ASHOKLEY Options

Date: 30Sep2010 Expiry date: 30Sep2010

Underlying Price: 36.05 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
50.0 22.4 27.6024954979 12000.0 4.0 0.0 -0.0 0.0 0.0 0.0 0.0
70.0 3.65 27.6024954979 124000.0 13.0 0.0 -0.0 0.0 0.0 0.0 0.0
75.0 0.05 27.6024954979 1616000.0 43.0 0.0 -0.0 0.0 0.0 0.0 0.0
80.0 0.05 27.6024954979 2444000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
90.0 0.05 27.6024954979 340000.0 5.0 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
45.0 1.0 27.6024954979 8000.0 2.0 -1.0 0.01 0.0 0.0 -0.18 8.94
50.0 0.05 27.6024954979 4000.0 1.0 -1.0 0.01 0.0 0.0 -0.2 13.94
70.0 0.05 27.6024954979 752000.0 14.0 -1.0 0.02 0.0 0.0 -0.28 33.93
75.0 2.8 27.6024954979 316000.0 9.0 -1.0 0.02 0.0 0.0 -0.3 38.93

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