ASHOKLEY Options

Date: 29Dec2016 Expiry date: 29Dec2016

Underlying Price: 79.0 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
70.0 9.0 28.0 189000.0 2.0 1.0 -0.02 0.0 0.0 0.28 9.02
75.0 3.9 28.0 455000.0 12.0 0.999 -0.02 0.003 0.02 0.3 4.02
77.5 1.5 23.0 1029000.0 129.0 0.871 -0.16 0.15373 1.047 0.27 1.61
80.0 0.05 16.5 4130000.0 747.0 0.241 -0.22 0.22801 1.552 0.07 0.19
82.5 0.05 43.0 1890000.0 15.0 0.007 -0.01 0.01352 0.092 0.0 0.0
85.0 0.05 65.0 3857000.0 14.0 0.0 -0.0 4e-05 0.0 0.0 0.0
87.5 0.05 85.0 1568000.0 5.0 0.0 -0.0 0.0 0.0 0.0 0.0
90.0 0.05 27.4913989833 2884000.0 11.0 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
60.0 0.05 27.4913989833 231000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
67.5 1.0 27.4913989833 1491000.0 178.0 0.0 -0.0 0.0 0.0 -0.0 0.0
70.0 0.05 27.4913989833 1792000.0 3.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
72.5 0.05 75.0 1379000.0 4.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
75.0 0.05 50.0 3654000.0 122.0 -0.001 -0.0 0.003 0.02 -0.0 0.0
77.5 0.05 23.5 1169000.0 216.0 -0.129 -0.14 0.15373 1.047 -0.04 0.09
80.0 1.0 18.0 469000.0 105.0 -0.759 -0.2 0.22801 1.552 -0.24 1.17
82.5 3.75 49.0 98000.0 6.0 -0.993 0.01 0.01352 0.092 -0.33 3.48
85.0 6.1 28.0 112000.0 18.0 -1.0 0.02 4e-05 0.0 -0.34 5.98
87.5 9.0 92.0 28000.0 5.0 -1.0 0.02 0.0 0.0 -0.35 8.48
90.0 11.1 28.0 189000.0 26.0 -1.0 0.02 0.0 0.0 -0.36 10.98
92.5 14.0 28.0 56000.0 2.0 -1.0 0.03 0.0 0.0 -0.37 13.47
95.0 16.2 28.0 56000.0 7.0 -1.0 0.03 0.0 0.0 -0.38 15.97
100.0 21.0 28.0 28000.0 1.0 -1.0 0.03 0.0 0.0 -0.4 20.97
105.0 26.35 28.0 14000.0 2.0 -1.0 0.03 0.0 0.0 -0.42 25.97
107.5 28.7 28.0 28000.0 1.0 -1.0 0.03 0.0 0.0 -0.43 28.47

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