JSWSTEEL Options

Date: 28Mar2019 Expiry date: 28Mar2019

Underlying Price: 288.25 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
200.0 97.0 87.75 0.0 0.0 1.0 -0.06 0.0 0.0 0.79 88.31
205.0 92.2 84.5 0.0 0.0 1.0 -0.06 0.0 0.0 0.81 83.31
210.0 87.5 64.78125 0.0 0.0 1.0 -0.06 0.0 0.0 0.83 78.31
215.0 82.85 92.5 0.0 0.0 1.0 -0.06 0.0 0.0 0.85 73.31
220.0 78.25 24.6232202002 0.0 0.0 1.0 -0.06 0.0 0.0 0.87 68.31
225.0 73.7 69.75 0.0 0.0 1.0 -0.06 0.0 0.0 0.89 63.31
230.0 69.25 86.5 0.0 0.0 1.0 -0.06 0.0 0.0 0.91 58.31
235.0 64.95 83.5 0.0 0.0 1.0 -0.07 0.0 0.0 0.93 53.32
240.0 60.7 59.5 0.0 0.0 1.0 -0.07 0.0 0.0 0.95 48.32
245.0 56.6 79.0 0.0 0.0 1.0 -0.07 0.0 0.0 0.97 43.32
250.0 52.65 24.6232202002 0.0 0.0 1.0 -0.07 0.0 0.0 0.99 38.32
255.0 48.85 24.6232202002 0.0 0.0 1.0 -0.07 0.0 0.0 1.01 33.32
260.0 25.0 24.6232202002 6000.0 1.0 1.0 -0.07 0.0 0.0 1.03 28.32
265.0 15.65 24.6232202002 3000.0 0.0 1.0 -0.07 0.0 0.0 1.05 23.32
270.0 17.2 24.6232202002 12000.0 6.0 1.0 -0.08 1e-05 0.001 1.07 18.33
275.0 10.35 24.6232202002 6000.0 1.0 0.999 -0.08 0.00083 0.067 1.09 13.33
280.0 7.75 24.6232202002 196500.0 116.0 0.971 -0.22 0.01474 1.197 1.08 8.38
285.0 3.0 24.6232202002 85500.0 357.0 0.775 -0.73 0.06702 5.441 0.87 3.91
290.0 0.15 9.5 295500.0 1098.0 0.358 -0.86 0.0835 6.779 0.4 1.08
295.0 0.1 23.0 184500.0 269.0 0.071 -0.31 0.03044 2.471 0.08 0.14
300.0 0.05 31.5 906000.0 415.0 0.005 -0.03 0.00345 0.28 0.01 0.01
305.0 0.05 42.5 87000.0 26.0 0.0 -0.0 0.00013 0.01 0.0 0.0
310.0 0.05 52.5 379500.0 6.0 0.0 -0.0 0.0 0.0 0.0 0.0
315.0 0.05 62.0 33000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
320.0 0.05 72.0 202500.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
325.0 0.05 81.0 21000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
330.0 0.05 90.0 36000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
335.0 10.2 24.6232202002 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
340.0 0.05 24.6232202002 6000.0 4.0 0.0 -0.0 0.0 0.0 0.0 0.0
345.0 8.05 24.6232202002 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
350.0 0.05 24.6232202002 7500.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
355.0 6.3 24.6232202002 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
360.0 0.1 24.6232202002 1500.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
365.0 4.85 24.6232202002 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
370.0 4.25 24.6232202002 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
375.0 3.75 24.6232202002 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
380.0 3.3 24.6232202002 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
385.0 2.85 24.6232202002 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
390.0 2.5 24.6232202002 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
395.0 2.2 24.6232202002 0.0 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
200.0 0.05 24.6232202002 1500.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
205.0 0.5 24.6232202002 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
210.0 0.7 24.6232202002 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
215.0 0.9 24.6232202002 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
220.0 1.2 24.6232202002 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
225.0 1.6 24.6232202002 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
230.0 2.1 24.6232202002 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
235.0 2.65 24.6232202002 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
240.0 0.6 24.6232202002 1500.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
245.0 4.15 24.6232202002 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
250.0 0.05 96.0 88500.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
255.0 0.4 24.6232202002 1500.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
260.0 0.1 80.0 123000.0 1.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
265.0 0.05 60.5 46500.0 2.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
270.0 0.05 49.0 154500.0 30.0 -0.0 -0.0 1e-05 0.001 -0.0 0.0
275.0 0.05 37.0 79500.0 24.0 -0.001 -0.01 0.00083 0.067 -0.0 0.0
280.0 0.05 24.5 235500.0 286.0 -0.029 -0.15 0.01474 1.197 -0.03 0.05
285.0 0.15 15.0 156000.0 374.0 -0.225 -0.65 0.06702 5.441 -0.26 0.58
290.0 1.95 13.0 61500.0 127.0 -0.642 -0.78 0.0835 6.779 -0.75 2.75
295.0 6.7 25.0 48000.0 8.0 -0.929 -0.23 0.03044 2.471 -1.09 6.81
300.0 11.7 25.0 10500.0 16.0 -0.995 0.05 0.00345 0.28 -1.18 11.67
305.0 20.2 24.6232202002 0.0 0.0 -1.0 0.08 0.00013 0.01 -1.21 16.67
310.0 21.5 25.0 3000.0 4.0 -1.0 0.09 0.0 0.0 -1.23 21.66
315.0 32.25 24.6232202002 0.0 0.0 -1.0 0.09 0.0 0.0 -1.25 26.66
320.0 31.0 25.0 3000.0 3.0 -1.0 0.09 0.0 0.0 -1.27 31.66
325.0 35.5 25.0 1500.0 1.0 -1.0 0.09 0.0 0.0 -1.29 36.66
330.0 41.5 25.0 1500.0 8.0 -1.0 0.09 0.0 0.0 -1.31 41.66
335.0 46.1 25.0 0.0 0.0 -1.0 0.09 0.0 0.0 -1.33 46.66
340.0 52.0 25.0 6000.0 16.0 -1.0 0.09 0.0 0.0 -1.35 51.66
345.0 53.75 24.6232202002 0.0 0.0 -1.0 0.1 0.0 0.0 -1.37 56.65
350.0 64.15 25.0 3000.0 7.0 -1.0 0.1 0.0 0.0 -1.39 61.65
355.0 61.8 24.6232202002 0.0 0.0 -1.0 0.1 0.0 0.0 -1.41 66.65
360.0 72.5 25.0 0.0 0.0 -1.0 0.1 0.0 0.0 -1.43 71.65
365.0 70.2 24.6232202002 0.0 0.0 -1.0 0.1 0.0 0.0 -1.45 76.65
370.0 86.8 24.6232202002 0.0 0.0 -1.0 0.1 0.0 0.0 -1.47 81.65
375.0 78.9 24.6232202002 0.0 0.0 -1.0 0.1 0.0 0.0 -1.49 86.65
380.0 91.75 25.0 0.0 2.0 -1.0 0.11 0.0 0.0 -1.51 91.64
385.0 87.8 24.6232202002 0.0 0.0 -1.0 0.11 0.0 0.0 -1.53 96.64
390.0 102.5 25.0 0.0 0.0 -1.0 0.11 0.0 0.0 -1.55 101.64
395.0 105.8 25.0 4500.0 9.0 -1.0 0.11 0.0 0.0 -1.57 106.64

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