ASHOKLEY Options

Date: 31Jan2019 Expiry date: 31Jan2019

Underlying Price: 81.3 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
57.5 45.95 72.19921875 0.0 0.0 1.0 -0.02 0.0 0.0 0.23 23.82
60.0 54.15 65.8046875 0.0 0.0 1.0 -0.02 0.0 0.0 0.24 21.32
62.5 40.95 90.5 0.0 0.0 1.0 -0.02 0.0 0.0 0.25 18.82
65.0 49.4 25.2168300489 0.0 0.0 1.0 -0.02 0.0 0.0 0.26 16.32
67.5 36.0 83.0 0.0 0.0 1.0 -0.02 0.0 0.0 0.27 13.82
70.0 44.75 25.2168300489 0.0 0.0 1.0 -0.02 0.0 0.0 0.28 11.32
72.5 31.05 25.2168300489 0.0 0.0 1.0 -0.02 0.0 0.0 0.29 8.82
75.0 8.25 25.2168300489 12000.0 0.0 1.0 -0.02 0.0 0.0 0.3 6.32
77.5 4.3 72.0 16000.0 11.0 0.999 -0.02 0.00305 0.02 0.31 3.82
80.0 1.3 19.0 712000.0 1407.0 0.851 -0.17 0.17986 1.19 0.27 1.42
82.5 0.05 18.5 2320000.0 2255.0 0.185 -0.18 0.20663 1.367 0.06 0.13
85.0 0.05 43.0 4636000.0 270.0 0.003 -0.01 0.00655 0.043 0.0 0.0
87.5 0.05 65.0 3120000.0 38.0 0.0 -0.0 1e-05 0.0 0.0 0.0
90.0 0.05 84.0 4192000.0 46.0 0.0 -0.0 0.0 0.0 0.0 0.0
92.5 0.05 25.2168300489 1760000.0 12.0 0.0 -0.0 0.0 0.0 0.0 0.0
95.0 0.05 25.2168300489 3552000.0 37.0 0.0 -0.0 0.0 0.0 0.0 0.0
97.5 0.05 25.2168300489 1580000.0 22.0 0.0 -0.0 0.0 0.0 0.0 0.0
100.0 0.05 25.2168300489 7644000.0 56.0 0.0 -0.0 0.0 0.0 0.0 0.0
102.5 0.05 25.2168300489 1376000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
105.0 0.05 25.2168300489 4748000.0 5.0 0.0 -0.0 0.0 0.0 0.0 0.0
107.5 0.05 25.2168300489 368000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
110.0 0.05 25.2168300489 4672000.0 12.0 0.0 -0.0 0.0 0.0 0.0 0.0
112.5 0.05 25.2168300489 284000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
115.0 0.05 25.2168300489 1592000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
117.5 0.05 25.2168300489 180000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
120.0 0.05 25.2168300489 1884000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
122.5 0.05 25.2168300489 32000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
125.0 0.05 25.2168300489 836000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
130.0 0.05 25.2168300489 400000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
135.0 0.05 25.2168300489 28000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
140.0 0.05 25.2168300489 68000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
145.0 0.05 25.2168300489 16000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
150.0 0.05 25.2168300489 28000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
155.0 3.1 25.2168300489 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
160.0 0.05 25.2168300489 4000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
165.0 2.1 25.2168300489 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
170.0 1.7 25.2168300489 0.0 0.0 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
57.5 0.05 25.2168300489 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
60.0 0.05 25.2168300489 4000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
62.5 0.05 25.2168300489 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
65.0 0.25 25.2168300489 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
67.5 0.05 25.2168300489 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
70.0 0.05 25.2168300489 84000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
72.5 0.05 95.0 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
75.0 0.05 71.0 1172000.0 57.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
77.5 0.05 47.0 1612000.0 483.0 -0.001 -0.0 0.00305 0.02 -0.0 0.0
80.0 0.05 20.5 2028000.0 2609.0 -0.149 -0.15 0.17986 1.19 -0.05 0.1
82.5 1.25 25.0 392000.0 259.0 -0.815 -0.15 0.20663 1.367 -0.27 1.31
85.0 3.8 26.0 1108000.0 162.0 -0.997 0.02 0.00655 0.043 -0.34 3.68
87.5 6.1 26.0 188000.0 71.0 -1.0 0.02 1e-05 0.0 -0.35 6.18
90.0 8.6 26.0 1020000.0 126.0 -1.0 0.02 0.0 0.0 -0.36 8.68
92.5 11.25 26.0 580000.0 40.0 -1.0 0.03 0.0 0.0 -0.37 11.17
95.0 13.8 26.0 660000.0 89.0 -1.0 0.03 0.0 0.0 -0.38 13.67
97.5 16.5 26.0 68000.0 31.0 -1.0 0.03 0.0 0.0 -0.39 16.17
100.0 18.75 26.0 480000.0 89.0 -1.0 0.03 0.0 0.0 -0.4 18.67
102.5 21.85 26.0 64000.0 2.0 -1.0 0.03 0.0 0.0 -0.41 21.17
105.0 23.6 26.0 88000.0 24.0 -1.0 0.03 0.0 0.0 -0.42 23.67
107.5 13.95 25.2168300489 0.0 0.0 -1.0 0.03 0.0 0.0 -0.43 26.17
110.0 28.9 26.0 84000.0 34.0 -1.0 0.03 0.0 0.0 -0.44 28.67
112.5 10.9 25.2168300489 0.0 0.0 -1.0 0.03 0.0 0.0 -0.45 31.17
115.0 34.0 26.0 12000.0 0.0 -1.0 0.03 0.0 0.0 -0.46 33.67
117.5 14.9 25.2168300489 0.0 0.0 -1.0 0.03 0.0 0.0 -0.47 36.17
120.0 38.5 26.0 48000.0 7.0 -1.0 0.03 0.0 0.0 -0.48 38.67
122.5 19.3 25.2168300489 0.0 0.0 -1.0 0.03 0.0 0.0 -0.49 41.17
125.0 44.0 26.0 20000.0 7.0 -1.0 0.03 0.0 0.0 -0.5 43.67
130.0 48.5 26.0 20000.0 4.0 -1.0 0.04 0.0 0.0 -0.52 48.66
135.0 26.05 25.2168300489 0.0 0.0 -1.0 0.04 0.0 0.0 -0.54 53.66
140.0 59.0 26.0 12000.0 7.0 -1.0 0.04 0.0 0.0 -0.56 58.66
145.0 65.0 26.0 4000.0 4.0 -1.0 0.04 0.0 0.0 -0.58 63.66
150.0 68.0 26.0 16000.0 12.0 -1.0 0.04 0.0 0.0 -0.6 68.66
155.0 42.15 25.2168300489 0.0 0.0 -1.0 0.04 0.0 0.0 -0.61 73.66
160.0 78.6 26.0 0.0 1.0 -1.0 0.04 0.0 0.0 -0.63 78.66
165.0 50.95 25.2168300489 0.0 0.0 -1.0 0.05 0.0 0.0 -0.65 83.65
170.0 88.5 26.0 8000.0 0.0 -1.0 0.05 0.0 0.0 -0.67 88.65

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