ASHOKLEY Options

Date: 26Apr2018 Expiry date: 26Apr2018

Underlying Price: 162.65 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
100.0 63.0 22.0 0.0 1.0 1.0 -0.03 0.0 0.0 0.4 62.68
120.0 43.0 22.0 21000.0 1.0 1.0 -0.03 0.0 0.0 0.48 42.68
130.0 32.0 22.0 35000.0 1.0 1.0 -0.04 0.0 0.0 0.52 32.69
132.5 30.3 22.0 7000.0 1.0 1.0 -0.04 0.0 0.0 0.53 30.19
135.0 26.1 21.2797365693 56000.0 3.0 1.0 -0.04 0.0 0.0 0.54 27.69
137.5 24.55 22.0 14000.0 1.0 1.0 -0.04 0.0 0.0 0.55 25.19
140.0 22.6 22.0 49000.0 11.0 1.0 -0.04 0.0 0.0 0.56 22.69
142.5 20.15 22.0 42000.0 1.0 1.0 -0.04 0.0 0.0 0.57 20.19
145.0 17.4 22.0 546000.0 6.0 1.0 -0.04 0.0 0.0 0.58 17.69
147.5 14.9 22.0 210000.0 7.0 1.0 -0.04 0.0 0.0 0.59 15.19
150.0 12.7 22.0 1050000.0 81.0 1.0 -0.04 0.0 0.0 0.6 12.69
152.5 9.95 22.0 434000.0 34.0 1.0 -0.04 0.0 0.0 0.6 10.19
155.0 7.5 22.0 875000.0 86.0 1.0 -0.04 0.00026 0.006 0.61 7.69
157.5 5.8 47.0 553000.0 69.0 0.992 -0.07 0.00961 0.215 0.62 5.2
160.0 2.5 21.2797365693 1197000.0 511.0 0.895 -0.24 0.08349 1.865 0.57 2.8
162.5 0.3 4.5 994000.0 1678.0 0.538 -0.46 0.18215 4.069 0.34 0.97
165.0 0.05 15.25 5187000.0 4892.0 0.149 -0.26 0.10626 2.374 0.1 0.17
167.5 0.05 27.0 2338000.0 1789.0 0.015 -0.04 0.01758 0.393 0.01 0.01
170.0 0.05 38.0 2429000.0 1809.0 0.001 -0.0 0.00087 0.019 0.0 0.0
172.5 0.05 48.0 224000.0 12.0 0.0 -0.0 1e-05 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
120.0 0.05 21.2797365693 462000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
135.0 0.05 21.2797365693 728000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
137.5 0.05 21.2797365693 700000.0 2.0 0.0 -0.0 0.0 0.0 -0.0 0.0
140.0 0.05 21.2797365693 1400000.0 3.0 0.0 -0.0 0.0 0.0 -0.0 0.0
145.0 0.05 86.0 1379000.0 9.0 0.0 -0.0 0.0 0.0 -0.0 0.0
147.5 0.05 75.0 854000.0 5.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
150.0 0.05 64.0 2807000.0 50.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
152.5 0.05 52.5 1078000.0 25.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
155.0 0.05 41.0 2289000.0 67.0 -0.0 -0.0 0.00026 0.006 -0.0 0.0
157.5 0.05 29.5 1190000.0 186.0 -0.008 -0.02 0.00961 0.215 -0.0 0.01
160.0 0.05 17.5 2212000.0 758.0 -0.105 -0.19 0.08349 1.865 -0.07 0.11
162.5 0.15 5.75 819000.0 1210.0 -0.462 -0.41 0.18215 4.069 -0.3 0.78
165.0 2.15 21.2797365693 441000.0 654.0 -0.851 -0.21 0.10626 2.374 -0.56 2.47
170.0 4.5 21.2797365693 21000.0 3.0 -0.999 0.05 0.00087 0.019 -0.67 7.3

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