ASHOKLEY Options

Date: 30May2013 Expiry date: 30May2013

Underlying Price: 24.35 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
22.5 2.15 27.9253683746 567000.0 14.0 1.0 -0.01 3e-05 0.0 0.09 1.86
25.0 0.05 40.0 2007000.0 111.0 0.07 -0.03 0.31481 0.207 0.01 0.01
27.5 0.05 27.9253683746 1107000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
30.0 0.05 27.9253683746 63000.0 3.0 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
25.0 1.0 93.0 9000.0 13.0 -0.93 -0.02 0.31481 0.207 -0.09 0.66
27.5 3.0 28.0 27000.0 4.0 -1.0 0.01 0.0 0.0 -0.11 3.14

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