CHOLAFIN Options

Date: 28Feb2019 Expiry date: 28Feb2019

Underlying Price: 1231.1 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
850.0 390.85 26.0 0.0 0.0 1.0 -0.24 0.0 0.0 3.37 381.34
900.0 419.95 63.8984375 0.0 0.0 1.0 -0.25 0.0 0.0 3.57 331.35
940.0 421.7 91.0 0.0 0.0 1.0 -0.26 0.0 0.0 3.73 291.36
950.0 296.9 89.5 0.0 0.0 1.0 -0.26 0.0 0.0 3.77 281.36
960.0 404.15 53.7004394531 0.0 0.0 1.0 -0.27 0.0 0.0 3.81 271.37
980.0 386.9 85.5 0.0 0.0 1.0 -0.27 0.0 0.0 3.89 251.37
1000.0 370.0 63.5 0.0 0.0 1.0 -0.28 0.0 0.0 3.97 231.38
1020.0 353.4 41.529296875 0.0 0.0 1.0 -0.28 0.0 0.0 4.05 211.38
1040.0 337.2 81.0 0.0 0.0 1.0 -0.29 0.0 0.0 4.13 191.39
1050.0 211.6 25.5920233555 0.0 0.0 1.0 -0.29 0.0 0.0 4.17 181.39
1060.0 321.35 78.5 0.0 0.0 1.0 -0.29 0.0 0.0 4.21 171.39
1080.0 305.95 25.5920233555 0.0 0.0 1.0 -0.3 0.0 0.0 4.28 151.4
1100.0 98.95 25.5920233555 1000.0 0.0 1.0 -0.31 0.0 0.0 4.36 131.41
1120.0 276.4 25.5920233555 0.0 0.0 1.0 -0.31 0.0 0.0 4.44 111.41
1140.0 95.0 26.0 1000.0 0.0 1.0 -0.32 0.0 0.0 4.52 91.42
1150.0 113.75 25.5920233555 1500.0 1.0 1.0 -0.32 0.0 0.004 4.56 81.42
1160.0 71.0 26.0 1000.0 2.0 1.0 -0.33 2e-05 0.031 4.6 71.42
1180.0 51.0 26.0 500.0 2.0 0.996 -0.44 0.00059 0.912 4.66 51.45
1200.0 20.0 25.5920233555 4500.0 4.0 0.947 -1.39 0.00548 8.434 4.5 31.88
1220.0 5.65 25.5920233555 7000.0 13.0 0.721 -3.58 0.01692 26.045 3.47 14.89
1240.0 0.5 9.75 6000.0 4.0 0.337 -3.74 0.01839 28.313 1.63 4.39
1250.0 4.4 36.0 5000.0 10.0 0.179 -2.65 0.01317 20.271 0.87 1.91
1260.0 2.0 34.0 3500.0 0.0 0.079 -1.48 0.0074 11.387 0.38 0.7
1280.0 0.05 25.25 1000.0 2.0 0.008 -0.23 0.00115 1.775 0.04 0.06
1300.0 0.05 34.0 3500.0 6.0 0.0 -0.01 7e-05 0.112 0.0 0.0
1320.0 0.15 48.5 500.0 0.0 0.0 -0.0 0.0 0.003 0.0 0.0
1340.0 0.5 68.0 500.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
1350.0 0.5 73.0 1500.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
1360.0 137.55 25.5920233555 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
1380.0 129.0 25.5920233555 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
1400.0 120.85 25.5920233555 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
1420.0 113.1 25.5920233555 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
1440.0 105.8 25.5920233555 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
1450.0 27.1 25.5920233555 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
1460.0 98.9 25.5920233555 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
1480.0 92.35 25.5920233555 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
1500.0 86.15 25.5920233555 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
1520.0 80.35 25.5920233555 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
1540.0 74.85 25.5920233555 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
1550.0 13.9 25.5920233555 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
1560.0 69.7 25.5920233555 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
1580.0 64.95 25.5920233555 0.0 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
