ASHOKLEY Options

Date: 29Nov2012 Expiry date: 29Nov2012

Underlying Price: 27.95 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
22.5 5.1 41.7604444284 64000.0 4.0 1.0 -0.01 0.0 0.0 0.09 5.46
25.0 3.0 42.0 1056000.0 29.0 1.0 -0.01 6e-05 0.0 0.1 2.96
27.5 0.45 19.0 1296000.0 184.0 0.739 -0.13 0.44196 0.572 0.08 0.58
30.0 0.05 78.0 1920000.0 1.0 0.004 -0.0 0.01549 0.02 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
25.0 0.05 41.7604444284 1432000.0 5.0 -0.0 -0.0 6e-05 0.0 -0.0 0.0
27.5 0.05 29.0 784000.0 77.0 -0.261 -0.12 0.44196 0.572 -0.03 0.12

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