MCX Options Greeks — Around the Money Black-76 model Delta, Gamma, Theta, and Vega for the 11 strikes around the money, free. Refreshed every 60 seconds. Every strike and expiry is on BhaavBrief Pro .
ⓘ Explain GreeksGreeks What it shows: How an option’s premium tends to respond to changes in price, time to expiry and volatility.
What it doesn’t mean: They describe sensitivity, not where the market is heading.
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Gold ATM Strike: 148,000 Strike Side IV % Delta Gamma Theta/day Vega/1% 145,500 CE — — — — — PE 28.6 -0.3607 0.000049 -119.20 100.33 146,000 CE 19.9 0.6521 0.000069 -81.72 98.86 PE 20.8 -0.3514 0.000066 -85.93 99.41 146,500 CE — — — — — PE — — — — — 147,000 CE 20.8 0.5776 0.000070 -90.57 104.77 PE 20.8 -0.4206 0.000070 -90.63 104.76 147,500 CE 23.6 0.5390 0.000063 -104.17 106.31 PE 22.1 -0.4576 0.000067 -97.67 106.27 148,000 CE 20.4 0.5065 0.000073 -90.61 106.83 PE 21.0 -0.4915 0.000071 -93.22 106.83 148,500 CE 19.6 0.4684 0.000076 -86.72 106.53 PE 26.0 -0.5182 0.000057 -115.09 106.72 149,000 CE 20.0 0.4326 0.000073 -87.45 105.35 PE 20.6 -0.5630 0.000071 -90.38 105.47 149,500 CE 13.2 0.3406 0.000103 -53.97 98.27 PE 28.2 -0.5672 0.000052 -123.00 105.28 150,000 CE 20.9 0.3679 0.000067 -87.71 101.00 PE 21.4 -0.6266 0.000066 -90.00 101.32 150,500 CE 22.7 0.3491 0.000061 -93.74 99.18 PE 35.7 -0.5886 0.000041 -154.03 104.14
Gold Mini ATM Strike: 146,500 Strike Side IV % Delta Gamma Theta/day Vega/1% 144,000 CE 18.9 0.7090 0.000071 -74.22 86.91 PE 20.2 -0.3005 0.000068 -80.96 88.43 144,500 CE 18.9 0.6719 0.000075 -78.39 91.64 PE 19.5 -0.3307 0.000073 -81.41 92.11 145,000 CE 19.7 0.6285 0.000075 -85.60 95.93 PE 19.6 -0.3694 0.000075 -85.46 95.90 145,500 CE 19.2 0.5920 0.000079 -85.64 98.55 PE 19.9 -0.4091 0.000077 -89.13 98.72 146,000 CE 19.6 0.5509 0.000079 -89.36 100.47 PE 19.7 -0.4476 0.000079 -89.80 100.47 146,500 CE 20.0 0.5111 0.000078 -91.63 101.27 PE 20.0 -0.4872 0.000078 -92.00 101.27 147,000 CE 20.1 0.4722 0.000078 -92.15 101.09 PE 20.0 -0.5264 0.000078 -91.39 101.08 147,500 CE 20.0 0.4333 0.000077 -90.59 99.93 PE 19.8 -0.5659 0.000078 -89.39 99.89 148,000 CE 20.3 0.3971 0.000075 -90.24 97.98 PE 19.8 -0.6044 0.000076 -87.38 97.77 148,500 CE 20.1 0.3594 0.000073 -86.68 95.01 PE 21.6 -0.6289 0.000069 -93.56 95.89 149,000 CE 20.5 0.3276 0.000069 -85.44 91.77 PE 22.0 -0.6588 0.000065 -92.61 93.06
