ASHOKLEY Options

Date: 30Dec2010 Expiry date: 30Dec2010

Underlying Price: 31.125 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
60.0 1.8 38.1329454334 16000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
65.0 0.05 38.1329454334 952000.0 55.0 0.0 -0.0 0.0 0.0 0.0 0.0
70.0 0.05 38.1329454334 1332000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
75.0 0.05 38.1329454334 908000.0 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
60.0 0.05 38.1329454334 172000.0 22.0 -1.0 0.02 0.0 0.0 -0.24 28.86
65.0 3.0 38.1329454334 132000.0 6.0 -1.0 0.02 0.0 0.0 -0.26 33.86
70.0 7.25 38.1329454334 44000.0 2.0 -1.0 0.02 0.0 0.0 -0.28 38.86

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