Calls Puts Rho Vega Theta Gamma Delta Price Ask Bid IV, % Bid Ask Price Delta Gamma Theta Vega Rho 0.079 0.19 −0.21 0.016 0.70 14.37 11.45 11.35 245.0 245.0 38.0 4.20 4.25 4.13 −0.30 0.016 −0.21 0.19 −0.038 0.075 0.21 −0.22 0.017 0.66 12.86 10.00 9.85 247.5 247.5 38.1 5.15 5.25 5.11 −0.34 0.017 −0.22 0.21 −0.044 0.070 0.21 −0.24 0.018 0.61 11.42 8.55 8.45 250.0 250.0 38.1 6.25 6.35 6.17 −0.39 0.018 −0.24 0.21 −0.050 0.065 0.22 −0.25 0.018 0.57 10.17 7.35 7.20 252.5 252.5 39.1 7.50 7.60 7.43 −0.43 0.018 −0.25 0.22 −0.057 0.060 0.22 −0.25 0.018 0.52 9.07 6.20 6.15 255.0 255.0 40.0 8.90 9.00 8.83 −0.48 0.018 −0.25 0.22 −0.063 WIPRO 255.15
0.053 0.22 −0.18 0.025 0.46 5.24 5.25 5.15 257.5 257.5 28.0 10.40 10.50 7.48 −0.54 0.025 −0.18 0.22 −0.070 0.047 0.22 −0.18 0.024 0.40 4.39 4.35 4.30 260.0 260.0 29.0 12.05 12.15 9.14 −0.60 0.024 −0.18 0.22 −0.078 0.040 0.21 −0.17 0.022 0.34 3.66 3.65 3.60 262.5 262.5 29.1 13.75 13.90 10.91 −0.66 0.022 −0.17 0.21 −0.086 0.035 0.19 −0.17 0.021 0.30 3.02 3.00 2.95 265.0 265.0 30.0 15.70 15.80 12.77 −0.70 0.021 −0.16 0.19 −0.092 0.030 0.18 −0.15 0.019 0.25 2.48 2.50 2.40 267.5 267.5 30.1 17.60 17.75 14.72 −0.75 0.019 −0.15 0.18 −0.099
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