ASHOKLEY Options

Date: 25Jan2017 Expiry date: 25Jan2017

Underlying Price: 86.55 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
77.5 9.5 21.0 105000.0 2.0 1.0 -0.02 0.0 0.0 0.31 9.07
80.0 6.6 21.0 819000.0 50.0 1.0 -0.02 0.0 0.0 0.32 6.57
82.5 4.15 21.0 322000.0 11.0 1.0 -0.02 0.00043 0.003 0.33 4.07
85.0 1.6 21.0 1022000.0 169.0 0.919 -0.11 0.13167 0.82 0.31 1.62
87.5 0.1 18.5 3479000.0 1049.0 0.212 -0.17 0.25375 1.58 0.07 0.14
90.0 0.05 38.5 5586000.0 1896.0 0.002 -0.0 0.00472 0.029 0.0 0.0
92.5 0.05 59.0 2744000.0 735.0 0.0 -0.0 0.0 0.0 0.0 0.0
95.0 0.05 78.0 1190000.0 21.0 0.0 -0.0 0.0 0.0 0.0 0.0
100.0 0.05 20.9506189366 1022000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
110.0 0.05 20.9506189366 42000.0 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
75.0 0.05 20.9506189366 1085000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
77.5 0.05 91.0 595000.0 4.0 0.0 -0.0 0.0 0.0 -0.0 0.0
80.0 0.05 69.0 2170000.0 160.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
82.5 0.05 46.0 1813000.0 344.0 -0.0 -0.0 0.00043 0.003 -0.0 0.0
85.0 0.05 22.0 2919000.0 1570.0 -0.081 -0.08 0.13167 0.82 -0.03 0.04
87.5 0.9 11.0 847000.0 623.0 -0.788 -0.15 0.25375 1.58 -0.27 1.06
90.0 3.45 21.0 287000.0 70.0 -0.998 0.02 0.00472 0.029 -0.36 3.43
95.0 8.0 20.9506189366 28000.0 4.0 -1.0 0.03 0.0 0.0 -0.38 8.42
100.0 13.25 21.0 91000.0 16.0 -1.0 0.03 0.0 0.0 -0.4 13.42
105.0 17.75 21.0 42000.0 2.0 -1.0 0.03 0.0 0.0 -0.42 18.42
107.5 21.05 21.0 0.0 2.0 -1.0 0.03 0.0 0.0 -0.43 20.92
110.0 22.85 21.0 14000.0 1.0 -1.0 0.03 0.0 0.0 -0.44 23.42

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play