ASHOKLEY Options

Date: 29Mar2012 Expiry date: 29Mar2012

Underlying Price: 29.05 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
27.5 1.55 29.0 192000.0 19.0 0.999 -0.01 0.00617 0.006 0.11 1.56
30.0 0.05 44.0 1792000.0 171.0 0.037 -0.02 0.15697 0.148 0.0 0.01
32.5 0.05 28.2266887082 696000.0 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
27.5 0.05 65.0 304000.0 16.0 -0.001 -0.0 0.00617 0.006 -0.0 0.0

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