JSWSTEEL Options
Date: 31Mar2016 Expiry date: 31Mar2016
Underlying Price: 128.325 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 1000.0 | 284.1 | 18.4134996906 | 11400.0 | 26.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1040.0 | 228.0 | 18.4134996906 | 1200.0 | 2.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1060.0 | 211.0 | 18.4134996906 | 2400.0 | 3.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1080.0 | 180.05 | 18.4134996906 | 1800.0 | 5.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1100.0 | 184.3 | 18.4134996906 | 9000.0 | 9.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1120.0 | 162.8 | 18.4134996906 | 14400.0 | 7.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1140.0 | 143.7 | 18.4134996906 | 22800.0 | 31.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1160.0 | 122.35 | 18.4134996906 | 18600.0 | 17.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1180.0 | 97.25 | 18.4134996906 | 12600.0 | 6.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1200.0 | 84.95 | 18.4134996906 | 30600.0 | 23.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1220.0 | 61.8 | 18.4134996906 | 40200.0 | 21.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1240.0 | 42.05 | 18.4134996906 | 55200.0 | 76.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1260.0 | 16.65 | 18.4134996906 | 43200.0 | 194.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1280.0 | 3.0 | 18.4134996906 | 40800.0 | 324.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1300.0 | 0.1 | 18.4134996906 | 60000.0 | 72.0 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 1000.0 | 0.15 | 18.4134996906 | 89400.0 | 14.0 | -1.0 | 0.28 | 0.0 | 0.0 | -3.97 | 871.4 |
| 1040.0 | 0.1 | 18.4134996906 | 15600.0 | 2.0 | -1.0 | 0.29 | 0.0 | 0.0 | -4.13 | 911.39 |
| 1060.0 | 0.2 | 18.4134996906 | 32400.0 | 2.0 | -1.0 | 0.29 | 0.0 | 0.0 | -4.21 | 931.38 |
| 1080.0 | 0.05 | 18.4134996906 | 15000.0 | 5.0 | -1.0 | 0.3 | 0.0 | 0.0 | -4.28 | 951.38 |
| 1100.0 | 0.05 | 18.4134996906 | 70800.0 | 9.0 | -1.0 | 0.31 | 0.0 | 0.0 | -4.36 | 971.37 |
| 1120.0 | 0.1 | 18.4134996906 | 25200.0 | 3.0 | -1.0 | 0.31 | 0.0 | 0.0 | -4.44 | 991.36 |
| 1140.0 | 0.25 | 18.4134996906 | 56400.0 | 39.0 | -1.0 | 0.32 | 0.0 | 0.0 | -4.52 | 1011.36 |
| 1160.0 | 0.1 | 18.4134996906 | 52200.0 | 19.0 | -1.0 | 0.32 | 0.0 | 0.0 | -4.6 | 1031.35 |
| 1180.0 | 0.05 | 18.4134996906 | 45600.0 | 16.0 | -1.0 | 0.33 | 0.0 | 0.0 | -4.68 | 1051.35 |
| 1200.0 | 0.05 | 18.4134996906 | 102000.0 | 49.0 | -1.0 | 0.33 | 0.0 | 0.0 | -4.76 | 1071.34 |
| 1220.0 | 0.1 | 18.4134996906 | 53400.0 | 43.0 | -1.0 | 0.34 | 0.0 | 0.0 | -4.84 | 1091.34 |
| 1240.0 | 0.1 | 18.4134996906 | 52800.0 | 120.0 | -1.0 | 0.34 | 0.0 | 0.0 | -4.92 | 1111.33 |
| 1260.0 | 0.15 | 18.4134996906 | 22200.0 | 116.0 | -1.0 | 0.35 | 0.0 | 0.0 | -5.0 | 1131.33 |
| 1280.0 | 0.3 | 18.4134996906 | 18000.0 | 43.0 | -1.0 | 0.36 | 0.0 | 0.0 | -5.08 | 1151.32 |
| 1300.0 | 23.2 | 18.4134996906 | 3000.0 | 2.0 | -1.0 | 0.36 | 0.0 | 0.0 | -5.16 | 1171.31 |
