ASHOKLEY Options

Date: 26Nov2015 Expiry date: 26Nov2015

Underlying Price: 94.1 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
75.0 20.25 90.5 21000.0 9.0 1.0 -0.02 0.0 0.0 0.3 19.12
80.0 15.15 32.239819567 105000.0 1.0 1.0 -0.02 0.0 0.0 0.32 14.12
82.5 12.5 32.239819567 28000.0 5.0 1.0 -0.02 0.0 0.0 0.33 11.62
85.0 9.15 33.0 238000.0 24.0 1.0 -0.02 0.0 0.0 0.34 9.12
87.5 6.8 33.0 217000.0 23.0 1.0 -0.02 0.00032 0.004 0.35 6.62
90.0 4.15 33.0 847000.0 132.0 0.987 -0.06 0.01787 0.202 0.35 4.13
92.5 1.65 25.0 931000.0 190.0 0.807 -0.28 0.14322 1.622 0.29 1.83
95.0 0.1 16.5 5089000.0 1892.0 0.328 -0.35 0.18911 2.142 0.12 0.41
97.5 0.05 35.0 4123000.0 478.0 0.042 -0.09 0.04725 0.535 0.02 0.03
100.0 0.05 54.0 7539000.0 54.0 0.001 -0.0 0.00253 0.029 0.0 0.0
105.0 0.05 88.0 2198000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
110.0 0.05 32.239819567 2604000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
115.0 0.05 32.239819567 987000.0 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
62.5 0.05 32.239819567 14000.0 2.0 0.0 -0.0 0.0 0.0 -0.0 0.0
75.0 0.05 32.239819567 441000.0 7.0 0.0 -0.0 0.0 0.0 -0.0 0.0
80.0 0.05 32.239819567 1666000.0 2.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
82.5 0.05 32.239819567 784000.0 5.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
85.0 0.05 84.0 2268000.0 9.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
87.5 0.05 64.0 1225000.0 2.0 -0.0 -0.0 0.00032 0.004 -0.0 0.0
90.0 0.05 43.0 3318000.0 29.0 -0.013 -0.03 0.01787 0.202 -0.01 0.01
92.5 0.05 20.5 1988000.0 183.0 -0.193 -0.26 0.14322 1.622 -0.07 0.21
95.0 0.8 32.239819567 1281000.0 623.0 -0.672 -0.33 0.18911 2.142 -0.26 1.28
97.5 3.5 33.0 28000.0 13.0 -0.958 -0.06 0.04725 0.535 -0.37 3.41
100.0 5.2 32.239819567 168000.0 1.0 -0.999 0.02 0.00253 0.029 -0.4 5.87
110.0 15.0 32.239819567 14000.0 11.0 -1.0 0.03 0.0 0.0 -0.44 15.87
115.0 19.5 32.239819567 0.0 1.0 -1.0 0.03 0.0 0.0 -0.46 20.87

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