ASHOKLEY Options

Date: 30Apr2020 Expiry date: 30Apr2020

Underlying Price: 52.35 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
17.5 30.7 73.6544495329 0.0 0.0 1.0 -0.0 0.0 0.0 0.07 34.85
20.0 28.2 73.6544495329 0.0 0.0 1.0 -0.01 0.0 0.0 0.08 32.36
22.5 25.7 73.6544495329 0.0 0.0 1.0 -0.01 0.0 0.0 0.09 29.86
25.0 23.25 73.6544495329 0.0 0.0 1.0 -0.01 0.0 0.0 0.1 27.36
27.5 36.05 73.6544495329 0.0 0.0 1.0 -0.01 0.0 0.0 0.11 24.86
30.0 33.55 73.6544495329 0.0 0.0 1.0 -0.01 0.0 0.0 0.12 22.36
32.5 36.3 73.6544495329 0.0 0.0 1.0 -0.01 0.0 0.0 0.13 19.86
35.0 17.0 74.0 24000.0 2.0 1.0 -0.01 0.0 0.0 0.14 17.36
37.5 10.0 18.5 48000.0 0.0 1.0 -0.01 0.0 0.0 0.15 14.86
40.0 12.45 74.0 200000.0 11.0 1.0 -0.01 0.0 0.0 0.16 12.36
42.5 9.6 74.0 80000.0 6.0 1.0 -0.01 1e-05 0.0 0.17 9.86
45.0 7.35 74.0 560000.0 58.0 0.999 -0.01 0.00073 0.006 0.18 7.36
47.5 4.4 73.6544495329 272000.0 117.0 0.983 -0.06 0.01719 0.138 0.18 4.88
50.0 2.1 73.6544495329 336000.0 465.0 0.846 -0.3 0.09773 0.783 0.17 2.56
52.5 0.2 20.0 256000.0 277.0 0.487 -0.49 0.16418 1.315 0.1 0.9
55.0 0.05 52.0 752000.0 384.0 0.15 -0.29 0.09614 0.77 0.03 0.19
57.5 0.05 85.0 576000.0 70.0 0.023 -0.07 0.02254 0.181 0.0 0.02
60.0 0.05 73.6544495329 1304000.0 112.0 0.002 -0.01 0.00238 0.019 0.0 0.0
62.5 0.1 73.6544495329 168000.0 0.0 0.0 -0.0 0.00012 0.001 0.0 0.0
65.0 0.05 73.6544495329 824000.0 11.0 0.0 -0.0 0.0 0.0 0.0 0.0
67.5 0.05 73.6544495329 24000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
70.0 0.05 73.6544495329 1864000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
72.5 12.75 73.6544495329 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
75.0 0.05 73.6544495329 560000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
77.5 0.1 73.6544495329 8000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
80.0 0.05 73.6544495329 1560000.0 9.0 0.0 -0.0 0.0 0.0 0.0 0.0
82.5 0.15 73.6544495329 8000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
85.0 0.05 73.6544495329 136000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
87.5 0.05 73.6544495329 64000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
90.0 0.05 73.6544495329 144000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
92.5 0.05 73.6544495329 16000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
95.0 0.05 73.6544495329 56000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
97.5 0.05 73.6544495329 8000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
100.0 0.05 73.6544495329 512000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
102.5 0.6 73.6544495329 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
105.0 0.4 73.6544495329 0.0 0.0 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
17.5 0.05 73.6544495329 56000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
20.0 0.05 73.6544495329 704000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
22.5 0.05 73.6544495329 24000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
25.0 0.05 73.6544495329 640000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
27.5 0.05 73.6544495329 160000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
30.0 0.05 73.6544495329 1616000.0 3.0 0.0 -0.0 0.0 0.0 -0.0 0.0
32.5 0.05 73.6544495329 168000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
35.0 0.05 73.6544495329 1080000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
37.5 0.05 73.6544495329 424000.0 3.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
40.0 0.05 73.6544495329 1736000.0 8.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
42.5 0.05 73.6544495329 432000.0 21.0 -0.0 -0.0 1e-05 0.0 -0.0 0.0
45.0 0.05 73.6544495329 728000.0 40.0 -0.001 -0.0 0.00073 0.006 -0.0 0.0
47.5 0.05 90.0 552000.0 132.0 -0.017 -0.05 0.01719 0.138 -0.0 0.01
50.0 0.05 50.0 312000.0 195.0 -0.154 -0.29 0.09773 0.783 -0.03 0.2
52.5 0.8 58.0 32000.0 8.0 -0.513 -0.48 0.16418 1.315 -0.11 1.04
55.0 2.8 74.0 104000.0 18.0 -0.85 -0.27 0.09614 0.77 -0.19 2.82
57.5 15.45 73.6544495329 0.0 0.0 -0.977 -0.05 0.02254 0.181 -0.22 5.15
60.0 12.9 73.6544495329 16000.0 0.0 -0.998 0.01 0.00238 0.019 -0.24 7.63
62.5 18.0 73.6544495329 0.0 0.0 -1.0 0.02 0.00012 0.001 -0.25 10.13
65.0 0.15 73.6544495329 0.0 0.0 -1.0 0.02 0.0 0.0 -0.26 12.63
67.5 0.3 73.6544495329 0.0 0.0 -1.0 0.02 0.0 0.0 -0.27 15.13
70.0 26.2 73.6544495329 16000.0 0.0 -1.0 0.02 0.0 0.0 -0.28 17.63
72.5 0.85 73.6544495329 0.0 0.0 -1.0 0.02 0.0 0.0 -0.29 20.13
75.0 31.1 73.6544495329 0.0 0.0 -1.0 0.02 0.0 0.0 -0.3 22.63
77.5 25.4 74.0 96000.0 2.0 -1.0 0.02 0.0 0.0 -0.31 25.13
80.0 33.0 73.6544495329 64000.0 0.0 -1.0 0.02 0.0 0.0 -0.32 27.63
82.5 35.4 93.8203125 80000.0 0.0 -1.0 0.02 0.0 0.0 -0.33 30.13
85.0 41.1 73.6544495329 64000.0 0.0 -1.0 0.02 0.0 0.0 -0.34 32.63
87.5 44.05 73.6544495329 16000.0 0.0 -1.0 0.02 0.0 0.0 -0.35 35.13
90.0 38.0 74.0 120000.0 3.0 -1.0 0.02 0.0 0.0 -0.36 37.63
92.5 45.4 73.6544495329 88000.0 0.0 -1.0 0.03 0.0 0.0 -0.37 40.12
95.0 11.8 73.6544495329 0.0 0.0 -1.0 0.03 0.0 0.0 -0.38 42.62
97.5 52.85 73.6544495329 8000.0 0.0 -1.0 0.03 0.0 0.0 -0.39 45.12
100.0 54.0 73.6544495329 8000.0 0.0 -1.0 0.03 0.0 0.0 -0.4 47.62
102.5 18.25 73.6544495329 0.0 0.0 -1.0 0.03 0.0 0.0 -0.41 50.12
105.0 20.5 73.6544495329 0.0 0.0 -1.0 0.03 0.0 0.0 -0.42 52.62

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