ASHOKLEY Options

Date: 28Nov2019 Expiry date: 28Nov2019

Underlying Price: 81.45 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
40.0 42.35 28.0 24000.0 0.0 1.0 -0.01 0.0 0.0 0.16 41.46
42.5 24.45 27.7196829502 0.0 0.0 1.0 -0.01 0.0 0.0 0.17 38.96
45.0 22.3 27.7196829502 0.0 0.0 1.0 -0.01 0.0 0.0 0.18 36.46
47.5 20.2 27.7196829502 0.0 0.0 1.0 -0.01 0.0 0.0 0.19 33.96
50.0 17.9 27.7196829502 0.0 0.0 1.0 -0.01 0.0 0.0 0.2 31.46
52.5 16.4 27.7196829502 0.0 0.0 1.0 -0.01 0.0 0.0 0.21 28.96
55.0 14.65 27.7196829502 0.0 0.0 1.0 -0.02 0.0 0.0 0.22 26.47
57.5 15.9 27.7196829502 0.0 0.0 1.0 -0.02 0.0 0.0 0.23 23.97
60.0 21.5 28.0 24000.0 0.0 1.0 -0.02 0.0 0.0 0.24 21.47
62.5 15.65 27.7196829502 36000.0 0.0 1.0 -0.02 0.0 0.0 0.25 18.97
65.0 16.65 28.0 60000.0 4.0 1.0 -0.02 0.0 0.0 0.26 16.47
67.5 14.0 28.0 42000.0 0.0 1.0 -0.02 0.0 0.0 0.27 13.97
70.0 11.3 28.0 168000.0 44.0 1.0 -0.02 0.0 0.0 0.28 11.47
72.5 8.8 28.0 66000.0 1.0 1.0 -0.02 0.0 0.0 0.29 8.97
75.0 6.3 28.0 672000.0 37.0 1.0 -0.02 0.0 0.0 0.3 6.47
77.5 3.8 28.0 222000.0 20.0 0.998 -0.03 0.00454 0.033 0.31 3.97
80.0 1.35 27.7196829502 990000.0 381.0 0.854 -0.18 0.16109 1.176 0.27 1.58
82.5 0.05 17.0 1512000.0 726.0 0.239 -0.23 0.21821 1.592 0.08 0.2
85.0 0.05 42.0 4428000.0 876.0 0.008 -0.02 0.01506 0.11 0.0 0.0
87.5 0.05 63.0 1566000.0 213.0 0.0 -0.0 7e-05 0.0 0.0 0.0
90.0 0.05 83.0 4476000.0 192.0 0.0 -0.0 0.0 0.0 0.0 0.0
92.5 0.05 27.7196829502 720000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
95.0 0.05 27.7196829502 1422000.0 6.0 0.0 -0.0 0.0 0.0 0.0 0.0
97.5 0.05 27.7196829502 504000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
100.0 0.05 27.7196829502 3876000.0 4.0 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
40.0 0.05 27.7196829502 126000.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.0
42.5 0.05 27.7196829502 18000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
45.0 0.05 27.7196829502 108000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
47.5 0.05 27.7196829502 12000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
50.0 0.05 27.7196829502 942000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
52.5 0.05 27.7196829502 102000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
55.0 0.05 27.7196829502 270000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
57.5 0.05 27.7196829502 156000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
60.0 0.05 27.7196829502 1566000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
62.5 0.05 27.7196829502 480000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
65.0 0.05 27.7196829502 1794000.0 2.0 0.0 -0.0 0.0 0.0 -0.0 0.0
67.5 0.05 27.7196829502 834000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
70.0 0.05 27.7196829502 3066000.0 52.0 0.0 -0.0 0.0 0.0 -0.0 0.0
72.5 0.05 96.0 570000.0 11.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
75.0 0.05 73.0 2364000.0 100.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
77.5 0.05 48.0 852000.0 67.0 -0.002 -0.0 0.00454 0.033 -0.0 0.0
80.0 0.1 27.0 798000.0 480.0 -0.146 -0.16 0.16109 1.176 -0.05 0.11
82.5 1.45 37.0 234000.0 146.0 -0.761 -0.2 0.21821 1.592 -0.25 1.23
85.0 3.85 53.0 78000.0 52.0 -0.992 0.01 0.01506 0.11 -0.33 3.53
87.5 6.55 86.0 24000.0 2.0 -1.0 0.02 7e-05 0.0 -0.35 6.03
90.0 8.55 28.0 24000.0 3.0 -1.0 0.02 0.0 0.0 -0.36 8.53
92.5 11.0 28.0 24000.0 0.0 -1.0 0.03 0.0 0.0 -0.37 11.02
95.0 14.2 28.0 30000.0 3.0 -1.0 0.03 0.0 0.0 -0.38 13.52
97.5 16.4 28.0 6000.0 0.0 -1.0 0.03 0.0 0.0 -0.39 16.02
100.0 18.95 28.0 36000.0 6.0 -1.0 0.03 0.0 0.0 -0.4 18.52

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