ASHOKLEY Options

Date: 29Aug2019 Expiry date: 29Aug2019

Underlying Price: 65.75 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
40.0 35.3 54.5741233815 0.0 0.0 1.0 -0.01 0.0 0.0 0.16 25.76
42.5 41.75 54.5741233815 0.0 0.0 1.0 -0.01 0.0 0.0 0.17 23.26
45.0 39.25 54.5741233815 0.0 0.0 1.0 -0.01 0.0 0.0 0.18 20.76
47.5 41.3 54.5741233815 0.0 0.0 1.0 -0.01 0.0 0.0 0.19 18.26
50.0 14.8 54.5741233815 12000.0 0.0 1.0 -0.01 0.0 0.0 0.2 15.76
52.5 10.5 21.5 0.0 0.0 1.0 -0.01 0.0 0.0 0.21 13.26
55.0 11.0 55.0 24000.0 0.0 1.0 -0.02 0.0 0.0 0.22 10.77
57.5 8.9 54.5741233815 168000.0 32.0 1.0 -0.02 8e-05 0.001 0.23 8.27
60.0 5.95 55.0 198000.0 211.0 0.996 -0.03 0.00477 0.045 0.24 5.77
62.5 3.35 55.0 762000.0 130.0 0.933 -0.16 0.05732 0.537 0.23 3.33
65.0 1.0 35.0 366000.0 596.0 0.64 -0.43 0.1655 1.549 0.16 1.33
67.5 0.05 30.0 1908000.0 479.0 0.23 -0.35 0.13436 1.258 0.06 0.3
70.0 0.05 59.0 3864000.0 121.0 0.036 -0.09 0.03514 0.329 0.01 0.03
72.5 0.05 85.0 1398000.0 12.0 0.002 -0.01 0.00334 0.031 0.0 0.0
75.0 0.05 54.5741233815 6180000.0 15.0 0.0 -0.0 0.00013 0.001 0.0 0.0
77.5 0.05 54.5741233815 1206000.0 6.0 0.0 -0.0 0.0 0.0 0.0 0.0
80.0 0.05 54.5741233815 8862000.0 15.0 0.0 -0.0 0.0 0.0 0.0 0.0
82.5 0.05 54.5741233815 684000.0 7.0 0.0 -0.0 0.0 0.0 0.0 0.0
85.0 0.05 54.5741233815 1608000.0 31.0 0.0 -0.0 0.0 0.0 0.0 0.0
87.5 0.05 54.5741233815 216000.0 7.0 0.0 -0.0 0.0 0.0 0.0 0.0
90.0 0.05 54.5741233815 1746000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
92.5 0.05 54.5741233815 102000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
95.0 0.05 54.5741233815 438000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
97.5 0.05 54.5741233815 24000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
100.0 0.05 54.5741233815 336000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
102.5 3.95 54.5741233815 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
105.0 0.05 54.5741233815 36000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
107.5 2.8 54.5741233815 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
110.0 0.05 54.5741233815 66000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
112.5 1.95 54.5741233815 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
115.0 0.05 54.5741233815 192000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
117.5 1.35 54.5741233815 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
120.0 1.1 54.5741233815 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
122.5 0.05 54.5741233815 54000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
125.0 0.75 54.5741233815 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
127.5 0.6 54.5741233815 0.0 0.0 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 54.5741233815 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
42.5 0.05 54.5741233815 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
45.0 0.05 54.5741233815 12000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
47.5 0.05 54.5741233815 144000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
50.0 0.05 54.5741233815 1044000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
52.5 0.05 54.5741233815 324000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
55.0 0.05 54.5741233815 1812000.0 3.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
57.5 0.05 54.5741233815 1794000.0 42.0 -0.0 -0.0 8e-05 0.001 -0.0 0.0
60.0 0.05 82.0 2184000.0 129.0 -0.004 -0.01 0.00477 0.045 -0.0 0.0
62.5 0.05 51.0 1632000.0 265.0 -0.067 -0.15 0.05732 0.537 -0.02 0.07
65.0 0.1 22.0 654000.0 759.0 -0.36 -0.42 0.1655 1.549 -0.1 0.56
67.5 1.5 54.5741233815 894000.0 105.0 -0.77 -0.33 0.13436 1.258 -0.21 2.03
70.0 4.3 55.0 198000.0 90.0 -0.964 -0.07 0.03514 0.329 -0.27 4.26
72.5 6.95 55.0 84000.0 14.0 -0.998 0.01 0.00334 0.031 -0.29 6.73
75.0 9.6 55.0 144000.0 30.0 -1.0 0.02 0.00013 0.001 -0.3 9.23
77.5 12.05 55.0 114000.0 7.0 -1.0 0.02 0.0 0.0 -0.31 11.73
80.0 14.85 55.0 54000.0 17.0 -1.0 0.02 0.0 0.0 -0.32 14.23
82.5 16.85 55.0 54000.0 15.0 -1.0 0.02 0.0 0.0 -0.33 16.73
85.0 20.0 55.0 60000.0 12.0 -1.0 0.02 0.0 0.0 -0.34 19.23
87.5 21.5 55.0 12000.0 3.0 -1.0 0.02 0.0 0.0 -0.35 21.73
90.0 25.2 55.0 54000.0 10.0 -1.0 0.02 0.0 0.0 -0.36 24.23
92.5 27.9 55.0 6000.0 1.0 -1.0 0.03 0.0 0.0 -0.37 26.72
95.0 29.75 55.0 12000.0 9.0 -1.0 0.03 0.0 0.0 -0.38 29.22
97.5 10.8 54.5741233815 0.0 0.0 -1.0 0.03 0.0 0.0 -0.39 31.72
100.0 34.8 55.0 30000.0 21.0 -1.0 0.03 0.0 0.0 -0.4 34.22
102.5 14.2 54.5741233815 0.0 0.0 -1.0 0.03 0.0 0.0 -0.41 36.72
105.0 40.5 55.0 42000.0 1.0 -1.0 0.03 0.0 0.0 -0.42 39.22
107.5 18.0 54.5741233815 0.0 0.0 -1.0 0.03 0.0 0.0 -0.43 41.72
110.0 45.5 55.0 0.0 2.0 -1.0 0.03 0.0 0.0 -0.44 44.22
112.5 22.05 54.5741233815 0.0 0.0 -1.0 0.03 0.0 0.0 -0.45 46.72
115.0 24.15 54.5741233815 0.0 0.0 -1.0 0.03 0.0 0.0 -0.46 49.22
117.5 55.6 54.5741233815 6000.0 0.0 -1.0 0.03 0.0 0.0 -0.47 51.72
120.0 55.2 55.0 6000.0 3.0 -1.0 0.03 0.0 0.0 -0.48 54.22
122.5 30.85 54.5741233815 0.0 0.0 -1.0 0.03 0.0 0.0 -0.49 56.72
125.0 62.9 54.5741233815 0.0 0.0 -1.0 0.03 0.0 0.0 -0.5 59.22
127.5 60.5 55.0 6000.0 0.0 -1.0 0.04 0.0 0.0 -0.51 61.71

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