ASHOKLEY Options

Date: 23Feb2012 Expiry date: 23Feb2012

Underlying Price: 28.05 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
27.5 0.35 44.412138508 488000.0 50.0 0.768 -0.13 0.38902 0.539 0.08 0.67
30.0 0.05 75.0 2264000.0 15.0 0.009 -0.01 0.03006 0.042 0.0 0.0
32.5 0.05 44.412138508 1768000.0 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
27.5 0.05 33.0 456000.0 70.0 -0.232 -0.12 0.38902 0.539 -0.03 0.11

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