CHOLAFIN Options
Date: 26Dec2019 Expiry date: 26Dec2019
Underlying Price: 301.1 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 210.0 | 105.65 | 74.2265625 | 0.0 | 0.0 | 1.0 | -0.06 | 0.0 | 0.0 | 0.83 | 91.16 |
| 215.0 | 101.25 | 20.9086150392 | 0.0 | 0.0 | 1.0 | -0.06 | 0.0 | 0.0 | 0.85 | 86.16 |
| 220.0 | 96.9 | 64.3125 | 0.0 | 0.0 | 1.0 | -0.06 | 0.0 | 0.0 | 0.87 | 81.16 |
| 225.0 | 92.65 | 89.0 | 0.0 | 0.0 | 1.0 | -0.06 | 0.0 | 0.0 | 0.89 | 76.16 |
| 230.0 | 88.5 | 20.9086150392 | 0.0 | 0.0 | 1.0 | -0.06 | 0.0 | 0.0 | 0.91 | 71.16 |
| 235.0 | 84.4 | 68.75 | 0.0 | 0.0 | 1.0 | -0.07 | 0.0 | 0.0 | 0.93 | 66.17 |
| 240.0 | 80.45 | 47.3515625 | 0.0 | 0.0 | 1.0 | -0.07 | 0.0 | 0.0 | 0.95 | 61.17 |
| 245.0 | 76.55 | 44.6958007812 | 0.0 | 0.0 | 1.0 | -0.07 | 0.0 | 0.0 | 0.97 | 56.17 |
| 250.0 | 72.8 | 20.9086150392 | 0.0 | 0.0 | 1.0 | -0.07 | 0.0 | 0.0 | 0.99 | 51.17 |
| 255.0 | 69.15 | 34.462890625 | 0.0 | 0.0 | 1.0 | -0.07 | 0.0 | 0.0 | 1.01 | 46.17 |
| 260.0 | 65.65 | 20.9086150392 | 0.0 | 0.0 | 1.0 | -0.07 | 0.0 | 0.0 | 1.03 | 41.17 |
| 265.0 | 62.2 | 20.9086150392 | 0.0 | 0.0 | 1.0 | -0.07 | 0.0 | 0.0 | 1.05 | 36.17 |
| 270.0 | 58.9 | 20.9086150392 | 0.0 | 0.0 | 1.0 | -0.07 | 0.0 | 0.0 | 1.07 | 31.17 |
| 275.0 | 55.7 | 20.9086150392 | 0.0 | 0.0 | 1.0 | -0.08 | 0.0 | 0.0 | 1.09 | 26.18 |
| 280.0 | 52.65 | 20.9086150392 | 0.0 | 0.0 | 1.0 | -0.08 | 0.0 | 0.0 | 1.11 | 21.18 |
| 285.0 | 49.7 | 20.9086150392 | 0.0 | 0.0 | 1.0 | -0.08 | 1e-05 | 0.001 | 1.13 | 16.18 |
| 290.0 | 17.5 | 20.9086150392 | 2500.0 | 0.0 | 0.998 | -0.09 | 0.00159 | 0.12 | 1.15 | 11.18 |
| 295.0 | 44.15 | 20.9086150392 | 0.0 | 0.0 | 0.943 | -0.3 | 0.0288 | 2.167 | 1.1 | 6.28 |
| 300.0 | 1.9 | 17.0 | 10000.0 | 1.0 | 0.62 | -0.81 | 0.09602 | 7.223 | 0.73 | 2.24 |
| 305.0 | 0.05 | 12.25 | 2500.0 | 2.0 | 0.171 | -0.52 | 0.06411 | 4.822 | 0.2 | 0.36 |
| 310.0 | 0.15 | 29.5 | 22500.0 | 11.0 | 0.014 | -0.07 | 0.00927 | 0.697 | 0.02 | 0.02 |
| 315.0 | 0.05 | 34.5 | 35000.0 | 11.0 | 0.0 | -0.0 | 0.00031 | 0.023 | 0.0 | 0.0 |
| 320.0 | 0.05 | 45.0 | 75000.0 | 17.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 325.0 | 0.45 | 80.0 | 5000.0 | 3.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 330.0 | 0.05 | 64.0 | 40000.0 | 1.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 335.0 | 1.0 | 20.9086150392 | 5000.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | -0.0 |
| 340.0 | 0.05 | 81.0 | 10000.0 | 2.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 345.0 | 0.05 | 90.0 | 15000.0 | 2.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 350.0 | 0.05 | 98.0 | 12500.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 355.0 | 0.5 | 20.9086150392 | 2500.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 360.0 | 0.4 | 20.9086150392 | 2500.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 365.0 | 0.4 | 20.9086150392 | 5000.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 370.0 | 0.4 | 20.9086150392 | 2500.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 375.0 | 0.6 | 20.9086150392 | 2500.