ASHOKLEY Options

Date: 27Dec2012 Expiry date: 27Dec2012

Underlying Price: 26.85 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
25.0 1.85 26.0 56000.0 4.0 1.0 -0.01 4e-05 0.0 0.1 1.86
27.5 0.05 37.0 1712000.0 35.0 0.07 -0.03 0.31402 0.227 0.01 0.01
30.0 0.05 25.3042182593 3760000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
32.5 0.05 25.3042182593 1344000.0 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
25.0 0.05 81.0 1248000.0 1.0 -0.0 -0.0 4e-05 0.0 -0.0 0.0
27.5 0.65 26.0 544000.0 35.0 -0.93 -0.02 0.31402 0.227 -0.1 0.66
30.0 3.25 26.0 24000.0 3.0 -1.0 0.01 0.0 0.0 -0.12 3.14

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