ASHOKLEY Options

Date: 28Dec2017 Expiry date: 28Dec2017

Underlying Price: 117.7 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
110.0 7.45 28.0 210000.0 8.0 1.0 -0.03 7e-05 0.001 0.44 7.73
115.0 2.65 24.0 735000.0 78.0 0.916 -0.18 0.07647 1.144 0.42 2.81
117.5 0.3 5.0 623000.0 343.0 0.549 -0.42 0.19621 2.936 0.25 0.93
120.0 0.05 20.75 3710000.0 1221.0 0.135 -0.22 0.1075 1.608 0.06 0.14
122.5 0.05 37.0 2597000.0 354.0 0.011 -0.03 0.01383 0.207 0.0 0.01
125.0 0.05 51.5 4795000.0 170.0 0.0 -0.0 0.00046 0.007 0.0 0.0
127.5 0.05 65.0 854000.0 11.0 0.0 -0.0 0.0 0.0 0.0 0.0
130.0 0.05 78.0 4088000.0 14.0 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
105.0 0.05 90.0 1169000.0 2.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
110.0 0.05 58.0 1204000.0 11.0 -0.0 -0.0 7e-05 0.001 -0.0 0.0
112.5 0.05 41.5 679000.0 42.0 -0.004 -0.01 0.00574 0.086 -0.0 0.0
115.0 0.05 24.5 1834000.0 189.0 -0.084 -0.15 0.07647 1.144 -0.04 0.08
117.5 0.1 6.5 1022000.0 378.0 -0.451 -0.38 0.19621 2.936 -0.21 0.69
120.0 2.2 20.0 945000.0 141.0 -0.865 -0.19 0.1075 1.608 -0.41 2.4
122.5 4.75 28.0 91000.0 9.0 -0.989 0.01 0.01383 0.207 -0.48 4.77
125.0 7.25 28.0 301000.0 11.0 -1.0 0.03 0.00046 0.007 -0.5 7.27
130.0 11.6 27.21668082 42000.0 6.0 -1.0 0.04 0.0 0.0 -0.52 12.26
135.0 16.35 27.21668082 14000.0 1.0 -1.0 0.04 0.0 0.0 -0.54 17.26
150.0 32.15 28.0 0.0 1.0 -1.0 0.04 0.0 0.0 -0.6 32.26

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