ASHOKLEY Options

Date: 25Oct2018 Expiry date: 25Oct2018

Underlying Price: 112.85 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
105.0 7.65 49.0 44000.0 15.0 0.991 -0.07 0.00681 0.167 0.41 7.89
110.0 2.7 48.5948834344 608000.0 131.0 0.805 -0.5 0.0798 1.96 0.35 3.26
115.0 0.05 20.5 2160000.0 2603.0 0.277 -0.59 0.09693 2.38 0.12 0.58
120.0 0.05 53.0 3580000.0 1000.0 0.024 -0.1 0.01619 0.398 0.01 0.03
125.0 0.05 80.0 2988000.0 7.0 0.0 -0.0 0.00047 0.012 0.0 0.0
130.0 0.05 48.5948834344 2712000.0 17.0 0.0 -0.0 0.0 0.0 0.0 0.0
135.0 0.05 48.5948834344 1392000.0 4.0 0.0 -0.0 0.0 0.0 0.0 0.0
140.0 0.05 48.5948834344 1568000.0 73.0 0.0 -0.0 0.0 0.0 0.0 0.0
145.0 0.05 48.5948834344 612000.0 3.0 0.0 -0.0 0.0 0.0 0.0 -0.0
150.0 0.05 48.5948834344 896000.0 10.0 0.0 -0.0 0.0 0.0 0.0 0.0
155.0 0.05 48.5948834344 456000.0 90.0 0.0 -0.0 0.0 0.0 0.0 0.0
170.0 0.05 48.5948834344 100000.0 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
90.0 0.05 48.5948834344 856000.0 5.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
95.0 0.05 48.5948834344 680000.0 11.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
100.0 0.05 95.0 1140000.0 8.0 -0.0 -0.0 4e-05 0.001 -0.0 0.0
105.0 0.05 61.0 1428000.0 195.0 -0.009 -0.04 0.00681 0.167 -0.0 0.01
110.0 0.05 26.5 1716000.0 1170.0 -0.195 -0.47 0.0798 1.96 -0.09 0.38
115.0 2.05 18.0 628000.0 714.0 -0.723 -0.55 0.09693 2.38 -0.33 2.7
120.0 7.1 49.0 328000.0 86.0 -0.976 -0.06 0.01619 0.398 -0.47 7.15
125.0 12.0 49.0 52000.0 11.0 -1.0 0.03 0.00047 0.012 -0.5 12.12
130.0 17.5 49.0 52000.0 13.0 -1.0 0.04 0.0 0.0 -0.52 17.11
135.0 23.3 48.5948834344 12000.0 1.0 -1.0 0.04 0.0 0.0 -0.54 22.11
140.0 27.5 49.0 36000.0 6.0 -1.0 0.04 0.0 0.0 -0.56 27.11
145.0 31.65 49.0 8000.0 5.0 -1.0 0.04 0.0 0.0 -0.58 32.11
150.0 36.25 49.0 4000.0 12.0 -1.0 0.04 0.0 0.0 -0.6 37.11
155.0 43.0 49.0 4000.0 1.0 -1.0 0.04 0.0 0.0 -0.61 42.11
170.0 56.5 49.0 36000.0 3.0 -1.0 0.05 0.0 0.0 -0.67 57.1

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