ASHOKLEY Options

Date: 27Mar2014 Expiry date: 27Mar2014

Underlying Price: 22.1 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
15.0 7.05 53.0 255000.0 2.0 1.0 -0.0 0.0 0.0 0.06 7.1
17.5 4.65 53.0 2040000.0 14.0 1.0 -0.0 0.0 0.0 0.07 4.6
20.0 2.1 53.0 1860000.0 131.0 0.999 -0.01 0.00528 0.005 0.08 2.11
22.5 0.1 45.0 2535000.0 742.0 0.302 -0.13 0.47778 0.486 0.03 0.14
25.0 0.05 52.4583071782 2880000.0 438.0 0.0 -0.0 0.00057 0.001 0.0 0.0
27.5 0.05 52.4583071782 495000.0 6.0 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
2.5 0.05 52.4583071782 15000.0 1.0 0.0 0.0 0.0 0.0 -0.0 0.0
17.5 0.05 52.4583071782 1800000.0 4.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
20.0 0.05 52.4583071782 1590000.0 36.0 -0.001 -0.0 0.00528 0.005 -0.0 0.0
22.5 0.4 26.0 420000.0 296.0 -0.698 -0.12 0.47778 0.486 -0.06 0.53

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