Nifty Option Greeks
Nifty Option Greeks
Nifty Option Greeks
UPDATE HERE
Expiry Date 6/28/2018
Risk free Intrest Rate (%) 6.5
Dividend Yield (%) 0
CALLS
RHO Vega Gamma Theta Delta
#VALUE! #VALUE! #VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE! #VALUE! #VALUE!
Err:502 Err:502 Err:502 Err:502 Err:502
Err:502 Err:502 Err:502 Err:502 Err:502
Err:502 Err:502 Err:502 Err:502 Err:502
Err:502 Err:502 Err:502 Err:502 Err:502
Err:502 Err:502 Err:502 Err:502 Err:502
Err:502 Err:502 Err:502 Err:502 Err:502
Err:502 Err:502 Err:502 Err:502 Err:502
Err:502 Err:502 Err:502 Err:502 Err:502
#N/A #N/A #N/A #N/A #N/A
#N/A #N/A #N/A #N/A #N/A
#N/A #N/A #N/A #N/A #N/A
NIFTY OPTIONS GREEK CALCULATOR
NIFTY SPOT 10767.6 Last Update @ 15:30:3 Jun 08, 201
Call Price NSE Call LTP CALL IV Strike PUT IV NSE Put LTP
#VALUE! 847.60 - 9900 20.6 6.15
#VALUE! 743.00 - 10000 19.79 8.45
#VALUE! 641.30 - 10100 18.74 11
#VALUE! 549.55 - 10200 17.72 14.6
#VALUE! 456.50 - 10300 17 21
#VALUE! 364.40 - 10400 16.47 31.2
#VALUE! 279.55 - 10500 15.96 45.9
#VALUE! 203.65 - 10600 15.59 67.7
Err:502 135.85 4.9 10700 15.3 98.1
Err:502 81.70 6.72 10800 15.48 142.5
Err:502 44.75 7.5 10900 16.31 203.5
Err:502 23.00 8.08 11000 17.86 280
Err:502 10.85 8.49 11100 19.88 366.55
Err:502 5.40 9.05 11200 21.68 455
Err:502 3.10 9.82 11300 23.73 548
Err:502 2.25 10.89 11400 26.46 647.6
#N/A #N/A #N/A 11500 #N/A #N/A
#N/A #N/A #N/A 11600 #N/A #N/A
#N/A #N/A #N/A 11700 #N/A #N/A
Todays Date
04/29/19
PUTS
Put Price Delta Theta Gamma Vega RHO
Err:502 Err:502 Err:502 Err:502 Err:502 Err:502
Err:502 Err:502 Err:502 Err:502 Err:502 Err:502
Err:502 Err:502 Err:502 Err:502 Err:502 Err:502
Err:502 Err:502 Err:502 Err:502 Err:502 Err:502
Err:502 Err:502 Err:502 Err:502 Err:502 Err:502
Err:502 Err:502 Err:502 Err:502 Err:502 Err:502
Err:502 Err:502 Err:502 Err:502 Err:502 Err:502
Err:502 Err:502 Err:502 Err:502 Err:502 Err:502
Err:502 Err:502 Err:502 Err:502 Err:502 Err:502
Err:502 Err:502 Err:502 Err:502 Err:502 Err:502
Err:502 Err:502 Err:502 Err:502 Err:502 Err:502
Err:502 Err:502 Err:502 Err:502 Err:502 Err:502
Err:502 Err:502 Err:502 Err:502 Err:502 Err:502
Err:502 Err:502 Err:502 Err:502 Err:502 Err:502
Err:502 Err:502 Err:502 Err:502 Err:502 Err:502
Err:502 Err:502 Err:502 Err:502 Err:502 Err:502
#N/A #N/A #N/A #N/A #N/A #N/A
#N/A #N/A #N/A #N/A #N/A #N/A
#N/A #N/A #N/A #N/A #N/A #N/A
R : risk free rate of interest o : Call volatility
CE9900 PE9900 0.065 #VALUE!
CE10000PE10000 0.065 #VALUE!
CE10100PE10100 0.065 #VALUE!
CE10200PE10200 0.065 #VALUE!
CE10300PE10300 0.065 #VALUE!
CE10400PE10400 0.065 #VALUE!
CE10500PE10500 0.065 #VALUE!
CE10600PE10600 0.065 #VALUE!
