ASHOKLEY Options

Date: 28Feb2019 Expiry date: 28Feb2019

Underlying Price: 86.5 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
57.5 46.25 86.6328125 0.0 0.0 1.0 -0.02 0.0 0.0 0.23 29.02
60.0 51.35 93.25 0.0 0.0 1.0 -0.02 0.0 0.0 0.24 26.52
62.5 41.3 45.6840261673 0.0 0.0 1.0 -0.02 0.0 0.0 0.25 24.02
65.0 46.55 45.6840261673 0.0 0.0 1.0 -0.02 0.0 0.0 0.26 21.52
67.5 36.4 64.5 0.0 0.0 1.0 -0.02 0.0 0.0 0.27 19.02
70.0 16.55 46.0 24000.0 7.0 1.0 -0.02 0.0 0.0 0.28 16.52
72.5 8.85 45.6840261673 16000.0 0.0 1.0 -0.02 0.0 0.0 0.29 14.02
75.0 11.05 46.0 48000.0 6.0 1.0 -0.02 0.0 0.0 0.3 11.52
77.5 9.0 46.0 32000.0 6.0 1.0 -0.02 0.0001 0.001 0.31 9.02
80.0 6.35 46.0 1584000.0 164.0 0.997 -0.03 0.00377 0.051 0.32 6.52
82.5 3.9 46.0 364000.0 403.0 0.952 -0.15 0.0398 0.54 0.31 4.07
85.0 1.3 45.6840261673 2260000.0 4270.0 0.736 -0.42 0.13128 1.781 0.25 1.93
87.5 0.05 15.25 4892000.0 7263.0 0.354 -0.47 0.14938 2.026 0.12 0.59
90.0 0.05 39.0 6556000.0 1648.0 0.088 -0.2 0.06407 0.869 0.03 0.1
92.5 0.05 59.0 1112000.0 89.0 0.011 -0.04 0.01122 0.152 0.0 0.01
95.0 0.05 78.0 3044000.0 23.0 0.001 -0.0 0.00086 0.012 0.0 0.0
97.5 0.05 96.0 728000.0 0.0 0.0 -0.0 3e-05 0.0 0.0 0.0
100.0 0.05 45.6840261673 4224000.0 9.0 0.0 -0.0 0.0 0.0 0.0 0.0
102.5 0.05 45.6840261673 160000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
105.0 0.05 45.6840261673 1080000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
107.5 0.05 45.6840261673 32000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
110.0 0.05 45.6840261673 692000.0 6.0 0.0 -0.0 0.0 0.0 0.0 0.0
112.5 0.1 45.6840261673 8000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
115.0 0.05 45.6840261673 68000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
117.5 0.1 45.6840261673 8000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
120.0 0.05 45.6840261673 232000.0 4.0 0.0 -0.0 0.0 0.0 0.0 0.0
122.5 1.8 45.6840261673 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
125.0 0.05 45.6840261673 40000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
127.5 1.2 45.6840261673 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
130.0 0.05 45.6840261673 60000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
135.0 4.8 45.6840261673 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
140.0 3.9 45.6840261673 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
145.0 3.1 45.6840261673 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
150.0 0.05 45.6840261673 24000.0 6.0 0.0 -0.0 0.0 0.0 0.0 0.0
155.0 2.0 45.6840261673 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
160.0 1.6 45.6840261673 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
165.0 1.25 45.6840261673 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
170.0 0.05 45.6840261673 4000.0 0.0 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
57.5 0.05 45.6840261673 124000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
60.0 0.05 45.6840261673 248000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
62.5 0.05 45.6840261673 16000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
65.0 0.05 45.6840261673 348000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
67.5 0.05 45.6840261673 172000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
70.0 0.05 45.6840261673 1500000.0 10.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
72.5 0.05 45.6840261673 936000.0 9.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
75.0 0.05 45.6840261673 5384000.0 191.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
77.5 0.05 91.0 1660000.0 147.0 -0.0 -0.0 0.0001 0.001 -0.0 0.0
80.0 0.05 69.0 3988000.0 306.0 -0.003 -0.01 0.00377 0.051 -0.0 0.0
82.5 0.05 46.0 2048000.0 557.0 -0.048 -0.12 0.0398 0.54 -0.02 0.05
85.0 0.05 21.5 3520000.0 3203.0 -0.264 -0.4 0.13128 1.781 -0.09 0.4
87.5 1.1 24.0 168000.0 338.0 -0.646 -0.45 0.14938 2.026 -0.23 1.56
90.0 3.8 50.0 196000.0 62.0 -0.912 -0.18 0.06407 0.869 -0.33 3.57
92.5 7.0 45.6840261673 16000.0 4.0 -0.989 -0.01 0.01122 0.152 -0.36 5.98
95.0 9.1 45.6840261673 32000.0 26.0 -0.999 0.02 0.00086 0.012 -0.38 8.47
97.5 12.0 45.6840261673 4000.0 0.0 -1.0 0.03 3e-05 0.0 -0.39 10.97
100.0 14.0 46.0 88000.0 13.0 -1.0 0.03 0.0 0.0 -0.4 13.47
102.5 17.9 45.6840261673 4000.0 0.0 -1.0 0.03 0.0 0.0 -0.41 15.97
105.0 18.75 46.0 40000.0 17.0 -1.0 0.03 0.0 0.0 -0.42 18.47
107.5 8.8 17.75 0.0 0.0 -1.0 0.03 0.0 0.0 -0.43 20.97
110.0 23.55 46.0 20000.0 16.0 -1.0 0.03 0.0 0.0 -0.44 23.47
112.5 12.05 45.6840261673 0.0 0.0 -1.0 0.03 0.0 0.0 -0.45 25.97
115.0 28.5 46.0 0.0 1.0 -1.0 0.03 0.0 0.0 -0.46 28.47
117.5 15.7 45.6840261673 0.0 0.0 -1.0 0.03 0.0 0.0 -0.47 30.97
120.0 33.9 46.0 8000.0 7.0 -1.0 0.03 0.0 0.0 -0.48 33.47
122.5 19.75 45.6840261673 0.0 0.0 -1.0 0.03 0.0 0.0 -0.49 35.97
125.0 39.0 46.0 12000.0 0.0 -1.0 0.03 0.0 0.0 -0.5 38.47
127.5 24.05 45.6840261673 0.0 0.0 -1.0 0.04 0.0 0.0 -0.51 40.96
130.0 44.5 46.0 4000.0 1.0 -1.0 0.04 0.0 0.0 -0.52 43.46
135.0 27.15 45.6840261673 0.0 0.0 -1.0 0.04 0.0 0.0 -0.54 48.46
140.0 53.0 46.0 24000.0 4.0 -1.0 0.04 0.0 0.0 -0.56 53.46
145.0 58.7 46.0 0.0 3.0 -1.0 0.04 0.0 0.0 -0.58 58.46
150.0 63.5 46.0 8000.0 17.0 -1.0 0.04 0.0 0.0 -0.6 63.46
155.0 43.95 45.6840261673 0.0 0.0 -1.0 0.04 0.0 0.0 -0.61 68.46
160.0 74.05 46.0 0.0 4.0 -1.0 0.04 0.0 0.0 -0.63 73.46
165.0 53.05 45.6840261673 0.0 0.0 -1.0 0.05 0.0 0.0 -0.65 78.45
170.0 84.45 46.0 24000.0 1.0 -1.0 0.05 0.0 0.0 -0.67 83.45

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