ASHOKLEY Options

Date: 29Jan2015 Expiry date: 29Jan2015

Underlying Price: 65.95 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
47.5 19.0 45.0 184000.0 1.0 1.0 -0.01 0.0 0.0 0.19 18.46
50.0 16.05 45.0 1032000.0 18.0 1.0 -0.01 0.0 0.0 0.2 15.96
52.5 15.1 44.6689156093 712000.0 12.0 1.0 -0.01 0.0 0.0 0.21 13.46
55.0 10.9 45.0 1056000.0 185.0 1.0 -0.02 0.0 0.0 0.22 10.97
57.5 8.55 45.0 1040000.0 82.0 1.0 -0.02 0.0 0.0 0.23 8.47
60.0 6.05 45.0 1872000.0 515.0 1.0 -0.02 0.0007 0.005 0.24 5.97
62.5 3.45 45.0 1784000.0 135.0 0.973 -0.07 0.03317 0.256 0.24 3.49
65.0 1.0 23.0 3336000.0 678.0 0.705 -0.33 0.18588 1.433 0.18 1.32
67.5 0.1 34.0 3360000.0 2851.0 0.211 -0.27 0.15592 1.202 0.05 0.22
70.0 0.05 57.0 6984000.0 5194.0 0.018 -0.04 0.024 0.185 0.0 0.01
72.5 0.05 82.0 2744000.0 871.0 0.0 -0.0 0.00081 0.006 0.0 0.0
75.0 0.05 44.6689156093 1624000.0 105.0 0.0 -0.0 1e-05 0.0 0.0 0.0
80.0 0.05 44.6689156093 8000.0 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
47.5 0.05 44.6689156093 1768000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
50.0 0.05 44.6689156093 3800000.0 5.0 0.0 -0.0 0.0 0.0 -0.0 0.0
52.5 0.05 44.6689156093 1792000.0 1.0 -0.0 -0.0 0.0 0.0 -0.0 -0.0
55.0 0.05 44.6689156093 4624000.0 16.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
57.5 0.05 44.6689156093 2888000.0 22.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
60.0 0.05 84.0 4848000.0 121.0 -0.0 -0.0 0.0007 0.005 -0.0 0.0
62.5 0.05 53.0 2088000.0 102.0 -0.027 -0.06 0.03317 0.256 -0.01 0.02
65.0 0.05 20.0 4912000.0 1596.0 -0.295 -0.31 0.18588 1.433 -0.08 0.35
67.5 1.15 44.6689156093 1552000.0 2416.0 -0.789 -0.25 0.15592 1.202 -0.21 1.75
70.0 3.95 45.0 120000.0 54.0 -0.982 -0.02 0.024 0.185 -0.27 4.04

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