ASHOKLEY Options

Date: 31Mar2011 Expiry date: 31Mar2011

Underlying Price: 28.425 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 6.35 36.7140041946 740000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
55.0 1.8 36.7140041946 896000.0 32.0 0.0 -0.0 0.0 0.0 0.0 0.0
57.5 0.05 36.7140041946 204000.0 27.0 0.0 -0.0 0.0 0.0 0.0 0.0
60.0 0.05 36.7140041946 536000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
65.0 0.05 36.7140041946 112000.0 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
45.0 0.05 36.7140041946 264000.0 1.0 -1.0 0.01 0.0 0.0 -0.18 16.56
50.0 0.05 36.7140041946 900000.0 6.0 -1.0 0.01 0.0 0.0 -0.2 21.56
52.5 0.05 36.7140041946 248000.0 2.0 -1.0 0.01 0.0 0.0 -0.21 24.06
55.0 0.05 36.7140041946 608000.0 46.0 -1.0 0.02 0.0 0.0 -0.22 26.56

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