ASHOKLEY Options

Date: 26Jul2012 Expiry date: 26Jul2012

Underlying Price: 21.2 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
22.5 0.05 74.0 520000.0 40.0 0.002 -0.0 0.01727 0.01 0.0 0.0
25.0 0.05 33.3336417967 2688000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
30.0 0.05 33.3336417967 944000.0 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
20.0 0.05 74.0 280000.0 4.0 -0.003 -0.0 0.01785 0.011 -0.0 0.0
22.5 1.25 34.0 632000.0 110.0 -0.998 0.0 0.01727 0.01 -0.09 1.29
25.0 4.1 33.3336417967 592000.0 19.0 -1.0 0.01 0.0 0.0 -0.1 3.79

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