ASHOKLEY Options

Date: 28Jan2010 Expiry date: 28Jan2010

Underlying Price: 24.675 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
45.0 3.75 37.1663243119 66850.0 4.0 0.0 -0.0 0.0 0.0 0.0 0.0
47.5 1.5 37.1663243119 66850.0 12.0 0.0 -0.0 0.0 0.0 0.0 0.0
50.0 0.05 37.1663243119 668500.0 78.0 0.0 -0.0 0.0 0.0 0.0 0.0
52.5 0.05 37.1663243119 410650.0 7.0 0.0 -0.0 0.0 0.0 0.0 0.0
55.0 0.05 37.1663243119 1461150.0 1.0 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
45.0 0.05 37.1663243119 38200.0 1.0 -1.0 0.01 0.0 0.0 -0.18 20.31
47.5 0.05 37.1663243119 181450.0 25.0 -1.0 0.01 0.0 0.0 -0.19 22.81
50.0 0.5 37.1663243119 324700.0 34.0 -1.0 0.01 0.0 0.0 -0.2 25.31
52.5 1.25 37.1663243119 124150.0 22.0 -1.0 0.01 0.0 0.0 -0.21 27.81
55.0 6.25 37.1663243119 133700.0 3.0 -1.0 0.02 0.0 0.0 -0.22 30.31
57.5 8.0 37.1663243119 19100.0 2.0 -1.0 0.02 0.0 0.0 -0.23 32.81

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