NIFTY 50 26 Dec 2024 Call 24700NIFTY 50 26 Dec 2024 Call 24700NIFTY 50 26 Dec 2024 Call 24700

NIFTY 50 26 Dec 2024 Call 24700

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Expected P&L on expiry



Greeks



Key terms


Underlying price
Strike
24,700.00
Volume
Point value
25INR
Lot size
25
Implied volatility
9.89%
Expiration date
Dec 26, 2024
Time to expiration
12 days

Pricing model


Delta
0.56
Gamma
0.00084
Rho
5.00
Theta
−6.91
Vega
18.65
Theor price
222.65INR

About NIFTY241226C24700


Underlying
Option style
European
NIFTY 50 is the main index for the National Stock Exchange of India (NSE). It tracks the performance of the top 50 stocks by market capitalization from 13 sectors of the Indian economy. With such a relatively small number of companies within the index it still represents over 60% of the free float market capitalization of the stocks listed on NSE, and serves as a benchmark for fund portfolios and index funds. The list of the NIFTY 50 Index constituents is rescheduled every 6 month.