GMRINFRA Options
Date: 25May2017 Expiry date: 25May2017
Underlying Price: 15.2 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 15.0 | 0.15 | 51.8924525093 | 2025000.0 | 322.0 | 0.666 | -0.09 | 0.7321 | 0.348 | 0.04 | 0.32 |
Put Options
| Strike Price | Option Price | Implied Volatility | Open Interest | Number of Contracts | Delta | Theta | Gamma | Vega | Rho | Black Scholes Price |
|---|---|---|---|---|---|---|---|---|---|---|
| 15.0 | 0.05 | 34.0 | 5760000.0 | 204.0 | -0.334 | -0.09 | 0.7321 | 0.348 | -0.02 | 0.11 |
| 17.5 | 2.35 | 52.0 | 5085000.0 | 41.0 | -1.0 | 0.0 | 8e-05 | 0.0 | -0.07 | 2.3 |
| 20.0 | 4.85 | 52.0 | 450000.0 | 4.0 | -1.0 | 0.01 | 0.0 | 0.0 | -0.08 | 4.79 |
