ASHOKLEY Options

Date: 26Feb2015 Expiry date: 26Feb2015

Underlying Price: 64.9 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
50.0 16.8 56.1948242187 32000.0 2.0 1.0 -0.01 0.0 0.0 0.2 14.91
52.5 12.55 50.0 56000.0 1.0 1.0 -0.01 0.0 0.0 0.21 12.41
55.0 10.0 50.0 72000.0 15.0 1.0 -0.02 0.0 0.0 0.22 9.92
60.0 4.9 50.0 1152000.0 27.0 0.995 -0.03 0.00751 0.062 0.24 4.92
62.5 2.3 49.1627767901 728000.0 36.0 0.893 -0.2 0.09189 0.755 0.22 2.52
65.0 0.2 15.0 2504000.0 278.0 0.49 -0.41 0.19845 1.631 0.12 0.76
67.5 0.05 41.0 6304000.0 1449.0 0.107 -0.19 0.09158 0.753 0.03 0.1
70.0 0.05 69.0 11528000.0 306.0 0.008 -0.02 0.01067 0.088 0.0 0.01
72.5 0.05 94.0 4992000.0 16.0 0.0 -0.0 0.00036 0.003 0.0 0.0
75.0 0.05 49.1627767901 6736000.0 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
52.5 0.05 49.1627767901 448000.0 1.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
55.0 0.05 49.1627767901 1136000.0 6.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
60.0 0.05 73.0 3000000.0 15.0 -0.005 -0.02 0.00751 0.062 -0.0 0.0
62.5 0.05 41.0 1016000.0 17.0 -0.107 -0.18 0.09189 0.755 -0.03 0.1
65.0 0.15 6.0 3400000.0 1377.0 -0.51 -0.39 0.19845 1.631 -0.13 0.84
67.5 2.6 50.0 2424000.0 350.0 -0.893 -0.17 0.09158 0.753 -0.24 2.68
70.0 5.05 50.0 840000.0 64.0 -0.992 -0.0 0.01067 0.088 -0.28 5.09
75.0 9.0 49.1627767901 40000.0 1.0 -1.0 0.02 0.0 0.0 -0.3 10.08

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