BAJFINANCE Options

Date: 27Sep2018 Expiry date: 27Sep2018

Underlying Price: 2204.2 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
2000.0 203.0 40.0 10000.0 11.0 1.0 -0.56 0.0 0.025 7.93 204.76
2100.0 150.8 39.5063133038 500.0 7.0 0.976 -2.14 0.00105 7.965 8.12 105.29
2150.0 90.0 99.0 500.0 6.0 0.847 -6.98 0.00431 32.796 7.17 59.21
2200.0 6.9 8.0 13000.0 222.0 0.54 -11.21 0.00724 55.124 4.63 24.35
2250.0 0.45 18.5 54000.0 752.0 0.211 -8.06 0.00527 40.141 1.82 6.48
2300.0 0.1 27.75 132500.0 2514.0 0.046 -2.67 0.00176 13.376 0.4 1.03
2350.0 0.1 40.0 89500.0 853.0 0.005 -0.43 0.00028 2.145 0.05 0.09
2400.0 0.1 51.0 227000.0 927.0 0.0 -0.03 2e-05 0.173 0.0 0.0
2450.0 0.05 58.0 105500.0 179.0 0.0 -0.0 0.0 0.007 0.0 0.0
2500.0 0.15 76.0 135500.0 192.0 0.0 -0.0 0.0 0.0 0.0 0.0
2550.0 0.1 83.0 73500.0 82.0 0.0 -0.0 0.0 0.0 0.0 0.0
2600.0 0.1 93.0 132500.0 104.0 0.0 -0.0 0.0 0.0 0.0 0.0
2650.0 0.1 39.5063133038 124500.0 70.0 0.0 -0.0 0.0 0.0 0.0 0.0
2700.0 0.05 39.5063133038 171000.0 171.0 0.0 -0.0 0.0 0.0 0.0 -0.0
2750.0 0.05 39.5063133038 136000.0 86.0 0.0 -0.0 0.0 0.0 0.0 0.0
2800.0 0.05 39.5063133038 305500.0 113.0 0.0 -0.0 0.0 0.0 0.0 0.0
2850.0 0.05 39.5063133038 130000.0 15.0 0.0 -0.0 0.0 0.0 0.0 0.0
2900.0 0.1 39.5063133038 197000.0 110.0 0.0 -0.0 0.0 0.0 0.0 0.0
2950.0 0.1 39.5063133038 81500.0 24.0 0.0 -0.0 0.0 0.0 0.0 0.0
3000.0 0.05 39.5063133038 339500.0 51.0 0.0 -0.0 0.0 0.0 0.0 0.0
3050.0 0.05 39.5063133038 75000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
3100.0 0.05 39.5063133038 82500.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
3200.0 0.05 39.5063133038 67500.0 11.0 0.0 -0.0 0.0 0.0 0.0 0.0
3250.0 0.1 39.5063133038 10000.0 5.0 0.0 -0.0 0.0 0.0 0.0 0.0
3300.0 0.05 39.5063133038 23500.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
3400.0 0.05 39.5063133038 5000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
3450.0 0.05 39.5063133038 8000.0 7.0 0.0 -0.0 0.0 0.0 0.0 0.0
3500.0 0.05 39.5063133038 2000.0 2.0 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
1800.0 0.05 39.5063133038 2500.0 3.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
1900.0 0.05 80.5 10000.0 15.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
1950.0 0.05 67.5 8500.0 11.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
2000.0 0.05 54.5 61000.0 157.0 -0.0 -0.0 0.0 0.025 -0.0 0.0
2050.0 0.1 45.0 11500.0 17.0 -0.002 -0.15 0.0001 0.74 -0.01 0.03
2100.0 0.1 31.5 55500.0 157.0 -0.024 -1.56 0.00105 7.965 -0.22 0.51
2150.0 0.15 18.75 61500.0 627.0 -0.153 -6.38 0.00431 32.796 -1.36 4.41
2200.0 2.95 9.0 76000.0 2486.0 -0.46 -10.6 0.00724 55.124 -4.1 19.54
2250.0 41.3 39.5063133038 32500.0 1207.0 -0.789 -7.43 0.00527 40.141 -7.11 51.66
2300.0 92.8 40.0 49500.0 829.0 -0.954 -2.03 0.00176 13.376 -8.73 96.19
2350.0 144.7 40.0 24500.0 85.0 -0.995 0.23 0.00028 2.145 -9.28 145.24
2400.0 189.0 40.0 26500.0 66.0 -1.0 0.63 2e-05 0.173 -9.52 195.14
2450.0 243.35 40.0 24000.0 28.0 -1.0 0.68 0.0 0.007 -9.72 245.12
2500.0 295.9 40.0 19000.0 69.0 -1.0 0.69 0.0 0.0 -9.92 295.11
2550.0 343.25 40.0 15000.0 36.0 -1.0 0.71 0.0 0.0 -10.12 345.09
2600.0 394.35 40.0 28500.0 57.0 -1.0 0.72 0.0 0.0 -10.31 395.08
2650.0 447.95 40.0 14000.0 17.0 -1.0 0.74 0.0 0.0 -10.51 445.06
2700.0 492.8 40.0 46000.0 53.0 -1.0 0.75 0.0 0.0 -10.71 495.05
2750.0 546.65 40.0 13000.0 14.0 -1.0 0.76 0.0 0.0 -10.91 545.04
2800.0 594.1 40.0 33500.0 79.0 -1.0 0.78 0.0 0.0 -11.11 595.02
2850.0 616.1 40.0 11000.0 22.0 -1.0 0.79 0.0 0.0 -11.31 645.01
2900.0 696.9 40.0 11500.0 78.0 -1.0 0.81 0.0 0.0 -11.5 694.99
2950.0 744.75 40.0 7500.0 31.0 -1.0 0.82 0.0 0.0 -11.7 744.98
3000.0 794.9 40.0 15500.0 50.0 -1.0 0.83 0.0 0.0 -11.9 794.97
3050.0 810.0 40.0 1500.0 2.0 -1.0 0.85 0.0 0.0 -12.1 844.95
3150.0 950.0 40.0 2000.0 1.0 -1.0 0.87 0.0 0.0 -12.5 944.93
3300.0 1038.0 39.5063133038 1000.0 3.0 -1.0 0.92 0.0 0.0 -13.09 1094.88

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