ASHOKLEY Options

Date: 22Feb2018 Expiry date: 22Feb2018

Underlying Price: 132.35 Trading Days to Expiry: 1.0 Risk Free Interest Rate: 7%

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Call Options
Strike Price Option Price Implied Volatility Open Interest Number of Contracts Delta Theta Gamma Vega Rho Black Scholes Price
105.0 26.9 34.0 14000.0 2.0 1.0 -0.03 0.0 0.0 0.42 27.38
110.0 21.95 34.0 49000.0 2.0 1.0 -0.03 0.0 0.0 0.44 22.38
117.5 15.2 34.0 14000.0 2.0 1.0 -0.03 0.0 0.0 0.47 14.88
120.0 12.25 34.0 196000.0 23.0 1.0 -0.03 0.0 0.0 0.48 12.38
122.5 9.55 34.0 126000.0 2.0 1.0 -0.03 0.00013 0.003 0.49 9.88
125.0 7.25 34.0 476000.0 38.0 0.997 -0.05 0.00313 0.072 0.49 7.39
127.5 4.8 34.0 196000.0 20.0 0.965 -0.14 0.02776 0.637 0.49 4.92
130.0 2.25 33.033879888 1162000.0 193.0 0.812 -0.4 0.09796 2.249 0.42 2.67
132.5 0.1 4.5 1638000.0 1189.0 0.488 -0.57 0.14481 3.325 0.25 1.04
135.0 0.05 20.5 3738000.0 1558.0 0.176 -0.36 0.0941 2.161 0.09 0.26
137.5 0.05 35.0 2310000.0 221.0 0.035 -0.11 0.02812 0.646 0.02 0.04
140.0 0.05 48.0 5152000.0 94.0 0.004 -0.02 0.00403 0.093 0.0 0.0
142.5 0.05 60.0 1099000.0 1.0 0.0 -0.0 0.00029 0.007 0.0 0.0
145.0 0.05 71.0 2625000.0 3.0 0.0 -0.0 1e-05 0.0 0.0 0.0
147.5 0.05 82.0 749000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0

Put Options
Strike Price Option Price Implied Volatility Open Interest Number of Contracts Delta Theta Gamma Vega Rho Black Scholes Price
110.0 0.05 33.033879888 1302000.0 4.0 0.0 -0.0 0.0 0.0 -0.0 0.0
115.0 0.05 33.033879888 1050000.0 1.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
117.5 0.05 91.0 392000.0 7.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
120.0 0.05 77.0 1869000.0 26.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
122.5 0.05 63.0 448000.0 6.0 -0.0 -0.0 0.00013 0.003 -0.0 0.0
125.0 0.05 49.0 1764000.0 71.0 -0.003 -0.01 0.00313 0.072 -0.0 0.0
127.5 0.05 35.0 889000.0 76.0 -0.035 -0.1 0.02776 0.637 -0.02 0.04
130.0 0.05 19.5 2821000.0 554.0 -0.188 -0.36 0.09796 2.249 -0.1 0.29
132.5 0.15 2.5 1211000.0 558.0 -0.512 -0.53 0.14481 3.325 -0.27 1.16
135.0 2.6 25.0 1092000.0 216.0 -0.824 -0.33 0.0941 2.161 -0.44 2.87
137.5 5.65 52.0 273000.0 12.0 -0.965 -0.07 0.02812 0.646 -0.53 5.15
140.0 8.2 62.0 371000.0 5.0 -0.996 0.02 0.00403 0.093 -0.55 7.61

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