ASHOKLEY Options

Date: 27Sep2012 Expiry date: 27Sep2012

Underlying Price: 23.85 Trading Days to Expiry: 1.0 Risk Free Interest Rate: 7%

Click here to understand option greeks.
Call Options
Strike Price Option Price Implied Volatility Open Interest Number of Contracts Delta Theta Gamma Vega Rho Black Scholes Price
22.5 1.4 30.0 1032000.0 30.0 0.999 -0.01 0.0063 0.004 0.09 1.36
25.0 0.05 60.0 1440000.0 85.0 0.006 -0.0 0.03931 0.026 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
20.0 0.05 29.6021960961 720000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
22.5 0.05 72.0 640000.0 1.0 -0.001 -0.0 0.0063 0.004 -0.0 0.0
25.0 1.05 29.6021960961 176000.0 9.0 -0.994 0.0 0.03931 0.026 -0.1 1.14

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play