ASHOKLEY Options

Date: 28Apr2011 Expiry date: 28Apr2011

Underlying Price: 27.05 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
52.5 1.5 25.9946100347 44000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
55.0 0.1 25.9946100347 660000.0 170.0 0.0 -0.0 0.0 0.0 0.0 0.0
57.5 0.05 25.9946100347 660000.0 92.0 0.0 -0.0 0.0 0.0 0.0 0.0
60.0 0.05 25.9946100347 2020000.0 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
52.5 0.05 25.9946100347 36000.0 1.0 -1.0 0.01 0.0 0.0 -0.21 25.44
55.0 0.8 25.9946100347 144000.0 45.0 -1.0 0.02 0.0 0.0 -0.22 27.93

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