ASHOKLEY Options

Date: 25Jun2015 Expiry date: 25Jun2015

Underlying Price: 69.9 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
52.5 17.5 30.0 4000.0 1.0 1.0 -0.01 0.0 0.0 0.21 17.41
55.0 14.55 30.0 8000.0 1.0 1.0 -0.02 0.0 0.0 0.22 14.92
60.0 10.8 56.75 80000.0 13.0 1.0 -0.02 0.0 0.0 0.24 9.92
62.5 7.1 30.0 52000.0 1.0 1.0 -0.02 0.0 0.0 0.25 7.42
65.0 5.0 30.0 292000.0 79.0 1.0 -0.02 0.00013 0.001 0.26 4.92
67.5 2.35 30.0 932000.0 77.0 0.972 -0.06 0.05017 0.287 0.26 2.43
70.0 0.15 11.0 2668000.0 2542.0 0.479 -0.27 0.3066 1.754 0.13 0.48
72.5 0.05 38.0 4668000.0 590.0 0.026 -0.04 0.04676 0.268 0.01 0.01
75.0 0.05 64.0 5276000.0 4.0 0.0 -0.0 0.00026 0.001 0.0 0.0
80.0 0.05 29.513896659 2492000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
90.0 0.05 29.513896659 288000.0 7.0 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
52.5 0.05 29.513896659 8000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
60.0 0.05 29.513896659 2112000.0 2.0 -0.0 -0.0 0.0 0.0 -0.0 -0.0
62.5 0.05 96.0 992000.0 2.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
65.0 0.05 67.0 2988000.0 31.0 -0.0 -0.0 0.00013 0.001 -0.0 0.0
67.5 0.05 38.0 1872000.0 245.0 -0.028 -0.04 0.05017 0.287 -0.01 0.01
70.0 0.1 3.0 2712000.0 1191.0 -0.521 -0.25 0.3066 1.754 -0.15 0.56
72.5 2.2 29.513896659 168000.0 24.0 -0.974 -0.02 0.04676 0.268 -0.28 2.59
75.0 5.0 30.0 100000.0 13.0 -1.0 0.02 0.00026 0.001 -0.3 5.08
80.0 9.5 29.513896659 72000.0 21.0 -1.0 0.02 0.0 0.0 -0.32 10.08
90.0 20.15 30.0 0.0 7.0 -1.0 0.02 0.0 0.0 -0.36 20.08

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