GMRINFRA Options

Date: 30May2019 Expiry date: 30May2019

Underlying Price: 16.05 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 9.35 40.0 0.0 0.0 1.0 -0.0 0.0 0.0 0.03 9.05
8.0 8.35 40.0 0.0 0.0 1.0 -0.0 0.0 0.0 0.03 8.05
9.0 7.4 40.0 0.0 0.0 1.0 -0.0 0.0 0.0 0.04 7.05
10.0 6.4 39.1914936106 0.0 0.0 1.0 -0.0 0.0 0.0 0.04 6.05
11.0 5.45 79.12890625 0.0 0.0 1.0 -0.0 0.0 0.0 0.04 5.05
12.0 4.45 60.87890625 0.0 0.0 1.0 -0.0 0.0 0.0 0.05 4.05
13.0 3.55 39.1914936106 0.0 0.0 1.0 -0.0 0.0 0.0 0.05 3.05
14.0 2.25 39.1914936106 90000.0 1.0 1.0 -0.0 0.0 0.0 0.06 2.05
15.0 1.15 84.0 225000.0 1.0 0.997 -0.01 0.02208 0.009 0.06 1.05
16.0 0.1 18.0 675000.0 132.0 0.56 -0.08 0.99569 0.399 0.03 0.19
17.0 0.05 78.0 4410000.0 118.0 0.011 -0.01 0.07058 0.028 0.0 0.0
18.0 0.05 39.1914936106 6750000.0 2.0 0.0 -0.0 2e-05 0.0 0.0 0.0
19.0 0.05 39.1914936106 3420000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
20.0 0.05 39.1914936106 10485000.0 8.0 0.0 -0.0 0.0 0.0 0.0 0.0
21.0 0.05 39.1914936106 1260000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
22.0 0.05 39.1914936106 765000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
23.0 0.05 39.1914936106 225000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
24.0 0.05 39.1914936106 450000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
25.0 0.05 39.1914936106 270000.0 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
7.0 0.05 39.1914936106 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
8.0 0.05 39.1914936106 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
9.0 0.05 39.1914936106 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
10.0 0.05 39.1914936106 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
11.0 0.05 39.1914936106 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
12.0 0.05 39.1914936106 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
13.0 0.05 39.1914936106 405000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
14.0 0.05 39.1914936106 1260000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
15.0 0.05 89.0 3465000.0 2.0 -0.003 -0.0 0.02208 0.009 -0.0 0.0
16.0 0.05 19.0 540000.0 80.0 -0.44 -0.08 0.99569 0.399 -0.03 0.13
17.0 1.15 39.1914936106 1395000.0 25.0 -0.989 -0.0 0.07058 0.028 -0.07 0.95
18.0 2.05 77.0 945000.0 26.0 -1.0 0.0 2e-05 0.0 -0.07 1.95
19.0 2.7 26.5 180000.0 2.0 -1.0 0.01 0.0 0.0 -0.08 2.94
20.0 4.05 40.0 225000.0 28.0 -1.0 0.01 0.0 0.0 -0.08 3.94
21.0 4.8 40.0 0.0 0.0 -1.0 0.01 0.0 0.0 -0.08 4.94
22.0 5.75 40.0 0.0 1.0 -1.0 0.01 0.0 0.0 -0.09 5.94
23.0 6.4 39.1914936106 0.0 0.0 -1.0 0.01 0.0 0.0 -0.09 6.94
24.0 7.4 39.1914936106 0.0 0.0 -1.0 0.01 0.0 0.0 -0.1 7.94
25.0 9.7 89.109375 90000.0 0.0 -1.0 0.01 0.0 0.0 -0.1 8.94

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