ASHOKLEY Options

Date: 29May2014 Expiry date: 29May2014

Underlying Price: 31.55 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 11.6 60.0 60000.0 1.0 1.0 -0.01 0.0 0.0 0.08 11.56
22.5 9.35 60.0 240000.0 4.0 1.0 -0.01 0.0 0.0 0.09 9.06
25.0 6.65 60.0 480000.0 13.0 1.0 -0.01 0.0 0.0 0.1 6.56
27.5 4.1 60.0 960000.0 8.0 1.0 -0.01 0.0004 0.001 0.11 4.06
30.0 1.45 59.8594342391 705000.0 21.0 0.913 -0.1 0.13262 0.314 0.11 1.61
32.5 0.05 40.0 2670000.0 339.0 0.223 -0.18 0.25116 0.594 0.03 0.15
35.0 0.05 59.8594342391 4665000.0 102.0 0.003 -0.01 0.00817 0.019 0.0 0.0
37.5 0.05 59.8594342391 2580000.0 1.0 0.0 -0.0 1e-05 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
22.5 0.05 59.8594342391 795000.0 3.0 0.0 -0.0 0.0 0.0 -0.0 0.0
25.0 0.05 59.8594342391 1650000.0 2.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
27.5 0.05 59.8594342391 1815000.0 2.0 -0.0 -0.0 0.0004 0.001 -0.0 0.0
30.0 0.05 60.0 1680000.0 120.0 -0.087 -0.09 0.13262 0.314 -0.01 0.05
32.5 0.95 41.0 465000.0 107.0 -0.777 -0.17 0.25116 0.594 -0.1 1.09
35.0 3.6 60.0 225000.0 3.0 -0.997 0.0 0.00817 0.019 -0.14 3.44

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