ASHOKLEY Options

Date: 27Dec2018 Expiry date: 27Dec2018

Underlying Price: 103.0 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
70.0 51.75 78.4765625 0.0 0.0 1.0 -0.02 0.0 0.0 0.28 33.02
75.0 46.85 68.828125 0.0 0.0 1.0 -0.02 0.0 0.0 0.3 28.02
80.0 42.05 30.7804962552 0.0 0.0 1.0 -0.02 0.0 0.0 0.32 23.02
85.0 19.85 63.0 4000.0 0.0 1.0 -0.02 0.0 0.0 0.34 18.02
90.0 14.6 30.7804962552 20000.0 0.0 1.0 -0.02 0.0 0.0 0.36 13.02
95.0 9.2 30.7804962552 44000.0 1.0 1.0 -0.03 3e-05 0.0 0.38 8.03
100.0 3.2 31.0 336000.0 97.0 0.939 -0.15 0.06024 0.781 0.37 3.08
105.0 0.05 21.5 4560000.0 2649.0 0.167 -0.25 0.12508 1.621 0.07 0.18
110.0 0.05 57.0 6828000.0 941.0 0.0 -0.0 0.00069 0.009 0.0 0.0
115.0 0.05 87.0 5568000.0 10.0 0.0 -0.0 0.0 0.0 0.0 0.0
120.0 0.05 30.7804962552 4800000.0 15.0 0.0 -0.0 0.0 0.0 0.0 -0.0
125.0 0.05 30.7804962552 1552000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
130.0 0.05 30.7804962552 1700000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
135.0 0.05 30.7804962552 548000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
140.0 0.05 30.7804962552 1088000.0 6.0 0.0 -0.0 0.0 0.0 0.0 0.0
145.0 0.05 30.7804962552 32000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
150.0 0.05 30.7804962552 612000.0 12.0 0.0 -0.0 0.0 0.0 0.0 0.0
155.0 0.05 30.7804962552 4000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
160.0 0.05 30.7804962552 16000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
165.0 0.1 30.7804962552 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
170.0 0.05 30.7804962552 24000.0 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
70.0 2.95 30.7804962552 80000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
75.0 0.05 30.7804962552 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
80.0 0.05 30.7804962552 572000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
85.0 0.05 30.7804962552 900000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
90.0 0.05 30.7804962552 2888000.0 39.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
95.0 0.05 68.0 1864000.0 69.0 -0.0 -0.0 3e-05 0.0 -0.0 0.0
100.0 0.05 30.5 3040000.0 282.0 -0.061 -0.12 0.06024 0.781 -0.03 0.05
105.0 1.6 30.7804962552 1568000.0 620.0 -0.833 -0.22 0.12508 1.621 -0.35 2.15
110.0 6.8 31.0 504000.0 139.0 -1.0 0.03 0.00069 0.009 -0.44 6.97
115.0 12.0 31.0 64000.0 5.0 -1.0 0.03 0.0 0.0 -0.46 11.97
120.0 15.4 30.7804962552 44000.0 12.0 -1.0 0.03 0.0 0.0 -0.48 16.97
125.0 20.5 30.7804962552 36000.0 2.0 -1.0 0.03 0.0 0.0 -0.5 21.97
130.0 25.5 30.7804962552 32000.0 4.0 -1.0 0.04 0.0 0.0 -0.52 26.96
135.0 34.05 55.46875 12000.0 0.0 -1.0 0.04 0.0 0.0 -0.54 31.96
140.0 35.75 31.0 8000.0 7.0 -1.0 0.04 0.0 0.0 -0.56 36.96
145.0 41.75 31.0 8000.0 4.0 -1.0 0.04 0.0 0.0 -0.58 41.96
150.0 45.6 31.0 16000.0 14.0 -1.0 0.04 0.0 0.0 -0.6 46.96
155.0 33.4 30.7804962552 0.0 0.0 -1.0 0.04 0.0 0.0 -0.61 51.96
160.0 55.65 31.0 0.0 1.0 -1.0 0.04 0.0 0.0 -0.63 56.96
165.0 57.7 30.7804962552 0.0 0.0 -1.0 0.05 0.0 0.0 -0.65 61.95
170.0 67.1 31.0 8000.0 3.0 -1.0 0.05 0.0 0.0 -0.67 66.95

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