ASHOKLEY Options

Date: 24Nov2016 Expiry date: 24Nov2016

Underlying Price: 75.65 Trading Days to Expiry: 1.0 Risk Free Interest Rate: 7%

Click here to understand option greeks.
Call Options
Strike Price Option Price Implied Volatility Open Interest Number of Contracts Delta Theta Gamma Vega Rho Black Scholes Price
75.0 0.55 41.6800956539 609000.0 116.0 0.638 -0.39 0.18879 1.787 0.19 1.17
77.5 0.05 27.5 3108000.0 987.0 0.185 -0.27 0.13441 1.272 0.05 0.2
80.0 0.05 53.0 5971000.0 365.0 0.018 -0.04 0.02188 0.207 0.01 0.01
82.5 0.05 75.0 2429000.0 10.0 0.001 -0.0 0.00093 0.009 0.0 0.0
85.0 0.05 96.0 3416000.0 17.0 0.0 -0.0 1e-05 0.0 0.0 0.0
87.5 0.05 41.6800956539 2065000.0 5.0 0.0 -0.0 0.0 0.0 0.0 0.0
90.0 0.05 41.6800956539 8575000.0 10.0 0.0 -0.0 0.0 0.0 0.0 0.0
92.5 0.05 41.6800956539 3808000.0 6.0 0.0 -0.0 0.0 0.0 0.0 -0.0
95.0 0.05 41.6800956539 8442000.0 4.0 0.0 -0.0 0.0 0.0 0.0 0.0
97.5 0.05 41.6800956539 2198000.0 5.0 0.0 -0.0 0.0 0.0 0.0 0.0
100.0 0.05 41.6800956539 7581000.0 4.0 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
67.5 0.05 96.0 56000.0 1.0 -0.0 -0.0 1e-05 0.0 -0.0 0.0
70.0 0.05 70.0 1211000.0 36.0 -0.001 -0.0 0.00237 0.022 -0.0 0.0
72.5 0.05 43.0 560000.0 79.0 -0.05 -0.1 0.05204 0.493 -0.02 0.04
75.0 0.05 13.5 2107000.0 459.0 -0.362 -0.36 0.18879 1.787 -0.11 0.5
77.5 1.95 42.0 644000.0 201.0 -0.815 -0.25 0.13441 1.272 -0.25 2.03
80.0 4.35 42.0 1393000.0 106.0 -0.982 -0.02 0.02188 0.207 -0.31 4.34
82.5 7.0 42.0 420000.0 21.0 -0.999 0.02 0.00093 0.009 -0.33 6.83
85.0 9.5 42.0 546000.0 64.0 -1.0 0.02 1e-05 0.0 -0.34 9.33
87.5 11.9 42.0 273000.0 24.0 -1.0 0.02 0.0 0.0 -0.35 11.83
90.0 14.45 42.0 553000.0 49.0 -1.0 0.02 0.0 0.0 -0.36 14.33
92.5 16.85 42.0 203000.0 8.0 -1.0 0.03 0.0 0.0 -0.37 16.82
95.0 19.4 42.0 238000.0 8.0 -1.0 0.03 0.0 0.0 -0.38 19.32
100.0 24.05 42.0 91000.0 5.0 -1.0 0.03 0.0 0.0 -0.4 24.32
105.0 28.35 42.0 49000.0 4.0 -1.0 0.03 0.0 0.0 -0.42 29.32
107.5 31.55 42.0 0.0 3.0 -1.0 0.03 0.0 0.0 -0.43 31.82
110.0 33.4 42.0 28000.0 24.0 -1.0 0.03 0.0 0.0 -0.44 34.32

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play