ASHOKLEY Options

Date: 25Nov2010 Expiry date: 25Nov2010

Underlying Price: 36.3 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
60.0 14.25 34.4112200323 8000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
70.0 3.8 34.4112200323 12000.0 38.0 0.0 -0.0 0.0 0.0 0.0 0.0
75.0 0.05 34.4112200323 376000.0 68.0 0.0 -0.0 0.0 0.0 0.0 0.0
80.0 0.05 34.4112200323 1520000.0 27.0 0.0 -0.0 0.0 0.0 0.0 0.0
85.0 0.05 34.4112200323 1476000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
90.0 0.05 34.4112200323 656000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
95.0 0.05 34.4112200323 60000.0 1.0 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 0.05 34.4112200323 124000.0 8.0 -1.0 0.02 0.0 0.0 -0.28 33.68
75.0 2.5 34.4112200323 84000.0 33.0 -1.0 0.02 0.0 0.0 -0.3 38.68
80.0 5.9 34.4112200323 52000.0 24.0 -1.0 0.02 0.0 0.0 -0.32 43.68

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