CE10700PE10700 0.065 0.049
CE10800PE10800 0.065 0.0672
CE10900PE10900 0.065 0.075
CE11000PE11000 0.065 0.0808
CE11100PE11100 0.065 0.0849
CE11200PE11200 0.065 0.0905
CE11300PE11300 0.065 0.0982
CE11400PE11400 0.065 0.1089
CE11500PE11500 0.065 #N/A
CE11600PE11600 0.065 #N/A
CE11700PE11700 0.065 #N/A
T-t : time to expiration dividend yield d1 : d2 : o : Put volatilityD1
-0.8246575342 0 #VALUE! #VALUE! 0.206 Err:502
-0.8246575342 0 #VALUE! #VALUE! 0.1979 Err:502
-0.8246575342 0 #VALUE! #VALUE! 0.1874 Err:502
-0.8246575342 0 #VALUE! #VALUE! 0.1772 Err:502
-0.8246575342 0 #VALUE! #VALUE! 0.17 Err:502
-0.8246575342 0 #VALUE! #VALUE! 0.1647 Err:502
-0.8246575342 0 #VALUE! #VALUE! 0.1596 Err:502
-0.8246575342 0 #VALUE! #VALUE! 0.1559 Err:502
-0.8246575342 0 Err:502 Err:502 0.153 Err:502
-0.8246575342 0 Err:502 Err:502 0.1548 Err:502
-0.8246575342 0 Err:502 Err:502 0.1631 Err:502
-0.8246575342 0 Err:502 Err:502 0.1786 Err:502
-0.8246575342 0 Err:502 Err:502 0.1988 Err:502
-0.8246575342 0 Err:502 Err:502 0.2168 Err:502
-0.8246575342 0 Err:502 Err:502 0.2373 Err:502
-0.8246575342 0 Err:502 Err:502 0.2646 Err:502
-0.8246575342 0 #N/A #N/A #N/A #N/A
-0.8246575342 0 #N/A #N/A #N/A #N/A
-0.8246575342 0 #N/A #N/A #N/A #N/A
D2
Err:502
Err:502
Err:502
Err:502
Err:502
Err:502
Err:502
Err:502
Err:502
Err:502
Err:502
Err:502
Err:502
Err:502
Err:502
Err:502
#N/A
#N/A
#N/A
Jun 08, 201 Option Chain (Equity Derivatives)
Last Update @ 15:30:3
NIFTY CALLS
10767.6 Chart
10800
CE3500 PE3500 Graph
CE3600 PE3600 Graph
CE3700 PE3700 Graph
CE3800 PE3800 Graph
CE3900 PE3900 Graph
CE4000 PE4000 Graph
CE4100 PE4100 Graph
CE4200 PE4200 Graph
CE4300 PE4300 Graph
CE4400 PE4400 Graph
CE4500 PE4500 Graph
CE4600 PE4600 Graph
CE4700 PE4700 Graph
CE4800 PE4800 Graph
CE4900 PE4900 Graph
CE5000 PE5000 Graph
CE5100 PE5100 Graph
CE5200 PE5200 Graph
CE5300 PE5300 Graph
CE5400 PE5400 Graph
CE5500 PE5500 Graph
CE5600 PE5600 Graph
CE5700 PE5700 Graph
CE5800 PE5800 Graph
CE5900 PE5900 Graph
CE6000 PE6000 Graph
CE6100 PE6100 Graph
CE6200 PE6200 Graph
CE6300 PE6300 Graph
CE6400 PE6400 Graph
CE6500 PE6500 Graph
CE6600 PE6600 Graph
CE6700 PE6700 Graph
CE6800 PE6800 Graph
CE6900 PE6900 Graph
CE7000 PE7000 Graph
CE7100 PE7100 Graph
CE7200 PE7200 Graph
CE7300 PE7300 Graph
CE7400 PE7400 Graph
CE7500 PE7500 Graph
CE7600 PE7600 Graph
CE7700 PE7700 Graph
CE7800 PE7800 Graph
CE7900 PE7900 Graph
CE8000 PE8000 Graph
CE8100 PE8100 Graph
CE8200 PE8200 Graph
CE8300 PE8300 Graph
CE8400 PE8400 Graph
CE8500 PE8500 Graph
CE8600 PE8600 Graph
CE8650 PE8650 Graph
CE8700 PE8700 Graph
CE8750 PE8750 Graph
CE8800 PE8800 Graph
CE8850 PE8850 Graph
CE8900 PE8900 Graph
CE8950 PE8950 Graph
CE9000 PE9000 Graph
