ASHOKLEY Options

Date: 29Apr2010 Expiry date: 29Apr2010

Underlying Price: 27.475 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
50.0 6.0 23.1546571434 0.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
55.0 0.05 23.1546571434 926350.0 104.0 0.0 -0.0 0.0 0.0 0.0 0.0
57.5 0.05 23.1546571434 1317900.0 47.0 0.0 -0.0 0.0 0.0 0.0 0.0
60.0 0.05 23.1546571434 1594850.0 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
50.0 0.05 23.1546571434 439300.0 1.0 -1.0 0.01 0.0 0.0 -0.2 22.51
55.0 0.05 23.1546571434 382000.0 101.0 -1.0 0.02 0.0 0.0 -0.22 27.51
57.5 1.75 23.1546571434 9550.0 1.0 -1.0 0.02 0.0 0.0 -0.23 30.01

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