Silver ATM Strike: 211,000 Strike Side IV % Delta Gamma Theta/day Vega/1% 206,000 CE — — — — — PE 31.6 -0.2915 0.000033 -199.67 113.81 207,000 CE — — — — — PE — — — — — 208,000 CE — — — — — PE 41.0 -0.3872 0.000028 -289.07 126.97 209,000 CE 34.1 0.5946 0.000034 -242.92 128.44 PE — — — — — 210,000 CE 29.8 0.5656 0.000040 -215.37 130.40 PE 29.5 -0.4325 0.000040 -213.10 130.37 211,000 CE 39.7 0.5244 0.000030 -290.09 131.97 PE 30.3 -0.4733 0.000040 -221.80 131.95 212,000 CE 29.3 0.4846 0.000041 -214.33 132.15 PE 31.1 -0.5121 0.000039 -227.51 132.17 213,000 CE 30.1 0.4460 0.000040 -218.49 131.05 PE — — — — — 214,000 CE 30.3 0.4078 0.000039 -215.96 128.73 PE — — — — — 215,000 CE 31.1 0.3740 0.000037 -216.70 125.64 PE 31.6 -0.6222 0.000036 -220.33 125.89 216,000 CE 30.8 0.3368 0.000036 -206.60 121.07 PE 29.1 -0.6717 0.000037 -192.22 119.65
Silver Mini ATM Strike: 214,000 Strike Side IV % Delta Gamma Theta/day Vega/1% 209,000 CE 30.2 0.6915 0.000035 -196.67 117.84 PE 29.2 -0.3016 0.000036 -189.33 116.91 210,000 CE 30.3 0.6546 0.000036 -207.21 123.43 PE 30.0 -0.3426 0.000036 -205.17 123.23 211,000 CE 30.3 0.6173 0.000037 -214.59 127.81 PE 31.3 -0.3844 0.000036 -222.64 128.12 212,000 CE 30.5 0.5787 0.000038 -221.25 131.06 PE 29.8 -0.4187 0.000039 -216.78 130.97 213,000 CE 30.2 0.5402 0.000039 -222.65 133.02 PE 28.4 -0.4570 0.000042 -209.13 132.97 214,000 CE 29.3 0.5004 0.000040 -217.29 133.72 PE 29.5 -0.4981 0.000040 -218.75 133.72 215,000 CE 30.2 0.4618 0.000039 -223.05 133.13 PE 30.3 -0.5366 0.000039 -223.69 133.14 216,000 CE 30.5 0.4243 0.000038 -222.49 131.34 PE 29.6 -0.5775 0.000039 -214.61 131.14 217,000 CE 29.3 0.3815 0.000039 -207.66 127.83 PE 27.3 -0.6264 0.000041 -191.98 126.86 218,000 CE 29.6 0.3457 0.000037 -202.90 123.65 PE 30.4 -0.6483 0.000036 -209.32 124.27 219,000 CE 31.0 0.3189 0.000034 -206.03 119.77 PE 31.4 -0.6775 0.000034 -208.31 120.12
Crude Oil ATM Strike: 9,400 Strike Side IV % Delta Gamma Theta/day Vega/1% 9,150 CE 51.0 0.5955 0.000281 -8.70 10.37 PE 50.8 -0.3998 0.000281 -8.71 10.37 9,200 CE 50.9 0.5811 0.000283 -8.77 10.46 PE 50.6 -0.4142 0.000285 -8.75 10.45 9,250 CE 50.6 0.5667 0.000287 -8.78 10.53 PE 50.9 -0.4288 0.000285 -8.86 10.53 9,300 CE 50.8 0.5522 0.000288 -8.87 10.59 PE 51.0 -0.4433 0.000287 -8.91 10.59 9,350 CE 50.8 0.5376 0.000289 -8.91 10.64 PE 50.8 -0.4578 0.000289 -8.93 10.64 9,400 CE 50.9 0.5232 0.000289 -8.96 10.67 PE 50.9 -0.4723 0.000289 -8.96 10.67 9,450 CE 50.7 0.5086 0.000291 -8.95 10.69 PE 51.3 -0.4863 0.000287 -9.05 10.69 9,500 CE 50.3 0.4937 0.000294 -8.88 10.69 PE 51.3 -0.5005 0.000287 -9.05 10.69 9,550 CE 51.1 0.4804 0.000289 -9.02 10.68 PE 51.6 -0.5143 0.000286 -9.08 10.68 9,600 CE 51.3 0.4667 0.000287 -9.05 10.66 PE 51.2 -0.5290 0.000287 -8.99 10.66 9,650 CE 51.4 0.4530 0.000285 -9.04 10.62 PE 51.5 -0.5424 0.000285 -9.00 10.62
