JSWSTEEL Options
Date: 30Jan2020 Expiry date: 30Jan2020
Underlying Price: 256.95 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 155.0 | 100.25 | 34.0 | 4600.0 | 2.0 | 1.0 | -0.04 | 0.0 | 0.0 | 0.61 | 101.99 |
| 160.0 | 71.65 | 33.9926180726 | 0.0 | 0.0 | 1.0 | -0.04 | 0.0 | 0.0 | 0.63 | 96.99 |
| 165.0 | 67.15 | 33.9926180726 | 0.0 | 0.0 | 1.0 | -0.05 | 0.0 | 0.0 | 0.65 | 92.0 |
| 170.0 | 62.8 | 33.9926180726 | 0.0 | 0.0 | 1.0 | -0.05 | 0.0 | 0.0 | 0.67 | 87.0 |
| 175.0 | 58.55 | 33.9926180726 | 0.0 | 0.0 | 1.0 | -0.05 | 0.0 | 0.0 | 0.69 | 82.0 |
| 180.0 | 54.4 | 33.9926180726 | 0.0 | 0.0 | 1.0 | -0.05 | 0.0 | 0.0 | 0.71 | 77.0 |
| 185.0 | 50.45 | 33.9926180726 | 0.0 | 0.0 | 1.0 | -0.05 | 0.0 | 0.0 | 0.73 | 72.0 |
| 190.0 | 46.65 | 33.9926180726 | 0.0 | 0.0 | 1.0 | -0.05 | 0.0 | 0.0 | 0.75 | 67.0 |
| 195.0 | 43.0 | 33.9926180726 | 0.0 | 0.0 | 1.0 | -0.05 | 0.0 | 0.0 | 0.77 | 62.0 |
| 200.0 | 39.55 | 33.9926180726 | 0.0 | 0.0 | 1.0 | -0.06 | 0.0 | 0.0 | 0.79 | 57.01 |
| 205.0 | 36.25 | 33.9926180726 | 0.0 | 0.0 | 1.0 | -0.06 | 0.0 | 0.0 | 0.81 | 52.01 |
| 210.0 | 52.0 | 87.0 | 4600.0 | 0.0 | 1.0 | -0.06 | 0.0 | 0.0 | 0.83 | 47.01 |
| 215.0 | 30.25 | 33.9926180726 | 0.0 | 0.0 | 1.0 | -0.06 | 0.0 | 0.0 | 0.85 | 42.01 |
| 220.0 | 39.0 | 33.9926180726 | 0.0 | 0.0 | 1.0 | -0.06 | 0.0 | 0.0 | 0.87 | 37.01 |
| 225.0 | 34.0 | 33.9926180726 | 11500.0 | 0.0 | 1.0 | -0.06 | 0.0 | 0.0 | 0.89 | 32.01 |
| 230.0 | 29.1 | 33.9926180726 | 2300.0 | 1.0 | 1.0 | -0.06 | 0.0 | 0.0 | 0.91 | 27.01 |
| 235.0 | 20.45 | 33.9926180726 | 0.0 | 0.0 | 1.0 | -0.07 | 1e-05 | 0.001 | 0.93 | 22.02 |
| 240.0 | 33.0 | 33.9926180726 | 2300.0 | 0.0 | 0.999 | -0.07 | 0.00042 | 0.037 | 0.95 | 17.02 |
| 245.0 | 16.2 | 33.9926180726 | 2300.0 | 0.0 | 0.988 | -0.15 | 0.0058 | 0.517 | 0.96 | 12.04 |
| 250.0 | 4.95 | 33.9926180726 | 16100.0 | 8.0 | 0.904 | -0.53 | 0.03098 | 2.759 | 0.89 | 7.27 |
| 255.0 | 2.7 | 25.0 | 55200.0 | 69.0 | 0.648 | -1.07 | 0.06748 | 6.01 | 0.65 | 3.34 |
| 260.0 | 0.1 | 14.0 | 121900.0 | 808.0 | 0.299 | -0.98 | 0.0631 | 5.62 | 0.3 | 1.03 |
| 265.0 | 0.05 | 26.0 | 227700.0 | 386.0 | 0.078 | -0.41 | 0.02658 | 2.367 | 0.08 | 0.19 |
| 270.0 | 0.05 | 38.5 | 361100.0 | 146.0 | 0.011 | -0.08 | 0.00527 | 0.469 | 0.01 | 0.02 |
| 275.0 | 0.05 | 50.0 | 432400.0 | 125.0 | 0.001 | -0.01 | 0.00051 | 0.046 | 0.0 | 0.0 |
| 280.0 | 0.05 | 62.0 | 411700.0 | 19.0 | 0.0 | -0.0 | 3e-05 | 0.002 | 0.0 | 0.0 |
| 285.0 | 0.05 | 72.0 | 186300.0 | 6.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 290.0 | 0.05 | 83.0 | 324300.0 | 8.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 295.0 | 0.05 | 93.0 | 78200.0 | 5.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 300.0 | 0.05 | 33.9926180726 | 280600.0 | 10.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 305.0 | 0.05 | 33.9926180726 | 50600.0 | 1.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | -0.0 |
