GMRINFRA Options

Date: 28Mar2019 Expiry date: 28Mar2019

Underlying Price: 20.0 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
7.0 9.1 48.6254396322 0.0 0.0 1.0 -0.0 0.0 0.0 0.03 13.0
8.0 8.1 48.6254396322 0.0 0.0 1.0 -0.0 0.0 0.0 0.03 12.0
9.0 7.15 48.6254396322 0.0 0.0 1.0 -0.0 0.0 0.0 0.04 11.0
10.0 6.15 48.6254396322 0.0 0.0 1.0 -0.0 0.0 0.0 0.04 10.0
11.0 5.2 48.6254396322 0.0 0.0 1.0 -0.0 0.0 0.0 0.04 9.0
12.0 4.4 48.6254396322 45000.0 1.0 1.0 -0.0 0.0 0.0 0.05 8.0
13.0 3.45 48.6254396322 0.0 0.0 1.0 -0.0 0.0 0.0 0.05 7.0
14.0 6.0 49.0 90000.0 0.0 1.0 -0.0 0.0 0.0 0.06 6.0
15.0 4.65 48.6254396322 720000.0 0.0 1.0 -0.0 0.0 0.0 0.06 5.0
16.0 4.1 49.0 1260000.0 8.0 1.0 -0.0 0.0 0.0 0.06 4.0
17.0 2.95 49.0 1980000.0 22.0 1.0 -0.0 0.0 0.0 0.07 3.0
18.0 1.95 49.0 3285000.0 50.0 1.0 -0.01 0.00161 0.001 0.07 2.01
19.0 0.95 48.6254396322 1980000.0 168.0 0.955 -0.03 0.15382 0.119 0.07 1.02
20.0 0.05 9.0 10080000.0 1163.0 0.51 -0.12 0.6511 0.503 0.04 0.25
21.0 0.05 65.0 8505000.0 320.0 0.058 -0.04 0.19037 0.147 0.0 0.02
22.0 0.05 48.6254396322 9765000.0 11.0 0.001 -0.0 0.00555 0.004 0.0 0.0
23.0 0.05 48.6254396322 1395000.0 1.0 0.0 -0.0 2e-05 0.0 0.0 0.0
24.0 0.05 48.6254396322 180000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
25.0 0.05 48.6254396322 495000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
26.0 0.05 48.6254396322 270000.0 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
7.0 0.15 48.6254396322 225000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
8.0 0.1 48.6254396322 90000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
9.0 0.05 48.6254396322 90000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
10.0 0.05 48.6254396322 1800000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
11.0 0.1 48.6254396322 630000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
12.0 0.05 48.6254396322 360000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
13.0 0.05 48.6254396322 810000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
14.0 0.05 48.6254396322 1170000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
15.0 0.05 48.6254396322 3420000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
16.0 0.05 48.6254396322 3735000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
17.0 0.05 48.6254396322 4320000.0 1.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
18.0 0.05 48.6254396322 4590000.0 0.0 -0.0 -0.0 0.00161 0.001 -0.0 0.0
19.0 0.05 69.0 4365000.0 147.0 -0.045 -0.03 0.15382 0.119 -0.0 0.01
20.0 0.15 31.0 1170000.0 168.0 -0.49 -0.12 0.6511 0.503 -0.04 0.24
21.0 1.0 49.0 180000.0 12.0 -0.942 -0.03 0.19037 0.147 -0.08 1.01
22.0 5.8 48.6254396322 0.0 0.0 -0.999 0.01 0.00555 0.004 -0.09 1.99
23.0 6.75 48.6254396322 0.0 0.0 -1.0 0.01 2e-05 0.0 -0.09 2.99
24.0 7.7 48.6254396322 0.0 0.0 -1.0 0.01 0.0 0.0 -0.1 3.99
25.0 5.1 49.0 45000.0 6.0 -1.0 0.01 0.0 0.0 -0.1 4.99
26.0 9.6 48.6254396322 0.0 0.0 -1.0 0.01 0.0 0.0 -0.1 5.99

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