ASHOKLEY Options

Date: 30Jan2014 Expiry date: 30Jan2014

Underlying Price: 16.15 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
15.0 1.2 38.0 105000.0 2.0 0.999 -0.0 0.00794 0.003 0.06 1.15
17.5 0.05 98.0 3795000.0 10.0 0.0 -0.0 0.00388 0.002 0.0 0.0
22.5 0.05 37.8571461606 5175000.0 4.0 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 1.5 37.8571461606 930000.0 45.0 -1.0 0.0 0.00388 0.002 -0.07 1.35
20.0 4.05 37.8571461606 495000.0 1.0 -1.0 0.01 0.0 0.0 -0.08 3.84

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