ASHOKLEY Options

Date: 27Apr2017 Expiry date: 27Apr2017

Underlying Price: 86.7 Trading Days to Expiry: 1.0 Risk Free Interest Rate: 7%

Click here to understand option greeks.
Call Options
Strike Price Option Price Implied Volatility Open Interest Number of Contracts Delta Theta Gamma Vega Rho Black Scholes Price
75.0 12.0 24.0 7000.0 1.0 1.0 -0.02 0.0 0.0 0.3 11.72
80.0 7.05 24.0 133000.0 3.0 1.0 -0.02 0.0 0.0 0.32 6.72
82.5 4.0 23.2146462143 399000.0 5.0 1.0 -0.02 0.0009 0.006 0.33 4.22
85.0 1.55 23.2146462143 1680000.0 168.0 0.916 -0.12 0.12137 0.84 0.31 1.77
87.5 0.05 13.0 2499000.0 827.0 0.274 -0.22 0.26258 1.818 0.09 0.21
90.0 0.05 37.0 4977000.0 526.0 0.006 -0.01 0.01288 0.089 0.0 0.0
92.5 0.05 58.0 1575000.0 2.0 0.0 -0.0 2e-05 0.0 0.0 0.0
95.0 0.05 76.0 1876000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
100.0 0.05 23.2146462143 1939000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
102.5 0.05 23.2146462143 266000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
105.0 0.05 23.2146462143 210000.0 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
75.0 0.05 23.2146462143 658000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
80.0 0.05 70.0 1708000.0 5.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
82.5 0.05 47.5 889000.0 6.0 -0.0 -0.0 0.0009 0.006 -0.0 0.0
85.0 0.05 23.5 2184000.0 195.0 -0.084 -0.1 0.12137 0.84 -0.03 0.05
87.5 0.85 17.0 875000.0 179.0 -0.726 -0.19 0.26258 1.818 -0.25 0.99
90.0 3.35 24.0 231000.0 40.0 -0.994 0.01 0.01288 0.089 -0.36 3.28
95.0 8.4 24.0 21000.0 3.0 -1.0 0.03 0.0 0.0 -0.38 8.27
97.5 10.35 24.0 7000.0 1.0 -1.0 0.03 0.0 0.0 -0.39 10.77
100.0 12.95 24.0 14000.0 1.0 -1.0 0.03 0.0 0.0 -0.4 13.27
102.5 15.25 24.0 154000.0 1.0 -1.0 0.03 0.0 0.0 -0.41 15.77
105.0 18.05 24.0 0.0 2.0 -1.0 0.03 0.0 0.0 -0.42 18.27
107.5 20.0 24.0 7000.0 3.0 -1.0 0.03 0.0 0.0 -0.43 20.77
112.5 25.9 24.0 0.0 2.0 -1.0 0.03 0.0 0.0 -0.45 25.77

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play