ASHOKLEY Options

Date: 25Jul2013 Expiry date: 25Jul2013

Underlying Price: 14.2 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
12.5 2.0 47.8025597521 90000.0 20.0 1.0 -0.0 0.00011 0.0 0.05 1.7
15.0 0.05 78.0 882000.0 16.0 0.036 -0.02 0.18606 0.071 0.0 0.01
17.5 0.05 47.8025597521 2187000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
20.0 0.05 47.8025597521 2493000.0 7.0 0.0 -0.0 0.0 0.0 0.0 0.0
22.5 0.05 47.8025597521 1548000.0 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
12.5 0.05 47.8025597521 576000.0 10.0 -0.0 -0.0 0.00011 0.0 -0.0 0.0
15.0 0.75 47.8025597521 1053000.0 81.0 -0.964 -0.01 0.18606 0.071 -0.06 0.8
17.5 3.4 48.0 468000.0 19.0 -1.0 0.0 0.0 0.0 -0.07 3.3
20.0 6.05 48.0 198000.0 1.0 -1.0 0.01 0.0 0.0 -0.08 5.79
22.5 8.2 48.0 27000.0 3.0 -1.0 0.01 0.0 0.0 -0.09 8.29
25.0 10.75 48.0 135000.0 3.0 -1.0 0.01 0.0 0.0 -0.1 10.79

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