ASHOKLEY Options

Date: 26May2011 Expiry date: 26May2011

Underlying Price: 25.25 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
47.5 3.0 38.1745646659 312000.0 9.0 0.0 -0.0 0.0 0.0 0.0 0.0
50.0 0.45 38.1745646659 888000.0 297.0 0.0 -0.0 0.0 0.0 0.0 0.0
52.5 0.05 38.1745646659 1040000.0 41.0 0.0 -0.0 0.0 0.0 0.0 0.0
55.0 0.05 38.1745646659 944000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
60.0 0.05 38.1745646659 456000.0 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
42.5 2.95 38.1745646659 72000.0 15.0 -1.0 0.01 0.0 0.0 -0.17 17.24
47.5 0.05 38.1745646659 264000.0 2.0 -1.0 0.01 0.0 0.0 -0.19 22.24
50.0 0.05 38.1745646659 376000.0 77.0 -1.0 0.01 0.0 0.0 -0.2 24.74
52.5 1.7 38.1745646659 16000.0 1.0 -1.0 0.01 0.0 0.0 -0.21 27.24

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