ASHOKLEY Options

Date: 26Mar2015 Expiry date: 26Mar2015

Underlying Price: 68.45 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
50.0 18.2 37.0 16000.0 2.0 1.0 -0.01 0.0 0.0 0.2 18.46
55.0 13.45 37.0 40000.0 11.0 1.0 -0.02 0.0 0.0 0.22 13.47
60.0 8.0 36.8211026699 56000.0 10.0 1.0 -0.02 0.0 0.0 0.24 8.47
62.5 6.05 37.0 8000.0 1.0 1.0 -0.02 0.00011 0.001 0.25 5.97
65.0 3.2 36.8211026699 176000.0 14.0 0.988 -0.04 0.01985 0.136 0.25 3.47
67.5 0.85 36.8211026699 2264000.0 1287.0 0.734 -0.27 0.20657 1.414 0.19 1.23
70.0 0.05 26.5 6568000.0 1060.0 0.173 -0.21 0.16129 1.104 0.05 0.15
72.5 0.05 55.0 4864000.0 24.0 0.007 -0.02 0.01235 0.085 0.0 0.0
75.0 0.05 80.0 10096000.0 5.0 0.0 -0.0 0.00012 0.001 0.0 0.0
77.5 0.05 36.8211026699 3912000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
80.0 0.05 36.8211026699 9120000.0 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
50.0 0.05 36.8211026699 256000.0 2.0 0.0 -0.0 0.0 0.0 -0.0 0.0
55.0 0.05 36.8211026699 656000.0 6.0 0.0 -0.0 0.0 0.0 -0.0 0.0
60.0 0.05 36.8211026699 1616000.0 10.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
62.5 0.05 81.0 848000.0 2.0 -0.0 -0.0 0.00011 0.001 -0.0 0.0
65.0 0.05 51.0 2152000.0 90.0 -0.012 -0.02 0.01985 0.136 -0.0 0.01
67.5 0.05 19.5 4632000.0 1311.0 -0.266 -0.26 0.20657 1.414 -0.07 0.26
70.0 1.75 37.0 2240000.0 236.0 -0.827 -0.19 0.16129 1.104 -0.23 1.68
72.5 4.2 37.0 1112000.0 40.0 -0.993 0.0 0.01235 0.085 -0.29 4.03
75.0 6.7 37.0 432000.0 12.0 -1.0 0.02 0.00012 0.001 -0.3 6.53
77.5 9.0 37.0 24000.0 1.0 -1.0 0.02 0.0 0.0 -0.31 9.03
80.0 11.65 37.0 24000.0 4.0 -1.0 0.02 0.0 0.0 -0.32 11.53

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