ASHOKLEY Options

Date: 26Jul2018 Expiry date: 26Jul2018

Underlying Price: 112.05 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
100.0 12.0 67.0 36000.0 11.0 0.997 -0.05 0.00193 0.064 0.4 12.08
105.0 6.9 67.0 224000.0 94.0 0.943 -0.29 0.02432 0.803 0.39 7.19
110.0 1.85 66.2646074117 1400000.0 1550.0 0.681 -0.86 0.07639 2.522 0.29 3.07
115.0 0.05 26.5 4984000.0 2604.0 0.276 -0.79 0.07147 2.359 0.12 0.78
120.0 0.05 58.0 7932000.0 2273.0 0.053 -0.26 0.02317 0.765 0.02 0.1
125.0 0.05 85.0 5560000.0 157.0 0.005 -0.03 0.00296 0.098 0.0 0.01
130.0 0.05 66.2646074117 7988000.0 83.0 0.0 -0.0 0.00017 0.006 0.0 0.0
135.0 0.05 66.2646074117 7736000.0 19.0 0.0 -0.0 0.0 0.0 0.0 0.0
140.0 0.05 66.2646074117 9080000.0 53.0 0.0 -0.0 0.0 0.0 0.0 0.0
145.0 0.05 66.2646074117 3564000.0 23.0 0.0 -0.0 0.0 0.0 0.0 0.0
150.0 0.05 66.2646074117 4980000.0 5.0 0.0 -0.0 0.0 0.0 0.0 0.0
155.0 0.05 66.2646074117 816000.0 9.0 0.0 -0.0 0.0 0.0 0.0 0.0
160.0 0.05 66.2646074117 1164000.0 25.0 0.0 -0.0 0.0 0.0 0.0 0.0
165.0 0.05 66.2646074117 164000.0 6.0 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
90.0 0.05 66.2646074117 824000.0 1.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
95.0 0.05 66.2646074117 1016000.0 11.0 -0.0 -0.0 3e-05 0.001 -0.0 0.0
100.0 0.05 90.0 2552000.0 157.0 -0.003 -0.02 0.00193 0.064 -0.0 0.0
105.0 0.05 56.0 1752000.0 323.0 -0.057 -0.26 0.02432 0.803 -0.03 0.11
110.0 0.05 21.0 2408000.0 1816.0 -0.319 -0.83 0.07639 2.522 -0.15 0.99
115.0 3.0 40.0 592000.0 204.0 -0.724 -0.76 0.07147 2.359 -0.34 3.7
120.0 8.05 67.0 592000.0 128.0 -0.947 -0.22 0.02317 0.765 -0.45 8.02
125.0 13.0 67.0 404000.0 110.0 -0.995 0.0 0.00296 0.098 -0.49 12.92
130.0 18.1 67.0 552000.0 104.0 -1.0 0.03 0.00017 0.006 -0.52 17.91
135.0 23.1 67.0 204000.0 35.0 -1.0 0.04 0.0 0.0 -0.54 22.91
140.0 28.15 67.0 156000.0 40.0 -1.0 0.04 0.0 0.0 -0.56 27.91
145.0 33.0 67.0 100000.0 32.0 -1.0 0.04 0.0 0.0 -0.58 32.91
150.0 38.0 67.0 28000.0 9.0 -1.0 0.04 0.0 0.0 -0.6 37.91
155.0 43.3 67.0 80000.0 9.0 -1.0 0.04 0.0 0.0 -0.61 42.91
160.0 48.0 67.0 20000.0 36.0 -1.0 0.04 0.0 0.0 -0.63 47.91
165.0 53.0 67.0 12000.0 1.0 -1.0 0.05 0.0 0.0 -0.65 52.9
170.0 58.5 67.0 12000.0 3.0 -1.0 0.05 0.0 0.0 -0.67 57.9

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