ASHOKLEY Options

Date: 25Mar2010 Expiry date: 25Mar2010

Underlying Price: 27.15 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
50.0 4.25 37.1143011173 114600.0 7.0 0.0 -0.0 0.0 0.0 0.0 0.0
52.5 1.75 37.1143011173 382000.0 45.0 0.0 -0.0 0.0 0.0 0.0 0.0
55.0 0.05 37.1143011173 1050500.0 11.0 0.0 -0.0 0.0 0.0 0.0 0.0
70.0 0.05 37.1143011173 19100.0 2.0 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
50.0 0.05 37.1143011173 563450.0 3.0 -1.0 0.01 0.0 0.0 -0.2 22.84
52.5 0.05 37.1143011173 257850.0 30.0 -1.0 0.01 0.0 0.0 -0.21 25.34
55.0 1.85 37.1143011173 66850.0 2.0 -1.0 0.02 0.0 0.0 -0.22 27.83

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