ASHOKLEY Options

Date: 28Jan2016 Expiry date: 28Jan2016

Underlying Price: 88.15 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
70.0 18.7 35.0 35000.0 5.0 1.0 -0.02 0.0 0.0 0.28 18.17
75.0 13.5 35.0 21000.0 6.0 1.0 -0.02 0.0 0.0 0.3 13.17
80.0 8.7 92.0 133000.0 9.0 1.0 -0.02 1e-05 0.0 0.32 8.17
82.5 5.6 35.0 147000.0 5.0 0.999 -0.03 0.00185 0.02 0.33 5.67
85.0 3.25 35.0 1169000.0 145.0 0.955 -0.11 0.04922 0.523 0.32 3.21
87.5 0.7 12.0 1652000.0 538.0 0.642 -0.37 0.195 2.073 0.22 1.15
90.0 0.05 23.5 5768000.0 2347.0 0.176 -0.25 0.1349 1.434 0.06 0.18
92.5 0.05 45.0 2198000.0 58.0 0.014 -0.03 0.01878 0.2 0.0 0.01
95.0 0.05 65.0 6482000.0 15.0 0.0 -0.0 0.0006 0.006 0.0 0.0
100.0 0.05 34.4815166388 4508000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
110.0 0.05 34.4815166388 301000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
115.0 0.05 34.4815166388 49000.0 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
70.0 0.05 34.4815166388 203000.0 5.0 0.0 -0.0 0.0 0.0 -0.0 0.0
75.0 0.05 34.4815166388 770000.0 2.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
80.0 0.05 82.0 2513000.0 10.0 -0.0 -0.0 1e-05 0.0 -0.0 0.0
82.5 0.05 60.0 1225000.0 3.0 -0.001 -0.0 0.00185 0.02 -0.0 0.0
85.0 0.05 37.0 2856000.0 21.0 -0.045 -0.09 0.04922 0.523 -0.02 0.04
87.5 0.05 11.75 3731000.0 531.0 -0.358 -0.35 0.195 2.073 -0.13 0.47
90.0 1.55 34.4815166388 1631000.0 101.0 -0.824 -0.23 0.1349 1.434 -0.3 2.0
92.5 4.35 35.0 616000.0 10.0 -0.986 -0.01 0.01878 0.2 -0.36 4.33
95.0 7.05 35.0 329000.0 21.0 -1.0 0.03 0.0006 0.006 -0.38 6.82
100.0 11.8 35.0 98000.0 1.0 -1.0 0.03 0.0 0.0 -0.4 11.82
110.0 21.15 35.0 14000.0 8.0 -1.0 0.03 0.0 0.0 -0.44 21.82
115.0 25.75 35.0 42000.0 2.0 -1.0 0.03 0.0 0.0 -0.46 26.82

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