GMRINFRA Options
Date: 28Sep2017 Expiry date: 28Sep2017
Underlying Price: 15.95 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 17.5 | 0.05 | 29.7730162971 | 15795000.0 | 5.0 | 0.0 | -0.0 | 1e-05 | 0.0 | 0.0 | 0.0 |
| 20.0 | 0.05 | 29.7730162971 | 27270000.0 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 15.0 | 0.05 | 84.0 | 4860000.0 | 37.0 | -0.0 | -0.0 | 0.00579 | 0.002 | -0.0 | 0.0 |
| 17.5 | 1.55 | 30.0 | 3285000.0 | 56.0 | -1.0 | 0.0 | 1e-05 | 0.0 | -0.07 | 1.55 |
| 20.0 | 4.05 | 30.0 | 1935000.0 | 48.0 | -1.0 | 0.01 | 0.0 | 0.0 | -0.08 | 4.04 |
| 22.5 | 6.8 | 30.0 | 90000.0 | 3.0 | -1.0 | 0.01 | 0.0 | 0.0 | -0.09 | 6.54 |
