ASHOKLEY Options

Date: 28Jun2012 Expiry date: 28Jun2012

Underlying Price: 24.7 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
25.0 0.05 25.0 744000.0 43.0 0.24 -0.06 0.76273 0.484 0.02 0.06
27.5 0.05 26.1939780648 792000.0 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
25.0 0.3 18.0 424000.0 27.0 -0.76 -0.06 0.76273 0.484 -0.08 0.35
27.5 2.75 27.0 16000.0 1.0 -1.0 0.01 0.0 0.0 -0.11 2.79

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