ASHOKLEY Options

Date: 28Oct2010 Expiry date: 28Oct2010

Underlying Price: 37.7 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
65.0 12.0 33.3894133299 4000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
70.0 5.25 33.3894133299 16000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
75.0 0.25 33.3894133299 432000.0 39.0 0.0 -0.0 0.0 0.0 0.0 0.0
80.0 0.05 33.3894133299 2252000.0 123.0 0.0 -0.0 0.0 0.0 0.0 0.0
85.0 0.05 33.3894133299 1124000.0 10.0 0.0 -0.0 0.0 0.0 0.0 0.0
90.0 0.05 33.3894133299 372000.0 8.0 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
65.0 0.05 33.3894133299 40000.0 4.0 -1.0 0.02 0.0 0.0 -0.26 27.28
70.0 0.05 33.3894133299 292000.0 1.0 -1.0 0.02 0.0 0.0 -0.28 32.28
75.0 0.15 33.3894133299 232000.0 21.0 -1.0 0.02 0.0 0.0 -0.3 37.28

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