ASHOKLEY Options

Date: 26Dec2019 Expiry date: 26Dec2019

Underlying Price: 79.45 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
47.5 32.5 24.0 24000.0 2.0 1.0 -0.01 0.0 0.0 0.19 31.96
50.0 27.5 23.177119468 0.0 0.0 1.0 -0.01 0.0 0.0 0.2 29.46
52.5 25.75 24.0 0.0 0.0 1.0 -0.01 0.0 0.0 0.21 26.96
55.0 24.1 24.0 0.0 0.0 1.0 -0.02 0.0 0.0 0.22 24.47
57.5 22.5 24.0 0.0 0.0 1.0 -0.02 0.0 0.0 0.23 21.97
60.0 21.05 23.177119468 0.0 0.0 1.0 -0.02 0.0 0.0 0.24 19.47
62.5 19.65 86.5 0.0 0.0 1.0 -0.02 0.0 0.0 0.25 16.97
65.0 15.55 23.177119468 12000.0 0.0 1.0 -0.02 0.0 0.0 0.26 14.47
67.5 13.75 45.875 36000.0 0.0 1.0 -0.02 0.0 0.0 0.27 11.97
70.0 10.0 97.0 234000.0 47.0 1.0 -0.02 0.0 0.0 0.28 9.47
72.5 7.95 23.177119468 42000.0 0.0 1.0 -0.02 0.0 0.0 0.29 6.97
75.0 4.3 24.0 84000.0 41.0 1.0 -0.02 0.00013 0.001 0.3 4.47
77.5 1.8 23.177119468 126000.0 36.0 0.958 -0.07 0.07724 0.448 0.29 1.99
80.0 0.05 11.0 864000.0 642.0 0.328 -0.22 0.31138 1.808 0.1 0.25
82.5 0.05 38.0 1824000.0 395.0 0.005 -0.01 0.01319 0.077 0.0 0.0
85.0 0.05 61.0 4254000.0 205.0 0.0 -0.0 1e-05 0.0 0.0 0.0
87.5 0.05 81.0 1074000.0 12.0 0.0 -0.0 0.0 0.0 0.0 0.0
90.0 0.05 23.177119468 2802000.0 18.0 0.0 -0.0 0.0 0.0 0.0 0.0
92.5 0.05 23.177119468 684000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
95.0 0.05 23.177119468 1332000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
97.5 0.05 23.177119468 1170000.0 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
47.5 0.05 23.177119468 66000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
50.0 0.05 23.177119468 24000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
52.5 0.05 23.177119468 12000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
55.0 4.75 23.177119468 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
57.5 0.1 23.177119468 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
60.0 0.05 23.177119468 276000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
62.5 0.05 23.177119468 132000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
65.0 0.05 23.177119468 498000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
67.5 0.05 23.177119468 324000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
70.0 0.05 23.177119468 1638000.0 12.0 0.0 -0.0 0.0 0.0 -0.0 0.0
72.5 0.05 79.0 576000.0 7.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
75.0 0.05 54.0 1140000.0 15.0 -0.0 -0.0 0.00013 0.001 -0.0 0.0
77.5 0.05 28.0 726000.0 35.0 -0.042 -0.05 0.07724 0.448 -0.01 0.02
80.0 0.65 17.0 522000.0 417.0 -0.672 -0.19 0.31138 1.808 -0.22 0.78
82.5 3.2 30.0 102000.0 64.0 -0.995 0.01 0.01319 0.077 -0.33 3.03
85.0 5.75 24.0 84000.0 18.0 -1.0 0.02 1e-05 0.0 -0.34 5.53
87.5 7.95 24.0 24000.0 2.0 -1.0 0.02 0.0 0.0 -0.35 8.03
90.0 10.15 24.0 72000.0 16.0 -1.0 0.02 0.0 0.0 -0.36 10.53
92.5 15.0 23.177119468 6000.0 0.0 -1.0 0.03 0.0 0.0 -0.37 13.02
95.0 15.9 24.0 36000.0 4.0 -1.0 0.03 0.0 0.0 -0.38 15.52
97.5 17.75 24.0 30000.0 3.0 -1.0 0.03 0.0 0.0 -0.39 18.02

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