ASHOKLEY Options

Date: 31Mar2016 Expiry date: 31Mar2016

Underlying Price: 108.6 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
75.0 33.25 33.0 14000.0 5.0 1.0 -0.02 0.0 0.0 0.3 33.62
80.0 28.05 33.0 35000.0 7.0 1.0 -0.02 0.0 0.0 0.32 28.62
85.0 23.6 33.0 294000.0 6.0 1.0 -0.02 0.0 0.0 0.34 23.62
87.5 19.5 32.5215813181 196000.0 5.0 1.0 -0.02 0.0 0.0 0.35 21.12
90.0 18.6 33.0 672000.0 45.0 1.0 -0.02 0.0 0.0 0.36 18.62
92.5 16.1 33.0 350000.0 4.0 1.0 -0.03 0.0 0.0 0.37 16.13
95.0 13.3 33.0 882000.0 89.0 1.0 -0.03 0.0 0.0 0.38 13.63
97.5 10.9 33.0 903000.0 20.0 1.0 -0.03 0.0 0.0 0.39 11.13
100.0 8.3 33.0 1498000.0 103.0 1.0 -0.03 5e-05 0.001 0.4 8.63
102.5 6.1 33.0 777000.0 48.0 0.998 -0.04 0.00313 0.048 0.41 6.13
105.0 3.3 32.5215813181 1841000.0 292.0 0.952 -0.14 0.04452 0.678 0.4 3.67
107.5 0.95 32.5215813181 1113000.0 1480.0 0.699 -0.41 0.1566 2.384 0.29 1.56
110.0 0.05 15.5 8134000.0 2196.0 0.274 -0.38 0.14967 2.278 0.12 0.37
112.5 0.05 34.0 2387000.0 202.0 0.045 -0.11 0.04239 0.645 0.02 0.04
115.0 0.05 50.0 1890000.0 17.0 0.003 -0.01 0.00386 0.059 0.0 0.0
125.0 0.05 32.5215813181 7000.0 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
70.0 0.05 32.5215813181 483000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
75.0 0.05 32.5215813181 714000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
80.0 0.05 32.5215813181 1484000.0 8.0 0.0 -0.0 0.0 0.0 -0.0 0.0
85.0 0.05 32.5215813181 2051000.0 5.0 0.0 -0.0 0.0 0.0 -0.0 0.0
87.5 0.05 32.5215813181 1442000.0 7.0 0.0 -0.0 0.0 0.0 -0.0 0.0
90.0 0.05 32.5215813181 3178000.0 28.0 0.0 -0.0 0.0 0.0 -0.0 0.0
92.5 0.05 32.5215813181 1057000.0 3.0 -0.0 -0.0 0.0 0.0 -0.0 -0.0
95.0 0.05 32.5215813181 3563000.0 44.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
97.5 0.05 86.0 2016000.0 24.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
100.0 0.05 69.0 4018000.0 18.0 -0.0 -0.0 5e-05 0.001 -0.0 0.0
102.5 0.05 51.5 1652000.0 38.0 -0.002 -0.01 0.00313 0.048 -0.0 0.0
105.0 0.05 33.5 2779000.0 330.0 -0.048 -0.11 0.04452 0.678 -0.02 0.04
107.5 0.1 17.0 2051000.0 1000.0 -0.301 -0.38 0.1566 2.384 -0.13 0.43
110.0 1.35 15.0 84000.0 40.0 -0.726 -0.35 0.14967 2.278 -0.32 1.74
112.5 5.5 32.5215813181 7000.0 1.0 -0.955 -0.08 0.04239 0.645 -0.43 3.91
125.0 17.0 33.0 7000.0 2.0 -1.0 0.03 0.0 0.0 -0.5 16.37

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play