Crude Oil Mini ATM Strike: 9,400 Strike Side IV % Delta Gamma Theta/day Vega/1% 9,150 CE 50.5 0.5959 0.000283 -8.61 10.36 PE 51.1 -0.4000 0.000280 -8.75 10.37 9,200 CE 49.6 0.5818 0.000291 -8.54 10.45 PE 51.1 -0.4144 0.000282 -8.83 10.46 9,250 CE 50.7 0.5667 0.000287 -8.80 10.53 PE 50.9 -0.4288 0.000286 -8.85 10.53 9,300 CE 50.9 0.5522 0.000287 -8.89 10.59 PE 51.0 -0.4433 0.000286 -8.93 10.59 9,350 CE 50.0 0.5374 0.000293 -8.79 10.64 PE 50.9 -0.4578 0.000288 -8.94 10.64 9,400 CE 50.0 0.5226 0.000295 -8.80 10.67 PE 50.0 -0.4729 0.000295 -8.80 10.67 9,450 CE 50.9 0.5088 0.000290 -8.98 10.69 PE 51.8 -0.4858 0.000284 -9.14 10.69 9,500 CE 51.2 0.4948 0.000288 -9.04 10.69 PE 51.6 -0.5002 0.000286 -9.10 10.69 9,550 CE 51.3 0.4807 0.000288 -9.05 10.68 PE 51.9 -0.5139 0.000284 -9.13 10.68 9,600 CE 51.8 0.4676 0.000284 -9.14 10.66 PE 51.8 -0.5280 0.000284 -9.09 10.66 9,650 CE 52.1 0.4543 0.000281 -9.16 10.63 PE 51.9 -0.5416 0.000283 -9.08 10.63
Natural Gas ATM Strike: 300 Strike Side IV % Delta Gamma Theta/day Vega/1% 275 CE 58.8 0.8895 0.009149 -0.38 0.07 PE 63.5 -0.1270 0.009378 -0.46 0.07 280 CE 62.5 0.8183 0.012054 -0.57 0.09 PE 64.0 -0.1861 0.011982 -0.60 0.09 285 CE 58.5 0.7609 0.015168 -0.63 0.11 PE 65.6 -0.2604 0.014169 -0.74 0.11 290 CE 65.4 0.6607 0.016006 -0.83 0.13 PE 67.3 -0.3421 0.015608 -0.86 0.13 295 CE 69.4 0.5733 0.016170 -0.95 0.14 PE 70.1 -0.4264 0.016009 -0.96 0.14 300 CE 70.1 0.4916 0.016280 -0.97 0.14 PE 70.5 -0.5074 0.016195 -0.98 0.14 305 CE 72.3 0.4156 0.015435 -0.98 0.14 PE 72.7 -0.5830 0.015355 -0.99 0.14 310 CE 74.9 0.3489 0.014140 -0.97 0.13 PE 76.1 -0.6475 0.013953 -0.98 0.13 315 CE 76.4 0.2884 0.012794 -0.91 0.12 PE 80.2 -0.7001 0.012388 -0.97 0.12 320 CE 78.3 0.2376 0.011303 -0.84 0.11 PE 80.7 -0.7540 0.011150 -0.88 0.11 325 CE 79.7 0.1933 0.009847 -0.76 0.10 PE 79.4 -0.8070 0.009854 -0.75 0.10
Copper ATM Strike: 1,400 Strike Side IV % Delta Gamma Theta/day Vega/1% 1,350 CE 23.0 0.9224 0.003822 -0.54 0.24 PE 22.2 -0.0700 0.003683 -0.49 0.22 1,360 CE — — — — — PE 21.2 -0.1065 0.005271 -0.64 0.30 1,370 CE 12.3 0.9472 0.005270 -0.21 0.17 PE 19.1 -0.1457 0.007299 -0.72 0.38 1,380 CE 18.7 0.7713 0.009864 -0.92 0.49 PE 17.6 -0.2148 0.010118 -0.84 0.48 1,390 CE 15.7 0.6868 0.013724 -0.91 0.58 PE 18.0 -0.3339 0.012300 -1.07 0.60 1,400 CE 16.7 0.5370 0.014487 -1.09 0.65 PE 17.6 -0.4637 0.013784 -1.14 0.65 1,410 CE 16.3 0.3902 0.014356 -1.02 0.63 PE 16.0 -0.6107 0.014557 -1.01 0.63 1,420 CE 16.6 0.2628 0.011934 -0.89 0.54 PE 17.0 -0.7324 0.011799 -0.91 0.54 1,430 CE 18.1 0.1811 0.008845 -0.78 0.43 PE 19.6 -0.7989 0.008696 -0.90 0.46 1,440 CE 19.2 0.1213 0.006388 -0.64 0.33 PE 22.2 -0.8432 0.006582 -0.86 0.39 1,450 CE 19.8 0.0756 0.004392 -0.46 0.23 PE 23.6 -0.8843 0.005021 -0.74 0.32
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