ASHOKLEY Options

Date: 25Feb2010 Expiry date: 25Feb2010

Underlying Price: 23.45 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
40.0 6.25 30.091563203 38200.0 8.0 0.0 -0.0 0.0 0.0 0.0 0.0
47.5 0.05 30.091563203 343800.0 45.0 0.0 -0.0 0.0 0.0 0.0 0.0
50.0 0.05 30.091563203 343800.0 5.0 0.0 -0.0 0.0 0.0 0.0 0.0
60.0 0.05 30.091563203 467950.0 1.0 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
45.0 0.05 30.091563203 47750.0 4.0 -1.0 0.01 0.0 0.0 -0.18 21.54
47.5 0.55 30.091563203 85950.0 4.0 -1.0 0.01 0.0 0.0 -0.19 24.04
50.0 3.0 30.091563203 191000.0 4.0 -1.0 0.01 0.0 0.0 -0.2 26.54
52.5 4.5 30.091563203 38200.0 3.0 -1.0 0.01 0.0 0.0 -0.21 29.04
60.0 13.0 30.091563203 9550.0 1.0 -1.0 0.02 0.0 0.0 -0.24 36.53

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play