Where to find delta of nifty options. Is there any website?

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There are lots of option price calculators that give out the delta. If you want it on the fly, then remember the following…

Delta will be between 0 to 0.5 for strikes that are OTM

Delta will be around 0.5 for the strikes that at ATM

Delta will be around 0.5 to 1 for strikes that the ITM

Deep OTM strikes will have delta close to 0

Deep ITM strikes will have a delta close to 1


See the below Excel sheet:

thanks. i am trading intraday options so i need live rate delta on nifty options . so that according to delta i will put stoploss for option. u mention about option calculater. i googled it but didnt find any right one. please help.

Usually a good Options calculator is inbuilt within your trading terminal, listed under ‘Tools’. Else check this out - http://www.bseindia.com/markets/derivatives/derireports/OptionCalculator.aspx?expandable=5

thank u so much. yes i checked on my terminal. yes in tool option calculater is there. but how to put values of interest rate ,volatility and no of days in there. .

For interest rate take the rate on the 91 day bill from GoI. Volatility will be from VIX and no of days will be the number of days to expiry.

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