ASHOKLEY Options

Date: 31Oct2019 Expiry date: 31Oct2019

Underlying Price: 76.75 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
40.0 40.25 50.2526075514 18000.0 0.0 1.0 -0.01 0.0 0.0 0.16 36.76
42.5 36.3 50.2526075514 6000.0 0.0 1.0 -0.01 0.0 0.0 0.17 34.26
45.0 26.1 50.2526075514 12000.0 0.0 1.0 -0.01 0.0 0.0 0.18 31.76
47.5 25.75 50.2526075514 0.0 0.0 1.0 -0.01 0.0 0.0 0.19 29.26
50.0 15.0 50.2526075514 24000.0 0.0 1.0 -0.01 0.0 0.0 0.2 26.76
52.5 21.05 50.2526075514 0.0 0.0 1.0 -0.01 0.0 0.0 0.21 24.26
55.0 16.45 50.2526075514 0.0 0.0 1.0 -0.02 0.0 0.0 0.22 21.77
57.5 12.35 50.2526075514 24000.0 0.0 1.0 -0.02 0.0 0.0 0.23 19.27
60.0 16.5 51.0 78000.0 3.0 1.0 -0.02 0.0 0.0 0.24 16.77
62.5 15.0 51.0 48000.0 1.0 1.0 -0.02 0.0 0.0 0.25 14.27
65.0 12.5 50.2526075514 132000.0 23.0 1.0 -0.02 0.0 0.0 0.26 11.77
67.5 10.2 50.2526075514 294000.0 19.0 1.0 -0.02 4e-05 0.0 0.27 9.27
70.0 6.8 51.0 738000.0 43.0 0.998 -0.03 0.00223 0.026 0.28 6.77
72.5 3.55 50.2526075514 300000.0 56.0 0.966 -0.11 0.03111 0.365 0.28 4.3
75.0 1.6 50.2526075514 864000.0 131.0 0.774 -0.38 0.12366 1.453 0.23 2.09
77.5 0.05 14.0 504000.0 216.0 0.389 -0.47 0.1578 1.854 0.12 0.65
80.0 0.05 41.0 2544000.0 1274.0 0.099 -0.21 0.07188 0.844 0.03 0.11
82.5 0.05 64.0 1380000.0 93.0 0.012 -0.04 0.01284 0.151 0.0 0.01
85.0 0.05 85.0 2232000.0 75.0 0.001 -0.0 0.00098 0.012 0.0 0.0
87.5 0.05 50.2526075514 546000.0 1.0 0.0 -0.0 3e-05 0.0 0.0 0.0
90.0 0.05 50.2526075514 1800000.0 11.0 0.0 -0.0 0.0 0.0 0.0 0.0
92.5 0.05 50.2526075514 360000.0 4.0 0.0 -0.0 0.0 0.0 0.0 0.0
95.0 0.05 50.2526075514 648000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
97.5 0.05 50.2526075514 150000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
100.0 0.05 50.2526075514 2418000.0 18.0 0.0 -0.0 0.0 0.0 0.0 0.0
102.5 0.1 50.2526075514 24000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
105.0 0.05 50.2526075514 150000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
107.5 0.05 50.2526075514 6000.0 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
40.0 0.05 50.2526075514 588000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
42.5 0.05 50.2526075514 72000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
45.0 0.05 50.2526075514 114000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
47.5 0.05 50.2526075514 78000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
50.0 0.05 50.2526075514 642000.0 3.0 0.0 -0.0 0.0 0.0 -0.0 0.0
52.5 0.05 50.2526075514 192000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
55.0 0.05 50.2526075514 1350000.0 24.0 0.0 -0.0 0.0 0.0 -0.0 0.0
57.5 0.05 50.2526075514 624000.0 16.0 0.0 -0.0 0.0 0.0 -0.0 0.0
60.0 0.05 50.2526075514 2118000.0 17.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
62.5 0.05 50.2526075514 594000.0 6.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
65.0 0.05 50.2526075514 2316000.0 17.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
67.5 0.05 50.2526075514 708000.0 14.0 -0.0 -0.0 4e-05 0.0 -0.0 0.0
70.0 0.05 80.0 2364000.0 56.0 -0.002 -0.01 0.00223 0.026 -0.0 0.0
72.5 0.05 54.0 582000.0 37.0 -0.034 -0.09 0.03111 0.365 -0.01 0.03
75.0 0.05 27.0 966000.0 236.0 -0.226 -0.36 0.12366 1.453 -0.07 0.32
77.5 0.65 50.2526075514 318000.0 246.0 -0.611 -0.45 0.1578 1.854 -0.19 1.38
80.0 3.4 51.0 270000.0 78.0 -0.901 -0.19 0.07188 0.844 -0.29 3.34
82.5 5.0 50.2526075514 36000.0 1.0 -0.988 -0.02 0.01284 0.151 -0.32 5.74
85.0 8.4 51.0 84000.0 7.0 -0.999 0.02 0.00098 0.012 -0.34 8.23
87.5 10.35 51.0 6000.0 1.0 -1.0 0.02 3e-05 0.0 -0.35 10.73
90.0 16.25 50.2526075514 84000.0 5.0 -1.0 0.02 0.0 0.0 -0.36 13.23
92.5 19.75 50.2526075514 0.0 0.0 -1.0 0.03 0.0 0.0 -0.37 15.72
95.0 17.25 50.2526075514 0.0 1.0 -1.0 0.03 0.0 0.0 -0.38 18.22
97.5 24.2 50.2526075514 0.0 0.0 -1.0 0.03 0.0 0.0 -0.39 20.72
100.0 22.45 51.0 36000.0 15.0 -1.0 0.03 0.0 0.0 -0.4 23.22
102.5 28.85 50.2526075514 0.0 0.0 -1.0 0.03 0.0 0.0 -0.41 25.72
105.0 31.2 63.6640625 0.0 0.0 -1.0 0.03 0.0 0.0 -0.42 28.22
107.5 29.35 51.0 30000.0 13.0 -1.0 0.03 0.0 0.0 -0.43 30.72

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