ASHOKLEY Options

Date: 27Jun2019 Expiry date: 27Jun2019

Underlying Price: 88.0 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 32.25 86.515625 0.0 0.0 1.0 -0.02 0.0 0.0 0.23 30.52
60.0 27.1 35.0 12000.0 0.0 1.0 -0.02 0.0 0.0 0.24 28.02
62.5 27.5 73.3515625 0.0 0.0 1.0 -0.02 0.0 0.0 0.25 25.52
65.0 25.15 61.21875 0.0 0.0 1.0 -0.02 0.0 0.0 0.26 23.02
67.5 22.9 94.0 0.0 0.0 1.0 -0.02 0.0 0.0 0.27 20.52
70.0 13.1 34.1853329619 4000.0 0.0 1.0 -0.02 0.0 0.0 0.28 18.02
72.5 18.65 87.0 0.0 0.0 1.0 -0.02 0.0 0.0 0.29 15.52
75.0 8.2 34.1853329619 8000.0 0.0 1.0 -0.02 0.0 0.0 0.3 13.02
77.5 10.7 35.0 12000.0 1.0 1.0 -0.02 0.0 0.0 0.31 10.52
80.0 8.15 35.0 112000.0 30.0 1.0 -0.02 1e-05 0.0 0.32 8.02
82.5 5.3 35.0 292000.0 46.0 0.999 -0.03 0.0022 0.023 0.33 5.52
85.0 2.75 34.1853329619 796000.0 990.0 0.949 -0.12 0.05538 0.582 0.32 3.06
87.5 0.35 34.1853329619 632000.0 2572.0 0.613 -0.38 0.20198 2.122 0.21 1.04
90.0 0.05 25.0 5340000.0 1495.0 0.154 -0.23 0.12516 1.315 0.05 0.15
92.5 0.05 47.0 1888000.0 15.0 0.011 -0.03 0.01522 0.16 0.0 0.01
95.0 0.05 66.0 4452000.0 10.0 0.0 -0.0 0.00041 0.004 0.0 0.0
97.5 0.05 84.0 988000.0 10.0 0.0 -0.0 0.0 0.0 0.0 0.0
100.0 0.05 34.1853329619 4120000.0 75.0 0.0 -0.0 0.0 0.0 0.0 0.0
102.5 0.05 34.1853329619 280000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
105.0 0.05 34.1853329619 696000.0 1.0 0.0 -0.0 0.0 0.0 0.0 -0.0
107.5 0.05 34.1853329619 44000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
110.0 0.05 34.1853329619 1072000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
112.5 0.05 34.1853329619 64000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
115.0 0.05 34.1853329619 124000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
117.5 0.05 34.1853329619 8000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
120.0 0.05 34.1853329619 324000.0 4.0 0.0 -0.0 0.0 0.0 0.0 0.0
122.5 0.65 34.1853329619 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
125.0 0.05 34.1853329619 44000.0 4.0 0.0 -0.0 0.0 0.0 0.0 0.0
127.5 0.05 34.1853329619 12000.0 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 0.8 34.1853329619 40000.0 8.0 0.0 -0.0 0.0 0.0 -0.0 0.0
60.0 0.05 34.1853329619 4000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
62.5 1.9 34.1853329619 16000.0 6.0 0.0 -0.0 0.0 0.0 -0.0 0.0
65.0 0.35 34.1853329619 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
67.5 0.05 34.1853329619 8000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
70.0 0.05 34.1853329619 264000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
72.5 0.05 34.1853329619 64000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
75.0 0.05 34.1853329619 432000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
77.5 0.05 34.1853329619 444000.0 1.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
80.0 0.05 81.0 2208000.0 16.0 -0.0 -0.0 1e-05 0.0 -0.0 0.0
82.5 0.05 59.0 1188000.0 88.0 -0.001 -0.0 0.0022 0.023 -0.0 0.0
85.0 0.05 36.0 2332000.0 916.0 -0.051 -0.1 0.05538 0.582 -0.02 0.04
87.5 0.1 13.0 936000.0 1101.0 -0.387 -0.35 0.20198 2.122 -0.14 0.52
90.0 2.1 35.0 232000.0 126.0 -0.846 -0.2 0.12516 1.315 -0.3 2.13
92.5 4.7 35.0 48000.0 11.0 -0.989 -0.0 0.01522 0.16 -0.36 4.48
95.0 7.2 35.0 36000.0 9.0 -1.0 0.03 0.00041 0.004 -0.38 6.97
97.5 11.55 34.1853329619 12000.0 0.0 -1.0 0.03 0.0 0.0 -0.39 9.47
100.0 12.6 35.0 68000.0 20.0 -1.0 0.03 0.0 0.0 -0.4 11.97
102.5 15.15 35.0 0.0 0.0 -1.0 0.03 0.0 0.0 -0.41 14.47
105.0 17.3 35.0 60000.0 1.0 -1.0 0.03 0.0 0.0 -0.42 16.97
107.5 19.05 35.0 0.0 0.0 -1.0 0.03 0.0 0.0 -0.43 19.47
110.0 24.3 34.1853329619 128000.0 0.0 -1.0 0.03 0.0 0.0 -0.44 21.97
112.5 23.25 34.1853329619 0.0 0.0 -1.0 0.03 0.0 0.0 -0.45 24.47
115.0 27.5 35.0 8000.0 1.0 -1.0 0.03 0.0 0.0 -0.46 26.97
117.5 27.7 34.1853329619 0.0 0.0 -1.0 0.03 0.0 0.0 -0.47 29.47
120.0 32.6 35.0 24000.0 9.0 -1.0 0.03 0.0 0.0 -0.48 31.97
122.5 32.25 34.1853329619 0.0 0.0 -1.0 0.03 0.0 0.0 -0.49 34.47
125.0 37.6 35.0 28000.0 18.0 -1.0 0.03 0.0 0.0 -0.5 36.97
127.5 39.9 35.0 12000.0 10.0 -1.0 0.04 0.0 0.0 -0.51 39.46

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