ASHOKLEY Options

Date: 27Jan2011 Expiry date: 27Jan2011

Underlying Price: 29.05 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
55.0 3.5 42.7186609836 28000.0 6.0 0.0 -0.0 0.0 0.0 0.0 0.0
60.0 0.05 42.7186609836 960000.0 248.0 0.0 -0.0 0.0 0.0 0.0 0.0
65.0 0.05 42.7186609836 1724000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
70.0 0.05 42.7186609836 1644000.0 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
55.0 0.05 42.7186609836 236000.0 8.0 -1.0 0.02 0.0 0.0 -0.22 25.93
60.0 1.9 42.7186609836 188000.0 151.0 -1.0 0.02 0.0 0.0 -0.24 30.93
65.0 5.4 42.7186609836 96000.0 1.0 -1.0 0.02 0.0 0.0 -0.26 35.93

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