CUMMINSIND Options

Date: 28Sep2017 Expiry date: 28Sep2017

Underlying Price: 894.2 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
900.0 0.1 6.5 4200.0 5.0 0.308 -1.99 0.03229 19.816 1.08 2.13
920.0 0.65 32.0 7800.0 2.0 0.011 -0.15 0.00257 1.574 0.04 0.04
940.0 0.1 36.0 29400.0 13.0 0.0 -0.0 1e-05 0.006 0.0 0.0
960.0 0.05 44.5 23400.0 4.0 0.0 -0.0 0.0 0.0 0.0 0.0
1000.0 0.15 76.0 14400.0 6.0 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
840.0 0.05 40.5 1200.0 1.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
880.0 0.1 14.0 3600.0 3.0 -0.09 -0.86 0.01487 9.122 -0.32 0.45
900.0 3.45 19.3385944533 3000.0 9.0 -0.692 -1.74 0.03229 19.816 -2.49 7.68
1000.0 104.5 20.0 600.0 4.0 -1.0 0.28 0.0 0.0 -3.97 105.52

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