ASHOKLEY Options

Date: 27Sep2018 Expiry date: 27Sep2018

Underlying Price: 120.4 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
115.0 5.55 29.0 60000.0 10.0 0.995 -0.05 0.00704 0.117 0.45 5.44
120.0 0.4 28.8216697722 892000.0 880.0 0.582 -0.45 0.17863 2.962 0.27 1.1
125.0 0.05 35.0 2276000.0 1728.0 0.021 -0.06 0.02275 0.377 0.01 0.02
130.0 0.05 63.0 2868000.0 252.0 0.0 -0.0 3e-05 0.0 0.0 0.0
135.0 0.05 88.0 3860000.0 201.0 0.0 -0.0 0.0 0.0 0.0 0.0
140.0 0.05 28.8216697722 5064000.0 119.0 0.0 -0.0 0.0 0.0 0.0 0.0
145.0 0.05 28.8216697722 2280000.0 69.0 0.0 -0.0 0.0 0.0 0.0 0.0
150.0 0.05 28.8216697722 2872000.0 7.0 0.0 -0.0 0.0 0.0 0.0 0.0
160.0 0.05 28.8216697722 992000.0 7.0 0.0 -0.0 0.0 0.0 0.0 0.0
165.0 0.05 28.8216697722 76000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
185.0 0.05 28.8216697722 84000.0 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
110.0 0.05 73.0 1104000.0 17.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
115.0 0.05 42.0 1388000.0 258.0 -0.005 -0.02 0.00704 0.117 -0.0 0.0
120.0 0.15 10.5 1024000.0 1586.0 -0.418 -0.41 0.17863 2.962 -0.2 0.67
125.0 4.6 29.0 304000.0 104.0 -0.979 -0.02 0.02275 0.377 -0.49 4.58
130.0 9.65 29.0 356000.0 74.0 -1.0 0.04 3e-05 0.0 -0.52 9.56
135.0 14.7 29.0 96000.0 34.0 -1.0 0.04 0.0 0.0 -0.54 14.56
140.0 19.55 29.0 48000.0 14.0 -1.0 0.04 0.0 0.0 -0.56 19.56
145.0 24.75 29.0 64000.0 19.0 -1.0 0.04 0.0 0.0 -0.58 24.56
150.0 29.35 29.0 16000.0 8.0 -1.0 0.04 0.0 0.0 -0.6 29.56
160.0 39.0 29.0 12000.0 9.0 -1.0 0.04 0.0 0.0 -0.63 39.56
165.0 43.9 29.0 0.0 3.0 -1.0 0.05 0.0 0.0 -0.65 44.55
170.0 49.3 29.0 4000.0 6.0 -1.0 0.05 0.0 0.0 -0.67 49.55
185.0 63.75 29.0 0.0 1.0 -1.0 0.05 0.0 0.0 -0.73 64.55

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