ASHOKLEY Options

Date: 30Jan2020 Expiry date: 30Jan2020

Underlying Price: 83.4 Trading Days to Expiry: 1.0 Risk Free Interest Rate: 7%

Click here to understand option greeks.
Call Options
Strike Price Option Price Implied Volatility Open Interest Number of Contracts Delta Theta Gamma Vega Rho Black Scholes Price
52.5 34.95 93.8125 8000.0 0.0 1.0 -0.01 0.0 0.0 0.21 30.91
55.0 24.4 26.5264883616 0.0 0.0 1.0 -0.02 0.0 0.0 0.22 28.42
57.5 22.5 26.5264883616 0.0 0.0 1.0 -0.02 0.0 0.0 0.23 25.92
60.0 20.7 26.5264883616 0.0 0.0 1.0 -0.02 0.0 0.0 0.24 23.42
62.5 18.95 26.5264883616 0.0 0.0 1.0 -0.02 0.0 0.0 0.25 20.92
65.0 20.25 90.0 8000.0 0.0 1.0 -0.02 0.0 0.0 0.26 18.42
67.5 14.7 26.5264883616 8000.0 0.0 1.0 -0.02 0.0 0.0 0.27 15.92
70.0 14.25 26.5264883616 64000.0 30.0 1.0 -0.02 0.0 0.0 0.28 13.42
72.5 10.0 26.5264883616 8000.0 0.0 1.0 -0.02 0.0 0.0 0.29 10.92
75.0 7.8 26.5264883616 64000.0 6.0 1.0 -0.02 0.0 0.0 0.3 8.42
77.5 5.35 26.5264883616 80000.0 5.0 1.0 -0.02 2e-05 0.0 0.31 5.92
80.0 3.0 26.5264883616 264000.0 38.0 0.994 -0.03 0.01209 0.089 0.32 3.42
82.5 0.4 26.5264883616 384000.0 40.0 0.75 -0.24 0.22809 1.67 0.24 1.13
85.0 0.05 22.0 1680000.0 485.0 0.133 -0.15 0.15424 1.129 0.04 0.09
87.5 0.05 46.0 3376000.0 166.0 0.002 -0.0 0.00498 0.036 0.0 0.0
90.0 0.05 66.0 4760000.0 29.0 0.0 -0.0 1e-05 0.0 0.0 0.0
92.5 0.05 85.0 1376000.0 25.0 0.0 -0.0 0.0 0.0 0.0 0.0
95.0 0.05 26.5264883616 2056000.0 22.0 0.0 -0.0 0.0 0.0 0.0 -0.0
97.5 0.05 26.5264883616 896000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
100.0 0.05 26.5264883616 592000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
102.5 0.05 26.5264883616 40000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
105.0 2.05 26.5264883616 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
52.5 0.05 26.5264883616 24000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
55.0 1.85 26.5264883616 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
57.5 0.05 26.5264883616 32000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
60.0 0.05 26.5264883616 104000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
62.5 0.05 26.5264883616 40000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
65.0 0.05 26.5264883616 160000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
67.5 0.05 26.5264883616 112000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
70.0 0.05 26.5264883616 1352000.0 9.0 0.0 -0.0 0.0 0.0 -0.0 0.0
72.5 0.05 26.5264883616 760000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
75.0 0.05 89.0 1320000.0 8.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
77.5 0.05 66.0 1112000.0 7.0 -0.0 -0.0 2e-05 0.0 -0.0 0.0
80.0 0.05 42.0 1880000.0 30.0 -0.006 -0.01 0.01209 0.089 -0.0 0.0
82.5 0.05 15.5 368000.0 167.0 -0.25 -0.22 0.22809 1.67 -0.08 0.21
85.0 1.95 40.0 880000.0 245.0 -0.867 -0.13 0.15424 1.129 -0.29 1.67
87.5 4.6 73.0 312000.0 57.0 -0.998 0.02 0.00498 0.036 -0.35 4.08
90.0 7.0 72.0 56000.0 7.0 -1.0 0.02 1e-05 0.0 -0.36 6.58
92.5 8.45 26.5264883616 16000.0 1.0 -1.0 0.03 0.0 0.0 -0.37 9.07
95.0 12.5 26.5264883616 16000.0 2.0 -1.0 0.03 0.0 0.0 -0.38 11.57
97.5 14.95 26.5264883616 32000.0 2.0 -1.0 0.03 0.0 0.0 -0.39 14.07
100.0 15.4 26.5264883616 0.0 0.0 -1.0 0.03 0.0 0.0 -0.4 16.57
102.5 28.0 26.5264883616 0.0 0.0 -1.0 0.03 0.0 0.0 -0.41 19.07
105.0 26.5 26.5264883616 0.0 0.0 -1.0 0.03 0.0 0.0 -0.42 21.57

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play