Connecting…

FnO AI Dashboard

Derivatives Selection

Options Greeks

Delta

0.52

Direction

Gamma

0.08

Acceleration

Theta

-12.5

Decay/Day

Vega

85.2

Per 1% IV

Rho

2.4

Per 1% Rate

Volatility Analysis

Implied Volatility

18.5%

Below average

Historical Vol (30d)

15.2%

Annualized

IV Percentile

42nd

Last 52 weeks

IV vs HV Spread

Historical: 15.2%Spread: 3.3%Implied: 18.5%

Options Chain

Call OI	Call LTP	Strike	Put LTP	Put OI
175,916	270.8	24000	53.6	206,280
342,203	235.2	24100	96.6	287,754
475,137	191.1	24200	133.5	438,809
463,857	157.5	24300	158.9	191,875
249,026	128.6	24400	201.6	469,704
113,952	84.8	24500	233.7	133,999

AI-Generated Strategies

Bull Call Spread

Buy 24200 CE @ 85

Sell 24400 CE @ 32

Net Debit: ₹53

Max Profit: ₹147 (277%)

Iron Condor

Sell 24000 PE @ 45

Sell 24400 CE @ 38

Credit: ₹83

Range: 24000-24400

Straddle (Earnings)

Buy 24200 CE @ 78

Buy 24200 PE @ 72

Net Debit: ₹150

Breakeven: 24050/24350

Risk Management

Position Size

25 Lots

₹6.25L Exposure

Stop Loss

₹45

Risk: ₹12,500

Target

₹95

Reward: ₹25,000

Risk:Reward

1:2

Favorable

Greeks Calculator (Black-Scholes)

AI Movement Prediction

Expected Move (1D)

+0.8%

Bullish bias

Expected Range

24250 ± 85

1-sigma (68%)

IV Forecast

+2.5%

Expected rise

AI Recommendation

Based on current IV (18.5%) being below 30-day average (21.2%), consider option buying strategies. Momentum indicators suggest bullish momentum. Premium decay favorable for debit spreads.