ASHOKLEY Options

Date: 26Sep2019 Expiry date: 26Sep2019

Underlying Price: 73.5 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
40.0 35.5 75.8037775161 0.0 0.0 1.0 -0.01 0.0 0.0 0.16 33.51
42.5 33.0 75.8037775161 0.0 0.0 1.0 -0.01 0.0 0.0 0.17 31.01
45.0 34.9 75.8037775161 0.0 0.0 1.0 -0.01 0.0 0.0 0.18 28.51
47.5 34.6 94.7431640625 0.0 0.0 1.0 -0.01 0.0 0.0 0.19 26.01
50.0 24.65 76.0 24000.0 4.0 1.0 -0.01 0.0 0.0 0.2 23.51
52.5 13.45 20.0 6000.0 0.0 1.0 -0.01 0.0 0.0 0.21 21.01
55.0 16.5 53.0 30000.0 1.0 1.0 -0.02 0.0 0.0 0.22 18.52
57.5 16.45 76.0 126000.0 2.0 1.0 -0.02 0.0 0.0 0.23 16.02
60.0 13.75 76.0 870000.0 23.0 1.0 -0.02 1e-05 0.0 0.24 13.52
62.5 10.75 76.0 510000.0 55.0 1.0 -0.02 0.00032 0.005 0.25 11.02
65.0 8.75 76.0 612000.0 92.0 0.995 -0.04 0.00384 0.062 0.26 8.52
67.5 6.15 76.0 462000.0 82.0 0.965 -0.15 0.02197 0.357 0.26 6.07
70.0 3.55 69.0 762000.0 341.0 0.853 -0.42 0.06541 1.063 0.23 3.79
72.5 1.1 26.0 570000.0 817.0 0.624 -0.68 0.10813 1.757 0.17 1.96
75.0 0.1 29.5 804000.0 1217.0 0.347 -0.65 0.10522 1.71 0.1 0.8
77.5 0.05 51.0 1008000.0 276.0 0.14 -0.39 0.06344 1.031 0.04 0.25
80.0 0.05 74.0 1926000.0 247.0 0.04 -0.15 0.0248 0.403 0.01 0.06
82.5 0.05 95.0 456000.0 16.0 0.008 -0.04 0.00655 0.106 0.0 0.01
85.0 0.05 75.8037775161 1560000.0 42.0 0.001 -0.01 0.00121 0.02 0.0 0.0
87.5 0.05 75.8037775161 24000.0 3.0 0.0 -0.0 0.00016 0.003 0.0 0.0
90.0 0.05 75.8037775161 780000.0 5.0 0.0 -0.0 2e-05 0.0 0.0 0.0
92.5 6.25 75.8037775161 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
95.0 0.05 75.8037775161 12000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
97.5 4.55 75.8037775161 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
100.0 0.05 75.8037775161 90000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
102.5 3.25 75.8037775161 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
105.0 2.7 75.8037775161 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
107.5 2.25 75.8037775161 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 -0.0
110.0 1.9 75.8037775161 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
112.5 1.55 75.8037775161 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
115.0 1.0 75.8037775161 24000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
117.5 1.05 75.8037775161 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
120.0 0.9 75.8037775161 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
122.5 0.05 75.8037775161 12000.0 0.0 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
40.0 0.05 75.8037775161 408000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
42.5 0.05 75.8037775161 12000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
45.0 0.05 75.8037775161 396000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
47.5 0.05 75.8037775161 66000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
50.0 0.05 75.8037775161 1368000.0 3.0 -0.0 -0.0 0.0 0.0 -0.0 -0.0
52.5 0.05 75.8037775161 426000.0 2.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
55.0 0.05 75.8037775161 1536000.0 5.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
57.5 0.05 75.8037775161 1008000.0 4.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
60.0 0.05 75.8037775161 1830000.0 16.0 -0.0 -0.0 1e-05 0.0 -0.0 0.0
62.5 0.05 75.8037775161 756000.0 21.0 -0.0 -0.0 0.00032 0.005 -0.0 0.0
65.0 0.05 75.8037775161 1704000.0 115.0 -0.005 -0.02 0.00384 0.062 -0.0 0.01
67.5 0.05 76.0 894000.0 124.0 -0.035 -0.13 0.02197 0.357 -0.01 0.05
70.0 0.05 48.0 1386000.0 743.0 -0.147 -0.4 0.06541 1.063 -0.04 0.27
72.5 0.05 19.0 546000.0 394.0 -0.376 -0.66 0.10813 1.757 -0.11 0.94
75.0 1.85 55.0 228000.0 102.0 -0.653 -0.63 0.10522 1.71 -0.2 2.28
77.5 4.05 76.0 126000.0 61.0 -0.86 -0.37 0.06344 1.031 -0.27 4.22
80.0 6.4 76.0 78000.0 7.0 -0.96 -0.13 0.0248 0.403 -0.31 6.53
82.5 10.1 75.8037775161 42000.0 4.0 -0.992 -0.02 0.00655 0.106 -0.32 8.99
85.0 11.75 76.0 42000.0 13.0 -0.999 0.02 0.00121 0.02 -0.34 11.48
87.5 14.45 76.0 30000.0 5.0 -1.0 0.02 0.00016 0.003 -0.35 13.98
90.0 16.8 76.0 48000.0 10.0 -1.0 0.02 2e-05 0.0 -0.36 16.48
92.5 28.2 75.8037775161 0.0 0.0 -1.0 0.03 0.0 0.0 -0.37 18.97
95.0 22.0 76.0 0.0 6.0 -1.0 0.03 0.0 0.0 -0.38 21.47
97.5 12.4 54.671875 0.0 0.0 -1.0 0.03 0.0 0.0 -0.39 23.97
100.0 26.5 76.0 30000.0 21.0 -1.0 0.03 0.0 0.0 -0.4 26.47
102.5 16.05 44.75 0.0 0.0 -1.0 0.03 0.0 0.0 -0.41 28.97
105.0 38.9 75.8037775161 6000.0 1.0 -1.0 0.03 0.0 0.0 -0.42 31.47
107.5 19.95 75.8037775161 0.0 0.0 -1.0 0.03 0.0 0.0 -0.43 33.97
110.0 44.95 85.3432617187 6000.0 2.0 -1.0 0.03 0.0 0.0 -0.44 36.47
112.5 24.2 75.8037775161 0.0 0.0 -1.0 0.03 0.0 0.0 -0.45 38.97
115.0 26.35 75.8037775161 0.0 0.0 -1.0 0.03 0.0 0.0 -0.46 41.47
117.5 28.6 75.8037775161 0.0 0.0 -1.0 0.03 0.0 0.0 -0.47 43.97
120.0 47.2 76.0 6000.0 3.0 -1.0 0.03 0.0 0.0 -0.48 46.47
122.5 48.8 76.0 12000.0 0.0 -1.0 0.03 0.0 0.0 -0.49 48.97

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