ASHOKLEY Options

Date: 29Jul2010 Expiry date: 29Jul2010

Underlying Price: 35.975 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
65.0 7.1 29.9314832395 132000.0 5.0 0.0 -0.0 0.0 0.0 0.0 0.0
70.0 1.95 29.9314832395 1040000.0 118.0 0.0 -0.0 0.0 0.0 0.0 0.0
75.0 0.05 29.9314832395 2100000.0 194.0 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
65.0 0.05 29.9314832395 1404000.0 4.0 -1.0 0.02 0.0 0.0 -0.26 29.01
70.0 0.05 29.9314832395 1096000.0 131.0 -1.0 0.02 0.0 0.0 -0.28 34.01

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