CUMMINSIND Options

Date: 29Nov2018 Expiry date: 29Nov2018

Underlying Price: 801.0 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
760.0 38.0 42.9625660312 7000.0 2.0 0.975 -0.83 0.00267 2.919 2.94 41.41
780.0 19.75 42.9625660312 6300.0 5.0 0.843 -2.79 0.0111 12.145 2.59 23.03
800.0 1.35 3.0 11900.0 50.0 0.528 -4.43 0.01836 20.084 1.64 9.27
820.0 0.05 17.25 11900.0 31.0 0.2 -3.08 0.01291 14.119 0.63 2.39
840.0 0.05 31.75 10500.0 10.0 0.042 -0.97 0.0041 4.486 0.13 0.36
880.0 0.3 73.0 2100.0 1.0 0.0 -0.01 5e-05 0.052 0.0 0.0
900.0 0.05 70.0 14000.0 4.0 0.0 -0.0 0.0 0.002 0.0 0.0
920.0 0.1 88.0 4200.0 1.0 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
660.0 0.1 42.9625660312 6300.0 2.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
700.0 0.05 81.0 11200.0 2.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
720.0 0.05 66.0 4900.0 1.0 -0.0 -0.0 1e-05 0.008 -0.0 0.0
740.0 0.05 50.5 6300.0 2.0 -0.002 -0.06 0.00024 0.259 -0.01 0.01
760.0 0.1 38.5 4900.0 3.0 -0.025 -0.62 0.00267 2.919 -0.08 0.2
780.0 0.1 21.5 5600.0 10.0 -0.157 -2.57 0.0111 12.145 -0.51 1.81
800.0 1.3 9.0 11200.0 3.0 -0.472 -4.21 0.01836 20.084 -1.53 8.04
820.0 21.0 43.0 700.0 3.0 -0.8 -2.85 0.01291 14.119 -2.63 21.16
880.0 82.25 43.0 700.0 1.0 -1.0 0.23 5e-05 0.052 -3.49 78.76

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