ASHOKLEY Options

Date: 26Feb2014 Expiry date: 26Feb2014

Underlying Price: 15.7 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 0.65 25.5578358798 360000.0 22.0 0.998 -0.01 0.02656 0.007 0.06 0.7
17.5 0.05 25.5578358798 4815000.0 3.0 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 68.0 2475000.0 5.0 -0.002 -0.0 0.02656 0.007 -0.0 0.0
17.5 1.9 90.0 480000.0 46.0 -1.0 0.0 0.0 0.0 -0.07 1.8

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