ASHOKLEY Options

Date: 26Oct2017 Expiry date: 26Oct2017

Underlying Price: 131.15 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
90.0 38.8 26.5728024231 0.0 1.0 1.0 -0.02 0.0 0.0 0.36 41.17
97.5 34.0 27.0 7000.0 3.0 1.0 -0.03 0.0 0.0 0.39 33.68
110.0 22.0 27.0 42000.0 7.0 1.0 -0.03 0.0 0.0 0.44 21.18
115.0 16.35 27.0 210000.0 13.0 1.0 -0.03 0.0 0.0 0.46 16.18
117.5 14.7 26.5728024231 140000.0 9.0 1.0 -0.03 0.0 0.0 0.47 13.68
120.0 11.25 27.0 679000.0 59.0 1.0 -0.03 0.0 0.0 0.48 11.18
122.5 8.95 27.0 182000.0 13.0 1.0 -0.03 4e-05 0.001 0.49 8.68
125.0 6.2 27.0 931000.0 121.0 0.998 -0.04 0.00276 0.05 0.49 6.19
127.5 3.65 27.0 924000.0 424.0 0.956 -0.14 0.04204 0.762 0.48 3.72
130.0 1.0 26.5728024231 2975000.0 2265.0 0.709 -0.4 0.15614 2.832 0.36 1.59
132.5 0.1 15.5 1295000.0 1100.0 0.279 -0.38 0.153 2.775 0.14 0.38
135.0 0.05 28.0 2443000.0 890.0 0.044 -0.1 0.04259 0.773 0.02 0.04
137.5 0.05 41.5 700000.0 74.0 0.003 -0.01 0.00361 0.065 0.0 0.0
140.0 0.05 54.0 2191000.0 15.0 0.0 -0.0 0.0001 0.002 0.0 0.0
142.5 0.05 66.0 210000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
145.0 0.05 77.0 91000.0 2.0 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
97.5 0.05 26.5728024231 112000.0 2.0 0.0 -0.0 0.0 0.0 -0.0 0.0
107.5 0.05 26.5728024231 217000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
110.0 0.05 26.5728024231 1729000.0 2.0 0.0 -0.0 0.0 0.0 -0.0 0.0
112.5 0.05 26.5728024231 420000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
115.0 0.05 99.0 1470000.0 12.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
117.5 0.05 85.0 728000.0 24.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
120.0 0.05 71.0 2737000.0 167.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
122.5 0.05 57.0 798000.0 42.0 -0.0 -0.0 4e-05 0.001 -0.0 0.0
125.0 0.05 43.0 1750000.0 329.0 -0.002 -0.01 0.00276 0.05 -0.0 0.0
127.5 0.05 28.0 1491000.0 467.0 -0.044 -0.1 0.04204 0.762 -0.02 0.04
130.0 0.1 14.5 2135000.0 729.0 -0.291 -0.37 0.15614 2.832 -0.15 0.4
132.5 1.5 22.0 28000.0 4.0 -0.721 -0.34 0.153 2.775 -0.38 1.69
140.0 11.0 26.5728024231 14000.0 1.0 -1.0 0.04 0.0001 0.002 -0.56 8.81

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