ASHOKLEY Options

Date: 25Jul2019 Expiry date: 25Jul2019

Underlying Price: 72.3 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
55.0 35.85 34.3821690831 0.0 0.0 1.0 -0.02 0.0 0.0 0.22 17.32
57.5 22.35 34.3821690831 6000.0 0.0 1.0 -0.02 0.0 0.0 0.23 14.82
60.0 31.0 62.25 0.0 0.0 1.0 -0.02 0.0 0.0 0.24 12.32
62.5 28.6 34.3821690831 0.0 0.0 1.0 -0.02 0.0 0.0 0.25 9.82
65.0 26.2 34.3821690831 0.0 0.0 1.0 -0.02 0.0 0.0 0.26 7.32
67.5 23.9 34.3821690831 0.0 0.0 0.999 -0.02 0.00155 0.011 0.27 4.82
70.0 1.9 34.3821690831 18000.0 11.0 0.935 -0.12 0.08071 0.576 0.26 2.36
72.5 0.2 16.0 240000.0 253.0 0.459 -0.32 0.25343 1.807 0.13 0.54
75.0 0.05 38.0 894000.0 195.0 0.048 -0.08 0.06327 0.451 0.01 0.03
77.5 0.05 63.0 2154000.0 71.0 0.001 -0.0 0.00161 0.011 0.0 0.0
80.0 0.05 86.0 4638000.0 60.0 0.0 -0.0 1e-05 0.0 0.0 0.0
82.5 0.05 34.3821690831 3318000.0 31.0 0.0 -0.0 0.0 0.0 0.0 0.0
85.0 0.05 34.3821690831 6090000.0 18.0 0.0 -0.0 0.0 0.0 0.0 0.0
87.5 0.05 34.3821690831 3210000.0 19.0 0.0 -0.0 0.0 0.0 0.0 0.0
90.0 0.05 34.3821690831 7968000.0 8.0 0.0 -0.0 0.0 0.0 0.0 0.0
92.5 0.05 34.3821690831 2118000.0 5.0 0.0 -0.0 0.0 0.0 0.0 0.0
95.0 0.05 34.3821690831 4350000.0 4.0 0.0 -0.0 0.0 0.0 0.0 0.0
97.5 0.05 34.3821690831 348000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
100.0 0.05 34.3821690831 3372000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
102.5 0.05 34.3821690831 108000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
105.0 0.05 34.3821690831 240000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
107.5 0.05 34.3821690831 42000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
110.0 0.05 34.3821690831 138000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
112.5 1.35 34.3821690831 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
115.0 0.05 34.3821690831 18000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
117.5 0.9 34.3821690831 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
120.0 0.05 34.3821690831 30000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
122.5 0.55 34.3821690831 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
125.0 0.05 34.3821690831 24000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
127.5 0.35 34.3821690831 0.0 0.0 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
55.0 0.05 34.3821690831 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
57.5 0.05 34.3821690831 150000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
60.0 0.05 34.3821690831 36000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
62.5 1.95 34.3821690831 36000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
65.0 0.05 91.0 144000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
67.5 0.05 64.0 132000.0 6.0 -0.001 -0.0 0.00155 0.011 -0.0 0.0
70.0 0.05 35.0 834000.0 127.0 -0.065 -0.1 0.08071 0.576 -0.02 0.04
72.5 0.3 11.0 144000.0 269.0 -0.541 -0.3 0.25343 1.807 -0.16 0.72
75.0 2.6 35.0 378000.0 193.0 -0.952 -0.06 0.06327 0.451 -0.28 2.71
77.5 5.4 35.0 510000.0 106.0 -0.999 0.02 0.00161 0.011 -0.31 5.18
80.0 7.65 35.0 492000.0 118.0 -1.0 0.02 1e-05 0.0 -0.32 7.68
82.5 10.15 35.0 168000.0 47.0 -1.0 0.02 0.0 0.0 -0.33 10.18
85.0 12.85 35.0 192000.0 37.0 -1.0 0.02 0.0 0.0 -0.34 12.68
87.5 15.0 35.0 96000.0 17.0 -1.0 0.02 0.0 0.0 -0.35 15.18
90.0 17.6 35.0 102000.0 12.0 -1.0 0.02 0.0 0.0 -0.36 17.68
92.5 21.0 35.0 12000.0 1.0 -1.0 0.03 0.0 0.0 -0.37 20.17
95.0 22.6 35.0 66000.0 13.0 -1.0 0.03 0.0 0.0 -0.38 22.67
97.5 25.35 35.0 6000.0 3.0 -1.0 0.03 0.0 0.0 -0.39 25.17
100.0 27.35 35.0 48000.0 9.0 -1.0 0.03 0.0 0.0 -0.4 27.67
102.5 20.3 34.3821690831 0.0 0.0 -1.0 0.03 0.0 0.0 -0.41 30.17
105.0 33.0 35.0 0.0 11.0 -1.0 0.03 0.0 0.0 -0.42 32.67
107.5 17.85 34.3821690831 0.0 0.0 -1.0 0.03 0.0 0.0 -0.43 35.17
110.0 37.4 35.0 30000.0 8.0 -1.0 0.03 0.0 0.0 -0.44 37.67
112.5 22.05 34.3821690831 0.0 0.0 -1.0 0.03 0.0 0.0 -0.45 40.17
115.0 43.05 35.0 0.0 2.0 -1.0 0.03 0.0 0.0 -0.46 42.67
117.5 45.35 35.0 0.0 2.0 -1.0 0.03 0.0 0.0 -0.47 45.17
120.0 48.0 35.0 18000.0 9.0 -1.0 0.03 0.0 0.0 -0.48 47.67
122.5 31.05 34.3821690831 0.0 0.0 -1.0 0.03 0.0 0.0 -0.49 50.17
125.0 52.85 35.0 48000.0 17.0 -1.0 0.03 0.0 0.0 -0.5 52.67
127.5 55.5 35.0 12000.0 1.0 -1.0 0.04 0.0 0.0 -0.51 55.16

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