ASHOKLEY Options

Date: 28Sep2017 Expiry date: 28Sep2017

Underlying Price: 116.75 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
90.0 24.0 28.8639658695 14000.0 1.0 1.0 -0.02 0.0 0.0 0.36 26.77
97.5 18.0 28.8639658695 7000.0 3.0 1.0 -0.03 0.0 0.0 0.39 19.28
100.0 17.15 29.0 84000.0 2.0 1.0 -0.03 0.0 0.0 0.4 16.78
105.0 11.65 29.0 112000.0 7.0 1.0 -0.03 0.0 0.0 0.42 11.78
107.5 6.4 28.8639658695 84000.0 3.0 1.0 -0.03 1e-05 0.0 0.43 9.28
110.0 6.65 29.0 231000.0 57.0 1.0 -0.03 0.00081 0.013 0.44 6.78
112.5 4.25 29.0 399000.0 406.0 0.98 -0.08 0.02235 0.349 0.44 4.3
115.0 1.5 28.8639658695 1099000.0 4575.0 0.804 -0.32 0.13041 2.036 0.36 2.02
117.5 0.15 14.0 2716000.0 2865.0 0.372 -0.41 0.17813 2.781 0.17 0.54
120.0 0.05 27.5 5922000.0 1026.0 0.069 -0.14 0.06234 0.973 0.03 0.06
122.5 0.05 43.0 1708000.0 3.0 0.004 -0.01 0.00608 0.095 0.0 0.0
125.0 0.05 57.0 3668000.0 10.0 0.0 -0.0 0.00018 0.003 0.0 0.0
130.0 0.05 83.0 2093000.0 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
90.0 0.05 28.8639658695 252000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
97.5 0.05 28.8639658695 273000.0 3.0 0.0 -0.0 0.0 0.0 -0.0 0.0
100.0 0.05 28.8639658695 1372000.0 6.0 0.0 -0.0 0.0 0.0 -0.0 0.0
102.5 0.05 28.8639658695 651000.0 2.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
105.0 0.05 84.0 1400000.0 21.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
107.5 0.05 68.0 805000.0 57.0 -0.0 -0.0 1e-05 0.0 -0.0 0.0
110.0 0.05 52.0 2380000.0 235.0 -0.0 -0.0 0.00081 0.013 -0.0 0.0
112.5 0.05 35.5 1561000.0 695.0 -0.02 -0.05 0.02235 0.349 -0.01 0.02
115.0 0.05 17.75 2135000.0 1389.0 -0.196 -0.29 0.13041 2.036 -0.09 0.23
117.5 0.85 15.0 483000.0 81.0 -0.628 -0.38 0.17813 2.781 -0.3 1.26
120.0 3.45 29.0 294000.0 20.0 -0.931 -0.11 0.06234 0.973 -0.44 3.28
122.5 7.0 99.0 14000.0 1.0 -0.996 0.02 0.00608 0.095 -0.48 5.72

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