ASHOKLEY Options

Date: 25May2017 Expiry date: 25May2017

Underlying Price: 86.15 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
80.0 4.7 27.2797056959 175000.0 11.0 1.0 -0.02 2e-05 0.0 0.32 6.17
82.5 2.2 27.2797056959 777000.0 441.0 0.995 -0.03 0.0106 0.085 0.33 3.68
85.0 0.7 27.2797056959 1785000.0 2624.0 0.79 -0.23 0.19464 1.564 0.26 1.35
87.5 0.15 27.0 3010000.0 1079.0 0.189 -0.21 0.18298 1.47 0.06 0.15
90.0 0.05 42.0 4655000.0 445.0 0.006 -0.01 0.01128 0.091 0.0 0.0
92.5 0.05 62.0 1526000.0 7.0 0.0 -0.0 6e-05 0.0 0.0 0.0
95.0 0.05 81.0 2765000.0 13.0 0.0 -0.0 0.0 0.0 0.0 0.0
97.5 0.05 98.0 462000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
102.5 0.05 27.2797056959 210000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
105.0 0.05 27.2797056959 224000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
107.5 0.05 27.2797056959 42000.0 6.0 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
70.0 0.9 27.2797056959 567000.0 70.0 0.0 -0.0 0.0 0.0 -0.0 0.0
75.0 0.05 27.2797056959 686000.0 29.0 -0.0 -0.0 0.0 0.0 -0.0 -0.0
77.5 0.05 88.0 511000.0 69.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
80.0 0.05 66.0 2233000.0 535.0 -0.0 -0.0 2e-05 0.0 -0.0 0.0
82.5 0.1 50.0 1120000.0 657.0 -0.005 -0.01 0.0106 0.085 -0.0 0.0
85.0 0.35 37.0 1589000.0 526.0 -0.21 -0.21 0.19464 1.564 -0.07 0.18
87.5 2.0 52.0 287000.0 66.0 -0.811 -0.18 0.18298 1.47 -0.28 1.48
90.0 4.7 91.0 399000.0 34.0 -0.994 0.01 0.01128 0.091 -0.36 3.83
92.5 8.75 27.2797056959 42000.0 4.0 -1.0 0.03 6e-05 0.0 -0.37 6.32
95.0 10.05 27.2797056959 42000.0 2.0 -1.0 0.03 0.0 0.0 -0.38 8.82
102.5 18.3 27.2797056959 77000.0 4.0 -1.0 0.03 0.0 0.0 -0.41 16.32
105.0 20.0 27.2797056959 7000.0 3.0 -1.0 0.03 0.0 0.0 -0.42 18.82
107.5 22.45 27.2797056959 14000.0 9.0 -1.0 0.03 0.0 0.0 -0.43 21.32
112.5 26.35 28.0 14000.0 1.0 -1.0 0.03 0.0 0.0 -0.45 26.32

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