ASHOKLEY Options

Date: 26Dec2013 Expiry date: 26Dec2013

Underlying Price: 16.95 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
15.0 1.7 31.797589073 189000.0 9.0 1.0 -0.0 0.0 0.0 0.06 1.95
17.5 0.05 52.0 3366000.0 124.0 0.058 -0.02 0.34248 0.124 0.0 0.01
20.0 0.05 31.797589073 2124000.0 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
15.0 0.05 31.797589073 1575000.0 1.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
17.5 0.6 42.0 486000.0 15.0 -0.942 -0.02 0.34248 0.124 -0.07 0.55
20.0 3.15 32.0 18000.0 1.0 -1.0 0.01 0.0 0.0 -0.08 3.04

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