JSWSTEEL Options
Date: 27Jan2011 Expiry date: 27Jan2011
Underlying Price: 96.305 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 |
---|---|---|---|---|---|---|---|---|---|---|
950.0 | 43.25 | 50.863334209 | 3000.0 | 5.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
1000.0 | 0.1 | 50.863334209 | 20000.0 | 88.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
1020.0 | 0.1 | 50.863334209 | 500.0 | 2.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
1050.0 | 0.05 | 50.863334209 | 27750.0 | 101.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
1060.0 | 0.05 | 50.863334209 | 500.0 | 2.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
1080.0 | 0.1 | 50.863334209 | 0.0 | 1.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
1100.0 | 0.05 | 50.863334209 | 65500.0 | 176.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
1150.0 | 0.05 | 50.863334209 | 42500.0 | 38.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
1200.0 | 0.05 | 50.863334209 | 46750.0 | 77.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
1250.0 | 0.05 | 50.863334209 | 33750.0 | 49.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
1300.0 | 0.05 | 50.863334209 | 3750.0 | 7.0 | 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 |
---|---|---|---|---|---|---|---|---|---|---|
900.0 | 0.05 | 50.863334209 | 6500.0 | 7.0 | -1.0 | 0.25 | 0.0 | 0.0 | -3.57 | 803.45 |
950.0 | 0.2 | 50.863334209 | 8250.0 | 14.0 | -1.0 | 0.26 | 0.0 | 0.0 | -3.77 | 853.43 |
1000.0 | 36.0 | 50.863334209 | 13750.0 | 77.0 | -1.0 | 0.28 | 0.0 | 0.0 | -3.97 | 903.42 |
1200.0 | 200.0 | 50.863334209 | 3000.0 | 1.0 | -1.0 | 0.33 | 0.0 | 0.0 | -4.76 | 1103.36 |