ASHOKLEY Options

Date: 28May2015 Expiry date: 28May2015

Underlying Price: 70.5 Trading Days to Expiry: 1.0 Risk Free Interest Rate: 7%

Click here to understand option greeks.
Call Options
Strike Price Option Price Implied Volatility Open Interest Number of Contracts Delta Theta Gamma Vega Rho Black Scholes Price
50.0 21.15 45.0 8000.0 2.0 1.0 -0.01 0.0 0.0 0.2 20.51
55.0 16.25 45.0 8000.0 20.0 1.0 -0.02 0.0 0.0 0.22 15.52
60.0 11.0 45.0 52000.0 19.0 1.0 -0.02 0.0 0.0 0.24 10.52
62.5 7.9 45.0 4000.0 1.0 1.0 -0.02 2e-05 0.0 0.25 8.02
65.0 5.85 71.0 236000.0 14.0 0.998 -0.02 0.00277 0.024 0.26 5.52
67.5 3.05 45.0 596000.0 42.0 0.943 -0.13 0.05815 0.509 0.25 3.07
70.0 0.55 13.0 2668000.0 792.0 0.61 -0.39 0.19476 1.705 0.17 1.07
72.5 0.05 31.0 3988000.0 1053.0 0.164 -0.25 0.12565 1.1 0.05 0.17
75.0 0.05 58.0 6840000.0 459.0 0.014 -0.04 0.01842 0.161 0.0 0.01
77.5 0.05 82.0 2676000.0 5.0 0.0 -0.0 0.00071 0.006 0.0 0.0
80.0 0.05 44.3743374872 9404000.0 8.0 0.0 -0.0 1e-05 0.0 0.0 0.0
85.0 0.05 44.3743374872 1780000.0 3.0 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
60.0 0.05 44.3743374872 2352000.0 11.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
65.0 0.05 73.0 2020000.0 18.0 -0.002 -0.01 0.00277 0.024 -0.0 0.0
67.5 0.05 45.0 1400000.0 46.0 -0.057 -0.11 0.05815 0.509 -0.02 0.05
70.0 0.05 12.5 3768000.0 892.0 -0.39 -0.37 0.19476 1.705 -0.11 0.55
72.5 1.6 44.3743374872 312000.0 124.0 -0.836 -0.23 0.12565 1.1 -0.24 2.15
75.0 4.0 44.3743374872 640000.0 45.0 -0.986 -0.02 0.01842 0.161 -0.29 4.49
77.5 6.5 44.3743374872 44000.0 1.0 -1.0 0.02 0.00071 0.006 -0.31 6.98
80.0 9.5 45.0 100000.0 13.0 -1.0 0.02 1e-05 0.0 -0.32 9.48
82.5 10.9 44.3743374872 12000.0 5.0 -1.0 0.02 0.0 0.0 -0.33 11.98

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play