ASHOKLEY Options

Date: 30May2019 Expiry date: 30May2019

Underlying Price: 90.45 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
57.5 30.35 35.7143359125 0.0 0.0 1.0 -0.02 0.0 0.0 0.23 32.97
60.0 30.3 36.0 8000.0 0.0 1.0 -0.02 0.0 0.0 0.24 30.47
62.5 25.8 35.7143359125 0.0 0.0 1.0 -0.02 0.0 0.0 0.25 27.97
65.0 23.65 35.7143359125 0.0 0.0 1.0 -0.02 0.0 0.0 0.26 25.47
67.5 23.3 36.0 0.0 0.0 1.0 -0.02 0.0 0.0 0.27 22.97
70.0 21.0 36.0 0.0 0.0 1.0 -0.02 0.0 0.0 0.28 20.47
72.5 17.65 36.0 0.0 0.0 1.0 -0.02 0.0 0.0 0.29 17.97
75.0 16.7 35.7143359125 12000.0 0.0 1.0 -0.02 0.0 0.0 0.3 15.47
77.5 10.75 35.7143359125 4000.0 0.0 1.0 -0.02 0.0 0.0 0.31 12.97
80.0 9.4 35.7143359125 872000.0 7.0 1.0 -0.02 0.0 0.0 0.32 10.47
82.5 7.9 36.0 52000.0 4.0 1.0 -0.02 4e-05 0.0 0.33 7.97
85.0 5.45 36.0 784000.0 126.0 0.997 -0.03 0.00405 0.047 0.34 5.48
87.5 2.95 36.0 276000.0 64.0 0.933 -0.15 0.0639 0.741 0.32 3.03
90.0 0.4 35.7143359125 1844000.0 2740.0 0.597 -0.41 0.19026 2.206 0.21 1.07
92.5 0.05 25.0 1724000.0 1125.0 0.165 -0.26 0.12219 1.417 0.06 0.18
95.0 0.05 46.0 5260000.0 172.0 0.015 -0.04 0.01911 0.222 0.01 0.01
97.5 0.05 65.0 1696000.0 5.0 0.0 -0.0 0.00081 0.009 0.0 0.0
100.0 0.05 82.0 5800000.0 18.0 0.0 -0.0 1e-05 0.0 0.0 0.0
102.5 0.05 98.0 488000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
105.0 0.05 35.7143359125 1632000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
107.5 0.05 35.7143359125 52000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
110.0 0.05 35.7143359125 1740000.0 24.0 0.0 -0.0 0.0 0.0 0.0 0.0
112.5 0.05 35.7143359125 140000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
115.0 0.05 35.7143359125 668000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
117.5 0.05 35.7143359125 8000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
120.0 0.05 35.7143359125 1080000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
122.5 0.15 35.7143359125 8000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
125.0 0.05 35.7143359125 852000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
127.5 0.1 35.7143359125 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
57.5 0.05 35.7143359125 8000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
60.0 0.2 35.7143359125 20000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
62.5 0.65 35.7143359125 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
65.0 0.05 35.7143359125 48000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
67.5 0.05 35.7143359125 4000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
70.0 0.05 35.7143359125 180000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
72.5 0.05 35.7143359125 36000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
75.0 0.05 35.7143359125 500000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
77.5 0.05 35.7143359125 340000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
80.0 0.05 99.0 1824000.0 11.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
82.5 0.05 78.0 672000.0 19.0 -0.0 -0.0 4e-05 0.0 -0.0 0.0
85.0 0.05 56.0 1556000.0 117.0 -0.003 -0.01 0.00405 0.047 -0.0 0.0
87.5 0.05 34.0 568000.0 198.0 -0.067 -0.13 0.0639 0.741 -0.02 0.06
90.0 0.05 9.0 1388000.0 1059.0 -0.403 -0.38 0.19026 2.206 -0.15 0.59
92.5 2.0 27.0 176000.0 44.0 -0.835 -0.23 0.12219 1.417 -0.31 2.2
95.0 4.6 36.0 160000.0 112.0 -0.985 -0.01 0.01911 0.222 -0.37 4.53
97.5 7.1 36.0 16000.0 2.0 -1.0 0.03 0.00081 0.009 -0.39 7.02
100.0 9.7 36.0 24000.0 13.0 -1.0 0.03 1e-05 0.0 -0.4 9.52
102.5 17.8 35.7143359125 0.0 0.0 -1.0 0.03 0.0 0.0 -0.41 12.02
105.0 15.2 36.0 32000.0 3.0 -1.0 0.03 0.0 0.0 -0.42 14.52
107.5 21.75 35.7143359125 0.0 0.0 -1.0 0.03 0.0 0.0 -0.43 17.02
110.0 20.3 36.0 48000.0 11.0 -1.0 0.03 0.0 0.0 -0.44 19.52
112.5 25.9 35.7143359125 0.0 0.0 -1.0 0.03 0.0 0.0 -0.45 22.02
115.0 24.15 36.0 4000.0 0.0 -1.0 0.03 0.0 0.0 -0.46 24.52
117.5 26.5 36.0 4000.0 0.0 -1.0 0.03 0.0 0.0 -0.47 27.02
120.0 30.05 36.0 76000.0 5.0 -1.0 0.03 0.0 0.0 -0.48 29.52
122.5 34.75 97.5 0.0 0.0 -1.0 0.03 0.0 0.0 -0.49 32.02
125.0 35.0 36.0 40000.0 15.0 -1.0 0.03 0.0 0.0 -0.5 34.52
127.5 37.0 36.0 40000.0 21.0 -1.0 0.04 0.0 0.0 -0.51 37.01

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