ASHOKLEY Options

Date: 25Apr2013 Expiry date: 25Apr2013

Underlying Price: 22.5 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
22.5 0.1 18.0 801000.0 60.0 0.512 -0.05 1.53479 0.565 0.05 0.11
25.0 0.05 18.3336021244 1755000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
27.5 0.05 18.3336021244 477000.0 3.0 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
22.5 0.1 19.0 396000.0 39.0 -0.488 -0.05 1.53479 0.565 -0.04 0.1
25.0 2.4 19.0 108000.0 1.0 -1.0 0.01 0.0 0.0 -0.1 2.49
27.5 4.9 19.0 27000.0 3.0 -1.0 0.01 0.0 0.0 -0.11 4.99

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