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Exchange NSE Symbol: NIFTY Description: NIFTY28OCT Expiry Date: 28-Oct-10
2010
Lot Size 50 Interest: 0 Dividend 0 EQ/FUT: FUT
Strike Call/Put Net Qty ATP Volatility Imp. Vol Buy Vol. Sell Vol.
Days To Expiry: 10
Theoretical P. Delta Delta Val. Gamma Gamma Val. Theta Theta Val. Vega l
Vega Rho
0.0001 616.4384
1017.3408 -94.3516
1017.3409 522.0868
0 0
1017.3409 522.0868