ASHOKLEY Options

Date: 28Jul2011 Expiry date: 28Jul2011

Underlying Price: 25.4 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
47.5 1.7 30.3121481729 60000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
50.0 0.7 30.3121481729 836000.0 52.0 0.0 -0.0 0.0 0.0 0.0 0.0
52.5 0.05 30.3121481729 1216000.0 104.0 0.0 -0.0 0.0 0.0 0.0 0.0
55.0 0.05 30.3121481729 908000.0 4.0 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
47.5 0.05 30.3121481729 316000.0 1.0 -1.0 0.01 0.0 0.0 -0.19 22.09
50.0 0.05 30.3121481729 732000.0 64.0 -1.0 0.01 0.0 0.0 -0.2 24.59
52.5 1.85 30.3121481729 32000.0 7.0 -1.0 0.01 0.0 0.0 -0.21 27.09

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