ASHOKLEY Options

Date: 27Jul2017 Expiry date: 27Jul2017

Underlying Price: 105.0 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
75.0 30.75 31.0 56000.0 1.0 1.0 -0.02 0.0 0.0 0.3 30.02
80.0 25.0 31.0 21000.0 1.0 1.0 -0.02 0.0 0.0 0.32 25.02
90.0 14.95 31.0 238000.0 8.0 1.0 -0.02 0.0 0.0 0.36 15.02
92.5 12.4 31.0 224000.0 2.0 1.0 -0.03 0.0 0.0 0.37 12.53
95.0 9.9 31.0 714000.0 22.0 1.0 -0.03 0.0 0.0 0.38 10.03
97.5 7.3 31.0 308000.0 7.0 1.0 -0.03 0.00011 0.001 0.39 7.53
100.0 4.9 31.0 1491000.0 58.0 0.995 -0.04 0.00749 0.1 0.39 5.03
102.5 2.5 30.0 1029000.0 49.0 0.899 -0.2 0.08749 1.17 0.36 2.63
105.0 0.1 3.25 2877000.0 1020.0 0.51 -0.42 0.19728 2.638 0.21 0.82
107.5 0.05 25.0 3570000.0 614.0 0.115 -0.2 0.0963 1.288 0.05 0.11
110.0 0.05 43.0 6958000.0 316.0 0.008 -0.02 0.0113 0.151 0.0 0.01
112.5 0.05 59.0 1932000.0 4.0 0.0 -0.0 0.00035 0.005 0.0 0.0
115.0 0.05 74.0 4354000.0 4.0 0.0 -0.0 0.0 0.0 0.0 0.0
120.0 0.05 30.5680475829 1834000.0 3.0 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 30.5680475829 7000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
80.0 0.05 30.5680475829 371000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
82.5 0.05 30.5680475829 259000.0 3.0 0.0 -0.0 0.0 0.0 -0.0 0.0
85.0 0.05 30.5680475829 1036000.0 5.0 0.0 -0.0 0.0 0.0 -0.0 0.0
90.0 0.05 30.5680475829 2359000.0 4.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
92.5 0.05 30.5680475829 1442000.0 5.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
95.0 0.05 82.0 3458000.0 18.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
97.5 0.05 64.0 1421000.0 3.0 -0.0 -0.0 0.00011 0.001 -0.0 0.0
100.0 0.05 45.0 4599000.0 53.0 -0.005 -0.02 0.00749 0.1 -0.0 0.0
102.5 0.05 26.0 1547000.0 148.0 -0.101 -0.18 0.08749 1.17 -0.04 0.1
105.0 0.1 4.5 2702000.0 945.0 -0.49 -0.39 0.19728 2.638 -0.21 0.79
107.5 2.55 31.0 763000.0 77.0 -0.885 -0.17 0.0963 1.288 -0.38 2.58
110.0 4.95 31.0 343000.0 10.0 -0.992 0.01 0.0113 0.151 -0.43 4.98
112.5 7.5 31.0 14000.0 1.0 -1.0 0.03 0.00035 0.005 -0.45 7.47
120.0 15.2 31.0 14000.0 1.0 -1.0 0.03 0.0 0.0 -0.48 14.97

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