| 310.0 | 0.05 | 33.9926180726 | 110400.0 | 2.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 315.0 | 0.05 | 33.9926180726 | 18400.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 320.0 | 0.05 | 33.9926180726 | 32200.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 325.0 | 0.65 | 33.9926180726 | 2300.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 330.0 | 0.4 | 33.9926180726 | 4600.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 335.0 | 4.8 | 33.9926180726 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 155.0 | 0.95 | 33.9926180726 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 160.0 | 1.3 | 33.9926180726 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 165.0 | 1.75 | 33.9926180726 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 170.0 | 0.05 | 33.9926180726 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 175.0 | 3.0 | 33.9926180726 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 180.0 | 3.8 | 33.9926180726 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 185.0 | 4.75 | 33.9926180726 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 190.0 | 5.9 | 33.9926180726 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 195.0 | 1.3 | 33.9926180726 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 200.0 | 2.5 | 33.9926180726 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 205.0 | 10.3 | 33.9926180726 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 210.0 | 0.1 | 33.9926180726 | 6900.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 215.0 | 0.5 | 33.9926180726 | 2300.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 220.0 | 0.05 | 33.9926180726 | 147200.0 | 0.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 225.0 | 0.5 | 33.9926180726 | 4600.0 | 0.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 230.0 | 0.05 | 78.0 | 46000.0 | 1.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 235.0 | 0.05 | 65.0 | 25300.0 | 0.0 | -0.0 | -0.0 | 1e-05 | 0.001 | -0.0 | 0.0 |
| 240.0 | 0.05 | 51.5 | 105800.0 | 0.0 | -0.001 | -0.01 | 0.00042 | 0.037 | -0.0 | 0.0 |
| 245.0 | 0.05 | 38.0 | 69000.0 | 5.0 | -0.012 | -0.09 | 0.0058 | 0.517 | -0.01 | 0.02 |
| 250.0 | 0.05 | 24.0 | 234600.0 | 38.0 | -0.096 | -0.46 | 0.03098 | 2.759 | -0.1 | 0.25 |
| 255.0 | 0.25 | 14.5 | 94300.0 | 173.0 | -0.352 | -1.0 | 0.06748 | 6.01 | -0.36 | 1.32 |
| 260.0 | 3.3 | 23.0 | 66700.0 | 333.0 | -0.701 | -0.9 | 0.0631 | 5.62 | -0.73 | 4.01 |
| 265.0 | 8.0 | 34.0 | 43700.0 | 19.0 | -0.922 | -0.33 | 0.02658 | 2.367 | -0.97 | 8.17 |
| 270.0 | 13.6 | 34.0 | 124200.0 | 29.0 | -0.989 | -0.01 | 0.00527 | 0.469 | -1.06 | 13.0 |
| 275.0 | 18.3 | 34.0 | 32200.0 | 5.0 | -0.999 | 0.07 | 0.00051 | 0.046 | -1.09 | 17.97 |
| 280.0 | 23.5 | 34.0 | 181700.0 | 13.0 | -1.0 | 0.08 | 3e-05 | 0.002 | -1.11 | 22.97 |
| 285.0 | 21.05 | 33.9926180726 | 34500.0 | 0.0 | -1.0 | 0.08 | 0.0 | 0.0 | -1.13 | 27.97 |
| 290.0 | 33.0 | 34.0 | 6900.0 | 1.0 | -1.0 | 0.08 | 0.0 | 0.0 | -1.15 | 32.97 |
| 295.0 | 34.9 | 33.9926180726 | 2300.0 | 1.0 | -1.0 | 0.08 | 0.0 | 0.0 | -1.17 | 37.97 |
| 300.0 | 42.4 | 34.0 | 13800.0 | 2.0 | -1.0 | 0.08 | 0.0 | 0.0 | -1.19 | 42.97 |
| 305.0 | 76.6 | 33.9926180726 | 0.0 | 0.0 | -1.0 | 0.08 | 0.0 | 0.0 | -1.21 | 47.97 |
| 310.0 | 54.0 | 34.0 | 6900.0 | 8.0 | -1.0 | 0.09 | 0.0 | 0.0 | -1.23 | 52.96 |
| 315.0 | 52.0 | 33.9926180726 | 6900.0 | 0.0 | -1.0 | 0.09 | 0.0 | 0.0 | -1.25 | 57.96 |
| 320.0 | 90.1 | 33.9926180726 | 0.0 | 0.0 | -1.0 | 0.09 | 0.0 | 0.0 | -1.27 | 62.96 |
| 325.0 | 86.2 | 48.7255859375 | 0.0 | 0.0 | -1.0 | 0.09 | 0.0 | 0.0 | -1.29 | 67.96 |
| 330.0 | 90.75 | 33.9926180726 | 0.0 | 0.0 | -1.0 | 0.09 | 0.0 | 0.0 | -1.31 | 72.96 |
| 335.0 | 84.95 | 33.9926180726 | 0.0 | 0.0 | -1.0 | 0.09 | 0.0 | 0.0 | -1.33 | 77.96 |