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 380.0 | 0.8 | 20.9086150392 | 2500.0 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 210.0 | 2.35 | 20.9086150392 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 215.0 | 2.85 | 20.9086150392 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 220.0 | 3.45 | 20.9086150392 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 225.0 | 4.15 | 20.9086150392 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 230.0 | 4.9 | 20.9086150392 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 235.0 | 5.75 | 20.9086150392 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 240.0 | 6.7 | 20.9086150392 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 245.0 | 7.75 | 20.9086150392 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 250.0 | 0.2 | 20.9086150392 | 5000.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 255.0 | 0.4 | 20.9086150392 | 2500.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 260.0 | 0.4 | 20.9086150392 | 5000.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 265.0 | 13.05 | 20.9086150392 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 270.0 | 0.4 | 20.9086150392 | 2500.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 275.0 | 16.4 | 20.9086150392 | 0.0 | 0.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 280.0 | 0.55 | 82.0 | 2500.0 | 0.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 285.0 | 20.25 | 20.9086150392 | 0.0 | 0.0 | -0.0 | -0.0 | 1e-05 | 0.001 | -0.0 | 0.0 |
| 290.0 | 0.55 | 51.0 | 7500.0 | 0.0 | -0.002 | -0.01 | 0.00159 | 0.12 | -0.0 | 0.0 |
| 295.0 | 0.1 | 21.0 | 5000.0 | 2.0 | -0.057 | -0.22 | 0.0288 | 2.167 | -0.07 | 0.1 |
| 300.0 | 0.35 | 10.5 | 10000.0 | 11.0 | -0.38 | -0.72 | 0.09602 | 7.223 | -0.46 | 1.06 |
| 305.0 | 29.35 | 20.9086150392 | 0.0 | 0.0 | -0.829 | -0.43 | 0.06411 | 4.822 | -1.01 | 4.18 |
| 310.0 | 31.95 | 20.9086150392 | 0.0 | 0.0 | -0.986 | 0.01 | 0.00927 | 0.697 | -1.21 | 8.83 |
| 315.0 | 34.65 | 20.9086150392 | 0.0 | 0.0 | -1.0 | 0.08 | 0.00031 | 0.023 | -1.25 | 13.81 |
| 320.0 | 17.05 | 20.9086150392 | 2500.0 | 0.0 | -1.0 | 0.09 | 0.0 | 0.0 | -1.27 | 18.81 |
| 325.0 | 40.3 | 20.9086150392 | 0.0 | 0.0 | -1.0 | 0.09 | 0.0 | 0.0 | -1.29 | 23.81 |
| 330.0 | 43.3 | 20.9086150392 | 0.0 | 0.0 | -1.0 | 0.09 | 0.0 | 0.0 | -1.31 | 28.81 |
| 335.0 | 46.45 | 20.9086150392 | 0.0 | 0.0 | -1.0 | 0.09 | 0.0 | 0.0 | -1.33 | 33.81 |
| 340.0 | 49.65 | 20.9086150392 | 0.0 | 0.0 | -1.0 | 0.09 | 0.0 | 0.0 | -1.35 | 38.81 |
| 345.0 | 52.95 | 74.0 | 0.0 | 0.0 | -1.0 | 0.1 | 0.0 | 0.0 | -1.37 | 43.8 |
| 350.0 | 56.35 | 20.9086150392 | 0.0 | 0.0 | -1.0 | 0.1 | 0.0 | 0.0 | -1.39 | 48.8 |
| 355.0 | 59.8 | 20.9086150392 | 0.0 | 0.0 | -1.0 | 0.1 | 0.0 | 0.0 | -1.41 | 53.8 |
| 360.0 | 63.35 | 78.5 | 0.0 | 0.0 | -1.0 | 0.1 | 0.0 | 0.0 | -1.43 | 58.8 |
| 365.0 | 67.0 | 21.0 | 0.0 | 0.0 | -1.0 | 0.1 | 0.0 | 0.0 | -1.45 | 63.8 |
| 370.0 | 70.75 | 21.0 | 0.0 | 0.0 | -1.0 | 0.1 | 0.0 | 0.0 | -1.47 | 68.8 |
| 375.0 | 74.55 | 21.0 | 0.0 | 0.0 | -1.0 | 0.1 | 0.0 | 0.0 | -1.49 | 73.8 |
| 380.0 | 78.4 | 21.0 | 0.0 | 0.0 | -1.0 | 0.11 | 0.0 | 0.0 | -1.51 | 78.79 |
