GMRINFRA Options
Date: 27Feb2020 Expiry date: 27Feb2020
Underlying Price: 22.8 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 12.0 | 10.15 | 53.9843972168 | 0.0 | 0.0 | 1.0 | -0.0 | 0.0 | 0.0 | 0.05 | 10.8 |
| 13.0 | 9.15 | 53.9843972168 | 0.0 | 0.0 | 1.0 | -0.0 | 0.0 | 0.0 | 0.05 | 9.8 |
| 14.0 | 8.2 | 53.9843972168 | 0.0 | 0.0 | 1.0 | -0.0 | 0.0 | 0.0 | 0.06 | 8.8 |
| 15.0 | 7.9 | 54.0 | 90000.0 | 2.0 | 1.0 | -0.0 | 0.0 | 0.0 | 0.06 | 7.8 |
| 16.0 | 6.35 | 53.9843972168 | 0.0 | 0.0 | 1.0 | -0.0 | 0.0 | 0.0 | 0.06 | 6.8 |
| 17.0 | 5.45 | 53.9843972168 | 0.0 | 0.0 | 1.0 | -0.0 | 0.0 | 0.0 | 0.07 | 5.8 |
| 18.0 | 6.65 | 53.9843972168 | 45000.0 | 0.0 | 1.0 | -0.0 | 0.0 | 0.0 | 0.07 | 4.8 |
| 19.0 | 5.85 | 53.9843972168 | 0.0 | 0.0 | 1.0 | -0.01 | 0.0 | 0.0 | 0.08 | 3.81 |
| 20.0 | 4.5 | 53.9843972168 | 135000.0 | 0.0 | 1.0 | -0.01 | 0.00028 | 0.0 | 0.08 | 2.81 |
| 21.0 | 2.75 | 53.9843972168 | 225000.0 | 2.0 | 0.993 | -0.01 | 0.026 | 0.029 | 0.08 | 1.81 |
| 22.0 | 1.0 | 77.0 | 720000.0 | 7.0 | 0.859 | -0.09 | 0.2886 | 0.321 | 0.07 | 0.86 |
| 23.0 | 0.1 | 32.0 | 945000.0 | 31.0 | 0.408 | -0.15 | 0.50098 | 0.558 | 0.04 | 0.22 |
| 24.0 | 0.05 | 65.0 | 3060000.0 | 112.0 | 0.069 | -0.05 | 0.17132 | 0.191 | 0.01 | 0.02 |
| 25.0 | 0.05 | 53.9843972168 | 3735000.0 | 29.0 | 0.004 | -0.0 | 0.01405 | 0.016 | 0.0 | 0.0 |
| 26.0 | 0.05 | 53.9843972168 | 3780000.0 | 1.0 | 0.0 | -0.0 | 0.00033 | 0.0 | 0.0 | 0.0 |
| 27.0 | 0.05 | 53.9843972168 | 3375000.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 28.0 | 0.05 | 53.9843972168 | 4275000.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 29.0 | 0.05 | 53.9843972168 | 6840000.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 30.0 | 0.3 | 53.9843972168 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 31.0 | 0.2 | 53.9843972168 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 12.0 | 0.05 | 53.9843972168 | 405000.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 13.0 | 0.5 | 53.9843972168 | 45000.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 14.0 | 0.05 | 53.9843972168 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 15.0 | 0.05 | 53.9843972168 | 90000.0 | 2.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 16.0 | 0.05 | 53.9843972168 | 90000.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 17.0 | 0.05 | 53.9843972168 | 45000.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 18.0 | 0.05 | 53.9843972168 | 1035000.0 | 0.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 19.0 | 0.05 | 53.9843972168 | 1350000.0 | 0.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 20.0 | 0.05 | 53.9843972168 | 3555000.0 | 0.0 | -0.0 | -0.0 | 0.00028 | 0.0 | -0.0 | 0.0 |
| 21.0 | 0.05 | 94.0 | 2520000.0 | 0.0 | -0.007 | -0.01 | 0.026 | 0.029 | -0.0 | 0.0 |
| 22.0 | 0.05 | 52.0 | 2790000.0 | 2.0 | -0.141 | -0.09 | 0.2886 | 0.321 | -0.01 | 0.06 |
| 23.0 | 0.15 | 53.9843972168 | 945000.0 | 125.0 | -0.592 | -0.15 | 0.50098 | 0.558 | -0.06 | 0.42 |
| 24.0 | 0.95 | 53.9843972168 | 810000.0 | 42.0 | -0.931 | -0.05 | 0.17132 | 0.191 | -0.09 | 1.22 |
| 25.0 | 2.15 | 54.0 | 1080000.0 | 28.0 | -0.996 | 0.0 | 0.01405 | 0.016 | -0.1 | 2.19 |
| 26.0 | 3.0 | 53.9843972168 | 945000.0 | 13.0 | -1.0 | 0.01 | 0.00033 | 0.0 | -0.1 | 3.19 |
| 27.0 | 4.25 | 54.0 | 270000.0 | 2.0 | -1.0 | 0.01 | 0.0 | 0.0 | -0.11 | 4.19 |
| 28.0 | 2.85 | 53.9843972168 | 45000.0 | 0.0 | -1.0 | 0.01 | 0.0 | 0.0 | -0.11 | 5.19 |
| 29.0 | 7.0 | 53.9843972168 | 0.0 | 0.0 | -1.0 | 0.01 | 0.0 | 0.0 | -0.12 | 6.19 |
| 30.0 | 7.9 | 53.9843972168 | 0.0 | 0.0 | -1.0 | 0.01 | 0.0 | 0.0 | -0.12 | 7.19 |
| 31.0 | 8.8 | 53.9843972168 | 0.0 | 0.0 | -1.0 | 0.01 | 0.0 | 0.0 | -0.12 | 8.19 |
