ASHOKLEY Options

Date: 25Aug2011 Expiry date: 25Aug2011

Underlying Price: 24.85 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
23.75 1.1 43.0 56000.0 4.0 0.957 -0.04 0.13801 0.144 0.09 1.12
25.0 0.1 26.0 776000.0 90.0 0.42 -0.13 0.58737 0.612 0.04 0.2
26.25 0.05 67.0 1144000.0 5.0 0.022 -0.02 0.07759 0.081 0.0 0.01

Put Options
Strike Price Option Price Implied Volatility Open Interest Number of Contracts Delta Theta Gamma Vega Rho Black Scholes Price
22.5 0.05 42.5276295534 208000.0 2.0 -0.0 -0.0 0.00057 0.001 -0.0 0.0
23.75 0.05 59.0 64000.0 3.0 -0.043 -0.03 0.13801 0.144 -0.0 0.01
25.0 0.25 29.0 120000.0 9.0 -0.58 -0.13 0.58737 0.612 -0.06 0.34

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play