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Option premium, Greeks and implied volatility for NIFTY and stock contracts; G-Sec and NCD yield, duration, convexity and DV01; XIRR on irregular cash flows; and F&O expiry dates read off the NSE holiday calendar.
Last traded values from 2026-10-01. Summary generated 03 Oct 2026, 02:52 IST · Closed — weekend. Latest figures below.
Option Greeks and implied volatility, G-Sec yield and duration, and XIRR on irregular cash flows, with F&O expiries read off the NSE holiday calendar.
Options are priced with a Black-Scholes-Merton engine on European exercise, which is how Indian index and stock options settle. Bond analytics use a 30/360 day count on a flat yield. Expiry dates come from the NSE holiday calendar, so a festival that shifts the last Thursday is handled rather than assumed.