ASHOKLEY Options

Date: 27Feb2020 Expiry date: 27Feb2020

Underlying Price: 76.0 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
57.5 27.5 59.7358398438 16000.0 0.0 1.0 -0.02 0.0 0.0 0.23 18.52
60.0 23.05 71.5 0.0 0.0 1.0 -0.02 0.0 0.0 0.24 16.02
62.5 20.95 39.0307046648 0.0 0.0 1.0 -0.02 0.0 0.0 0.25 13.52
65.0 18.9 39.0307046648 0.0 0.0 1.0 -0.02 0.0 0.0 0.26 11.02
67.5 16.95 39.0307046648 0.0 0.0 1.0 -0.02 0.0 0.0 0.27 8.52
70.0 5.65 39.0307046648 16000.0 1.0 1.0 -0.02 0.00073 0.007 0.28 6.02
72.5 10.0 39.0307046648 48000.0 0.0 0.974 -0.08 0.03245 0.29 0.28 3.54
75.0 1.8 60.0 232000.0 237.0 0.713 -0.33 0.1823 1.631 0.21 1.36
77.5 0.05 23.5 808000.0 726.0 0.22 -0.28 0.15859 1.419 0.07 0.23
80.0 0.05 49.0 3200000.0 413.0 0.02 -0.04 0.02545 0.228 0.01 0.01
82.5 0.05 72.0 3224000.0 137.0 0.0 -0.0 0.00088 0.008 0.0 0.0
85.0 0.05 92.0 6408000.0 121.0 0.0 -0.0 1e-05 0.0 0.0 0.0
87.5 0.05 39.0307046648 3304000.0 19.0 0.0 -0.0 0.0 0.0 0.0 0.0
90.0 0.05 39.0307046648 3864000.0 20.0 0.0 -0.0 0.0 0.0 0.0 0.0
92.5 0.05 39.0307046648 1096000.0 11.0 0.0 -0.0 0.0 0.0 0.0 -0.0
95.0 0.05 39.0307046648 2136000.0 6.0 0.0 -0.0 0.0 0.0 0.0 0.0
97.5 0.05 39.0307046648 344000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
100.0 0.05 39.0307046648 1680000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
102.5 0.05 39.0307046648 88000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
105.0 0.05 39.0307046648 376000.0 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
57.5 0.05 39.0307046648 24000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
60.0 0.05 39.0307046648 504000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
62.5 0.05 39.0307046648 32000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 -0.0
65.0 0.05 39.0307046648 688000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
67.5 0.05 99.0 264000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
70.0 0.05 73.0 1504000.0 26.0 -0.0 -0.0 0.00073 0.007 -0.0 0.0
72.5 0.05 47.0 856000.0 76.0 -0.026 -0.06 0.03245 0.29 -0.01 0.02
75.0 0.05 18.0 808000.0 640.0 -0.287 -0.31 0.1823 1.631 -0.09 0.34
77.5 1.25 39.0307046648 192000.0 345.0 -0.78 -0.26 0.15859 1.419 -0.24 1.71
80.0 4.4 70.0 824000.0 199.0 -0.98 -0.02 0.02545 0.228 -0.31 3.99
82.5 6.15 39.0307046648 288000.0 46.0 -1.0 0.02 0.00088 0.008 -0.33 6.48
85.0 8.9 40.0 288000.0 56.0 -1.0 0.02 1e-05 0.0 -0.34 8.98
87.5 12.0 40.0 56000.0 8.0 -1.0 0.02 0.0 0.0 -0.35 11.48
90.0 14.45 40.0 80000.0 8.0 -1.0 0.02 0.0 0.0 -0.36 13.98
92.5 17.65 39.0307046648 48000.0 3.0 -1.0 0.03 0.0 0.0 -0.37 16.47
95.0 19.35 40.0 16000.0 2.0 -1.0 0.03 0.0 0.0 -0.38 18.97
97.5 22.5 40.0 24000.0 1.0 -1.0 0.03 0.0 0.0 -0.39 21.47
100.0 24.5 40.0 32000.0 1.0 -1.0 0.03 0.0 0.0 -0.4 23.97
102.5 21.9 39.0307046648 0.0 0.0 -1.0 0.03 0.0 0.0 -0.41 26.47
105.0 29.7 40.0 32000.0 7.0 -1.0 0.03 0.0 0.0 -0.42 28.97

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