ASHOKLEY Options

Date: 31Jul2014 Expiry date: 31Jul2014

Underlying Price: 34.15 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
30.0 4.3 51.0 209000.0 23.0 1.0 -0.01 9e-05 0.0 0.12 4.16
32.5 1.6 48.0 2046000.0 85.0 0.942 -0.07 0.10586 0.249 0.12 1.69
35.0 0.05 35.0 5511000.0 2036.0 0.228 -0.17 0.27709 0.65 0.03 0.14
37.5 0.05 93.0 4136000.0 120.0 0.002 -0.0 0.00539 0.013 0.0 0.0
40.0 0.05 50.7240994287 6314000.0 6.0 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
30.0 0.05 50.7240994287 1705000.0 12.0 -0.0 -0.0 9e-05 0.0 -0.0 0.0
32.5 0.05 58.0 2211000.0 11.0 -0.058 -0.06 0.10586 0.249 -0.01 0.03
35.0 0.9 44.0 1056000.0 228.0 -0.772 -0.16 0.27709 0.65 -0.11 0.98
37.5 3.0 50.7240994287 209000.0 1.0 -0.998 0.01 0.00539 0.013 -0.15 3.34
40.0 6.0 51.0 77000.0 2.0 -1.0 0.01 0.0 0.0 -0.16 5.84

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