ASHOKLEY Options

Date: 31Aug2017 Expiry date: 31Aug2017

Underlying Price: 107.1 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
92.5 14.75 31.0 7000.0 1.0 1.0 -0.03 0.0 0.0 0.37 14.63
95.0 12.0 31.0 77000.0 2.0 1.0 -0.03 0.0 0.0 0.38 12.13
97.5 9.55 31.0 70000.0 3.0 1.0 -0.03 0.0 0.0 0.39 9.63
100.0 7.05 31.0 280000.0 45.0 1.0 -0.03 0.00028 0.004 0.4 7.13
102.5 4.55 31.0 420000.0 34.0 0.99 -0.06 0.01315 0.181 0.4 4.64
105.0 2.0 30.3213289758 721000.0 290.0 0.856 -0.26 0.11111 1.534 0.35 2.28
107.5 0.1 9.0 1694000.0 1585.0 0.432 -0.41 0.19221 2.653 0.18 0.65
110.0 0.05 27.0 5516000.0 1037.0 0.085 -0.16 0.07582 1.046 0.04 0.08
112.5 0.05 44.5 1470000.0 15.0 0.005 -0.02 0.00753 0.104 0.0 0.0
115.0 0.05 60.0 4081000.0 16.0 0.0 -0.0 0.00021 0.003 0.0 0.0
117.5 0.05 75.0 973000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
120.0 0.05 89.0 6839000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
122.5 0.05 30.3213289758 630000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
125.0 0.05 30.3213289758 1834000.0 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
92.5 0.05 30.3213289758 567000.0 2.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
95.0 0.05 95.0 868000.0 3.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
97.5 0.05 77.0 693000.0 5.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
100.0 0.05 59.0 1820000.0 44.0 -0.0 -0.0 0.00028 0.004 -0.0 0.0
102.5 0.05 41.0 1379000.0 70.0 -0.01 -0.03 0.01315 0.181 -0.0 0.01
105.0 0.05 22.0 1204000.0 543.0 -0.144 -0.23 0.11111 1.534 -0.06 0.15
107.5 0.45 9.0 623000.0 417.0 -0.568 -0.39 0.19221 2.653 -0.25 1.02
110.0 2.85 31.0 462000.0 22.0 -0.915 -0.13 0.07582 1.046 -0.4 2.95
112.5 5.0 30.3213289758 98000.0 3.0 -0.995 0.02 0.00753 0.104 -0.44 5.37
115.0 7.7 31.0 196000.0 11.0 -1.0 0.03 0.00021 0.003 -0.46 7.87
117.5 11.0 82.0 7000.0 1.0 -1.0 0.03 0.0 0.0 -0.47 10.37
122.5 16.25 30.3213289758 7000.0 1.0 -1.0 0.03 0.0 0.0 -0.49 15.37

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