ASHOKLEY Options

Date: 28Jun2018 Expiry date: 28Jun2018

Underlying Price: 124.1 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
125.0 0.1 12.5 525000.0 234.0 0.346 -0.41 0.17293 2.885 0.17 0.49
130.0 0.05 41.0 3556000.0 2737.0 0.004 -0.01 0.0052 0.087 0.0 0.0
135.0 0.05 67.0 4872000.0 1137.0 0.0 -0.0 0.0 0.0 0.0 0.0
140.0 0.05 91.0 5803000.0 133.0 0.0 -0.0 0.0 0.0 0.0 0.0
145.0 0.05 27.2930133184 4242000.0 38.0 0.0 -0.0 0.0 0.0 0.0 0.0
150.0 0.05 27.2930133184 9100000.0 69.0 0.0 -0.0 0.0 0.0 0.0 0.0
155.0 0.05 27.2930133184 3899000.0 24.0 0.0 -0.0 0.0 0.0 0.0 0.0
160.0 0.05 27.2930133184 5824000.0 10.0 0.0 -0.0 0.0 0.0 0.0 0.0
165.0 0.05 27.2930133184 2520000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
170.0 0.05 27.2930133184 3353000.0 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
115.0 0.05 63.0 21000.0 1.0 -0.0 -0.0 1e-05 0.0 -0.0 0.0
120.0 0.1 38.0 840000.0 115.0 -0.024 -0.06 0.0264 0.44 -0.01 0.02
125.0 0.9 11.0 1309000.0 1307.0 -0.654 -0.37 0.17293 2.885 -0.33 1.36
130.0 5.95 28.0 1330000.0 811.0 -0.996 0.02 0.0052 0.087 -0.51 5.87
135.0 11.1 28.0 1141000.0 243.0 -1.0 0.04 0.0 0.0 -0.54 10.86
140.0 16.15 28.0 693000.0 132.0 -1.0 0.04 0.0 0.0 -0.56 15.86
145.0 21.0 28.0 574000.0 52.0 -1.0 0.04 0.0 0.0 -0.58 20.86
150.0 26.05 28.0 560000.0 98.0 -1.0 0.04 0.0 0.0 -0.6 25.86
155.0 31.25 28.0 119000.0 43.0 -1.0 0.04 0.0 0.0 -0.61 30.86
160.0 35.8 28.0 35000.0 11.0 -1.0 0.04 0.0 0.0 -0.63 35.86
165.0 35.95 27.2930133184 56000.0 3.0 -1.0 0.05 0.0 0.0 -0.65 40.85
170.0 40.5 27.2930133184 21000.0 1.0 -1.0 0.05 0.0 0.0 -0.67 45.85

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