ASHOKLEY Options

Date: 25Jan2018 Expiry date: 25Jan2018

Underlying Price: 122.3 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
115.0 8.0 77.0 126000.0 10.0 1.0 -0.03 0.00029 0.005 0.46 7.33
117.5 5.95 85.0 42000.0 2.0 0.991 -0.06 0.01192 0.193 0.46 4.84
120.0 2.3 23.0 819000.0 122.0 0.87 -0.25 0.10034 1.626 0.41 2.47
122.5 0.2 9.0 875000.0 281.0 0.472 -0.43 0.18919 3.066 0.23 0.76
125.0 0.05 22.5 3689000.0 928.0 0.107 -0.2 0.08741 1.417 0.05 0.11
127.5 0.05 38.0 2086000.0 366.0 0.008 -0.02 0.01075 0.174 0.0 0.01
130.0 0.05 52.0 5131000.0 283.0 0.0 -0.0 0.00038 0.006 0.0 0.0
132.5 0.05 65.0 868000.0 7.0 0.0 -0.0 0.0 0.0 0.0 0.0
135.0 0.05 77.0 3339000.0 4.0 0.0 -0.0 0.0 0.0 0.0 0.0
137.5 0.05 89.0 756000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
140.0 0.05 27.3071202227 2310000.0 4.0 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
87.5 3.0 27.3071202227 266000.0 37.0 0.0 -0.0 0.0 0.0 -0.0 0.0
110.0 0.05 84.0 749000.0 1.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
112.5 0.05 68.0 532000.0 6.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
115.0 0.05 53.0 1134000.0 23.0 -0.0 -0.0 0.00029 0.005 -0.0 0.0
117.5 0.05 37.5 448000.0 15.0 -0.009 -0.03 0.01192 0.193 -0.0 0.01
120.0 0.05 21.0 2072000.0 171.0 -0.13 -0.22 0.10034 1.626 -0.06 0.14
122.5 0.25 5.0 700000.0 284.0 -0.528 -0.4 0.18919 3.066 -0.26 0.93
125.0 2.55 17.0 910000.0 186.0 -0.893 -0.16 0.08741 1.417 -0.44 2.77
127.5 5.1 28.0 420000.0 13.0 -0.992 0.01 0.01075 0.174 -0.5 5.17
130.0 7.0 27.3071202227 602000.0 19.0 -1.0 0.04 0.00038 0.006 -0.52 7.66
132.5 8.55 27.3071202227 35000.0 1.0 -1.0 0.04 0.0 0.0 -0.53 10.16
135.0 11.5 27.3071202227 63000.0 1.0 -1.0 0.04 0.0 0.0 -0.54 12.66
140.0 16.5 27.3071202227 14000.0 2.0 -1.0 0.04 0.0 0.0 -0.56 17.66
142.5 19.0 27.3071202227 7000.0 1.0 -1.0 0.04 0.0 0.0 -0.57 20.16

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play