Nifty Call
Nifty Call
nifty
cmp 16655 dated 30/5/2022
difference of
Call Ltp delta call ratio difference strike pult ltp delta diirence
761.6 0.96 0.965 48.25 15900 8.1 -0.04 1.65
713.35 0.95 0.947 47.35 15950 9.75 -0.05 1.45
666 0.94 0.951 47.55 16000 11.2 -0.06 2.1
618.45 0.93 0.949 47.45 16050 13.3 -0.07 1.7
571 0.92 0.98 49 16100 15 -0.08 2.75
522 0.91 0.9 45 16150 17.75 -0.09 3.3
477 0.89 0.92 46 16200 21.05 -0.11 4.7
431 0.87 0.86 43 16250 25.75 -0.13 5.2
388 0.84 0.9 45 16300 30.95 -0.16 6.05
343 0.81 0.858 42.9 16350 37 -0.19 9
300.1 0.77 0.782 39.1 16400 46 -0.23 10.15
261 0.73 0.684 34.2 16450 56.15 -0.27 13.1
226.8 0.68 0.536 26.8 16500 69.25 -0.32 17.6
200 0.63 0.79 39.5 16550 86.85 -0.37 17.15
160.5 0.57 0.55 27.5 16600 104 -0.43 21.95
133 0.51 0.55 27.5 16650 125.95 -0.49 24.15
105.5 0.45 0.425 21.25 16700 150.1 -0.55 24.9
84.25 0.39 0.381 19.05 16750 175 -0.61 34.8
65.2 0.33 0.314 15.7 16800 209.8 -0.67 32.2
49.5 0.27 0.267 13.35 16850 242 -0.73 37
36.15 0.21 0.194 9.7 16900 279 -0.79 40.2
26.45 0.17 0.157 7.85 16950 319.2 -0.83 41.5
18.6 0.13 0.372 18.6 17000 360.7 -0.87 46.35
407.05
ratio
0.033
0.029
0.042
0.034
0.055
0.066
0.094
0.104
0.121
0.18
0.203
0.262
0.352
0.343
0.439
0.483 16655 2.75 135.75
0.498
0.696
0.644
0.74
0.804
0.83
0.927