ASHOKLEY Options

Date: 28Apr2016 Expiry date: 28Apr2016

Underlying Price: 105.4 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
75.0 32.0 21.0 21000.0 4.0 1.0 -0.02 0.0 0.0 0.3 30.42
90.0 16.0 21.0 63000.0 32.0 1.0 -0.02 0.0 0.0 0.36 15.42
95.0 10.7 21.0 119000.0 8.0 1.0 -0.03 0.0 0.0 0.38 10.43
97.5 8.0 21.0 91000.0 3.0 1.0 -0.03 0.0 0.0 0.39 7.93
100.0 5.7 21.0 224000.0 33.0 1.0 -0.03 6e-05 0.001 0.4 5.43
102.5 3.1 24.0 28000.0 2.0 0.986 -0.05 0.02587 0.232 0.4 2.93
105.0 0.4 20.3241454292 819000.0 177.0 0.627 -0.27 0.28046 2.513 0.26 0.78
107.5 0.05 21.5 3465000.0 1091.0 0.065 -0.09 0.09416 0.844 0.03 0.04
110.0 0.05 40.0 7805000.0 799.0 0.0 -0.0 0.00124 0.011 0.0 0.0
112.5 0.05 56.0 3094000.0 101.0 0.0 -0.0 0.0 0.0 0.0 0.0
115.0 0.05 71.0 6188000.0 11.0 0.0 -0.0 0.0 0.0 0.0 0.0
120.0 0.05 99.0 5593000.0 19.0 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 20.3241454292 21000.0 2.0 0.0 -0.0 0.0 0.0 -0.0 0.0
90.0 0.05 20.3241454292 1141000.0 14.0 0.0 -0.0 0.0 0.0 -0.0 0.0
95.0 0.05 84.0 1232000.0 7.0 -0.0 -0.0 0.0 0.0 -0.0 -0.0
97.5 0.05 66.0 637000.0 2.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
100.0 0.05 48.0 3122000.0 22.0 -0.0 -0.0 6e-05 0.001 -0.0 0.0
102.5 0.05 29.0 1288000.0 9.0 -0.014 -0.02 0.02587 0.232 -0.01 0.01
105.0 0.05 7.25 2401000.0 522.0 -0.373 -0.24 0.28046 2.513 -0.16 0.35
107.5 2.0 19.0 588000.0 277.0 -0.935 -0.06 0.09416 0.844 -0.4 2.11
110.0 4.45 21.0 539000.0 54.0 -1.0 0.03 0.00124 0.011 -0.44 4.57
112.5 4.75 20.3241454292 77000.0 1.0 -1.0 0.03 0.0 0.0 -0.45 7.07
115.0 7.3 20.3241454292 14000.0 1.0 -1.0 0.03 0.0 0.0 -0.46 9.57
117.5 9.8 20.3241454292 7000.0 1.0 -1.0 0.03 0.0 0.0 -0.47 12.07
120.0 14.55 21.0 224000.0 12.0 -1.0 0.03 0.0 0.0 -0.48 14.57
125.0 18.4 20.3241454292 0.0 1.0 -1.0 0.03 0.0 0.0 -0.5 19.57

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