ASHOKLEY Options

Date: 30Nov2017 Expiry date: 30Nov2017

Underlying Price: 117.85 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
110.0 7.55 32.0 490000.0 5.0 1.0 -0.03 0.00041 0.007 0.44 7.88
112.5 4.9 31.7355006803 266000.0 14.0 0.991 -0.06 0.01076 0.188 0.44 5.39
115.0 2.8 26.0 679000.0 45.0 0.894 -0.24 0.07769 1.359 0.41 3.0
117.5 0.35 31.7355006803 469000.0 128.0 0.569 -0.48 0.16685 2.918 0.26 1.14
120.0 0.05 19.5 3227000.0 1344.0 0.189 -0.33 0.11494 2.01 0.09 0.24
122.5 0.05 36.0 2331000.0 457.0 0.028 -0.08 0.02723 0.476 0.01 0.03
125.0 0.05 51.0 4564000.0 301.0 0.002 -0.01 0.00237 0.041 0.0 0.0
127.5 0.05 64.0 1379000.0 23.0 0.0 -0.0 8e-05 0.001 0.0 0.0
130.0 0.05 77.0 6559000.0 44.0 0.0 -0.0 0.0 0.0 0.0 0.0
135.0 0.05 31.7355006803 4004000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
137.5 0.05 31.7355006803 784000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
140.0 0.05 31.7355006803 4186000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
142.5 0.05 31.7355006803 532000.0 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
107.5 0.05 75.0 315000.0 1.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
110.0 0.05 59.0 1729000.0 2.0 -0.0 -0.0 0.00041 0.007 -0.0 0.0
112.5 0.05 42.5 525000.0 9.0 -0.009 -0.03 0.01076 0.188 -0.0 0.01
115.0 0.05 25.5 1008000.0 88.0 -0.106 -0.21 0.07769 1.359 -0.05 0.12
117.5 0.1 8.5 1162000.0 355.0 -0.431 -0.45 0.16685 2.918 -0.2 0.76
120.0 2.05 18.0 1148000.0 727.0 -0.811 -0.29 0.11494 2.01 -0.39 2.36
122.5 4.75 32.0 742000.0 82.0 -0.972 -0.04 0.02723 0.476 -0.47 4.64
125.0 7.4 32.0 413000.0 38.0 -0.998 0.03 0.00237 0.041 -0.5 7.12
127.5 9.55 32.0 315000.0 4.0 -1.0 0.04 8e-05 0.001 -0.51 9.61
130.0 10.8 31.7355006803 532000.0 16.0 -1.0 0.04 0.0 0.0 -0.52 12.11
132.5 14.15 32.0 126000.0 1.0 -1.0 0.04 0.0 0.0 -0.53 14.61
140.0 22.4 32.0 14000.0 1.0 -1.0 0.04 0.0 0.0 -0.56 22.11

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