ASHOKLEY Options

Date: 31May2018 Expiry date: 31May2018

Underlying Price: 148.05 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
135.0 12.7 48.0 581000.0 8.0 0.999 -0.04 0.00069 0.029 0.54 13.09
137.5 10.35 48.0 371000.0 11.0 0.994 -0.08 0.00392 0.161 0.54 10.6
140.0 7.85 48.0 455000.0 56.0 0.971 -0.18 0.01486 0.611 0.54 8.14
142.5 5.45 42.0 203000.0 13.0 0.904 -0.41 0.03852 1.585 0.51 5.79
145.0 2.75 47.299760084 1260000.0 189.0 0.765 -0.71 0.06965 2.866 0.43 3.71
147.5 0.4 47.299760084 546000.0 314.0 0.559 -0.89 0.08945 3.68 0.32 2.07
150.0 0.05 14.5 4781000.0 3377.0 0.339 -0.82 0.08299 3.414 0.2 0.98
152.5 0.05 27.5 2268000.0 1035.0 0.166 -0.56 0.05652 2.325 0.1 0.38
155.0 0.05 39.5 4291000.0 550.0 0.065 -0.28 0.02869 1.18 0.04 0.12
157.5 0.05 51.0 1015000.0 12.0 0.02 -0.11 0.01101 0.453 0.01 0.03
160.0 0.05 61.0 5264000.0 16.0 0.005 -0.03 0.00324 0.133 0.0 0.01
162.5 0.05 71.0 875000.0 12.0 0.001 -0.01 0.00074 0.03 0.0 0.0
165.0 0.05 81.0 3458000.0 2.0 0.0 -0.0 0.00013 0.005 0.0 0.0
167.5 0.05 91.0 1029000.0 2.0 0.0 -0.0 2e-05 0.001 0.0 0.0
170.0 0.05 47.299760084 4662000.0 11.0 0.0 -0.0 0.0 0.0 0.0 0.0
175.0 0.05 47.299760084 2191000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
180.0 0.05 47.299760084 4865000.0 61.0 0.0 -0.0 0.0 0.0 0.0 0.0
190.0 0.05 47.299760084 1211000.0 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
135.0 0.05 72.0 1484000.0 5.0 -0.001 -0.01 0.00069 0.029 -0.0 0.0
137.5 0.05 60.0 413000.0 8.0 -0.006 -0.04 0.00392 0.161 -0.0 0.01
140.0 0.05 47.5 2667000.0 43.0 -0.029 -0.14 0.01486 0.611 -0.02 0.05
142.5 0.05 35.0 588000.0 56.0 -0.096 -0.37 0.03852 1.585 -0.06 0.2
145.0 0.05 21.5 1932000.0 378.0 -0.235 -0.67 0.06965 2.866 -0.14 0.62
147.5 0.1 8.5 1239000.0 826.0 -0.441 -0.85 0.08945 3.68 -0.26 1.48
150.0 2.1 25.0 1169000.0 763.0 -0.661 -0.78 0.08299 3.414 -0.4 2.89
152.5 4.4 39.0 245000.0 39.0 -0.834 -0.51 0.05652 2.325 -0.51 4.79
155.0 7.0 48.0 448000.0 25.0 -0.935 -0.24 0.02869 1.18 -0.58 7.03
157.5 9.75 48.0 133000.0 9.0 -0.98 -0.06 0.01101 0.453 -0.61 9.44
160.0 12.0 48.0 476000.0 34.0 -0.995 0.01 0.00324 0.133 -0.63 11.91
162.5 14.7 48.0 98000.0 17.0 -0.999 0.04 0.00074 0.03 -0.64 14.41
165.0 16.9 48.0 147000.0 6.0 -1.0 0.04 0.00013 0.005 -0.65 16.9
167.5 18.75 48.0 42000.0 1.0 -1.0 0.05 2e-05 0.001 -0.66 19.4
170.0 21.85 48.0 56000.0 8.0 -1.0 0.05 0.0 0.0 -0.67 21.9
180.0 31.45 48.0 35000.0 1.0 -1.0 0.05 0.0 0.0 -0.71 31.9

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