ASHOKLEY Options

Date: 24Feb2011 Expiry date: 24Feb2011

Underlying Price: 23.275 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
45.0 0.45 50.1390494457 8000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
47.5 0.15 50.1390494457 52000.0 11.0 0.0 -0.0 0.0 0.0 0.0 0.0
50.0 0.05 50.1390494457 520000.0 15.0 0.0 -0.0 0.0 0.0 0.0 0.0
60.0 0.05 50.1390494457 1164000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
65.0 0.05 50.1390494457 472000.0 1.0 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
30.0 2.95 50.1390494457 48000.0 12.0 -1.0 0.01 0.0 0.0 -0.12 6.72
35.0 3.0 50.1390494457 48000.0 12.0 -1.0 0.01 0.0 0.0 -0.14 11.72
40.0 0.1 50.1390494457 4000.0 1.0 -1.0 0.01 0.0 0.0 -0.16 16.71
45.0 0.05 50.1390494457 44000.0 9.0 -1.0 0.01 0.0 0.0 -0.18 21.71
50.0 3.6 50.1390494457 144000.0 6.0 -1.0 0.01 0.0 0.0 -0.2 26.71
60.0 14.0 50.1390494457 28000.0 4.0 -1.0 0.02 0.0 0.0 -0.24 36.71

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