ASHOKLEY Options

Date: 27Nov2014 Expiry date: 27Nov2014

Underlying Price: 51.7 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
40.0 10.8 39.4829760638 55000.0 1.0 1.0 -0.01 0.0 0.0 0.16 11.71
45.0 6.55 40.0 451000.0 9.0 1.0 -0.01 0.0 0.0 0.18 6.71
47.5 4.15 40.0 1210000.0 18.0 1.0 -0.01 0.00086 0.004 0.19 4.21
50.0 1.65 31.0 5049000.0 261.0 0.914 -0.11 0.12175 0.51 0.18 1.76
52.5 0.05 22.0 7590000.0 1210.0 0.276 -0.22 0.26014 1.089 0.06 0.22
55.0 0.05 62.0 9317000.0 348.0 0.007 -0.01 0.0149 0.062 0.0 0.0
57.5 0.05 95.0 5357000.0 4.0 0.0 -0.0 4e-05 0.0 0.0 0.0
60.0 0.05 39.4829760638 7557000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
62.5 0.05 39.4829760638 2035000.0 2.0 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
40.0 0.05 39.4829760638 1034000.0 2.0 0.0 -0.0 0.0 0.0 -0.0 0.0
47.5 0.05 81.0 2629000.0 2.0 -0.0 -0.0 0.00086 0.004 -0.0 0.0
50.0 0.05 39.0 10670000.0 757.0 -0.086 -0.1 0.12175 0.51 -0.02 0.05
52.5 0.9 34.0 2013000.0 191.0 -0.724 -0.2 0.26014 1.089 -0.15 1.0
55.0 3.25 40.0 935000.0 6.0 -0.993 0.0 0.0149 0.062 -0.22 3.29

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