ASHOKLEY Options

Date: 30Mar2017 Expiry date: 30Mar2017

Underlying Price: 83.0 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
80.0 2.95 22.0 42000.0 5.0 0.996 -0.03 0.00921 0.055 0.32 3.02
82.5 0.5 4.0 259000.0 70.0 0.679 -0.22 0.31274 1.872 0.22 0.76
85.0 0.05 26.5 3136000.0 967.0 0.045 -0.05 0.08231 0.493 0.01 0.02
87.5 0.05 49.0 3626000.0 291.0 0.0 -0.0 0.00026 0.002 0.0 0.0
90.0 0.05 70.0 5628000.0 96.0 0.0 -0.0 0.0 0.0 0.0 0.0
92.5 0.05 89.0 3262000.0 11.0 0.0 -0.0 0.0 0.0 0.0 0.0
95.0 0.05 21.900937462 5376000.0 11.0 0.0 -0.0 0.0 0.0 0.0 0.0
97.5 0.05 21.900937462 2205000.0 4.0 0.0 -0.0 0.0 0.0 0.0 0.0
100.0 0.05 21.900937462 8386000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
105.0 0.05 21.900937462 2513000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
110.0 0.05 21.900937462 1456000.0 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
77.5 0.05 62.0 574000.0 5.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
80.0 0.05 38.0 2163000.0 218.0 -0.004 -0.01 0.00921 0.055 -0.0 0.0
82.5 0.05 10.5 1358000.0 504.0 -0.321 -0.2 0.31274 1.872 -0.11 0.24
85.0 2.0 22.0 1386000.0 287.0 -0.955 -0.03 0.08231 0.493 -0.32 2.0
87.5 4.55 22.0 476000.0 115.0 -1.0 0.02 0.00026 0.002 -0.35 4.48
90.0 6.95 22.0 567000.0 78.0 -1.0 0.02 0.0 0.0 -0.36 6.98
92.5 9.5 22.0 280000.0 20.0 -1.0 0.03 0.0 0.0 -0.37 9.47
95.0 11.45 22.0 168000.0 8.0 -1.0 0.03 0.0 0.0 -0.38 11.97
97.5 14.0 22.0 42000.0 1.0 -1.0 0.03 0.0 0.0 -0.39 14.47
100.0 16.2 22.0 105000.0 2.0 -1.0 0.03 0.0 0.0 -0.4 16.97
105.0 20.9 21.900937462 28000.0 3.0 -1.0 0.03 0.0 0.0 -0.42 21.97
107.5 24.0 22.0 42000.0 2.0 -1.0 0.03 0.0 0.0 -0.43 24.47
110.0 27.2 22.0 21000.0 10.0 -1.0 0.03 0.0 0.0 -0.44 26.97

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play