ASHOKLEY Options

Date: 27May2010 Expiry date: 27May2010

Underlying Price: 30.0 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
55.0 3.4 51.1806498479 47750.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
57.5 2.4 51.1806498479 181450.0 34.0 0.0 -0.0 0.0 0.0 0.0 0.0
60.0 0.05 51.1806498479 2148750.0 366.0 0.0 -0.0 0.0 0.0 0.0 0.0
62.5 0.05 51.1806498479 983650.0 45.0 0.0 -0.0 0.0 0.0 0.0 0.0
65.0 0.05 51.1806498479 1461150.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
70.0 0.05 51.1806498479 2865000.0 16.0 0.0 -0.0 0.0 0.0 0.0 0.0
72.5 0.05 51.1806498479 1270150.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
75.0 0.05 51.1806498479 2702650.0 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
50.0 0.05 51.1806498479 448850.0 1.0 -1.0 0.01 0.0 0.0 -0.2 19.99
55.0 0.05 51.1806498479 869050.0 1.0 -1.0 0.02 0.0 0.0 -0.22 24.98
57.5 0.05 51.1806498479 611200.0 71.0 -1.0 0.02 0.0 0.0 -0.23 27.48
60.0 0.05 51.1806498479 582550.0 55.0 -1.0 0.02 0.0 0.0 -0.24 29.98
62.5 3.3 51.1806498479 143250.0 1.0 -1.0 0.02 0.0 0.0 -0.25 32.48
65.0 6.0 51.1806498479 105050.0 3.0 -1.0 0.02 0.0 0.0 -0.26 34.98
67.5 9.0 51.1806498479 19100.0 1.0 -1.0 0.02 0.0 0.0 -0.27 37.48

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