 -0.01 8400 -2.13
1667625 2.15 0.02 15400 17.27 NIFTY 469.5 -0.98 6825 -2.24
3076575 1.5 0.02 15500 19.21 NIFTY 566.5 -0.98 6150 -1.75
1041075 7.15 0.07 15250 16.05 NIFTY 326.15 -0.93 3150 -5.08
311100 3 0.03 15350 16.65 NIFTY 422.05 -0.97 1425 -2.83
882750 0.7 0.01 15800 24.97 NIFTY 986.25 -0.99 300 -1.02
2079825 0.55 0 16000 29.06 NIFTY 1071.7 -1 225 -0.86
900375 1 0.01 15600 20.85 NIFTY 974.75 -0.99 225 -1.3
673275 0.85 0.01 15700 23.01 NIFTY 1008.1 -0.99 150 -1.17
41100 1.2 0.01 15550 19.99 NIFTY 622.6 -0.99 150 -1.49
186825 0.65 0.01 15900 27.19 NIFTY 1124.1 -0.99 75 -0.98
170025 1.75 0.02 15450 18.19 NIFTY 520 -0.98 75 -1.95
17850 0.4 0 15750 22.31 NIFTY 850.2 -1 75 -0.63
16725 1.1 0.01 15650 22.44 NIFTY 947.65 -0.99 75 -1.43
983250 0.4 0 16400 36.98 NIFTY 0 -1 0 -0.69
366600 0.55 0 16450 39.26 NIFTY 0 -1 0 -0.91
238200 0.45 0 16200 32.98 NIFTY 0 -1 0 -0.75
168375 0.5 0 16100 31.07 NIFTY 0 -1 0 -0.81
140850 0.5 0 16300 35.58 NIFTY 0 -1 0 -0.83
13125 0.4 0 16250 33.71 NIFTY 0 -1 0 -0.68
12675 0.65 0.01 15850 25.98 NIFTY 0 -0.99 0 -0.97
11700 0.4 0 16350 35.89 NIFTY 0 -1 0 -0.69
7500 0.5 0 16150 32.21 NIFTY 0 -1 0 -0.81
3825 0.9 0.01 15950 29.46 NIFTY 0 -0.99 0 -1.29
2475 0.7 0.01 16050 31.01 NIFTY 0 -0.99 0 -1.06
Vega Gamma Call Intrins Call Time v Put Intrins Put Time value
3.74 0.00101 14923 223 37 0 30
0.59 0.00009 14923 923 7 0 2.95
1.94 0.00047 14923 423 18.05 0 10.6
4.72 0.00135 14923 123 59.5 0 50.25
2.75 0.0007 14923 323 27.65 0 17.85
1.05 0.00022 14923 623 14.35 0 5.05
0.31 0.00004 14923 1423 12.7 0 1.8
0.82 0.00016 14923 723 13.95 0 3.85
1.38 0.00031 14923 523 16.25 0 6.8
0.71 0.00012 14923 823 3.95 0 3.5
5.35 0.0016 14923 23 91.9 0 84
4.24 0.00118 14923 173 45.1 0 38.55
3.21 0.00084 14923 273 32 0 22.7
0.47 0.00006 14923 1123 -32 0 2.6
2.28 0.00057 14923 373 23.7 0 13.2
0.48 0.00007 14923 1023 29.65 0 2.4
5.11 0.0015 14923 73 72.55 0 65.1
1.6 0.00037 14923 473 16.8 0 8.1
5.19 0.00161 14923 0 65 77 57
0.4 0.00005 14923 1223 -271.9 0 2.25
0.31 0.00004 14923 1323 -207.15 0 1.7
1.18 0.00025 14923 573 9.9 0 5.65
1.39 0.00047 14923 0 4.55 377 -2.95
0.92 0.00018 14923 673 -14.75 0 4.4
4.17 0.00133 14923 0 31.6 177 23
5.39 0.00163 14923 0 88 27 80.5
0.67 0.00011 14923 873 -168.9 0 3.45
0.74 0.00013 14923 773 -43 0 3.5
0.53 0.00008 14923 973 -212.65 0 2.7
2.62 0.00088 14923 0 12.25 277 4.95
0.43 0.00006 14923 1073 -67 0 2.15
0.34 0.00005 14923 1173 -169.55 0 1.65
0.36 0.00005 14923 1273 -232.6 0 2
4.78 0.00149 14923 0 46.9 127 37.4
3.39 0.00112 14923 0 19.75 227 9.55
0.26 0.00003 14923 1473 -1473 0 1.45
0.29 0.00004 14923 1373 -1373 0 1.55
0.78 0.00025 14923 0 2.15 477 -7.5
0.55 0.00016 14923 0 1.5 577 -10.5
1.9 0.00065 14923 0 7.15 327 -0.85
1.02 0.00033 14923 0 3 427 -4.95
0.24 0.00005 14923 0 0.7 877 109.25
0.18 0.00003 14923 0 0.55 1077 -5.3
0.38 0.0001 14923 0 1 677 297.75
0.31 0.00007 14923 0 0.85 777 231.1
0.45 0.00012 14923 0 1.2 627 -4.4
0.22 0.00004 14923 0 0.65 977 147.1
0.64 0.00019 14923 0 1.75 527 -7
0.17 0.00004 14923 0 0.4 827 23.2
0.38 0.00009 14923 0 1.1 727 220.65
0.11 0.00002 14923 0 0.4 1477 -1477
0.14 0.00002 14923 0 0.55 1527 -1527
0.14 0.00002 14923 0 0.45 1277 -1277
0.16 0.00003 14923 0 0.5 1177 -1177
0.14 0.00002 14923 0 0.5 1377 -1377
0.12 0.00002 14923 0 0.4 1327 -1327
0.22 0.00005 14923 0 0.65 927 -927
0.12 0.00002 14923 0 0.4 1427 -1427
0.15 0.00003 14923 0 0.5 1227 -1227
0.26 0.00005 14923 0 0.9 1027 -1027
0.21 0.00004 14923 0 0.7 1127 -1127

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