ASHOKLEY Options

Date: 31Jan2013 Expiry date: 31Jan2013

Underlying Price: 24.45 Trading Days to Expiry: 1.0 Risk Free Interest Rate: 7%

Click here to understand option greeks.
Call Options
Strike Price Option Price Implied Volatility Open Interest Number of Contracts Delta Theta Gamma Vega Rho Black Scholes Price
25.0 0.05 36.0 1224000.0 28.0 0.055 -0.02 0.3329 0.172 0.01 0.01
27.5 0.05 21.7452723006 3159000.0 3.0 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
25.0 0.55 22.0 756000.0 95.0 -0.945 -0.01 0.3329 0.172 -0.09 0.55
27.5 3.1 22.0 432000.0 30.0 -1.0 0.01 0.0 0.0 -0.11 3.04

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play