ASHOKLEY Options

Date: 24Jun2010 Expiry date: 24Jun2010

Underlying Price: 31.725 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
60.0 3.4 25.1880943168 649400.0 34.0 0.0 -0.0 0.0 0.0 0.0 0.0
65.0 0.05 25.1880943168 2731300.0 130.0 0.0 -0.0 0.0 0.0 0.0 0.0
70.0 0.05 25.1880943168 2387500.0 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
55.0 0.05 25.1880943168 1060050.0 2.0 -1.0 0.02 0.0 0.0 -0.22 23.26
60.0 0.05 25.1880943168 974100.0 9.0 -1.0 0.02 0.0 0.0 -0.24 28.26
65.0 1.6 25.1880943168 105050.0 1.0 -1.0 0.02 0.0 0.0 -0.26 33.26

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