OPTIONS GREEKS
Live Δ Δ Θ V ρ — Real-Time Sensitivity Dashboard
Net Delta (Δ)
1.000
Directional Exposure
Net Gamma (Γ)
0.0330
Delta Rate of Change
Net Theta (Θ)
-157.0/day
Time Decay Cost
Net Vega (V)
379.0
IV Sensitivity
Live Greeks Feed
Sort by:
| Symbol | Strike | Type | LTP | Delta Δ | Gamma Γ | Theta Θ | Vega V | IV |
|---|---|---|---|---|---|---|---|---|
| RELIANCE | 1300 | CE | ₹45.0 | 0.630 | 0.0082 | -8.4 | 18.2 | 22.4% |
| BANKNIFTY | 48000 | CE | ₹210.0 | 0.550 | 0.0018 | -32.1 | 88.4 | 18.2% |
| NIFTY | 22450 | CE | ₹124.5 | 0.520 | 0.0042 | -18.4 | 42.1 | 14.2% |
| NIFTY | 22500 | CE | ₹84.0 | 0.420 | 0.0051 | -21.2 | 38.4 | 15.1% |
| TCS | 4000 | CE | ₹62.5 | 0.380 | 0.0031 | -12.1 | 28.4 | 16.8% |
| BANKNIFTY | 48000 | PE | ₹165.5 | -0.440 | 0.0017 | -28.4 | 84.2 | 19.1% |
| NIFTY | 22450 | PE | ₹98.3 | -0.480 | 0.0040 | -16.8 | 41.5 | 14.8% |
| NIFTY | 22500 | PE | ₹118.2 | -0.580 | 0.0049 | -19.6 | 37.8 | 15.7% |
Scenario Analysis
+1% Spot
Delta P&L
+₹2,840
Vega P&L
-₹420
Net P&L+₹2,420
-1% Spot
Delta P&L
-₹2,840
Vega P&L
-₹420
Net P&L-₹3,260
IV +5%
Delta P&L
₹0
Vega P&L
+₹1,850
Net P&L+₹1,850
+1 Day
Delta P&L
-₹40
Vega P&L
-₹120
Net P&L-₹4,210
IV Environment
VIX (Spot)18.4
INDIA VIX13.2
HV (20-day)14.1