ASHOKLEY Options

Date: 28Jul2016 Expiry date: 28Jul2016

Underlying Price: 94.1 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
75.0 20.2 88.5 14000.0 4.0 1.0 -0.02 0.0 0.0 0.3 19.12
87.5 7.45 28.133892504 42000.0 1.0 1.0 -0.02 5e-05 0.0 0.35 6.62
90.0 4.05 29.0 329000.0 27.0 0.994 -0.04 0.00955 0.094 0.35 4.13
92.5 1.45 28.133892504 581000.0 55.0 0.839 -0.22 0.14625 1.446 0.31 1.77
95.0 0.05 13.0 4466000.0 1202.0 0.304 -0.3 0.2098 2.074 0.11 0.32
97.5 0.05 35.0 6048000.0 897.0 0.024 -0.05 0.03381 0.334 0.01 0.01
100.0 0.05 54.0 12978000.0 433.0 0.0 -0.0 0.00072 0.007 0.0 0.0
102.5 0.05 71.0 4151000.0 10.0 0.0 -0.0 0.0 0.0 0.0 0.0
105.0 0.05 88.0 8659000.0 20.0 0.0 -0.0 0.0 0.0 0.0 0.0
110.0 0.05 28.133892504 7357000.0 2.0 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
75.0 0.05 28.133892504 371000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
87.5 0.05 64.0 1029000.0 1.0 -0.0 -0.0 5e-05 0.0 -0.0 0.0
90.0 0.05 43.0 3108000.0 8.0 -0.006 -0.01 0.00955 0.094 -0.0 0.0
92.5 0.05 20.5 1813000.0 75.0 -0.161 -0.2 0.14625 1.446 -0.06 0.14
95.0 0.85 10.0 1687000.0 361.0 -0.696 -0.27 0.2098 2.074 -0.26 1.19
97.5 3.45 29.0 693000.0 77.0 -0.976 -0.02 0.03381 0.334 -0.38 3.39
100.0 5.9 29.0 1106000.0 58.0 -1.0 0.03 0.00072 0.007 -0.4 5.87
102.5 8.5 29.0 42000.0 15.0 -1.0 0.03 0.0 0.0 -0.41 8.37
105.0 11.0 29.0 56000.0 15.0 -1.0 0.03 0.0 0.0 -0.42 10.87
110.0 15.95 29.0 42000.0 8.0 -1.0 0.03 0.0 0.0 -0.44 15.87
115.0 19.9 29.0 0.0 1.0 -1.0 0.03 0.0 0.0 -0.46 20.87
117.5 23.0 29.0 7000.0 1.0 -1.0 0.03 0.0 0.0 -0.47 23.37

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