ASHOKLEY Options

Date: 25Apr2019 Expiry date: 25Apr2019

Underlying Price: 89.85 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
57.5 24.9 32.0631925868 0.0 0.0 1.0 -0.02 0.0 0.0 0.23 32.37
60.0 22.55 32.0631925868 0.0 0.0 1.0 -0.02 0.0 0.0 0.24 29.87
62.5 20.2 32.0631925868 0.0 0.0 1.0 -0.02 0.0 0.0 0.25 27.37
65.0 17.95 32.0631925868 0.0 0.0 1.0 -0.02 0.0 0.0 0.26 24.87
67.5 15.8 32.0631925868 0.0 0.0 1.0 -0.02 0.0 0.0 0.27 22.37
70.0 13.8 32.0631925868 0.0 0.0 1.0 -0.02 0.0 0.0 0.28 19.87
72.5 11.9 32.0631925868 0.0 0.0 1.0 -0.02 0.0 0.0 0.29 17.37
75.0 16.0 32.0631925868 8000.0 0.0 1.0 -0.02 0.0 0.0 0.3 14.87
77.5 14.5 32.0631925868 8000.0 1.0 1.0 -0.02 0.0 0.0 0.31 12.37
80.0 9.65 33.0 8000.0 2.0 1.0 -0.02 0.0 0.0 0.32 9.87
82.5 7.15 33.0 12000.0 1.0 1.0 -0.02 3e-05 0.0 0.33 7.37
85.0 4.75 33.0 380000.0 27.0 0.997 -0.03 0.00473 0.049 0.34 4.88
87.5 2.45 33.0 156000.0 21.0 0.909 -0.17 0.09007 0.925 0.31 2.45
90.0 0.15 9.0 2524000.0 1361.0 0.477 -0.37 0.21948 2.254 0.17 0.66
92.5 0.05 30.0 2256000.0 1615.0 0.078 -0.13 0.08076 0.83 0.03 0.06
95.0 0.05 51.0 6264000.0 1646.0 0.003 -0.01 0.00521 0.054 0.0 0.0
97.5 0.05 69.0 3540000.0 46.0 0.0 -0.0 7e-05 0.001 0.0 0.0
100.0 0.05 87.0 8144000.0 78.0 0.0 -0.0 0.0 0.0 0.0 0.0
102.5 0.05 32.0631925868 1344000.0 6.0 0.0 -0.0 0.0 0.0 0.0 0.0
105.0 0.05 32.0631925868 2560000.0 3.0 0.0 -0.0 0.0 0.0 0.0 -0.0
107.5 0.05 32.0631925868 184000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
110.0 0.05 32.0631925868 1868000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
112.5 0.05 32.0631925868 48000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
115.0 0.05 32.0631925868 448000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
117.5 0.2 32.0631925868 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
120.0 0.05 32.0631925868 604000.0 5.0 0.0 -0.0 0.0 0.0 0.0 0.0
122.5 0.1 32.0631925868 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
125.0 0.05 32.0631925868 8000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
127.5 0.05 32.0631925868 0.0 0.0 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
57.5 2.3 32.0631925868 16000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
60.0 0.05 32.0631925868 12000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
62.5 0.35 32.0631925868 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
65.0 0.55 32.0631925868 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
67.5 0.85 32.0631925868 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
70.0 0.05 32.0631925868 24000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
72.5 0.3 32.0631925868 16000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
75.0 0.05 32.0631925868 832000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
77.5 0.05 32.0631925868 264000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
80.0 0.05 95.0 2152000.0 2.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
82.5 0.05 73.0 784000.0 3.0 -0.0 -0.0 3e-05 0.0 -0.0 0.0
85.0 0.05 52.0 1216000.0 14.0 -0.003 -0.01 0.00473 0.049 -0.0 0.0
87.5 0.05 29.0 1476000.0 146.0 -0.091 -0.15 0.09007 0.925 -0.03 0.08
90.0 0.2 6.0 1628000.0 1714.0 -0.523 -0.35 0.21948 2.254 -0.19 0.79
92.5 2.6 33.0 692000.0 428.0 -0.922 -0.11 0.08076 0.83 -0.34 2.69
95.0 5.15 33.0 508000.0 79.0 -0.997 0.02 0.00521 0.054 -0.38 5.13
97.5 7.6 33.0 128000.0 23.0 -1.0 0.03 7e-05 0.001 -0.39 7.62
100.0 10.05 33.0 100000.0 53.0 -1.0 0.03 0.0 0.0 -0.4 10.12
102.5 20.35 32.0631925868 0.0 0.0 -1.0 0.03 0.0 0.0 -0.41 12.62
105.0 13.7 32.0631925868 32000.0 2.0 -1.0 0.03 0.0 0.0 -0.42 15.12
107.5 24.85 61.0 0.0 0.0 -1.0 0.03 0.0 0.0 -0.43 17.62
110.0 18.8 32.0631925868 20000.0 2.0 -1.0 0.03 0.0 0.0 -0.44 20.12
112.5 29.55 57.375 0.0 0.0 -1.0 0.03 0.0 0.0 -0.45 22.62
115.0 22.0 32.0631925868 4000.0 0.0 -1.0 0.03 0.0 0.0 -0.46 25.12
117.5 34.35 32.0631925868 0.0 0.0 -1.0 0.03 0.0 0.0 -0.47 27.62
120.0 29.2 33.0 120000.0 6.0 -1.0 0.03 0.0 0.0 -0.48 30.12
122.5 39.2 82.0 0.0 0.0 -1.0 0.03 0.0 0.0 -0.49 32.62
125.0 27.6 32.0631925868 64000.0 0.0 -1.0 0.03 0.0 0.0 -0.5 35.12
127.5 36.1 33.0 48000.0 16.0 -1.0 0.04 0.0 0.0 -0.51 37.61

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