ASHOKLEY Options

Date: 30Aug2018 Expiry date: 30Aug2018

Underlying Price: 130.85 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 31.5 33.0 44000.0 1.0 1.0 -0.03 0.0 0.0 0.4 30.88
105.0 26.25 33.0 44000.0 21.0 1.0 -0.03 0.0 0.0 0.42 25.88
110.0 20.8 33.0 44000.0 16.0 1.0 -0.03 0.0 0.0 0.44 20.88
115.0 15.7 33.0 552000.0 56.0 1.0 -0.03 0.0 0.0 0.46 15.88
120.0 10.8 33.0 692000.0 83.0 1.0 -0.03 1e-05 0.0 0.48 10.88
125.0 5.8 33.0 464000.0 87.0 0.989 -0.07 0.01093 0.238 0.49 5.89
130.0 0.85 5.0 1856000.0 1424.0 0.636 -0.52 0.1424 3.097 0.32 1.55
135.0 0.05 29.5 4904000.0 2125.0 0.064 -0.17 0.04729 1.028 0.03 0.07
140.0 0.05 56.0 3744000.0 143.0 0.0 -0.0 0.00059 0.013 0.0 0.0
145.0 0.05 79.0 1468000.0 22.0 0.0 -0.0 0.0 0.0 0.0 0.0
150.0 0.05 32.0053611652 2660000.0 5.0 0.0 -0.0 0.0 0.0 0.0 0.0
160.0 0.05 32.0053611652 332000.0 8.0 0.0 -0.0 0.0 0.0 0.0 0.0
165.0 0.05 32.0053611652 32000.0 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
100.0 0.05 32.0053611652 1644000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
105.0 0.05 32.0053611652 712000.0 9.0 0.0 -0.0 0.0 0.0 -0.0 0.0
110.0 0.05 32.0053611652 1932000.0 18.0 0.0 -0.0 0.0 0.0 -0.0 0.0
115.0 0.05 98.0 1320000.0 17.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
120.0 0.05 70.0 2888000.0 37.0 -0.0 -0.0 1e-05 0.0 -0.0 0.0
125.0 0.05 41.0 2376000.0 47.0 -0.011 -0.04 0.01093 0.238 -0.01 0.01
130.0 0.1 12.0 3028000.0 1981.0 -0.364 -0.48 0.1424 3.097 -0.19 0.66
135.0 3.95 27.0 752000.0 104.0 -0.936 -0.13 0.04729 1.028 -0.5 4.18
140.0 8.95 33.0 36000.0 18.0 -1.0 0.04 0.00059 0.013 -0.56 9.11
145.0 14.3 33.0 40000.0 24.0 -1.0 0.04 0.0 0.0 -0.58 14.11
150.0 19.15 33.0 28000.0 10.0 -1.0 0.04 0.0 0.0 -0.6 19.11
155.0 22.7 32.0053611652 4000.0 1.0 -1.0 0.04 0.0 0.0 -0.61 24.11
160.0 29.45 33.0 24000.0 17.0 -1.0 0.04 0.0 0.0 -0.63 29.11
165.0 33.5 33.0 0.0 1.0 -1.0 0.05 0.0 0.0 -0.65 34.1
170.0 38.75 33.0 20000.0 4.0 -1.0 0.05 0.0 0.0 -0.67 39.1

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