ASHOKLEY Options

Date: 28Mar2019 Expiry date: 28Mar2019

Underlying Price: 88.6 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
57.5 46.6 88.96875 0.0 0.0 1.0 -0.02 0.0 0.0 0.23 31.12
60.0 44.15 82.412109375 0.0 0.0 1.0 -0.02 0.0 0.0 0.24 28.62
62.5 41.7 71.0 0.0 0.0 1.0 -0.02 0.0 0.0 0.25 26.12
65.0 39.25 28.9585419128 0.0 0.0 1.0 -0.02 0.0 0.0 0.26 23.62
67.5 36.85 93.0 0.0 0.0 1.0 -0.02 0.0 0.0 0.27 21.12
70.0 16.15 28.9585419128 12000.0 0.0 1.0 -0.02 0.0 0.0 0.28 18.62
72.5 21.15 43.2420043945 8000.0 0.0 1.0 -0.02 0.0 0.0 0.29 16.12
75.0 12.6 28.9585419128 20000.0 5.0 1.0 -0.02 0.0 0.0 0.3 13.62
77.5 15.75 28.9585419128 24000.0 0.0 1.0 -0.02 0.0 0.0 0.31 11.12
80.0 8.45 29.0 68000.0 11.0 1.0 -0.02 0.0 0.0 0.32 8.62
82.5 5.55 28.9585419128 52000.0 14.0 1.0 -0.02 0.00011 0.001 0.33 6.12
85.0 3.15 28.9585419128 1216000.0 570.0 0.989 -0.05 0.0176 0.159 0.33 3.63
87.5 0.7 28.9585419128 1324000.0 2660.0 0.761 -0.27 0.19198 1.732 0.26 1.35
90.0 0.05 19.0 4576000.0 2663.0 0.202 -0.23 0.17419 1.571 0.07 0.18
92.5 0.05 41.5 2852000.0 196.0 0.01 -0.02 0.01609 0.145 0.0 0.01
95.0 0.05 61.0 6172000.0 50.0 0.0 -0.0 0.00018 0.002 0.0 0.0
97.5 0.05 79.0 1300000.0 8.0 0.0 -0.0 0.0 0.0 0.0 0.0
100.0 0.05 96.0 6660000.0 19.0 0.0 -0.0 0.0 0.0 0.0 0.0
102.5 0.05 28.9585419128 884000.0 1.0 0.0 -0.0 0.0 0.0 0.0 -0.0
105.0 0.05 28.9585419128 1656000.0 5.0 0.0 -0.0 0.0 0.0 0.0 0.0
107.5 0.05 28.9585419128 200000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
110.0 0.05 28.9585419128 1080000.0 13.0 0.0 -0.0 0.0 0.0 0.0 0.0
112.5 5.55 28.9585419128 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
115.0 0.05 28.9585419128 108000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
117.5 4.1 28.9585419128 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
120.0 0.05 28.9585419128 888000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
122.5 0.05 28.9585419128 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
125.0 2.55 28.9585419128 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
127.5 0.05 28.9585419128 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
130.0 0.05 28.9585419128 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
132.5 0.05 28.9585419128 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
135.0 1.3 28.9585419128 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
137.5 1.1 28.9585419128 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
140.0 0.9 28.9585419128 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
142.5 0.75 28.9585419128 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
145.0 0.65 28.9585419128 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
147.5 0.55 28.9585419128 0.0 0.0 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
57.5 0.05 28.9585419128 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
60.0 0.05 28.9585419128 124000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
62.5 0.05 28.9585419128 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
65.0 0.05 28.9585419128 68000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
67.5 0.1 28.9585419128 24000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
70.0 0.05 28.9585419128 1632000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
72.5 0.05 28.9585419128 84000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
75.0 0.05 28.9585419128 528000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
77.5 0.05 28.9585419128 204000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
80.0 0.05 85.0 1372000.0 6.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
82.5 0.05 63.0 1116000.0 46.0 -0.0 -0.0 0.00011 0.001 -0.0 0.0
85.0 0.05 41.0 2748000.0 1091.0 -0.011 -0.02 0.0176 0.159 -0.0 0.01
87.5 0.15 24.0 1452000.0 599.0 -0.239 -0.24 0.19198 1.732 -0.08 0.23
90.0 1.6 29.0 1076000.0 148.0 -0.798 -0.21 0.17419 1.571 -0.29 1.56
92.5 4.2 51.0 852000.0 33.0 -0.99 0.0 0.01609 0.145 -0.36 3.88
95.0 7.45 28.9585419128 468000.0 39.0 -1.0 0.03 0.00018 0.002 -0.38 6.37
97.5 10.05 28.9585419128 24000.0 7.0 -1.0 0.03 0.0 0.0 -0.39 8.87
100.0 12.0 89.0 56000.0 34.0 -1.0 0.03 0.0 0.0 -0.4 11.37
102.5 7.2 28.9585419128 0.0 0.0 -1.0 0.03 0.0 0.0 -0.41 13.87
105.0 16.2 29.0 16000.0 13.0 -1.0 0.03 0.0 0.0 -0.42 16.37
107.5 9.9 28.9585419128 0.0 0.0 -1.0 0.03 0.0 0.0 -0.43 18.87
110.0 22.9 87.5 44000.0 19.0 -1.0 0.03 0.0 0.0 -0.44 21.37
112.5 12.95 28.9585419128 0.0 0.0 -1.0 0.03 0.0 0.0 -0.45 23.87
115.0 29.25 91.5 0.0 0.0 -1.0 0.03 0.0 0.0 -0.46 26.37
117.5 16.45 28.9585419128 0.0 0.0 -1.0 0.03 0.0 0.0 -0.47 28.87
120.0 31.4 29.0 8000.0 3.0 -1.0 0.03 0.0 0.0 -0.48 31.37
122.5 20.25 28.9585419128 0.0 0.0 -1.0 0.03 0.0 0.0 -0.49 33.87
125.0 22.25 28.9585419128 0.0 0.0 -1.0 0.03 0.0 0.0 -0.5 36.37
127.5 24.3 28.9585419128 0.0 0.0 -1.0 0.04 0.0 0.0 -0.51 38.86
130.0 42.25 29.0 4000.0 0.0 -1.0 0.04 0.0 0.0 -0.52 41.36
132.5 28.6 28.9585419128 0.0 0.0 -1.0 0.04 0.0 0.0 -0.53 43.86
135.0 30.8 28.9585419128 0.0 0.0 -1.0 0.04 0.0 0.0 -0.54 46.36
137.5 33.05 28.9585419128 0.0 0.0 -1.0 0.04 0.0 0.0 -0.55 48.86
140.0 53.0 29.0 8000.0 19.0 -1.0 0.04 0.0 0.0 -0.56 51.36
142.5 37.65 28.9585419128 0.0 0.0 -1.0 0.04 0.0 0.0 -0.57 53.86
145.0 57.5 29.0 0.0 3.0 -1.0 0.04 0.0 0.0 -0.58 56.36
147.5 60.5 29.0 4000.0 7.0 -1.0 0.04 0.0 0.0 -0.59 58.86

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