CE9050 PE9050 Graph
CE9100 PE9100 Graph
CE9150 PE9150 Graph
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
CE10050 PE10050 Graph
CE10100 PE10100 Graph
CE10150 PE10150 Graph
CE10200 PE10200 Graph
CE10250 PE10250 Graph
CE10300 PE10300 Graph
CE10350 PE10350 Graph
CE10400 PE10400 Graph
CE10450 PE10450 Graph
CE10500 PE10500 Graph
CE10550 PE10550 Graph
CE10600 PE10600 Graph
CE10650 PE10650 Graph
CE10700 PE10700 Graph
CE10750 PE10750 Graph
CE10800 PE10800 Graph
CE10850 PE10850 Graph
CE10900 PE10900 Graph
CE10950 PE10950 Graph
CE11000 PE11000 Graph
CE11050 PE11050 Graph
CE11100 PE11100 Graph
CE11150 PE11150 Graph
CE11200 PE11200 Graph
CE11250 PE11250 Graph
CE11300 PE11300 Graph
CE11350 PE11350 Graph
CE11400 PE11400 Graph
CE11450 PE11450 Graph
CE11500 PE11500 Graph
CE11550 PE11550 Graph
CE11600 PE11600 Graph
CE11650 PE11650 Graph
CE11700 PE11700 Graph
CE11750 PE11750 Graph
CE11800 PE11800 Graph
CE11850 PE11850 Graph
CE11900 PE11900 Graph
CE11950 PE11950 Graph
CE12000 PE12000 Graph
CE12050 PE12050 Graph
CE12100 PE12100 Graph
CE12150 PE12150 Graph
CE12200 PE12200 Graph
CE12250 PE12250 Graph
CE12300 PE12300 Graph
CE12400 PE12400 Graph
CE12500 PE12500 Graph
CE12600 PE12600 Graph
CE12700 PE12700 Graph
CE12800 PE12800 Graph
CE12900 PE12900 Graph
CE13000 PE13000 Graph
CE13100 PE13100 Graph
CE13200 PE13200 Graph
CE13300 PE13300 Graph
CE13400 PE13400 Graph
CE13500 PE13500 Graph
Total
Underlying Index: NIFTY 10767.65 As on Jun 08, 2018 15:30:30 IST
Graph 0.24
Graph #VALUE!
Graph #VALUE!
Graph #VALUE!
Graph #VALUE!
Graph 0.02
Graph #VALUE!
Graph #VALUE!
Graph #VALUE!
Graph #VALUE!
Graph 15.00
Graph #VALUE!
Graph #VALUE!
Graph #VALUE!
Graph #VALUE!
Graph 0.09
Graph #VALUE!
Graph #VALUE!
Graph #VALUE!
Graph #VALUE!
Graph #VALUE!
Graph #VALUE!
Graph #VALUE!
Graph #VALUE!
Graph #VALUE!
Graph 0.07
Graph #VALUE!
Graph #VALUE!
Graph #VALUE!
Graph #VALUE!
Graph #VALUE!
Graph #VALUE!
Graph #VALUE!
Graph #VALUE!
Graph #VALUE!
Graph 0.40
Graph #VALUE!
Graph #VALUE!
Graph #VALUE!
Graph #VALUE!
Graph 74.50
Graph #VALUE!
Graph #VALUE!
Graph 1.91
Graph #VALUE!
Graph 0.24
Graph #VALUE!
Graph #VALUE!
Graph 0.00
Graph #VALUE!
Graph 0.31
Graph 0.09
Graph #VALUE!
Graph 0.02
Graph #VALUE!
Graph 0.21
Graph #VALUE!
Graph 0.11
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 #REF!
Graph #REF!
Graph #REF!
Graph #REF!
Graph #REF!
Graph #REF!
Graph #REF!
Graph #REF!
Graph #REF!
Graph #REF!
Graph #REF!
Graph #REF!
Graph 1.15
Graph #DIV/0!
Graph #DIV/0!
Graph #DIV/0!
Graph #DIV/0!
Graph #DIV/0!
Graph #DIV/0!
Graph #DIV/0!
Graph #DIV/0!
Graph #DIV/0!
Graph #DIV/0!
Graph #DIV/0!
Graph #DIV/0!
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Total