ASHOKLEY Options

Date: 29Sep2016 Expiry date: 29Sep2016

Underlying Price: 76.45 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
65.0 14.2 41.0368369848 21000.0 1.0 1.0 -0.02 0.0 0.0 0.26 11.47
75.0 6.55 41.0368369848 28000.0 4.0 0.778 -0.31 0.15074 1.435 0.23 1.73
77.5 0.1 22.0 294000.0 78.0 0.307 -0.35 0.17781 1.692 0.09 0.38
80.0 0.05 44.5 2338000.0 668.0 0.042 -0.09 0.04504 0.429 0.01 0.03
82.5 0.05 67.0 2898000.0 933.0 0.002 -0.01 0.00282 0.027 0.0 0.0
85.0 0.05 88.0 5971000.0 244.0 0.0 -0.0 5e-05 0.0 0.0 0.0
87.5 0.05 41.0368369848 2730000.0 21.0 0.0 -0.0 0.0 0.0 0.0 0.0
90.0 0.05 41.0368369848 9086000.0 30.0 0.0 -0.0 0.0 0.0 0.0 0.0
92.5 0.05 41.0368369848 2303000.0 15.0 0.0 -0.0 0.0 0.0 0.0 0.0
95.0 0.05 41.0368369848 4634000.0 5.0 0.0 -0.0 0.0 0.0 0.0 0.0
97.5 0.05 41.0368369848 1183000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
100.0 0.05 41.0368369848 6132000.0 7.0 0.0 -0.0 0.0 0.0 0.0 0.0
105.0 0.05 41.0368369848 2436000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
110.0 0.05 41.0368369848 455000.0 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 0.1 88.0 455000.0 6.0 -0.0 -0.0 0.00056 0.005 -0.0 0.0
72.5 0.05 51.0 329000.0 26.0 -0.019 -0.05 0.02341 0.223 -0.01 0.01
75.0 0.1 29.0 1218000.0 194.0 -0.222 -0.29 0.15074 1.435 -0.07 0.26
77.5 0.9 41.0368369848 665000.0 220.0 -0.693 -0.33 0.17781 1.692 -0.22 1.41
80.0 3.35 41.0368369848 3766000.0 861.0 -0.958 -0.07 0.04504 0.429 -0.3 3.56
82.5 6.15 42.0 1015000.0 230.0 -0.998 0.02 0.00282 0.027 -0.33 6.03
85.0 8.7 42.0 1099000.0 95.0 -1.0 0.02 5e-05 0.0 -0.34 8.53
87.5 11.0 42.0 917000.0 32.0 -1.0 0.02 0.0 0.0 -0.35 11.03
90.0 13.85 42.0 357000.0 57.0 -1.0 0.02 0.0 0.0 -0.36 13.53
92.5 14.3 41.0368369848 63000.0 20.0 -1.0 0.03 0.0 0.0 -0.37 16.02
95.0 18.8 42.0 175000.0 23.0 -1.0 0.03 0.0 0.0 -0.38 18.52
97.5 15.95 41.0368369848 28000.0 2.0 -1.0 0.03 0.0 0.0 -0.39 21.02
100.0 25.0 56.8715820313 203000.0 29.0 -1.0 0.03 0.0 0.0 -0.4 23.52
105.0 23.55 41.0368369848 56000.0 3.0 -1.0 0.03 0.0 0.0 -0.42 28.52
107.5 29.35 41.0368369848 21000.0 8.0 -1.0 0.03 0.0 0.0 -0.43 31.02
110.0 31.0 41.0368369848 63000.0 20.0 -1.0 0.03 0.0 0.0 -0.44 33.52
115.0 36.9 42.0 7000.0 1.0 -1.0 0.03 0.0 0.0 -0.46 38.52
117.5 39.0 41.0368369848 0.0 1.0 -1.0 0.03 0.0 0.0 -0.47 41.02

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