ASHOKLEY Options

Date: 29Nov2018 Expiry date: 29Nov2018

Underlying Price: 110.15 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
100.0 9.85 47.0 168000.0 15.0 1.0 -0.03 0.00048 0.011 0.4 10.18
105.0 4.9 46.4005586272 468000.0 106.0 0.952 -0.19 0.03113 0.695 0.4 5.24
110.0 0.05 46.4005586272 4080000.0 5455.0 0.528 -0.66 0.12362 2.762 0.23 1.38
115.0 0.05 40.0 8408000.0 1068.0 0.074 -0.23 0.04331 0.968 0.03 0.1
120.0 0.05 70.0 7668000.0 46.0 0.002 -0.01 0.00182 0.041 0.0 0.0
125.0 0.05 96.0 5008000.0 3.0 0.0 -0.0 1e-05 0.0 0.0 0.0
130.0 0.05 46.4005586272 4536000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
135.0 0.05 46.4005586272 1664000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
140.0 0.05 46.4005586272 2324000.0 1.0 0.0 -0.0 0.0 0.0 0.0 -0.0
150.0 0.05 46.4005586272 952000.0 8.0 0.0 -0.0 0.0 0.0 0.0 0.0
160.0 0.05 46.4005586272 88000.0 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
90.0 0.05 46.4005586272 584000.0 1.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
95.0 0.05 46.4005586272 788000.0 8.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
100.0 0.05 79.0 3056000.0 80.0 -0.0 -0.0 0.00048 0.011 -0.0 0.0
105.0 0.05 44.0 3128000.0 1145.0 -0.048 -0.16 0.03113 0.695 -0.02 0.07
110.0 0.2 10.0 932000.0 1221.0 -0.472 -0.63 0.12362 2.762 -0.21 1.2
115.0 4.95 47.0 208000.0 84.0 -0.926 -0.19 0.04331 0.968 -0.42 4.92
120.0 10.1 47.0 172000.0 42.0 -0.998 0.02 0.00182 0.041 -0.48 9.82
125.0 14.9 47.0 52000.0 16.0 -1.0 0.03 1e-05 0.0 -0.5 14.82
130.0 20.4 47.0 24000.0 2.0 -1.0 0.04 0.0 0.0 -0.52 19.81
140.0 31.2 47.0 96000.0 2.0 -1.0 0.04 0.0 0.0 -0.56 29.81
150.0 40.9 47.0 12000.0 18.0 -1.0 0.04 0.0 0.0 -0.6 39.81
155.0 45.6 47.0 0.0 1.0 -1.0 0.04 0.0 0.0 -0.61 44.81
160.0 51.45 47.0 0.0 3.0 -1.0 0.04 0.0 0.0 -0.63 49.81

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