How do I interpret IV and options greeeks

11100 CE - expiry - 26 July 2018
Bought at 48 Rs. premium - current premium is 49 Rs.

Implied volatility - 10.0511%
Delta - 0.2410
Gamma - 0.0010
Theta - (minus 2.1020)
Vega - 10.9240
Rho - 2.7090

How do I interpret this ?
Theta is negative …is that normal?

Hey @curiousvi this is perfectly normal. You have bought the option. Which means you will lose time value every day, which is Theta negative in many conventions across the world.

All it means is that for every day the market and IV stands still, you will have a Theta decay of 2.10 Rs

Also, I hope you ignore Gamma and Rho here, they are pointless numbers at a small number of lots

Try this page for a slightly easier friendlier view of your positions