ASHOKLEY Options

Date: 28Mar2018 Expiry date: 28Mar2018

Underlying Price: 145.45 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
120.0 25.0 25.0 49000.0 1.0 1.0 -0.03 0.0 0.0 0.48 25.48
125.0 20.15 25.0 56000.0 6.0 1.0 -0.03 0.0 0.0 0.5 20.48
127.5 17.65 25.0 7000.0 1.0 1.0 -0.04 0.0 0.0 0.51 17.99
130.0 15.25 25.0 49000.0 14.0 1.0 -0.04 0.0 0.0 0.52 15.49
132.5 13.3 25.0 56000.0 4.0 1.0 -0.04 0.0 0.0 0.53 12.99
135.0 10.4 25.0 749000.0 15.0 1.0 -0.04 0.0 0.0 0.54 10.49
137.5 8.05 25.0 112000.0 14.0 1.0 -0.04 0.00024 0.005 0.55 7.99
140.0 5.35 25.0 2219000.0 110.0 0.993 -0.06 0.0082 0.17 0.55 5.49
142.5 2.85 13.0 371000.0 108.0 0.91 -0.22 0.07168 1.489 0.51 3.08
145.0 0.4 24.7372684714 1729000.0 2750.0 0.589 -0.46 0.17166 3.565 0.34 1.17
147.5 0.05 15.5 2520000.0 1054.0 0.191 -0.32 0.12031 2.498 0.11 0.24
150.0 0.05 28.5 6083000.0 943.0 0.026 -0.07 0.02624 0.545 0.01 0.02
152.5 0.05 41.0 1302000.0 28.0 0.001 -0.0 0.00189 0.039 0.0 0.0
155.0 0.05 52.0 4004000.0 7.0 0.0 -0.0 5e-05 0.001 0.0 0.0
160.0 0.05 73.0 3164000.0 10.0 0.0 -0.0 0.0 0.0 0.0 0.0
165.0 0.05 92.0 791000.0 2.0 0.0 -0.0 0.0 0.0 0.0 -0.0
167.5 0.05 24.7372684714 112000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
172.5 0.05 24.7372684714 7000.0 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
120.0 0.05 24.7372684714 1127000.0 2.0 0.0 -0.0 0.0 0.0 -0.0 0.0
125.0 0.05 24.7372684714 714000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
127.5 0.05 98.0 497000.0 5.0 0.0 -0.0 0.0 0.0 -0.0 0.0
130.0 0.05 86.0 2177000.0 16.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
132.5 0.05 73.0 882000.0 4.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
135.0 0.05 60.5 2184000.0 13.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
137.5 0.05 48.0 882000.0 41.0 -0.0 -0.0 0.00024 0.005 -0.0 0.0
140.0 0.05 35.0 3675000.0 231.0 -0.007 -0.02 0.0082 0.17 -0.0 0.0
142.5 0.05 21.25 1330000.0 512.0 -0.09 -0.18 0.07168 1.489 -0.05 0.1
145.0 0.05 5.75 2464000.0 1504.0 -0.411 -0.42 0.17166 3.565 -0.24 0.68
147.5 1.85 24.7372684714 1372000.0 45.0 -0.809 -0.28 0.12031 2.498 -0.48 2.25
150.0 4.45 25.0 490000.0 71.0 -0.974 -0.03 0.02624 0.545 -0.58 4.53
155.0 9.4 25.0 91000.0 1.0 -1.0 0.04 5e-05 0.001 -0.61 9.51
165.0 19.0 25.0 14000.0 2.0 -1.0 0.05 0.0 0.0 -0.65 19.5

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