ASHOKLEY Options

Date: 25Oct2012 Expiry date: 25Oct2012

Underlying Price: 23.2 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
22.5 0.75 28.0 56000.0 2.0 1.0 -0.01 0.00651 0.002 0.09 0.71
25.0 0.05 85.0 1752000.0 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
22.5 0.05 46.0 592000.0 2.0 -0.0 -0.0 0.00651 0.002 -0.0 0.0
25.0 1.7 14.6071665777 136000.0 11.0 -1.0 0.01 0.0 0.0 -0.1 1.79

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