ASHOKLEY Options

Date: 30Jun2011 Expiry date: 30Jun2011

Underlying Price: 24.3 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
45.0 3.95 26.8641981827 36000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
47.5 1.3 26.8641981827 112000.0 23.0 0.0 -0.0 0.0 0.0 0.0 0.0
50.0 0.05 26.8641981827 656000.0 76.0 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
45.0 0.05 26.8641981827 132000.0 1.0 -1.0 0.01 0.0 0.0 -0.18 20.69
47.5 0.2 26.8641981827 52000.0 8.0 -1.0 0.01 0.0 0.0 -0.19 23.19
50.0 1.0 26.8641981827 112000.0 5.0 -1.0 0.01 0.0 0.0 -0.2 25.69

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