ASHOKLEY Options

Date: 30Oct2014 Expiry date: 30Oct2014

Underlying Price: 46.3 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
35.0 10.25 32.607473359 44000.0 1.0 1.0 -0.01 0.0 0.0 0.14 11.31
37.5 8.35 32.607473359 99000.0 6.0 1.0 -0.01 0.0 0.0 0.15 8.81
40.0 6.35 33.0 1562000.0 66.0 1.0 -0.01 0.0 0.0 0.16 6.31
42.5 3.9 33.0 836000.0 25.0 1.0 -0.01 6e-05 0.0 0.17 3.81
45.0 1.25 11.0 4268000.0 1018.0 0.921 -0.08 0.1552 0.43 0.16 1.35
47.5 0.05 32.5 4202000.0 300.0 0.111 -0.09 0.19887 0.552 0.02 0.05
50.0 0.05 75.0 3333000.0 1.0 0.0 -0.0 0.00042 0.001 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
37.5 0.05 32.607473359 1496000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
40.0 0.05 32.607473359 3839000.0 1.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
42.5 0.05 83.0 3333000.0 7.0 -0.0 -0.0 6e-05 0.0 -0.0 0.0
45.0 0.05 36.0 2398000.0 456.0 -0.079 -0.07 0.1552 0.43 -0.01 0.03
47.5 2.8 32.607473359 99000.0 2.0 -0.889 -0.08 0.19887 0.552 -0.17 1.24

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