ASHOKLEY Options

Date: 29Oct2015 Expiry date: 29Oct2015

Underlying Price: 93.8 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
70.0 21.85 21.1705718311 16000.0 4.0 1.0 -0.02 0.0 0.0 0.28 23.82
75.0 17.8 21.1705718311 16000.0 9.0 1.0 -0.02 0.0 0.0 0.3 18.82
85.0 8.0 21.1705718311 132000.0 14.0 1.0 -0.02 0.0 0.0 0.34 8.82
87.5 6.0 21.1705718311 132000.0 9.0 1.0 -0.02 0.0 0.0 0.35 6.32
90.0 3.6 21.1705718311 864000.0 378.0 0.999 -0.03 0.00239 0.018 0.36 3.83
92.5 1.0 21.1705718311 856000.0 2580.0 0.859 -0.16 0.17917 1.324 0.31 1.42
95.0 0.05 16.0 4772000.0 554.0 0.177 -0.17 0.20781 1.536 0.07 0.12
97.5 0.05 37.5 3148000.0 9.0 0.002 -0.0 0.00514 0.038 0.0 0.0
100.0 0.05 56.0 6072000.0 36.0 0.0 -0.0 0.0 0.0 0.0 0.0
105.0 0.05 90.0 2092000.0 5.0 0.0 -0.0 0.0 0.0 0.0 0.0
110.0 0.05 21.1705718311 1400000.0 8.0 0.0 -0.0 0.0 0.0 0.0 0.0
112.5 0.05 21.1705718311 388000.0 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
70.0 0.05 21.1705718311 164000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
75.0 0.05 21.1705718311 324000.0 2.0 0.0 -0.0 0.0 0.0 -0.0 0.0
85.0 0.05 82.0 1068000.0 15.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
87.5 0.05 61.0 632000.0 20.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
90.0 0.05 40.0 2888000.0 718.0 -0.001 -0.0 0.00239 0.018 -0.0 0.0
92.5 0.05 17.5 896000.0 533.0 -0.141 -0.14 0.17917 1.324 -0.05 0.09
95.0 1.4 24.0 500000.0 109.0 -0.823 -0.14 0.20781 1.536 -0.31 1.29
97.5 3.6 22.0 88000.0 11.0 -0.998 0.02 0.00514 0.038 -0.39 3.67
100.0 7.2 21.1705718311 108000.0 18.0 -1.0 0.03 0.0 0.0 -0.4 6.17
110.0 17.5 77.0 36000.0 18.0 -1.0 0.03 0.0 0.0 -0.44 16.17
112.5 19.05 22.0 8000.0 3.0 -1.0 0.03 0.0 0.0 -0.45 18.67

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