850.0 1.25 25.5920233555 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
900.0 5.25 25.5920233555 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
940.0 10.1 25.5920233555 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
950.0 5.95 25.5920233555 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
960.0 12.15 25.5920233555 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
980.0 14.55 25.5920233555 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1000.0 17.25 25.5920233555 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1020.0 20.3 25.5920233555 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1040.0 11.0 25.5920233555 3000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1050.0 19.4 25.5920233555 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1060.0 27.5 25.5920233555 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1080.0 0.1 81.5 1000.0 1.0 -0.0 -0.0 0.0 0.0 -0.0 -0.0
1100.0 0.5 88.0 9500.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
1120.0 22.45 25.5920233555 500.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
1140.0 0.1 51.0 7000.0 9.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
1150.0 0.15 48.0 1000.0 3.0 -0.0 -0.0 0.0 0.004 -0.0 0.0
1160.0 0.65 54.0 3000.0 5.0 -0.0 -0.0 2e-05 0.031 -0.0 0.0
1180.0 0.5 39.0 3500.0 7.0 -0.004 -0.12 0.00059 0.912 -0.02 0.02
1200.0 0.7 28.0 4000.0 12.0 -0.053 -1.06 0.00548 8.434 -0.26 0.45
1220.0 2.0 20.0 1000.0 2.0 -0.279 -3.24 0.01692 26.045 -1.37 3.45
1240.0 43.2 25.5920233555 500.0 0.0 -0.663 -3.39 0.01839 28.313 -3.29 12.95
1250.0 92.0 25.5920233555 0.0 0.0 -0.821 -2.31 0.01317 20.271 -4.09 20.46
1260.0 59.0 25.5920233555 500.0 0.0 -0.921 -1.13 0.0074 11.387 -4.62 29.25
1280.0 98.35 25.5920233555 0.0 0.0 -0.992 0.13 0.00115 1.775 -5.04 48.6
1300.0 151.35 25.5920233555 500.0 0.0 -1.0 0.35 7e-05 0.112 -5.16 68.54
1320.0 117.35 25.5920233555 0.0 0.0 -1.0 0.37 0.0 0.003 -5.24 88.53
1340.0 127.5 25.5920233555 0.0 0.0 -1.0 0.37 0.0 0.0 -5.32 108.53
1350.0 154.0 25.5920233555 0.0 0.0 -1.0 0.37 0.0 0.0 -5.36 118.53
1360.0 138.1 25.5920233555 0.0 0.0 -1.0 0.38 0.0 0.0 -5.4 128.52
1380.0 149.2 26.0 0.0 0.0 -1.0 0.38 0.0 0.0 -5.47 148.52
1400.0 160.65 26.0 0.0 0.0 -1.0 0.39 0.0 0.0 -5.55 168.51
1420.0 172.6 25.5920233555 0.0 0.0 -1.0 0.39 0.0 0.0 -5.63 188.51
1440.0 184.9 25.5920233555 0.0 0.0 -1.0 0.4 0.0 0.0 -5.71 208.5
1450.0 229.8 26.0 0.0 0.0 -1.0 0.4 0.0 0.0 -5.75 218.5
1460.0 197.6 25.5920233555 0.0 0.0 -1.0 0.41 0.0 0.0 -5.79 228.49
1480.0 210.7 25.5920233555 0.0 0.0 -1.0 0.41 0.0 0.0 -5.87 248.49
1500.0 224.15 25.5920233555 0.0 0.0 -1.0 0.42 0.0 0.0 -5.95 268.48
1520.0 237.95 25.5920233555 0.0 0.0 -1.0 0.42 0.0 0.0 -6.03 288.48
1540.0 252.1 25.5920233555 0.0 0.0 -1.0 0.43 0.0 0.0 -6.11 308.47
1550.0 315.3 26.0 0.0 0.0 -1.0 0.43 0.0 0.0 -6.15 318.47
1560.0 266.55 25.5920233555 0.0 0.0 -1.0 0.43 0.0 0.0 -6.19 328.47
1580.0 281.45 25.5920233555 0.0 0.0 -1.0 0.44 0.0 0.0 -6.27 348.46

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