ASHOKLEY Options

Date: 29Dec2011 Expiry date: 29Dec2011

Underlying Price: 22.8 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
20.0 2.05 55.3342501117 64000.0 1.0 1.0 -0.01 0.00039 0.0 0.08 2.81
22.5 0.25 55.3342501117 352000.0 84.0 0.657 -0.15 0.46244 0.528 0.06 0.49
25.0 0.05 55.3342501117 1416000.0 3.0 0.004 -0.01 0.01634 0.019 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
20.0 0.05 55.3342501117 528000.0 3.0 -0.0 -0.0 0.00039 0.0 -0.0 0.0
22.5 0.15 50.0 448000.0 70.0 -0.343 -0.14 0.46244 0.528 -0.03 0.19
25.0 2.25 56.0 232000.0 1.0 -0.996 0.0 0.01634 0.019 -0.1 2.19

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