ASHOKLEY Options

Date: 30Jun2016 Expiry date: 30Jun2016

Underlying Price: 98.35 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
75.0 24.35 25.0 0.0 4.0 1.0 -0.02 0.0 0.0 0.3 23.37
92.5 7.05 24.6967093123 21000.0 1.0 1.0 -0.03 0.0001 0.001 0.37 5.88
95.0 3.4 25.0 567000.0 43.0 0.988 -0.05 0.0206 0.195 0.37 3.38
97.5 0.85 9.0 469000.0 95.0 0.72 -0.28 0.21994 2.085 0.28 1.14
100.0 0.05 19.5 5929000.0 2699.0 0.148 -0.18 0.15124 1.434 0.06 0.12
102.5 0.05 39.0 3780000.0 561.0 0.004 -0.01 0.00819 0.078 0.0 0.0
105.0 0.05 57.0 5243000.0 21.0 0.0 -0.0 4e-05 0.0 0.0 0.0
107.5 0.05 73.0 2296000.0 7.0 0.0 -0.0 0.0 0.0 0.0 0.0
110.0 0.05 89.0 11284000.0 16.0 0.0 -0.0 0.0 0.0 0.0 0.0
112.5 0.05 24.6967093123 1589000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
115.0 0.05 24.6967093123 4711000.0 7.0 0.0 -0.0 0.0 0.0 0.0 0.0
120.0 0.05 24.6967093123 2793000.0 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
92.5 0.05 55.0 945000.0 1.0 -0.0 -0.0 0.0001 0.001 -0.0 0.0
95.0 0.05 35.0 2100000.0 13.0 -0.012 -0.02 0.0206 0.195 -0.0 0.01
97.5 0.1 16.0 1862000.0 445.0 -0.28 -0.25 0.21994 2.085 -0.11 0.27
100.0 1.65 24.0 1393000.0 377.0 -0.852 -0.15 0.15124 1.434 -0.34 1.74
102.5 4.3 25.0 343000.0 51.0 -0.996 0.02 0.00819 0.078 -0.4 4.12
105.0 6.65 25.0 658000.0 50.0 -1.0 0.03 4e-05 0.0 -0.42 6.62
107.5 9.2 25.0 140000.0 9.0 -1.0 0.03 0.0 0.0 -0.43 9.12
110.0 11.65 25.0 245000.0 17.0 -1.0 0.03 0.0 0.0 -0.44 11.62
115.0 17.0 25.0 28000.0 7.0 -1.0 0.03 0.0 0.0 -0.46 16.62
120.0 21.15 25.0 21000.0 1.0 -1.0 0.03 0.0 0.0 -0.48 21.62

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