JSWSTEEL Options
Date: 24Nov2016 Expiry date: 24Nov2016
Underlying Price: 161.475 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 1300.0 | 325.0 | 33.6587077029 | 1200.0 | 6.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1580.0 | 32.5 | 33.6587077029 | 3600.0 | 1.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1600.0 | 11.5 | 33.6587077029 | 6900.0 | 17.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1620.0 | 1.95 | 33.6587077029 | 8400.0 | 47.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1640.0 | 0.35 | 33.6587077029 | 10800.0 | 138.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1650.0 | 0.4 | 33.6587077029 | 15600.0 | 46.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1660.0 | 0.25 | 33.6587077029 | 12600.0 | 49.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1680.0 | 0.1 | 33.6587077029 | 10500.0 | 31.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1700.0 | 0.05 | 33.6587077029 | 48300.0 | 89.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1720.0 | 0.05 | 33.6587077029 | 9000.0 | 5.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1740.0 | 0.4 | 33.6587077029 | 15900.0 | 12.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1750.0 | 0.05 | 33.6587077029 | 13200.0 | 12.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1760.0 | 0.3 | 33.6587077029 | 6000.0 | 1.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1800.0 | 0.05 | 33.6587077029 | 59100.0 | 59.0 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 1560.0 | 0.8 | 33.6587077029 | 9300.0 | 5.0 | -1.0 | 0.43 | 0.0 | 0.0 | -6.19 | 1398.09 |
| 1580.0 | 0.1 | 33.6587077029 | 10800.0 | 38.0 | -1.0 | 0.44 | 0.0 | 0.0 | -6.27 | 1418.09 |
| 1600.0 | 0.7 | 33.6587077029 | 54900.0 | 152.0 | -1.0 | 0.44 | 0.0 | 0.0 | -6.35 | 1438.08 |
| 1620.0 | 9.5 | 33.6587077029 | 7200.0 | 75.0 | -1.0 | 0.45 | 0.0 | 0.0 | -6.43 | 1458.08 |
| 1640.0 | 22.7 | 33.6587077029 | 4800.0 | 28.0 | -1.0 | 0.46 | 0.0 | 0.0 | -6.51 | 1478.07 |
| 1650.0 | 33.7 | 33.6587077029 | 17400.0 | 28.0 | -1.0 | 0.46 | 0.0 | 0.0 | -6.55 | 1488.07 |
| 1660.0 | 46.0 | 33.6587077029 | 4500.0 | 5.0 | -1.0 | 0.46 | 0.0 | 0.0 | -6.59 | 1498.06 |
| 1680.0 | 53.0 | 33.6587077029 | 3300.0 | 10.0 | -1.0 | 0.47 | 0.0 | 0.0 | -6.66 | 1518.06 |
| 1700.0 | 86.2 | 33.6587077029 | 13200.0 | 14.0 | -1.0 | 0.47 | 0.0 | 0.0 | -6.74 | 1538.05 |
| 1740.0 | 98.0 | 33.6587077029 | 3600.0 | 7.0 | -1.0 | 0.48 | 0.0 | 0.0 | -6.9 | 1578.04 |
| 1750.0 | 135.0 | 33.6587077029 | 1500.0 | 4.0 | -1.0 | 0.49 | 0.0 | 0.0 | -6.94 | 1588.04 |
| 1800.0 | 184.25 | 33.6587077029 | 600.0 | 1.0 | -1.0 | 0.5 | 0.0 | 0.0 | -7.14 | 1638.03 |
| 1900.0 | 266.55 | 33.6587077029 | 0.0 | 2.0 | -1.0 | 0.53 | 0.0 | 0.0 | -7.54 | 1738.0 |
