ASHOKLEY Options

Date: 27Oct2016 Expiry date: 27Oct2016

Underlying Price: 84.9 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 12.0 37.2827309545 154000.0 4.0 1.0 -0.02 0.0 0.0 0.3 9.92
77.5 7.7 38.0 133000.0 2.0 1.0 -0.02 0.0001 0.001 0.31 7.42
80.0 4.85 38.0 924000.0 50.0 0.995 -0.04 0.00766 0.082 0.32 4.93
82.5 2.25 37.2827309545 3402000.0 35.0 0.893 -0.2 0.09224 0.984 0.29 2.53
85.0 0.1 6.5 2506000.0 526.0 0.489 -0.41 0.20003 2.133 0.16 0.76
87.5 0.05 31.5 2611000.0 1115.0 0.104 -0.18 0.09038 0.964 0.03 0.1
90.0 0.05 53.0 7140000.0 217.0 0.007 -0.02 0.0097 0.103 0.0 0.0
92.5 0.05 73.0 2016000.0 7.0 0.0 -0.0 0.00028 0.003 0.0 0.0
95.0 0.05 91.0 1988000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
100.0 0.05 37.2827309545 2422000.0 9.0 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 37.2827309545 2695000.0 10.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
77.5 0.05 78.0 1169000.0 5.0 -0.0 -0.0 0.0001 0.001 -0.0 0.0
80.0 0.05 55.0 3325000.0 29.0 -0.005 -0.02 0.00766 0.082 -0.0 0.0
82.5 0.05 31.0 1785000.0 82.0 -0.107 -0.18 0.09224 0.984 -0.04 0.1
85.0 0.15 5.0 1337000.0 598.0 -0.511 -0.39 0.20003 2.133 -0.18 0.83
87.5 2.45 37.2827309545 798000.0 124.0 -0.896 -0.16 0.09038 0.964 -0.31 2.67
90.0 5.2 38.0 280000.0 34.0 -0.993 0.01 0.0097 0.103 -0.35 5.08
92.5 7.4 38.0 28000.0 2.0 -1.0 0.03 0.00028 0.003 -0.37 7.57
95.0 10.0 38.0 49000.0 12.0 -1.0 0.03 0.0 0.0 -0.38 10.07
97.5 12.0 38.0 28000.0 1.0 -1.0 0.03 0.0 0.0 -0.39 12.57
100.0 14.85 38.0 147000.0 20.0 -1.0 0.03 0.0 0.0 -0.4 15.07
107.5 22.0 38.0 7000.0 6.0 -1.0 0.03 0.0 0.0 -0.43 22.57
110.0 25.05 38.0 21000.0 20.0 -1.0 0.03 0.0 0.0 -0.44 25.07
117.5 32.85 38.0 7000.0 1.0 -1.0 0.03 0.0 0.0 -0.47 32.57

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