MINDTREE Options
Date: 26Mar2020 Expiry date: 26Mar2020
Underlying Price: 837.65 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 590.0 | 211.3 | 104.41834199 | 0.0 | 0.0 | 1.0 | -0.16 | 0.0 | 0.0 | 2.34 | 247.81 |
| 600.0 | 201.65 | 104.41834199 | 0.0 | 0.0 | 1.0 | -0.17 | 0.0 | 0.0 | 2.38 | 237.82 |
| 610.0 | 192.05 | 104.41834199 | 0.0 | 0.0 | 1.0 | -0.17 | 0.0 | 0.0 | 2.42 | 227.82 |
| 620.0 | 182.55 | 104.41834199 | 0.0 | 0.0 | 1.0 | -0.17 | 0.0 | 0.001 | 2.46 | 217.82 |
| 630.0 | 173.1 | 104.41834199 | 0.0 | 0.0 | 1.0 | -0.18 | 0.0 | 0.002 | 2.5 | 207.83 |
| 640.0 | 163.8 | 104.41834199 | 0.0 | 0.0 | 1.0 | -0.18 | 0.0 | 0.004 | 2.54 | 197.83 |
| 650.0 | 154.6 | 104.41834199 | 0.0 | 0.0 | 1.0 | -0.19 | 0.0 | 0.011 | 2.58 | 187.83 |
| 660.0 | 145.55 | 104.41834199 | 0.0 | 0.0 | 1.0 | -0.2 | 1e-05 | 0.026 | 2.62 | 177.84 |
| 670.0 | 136.7 | 104.41834199 | 0.0 | 0.0 | 1.0 | -0.22 | 2e-05 | 0.058 | 2.66 | 167.84 |
| 680.0 | 128.05 | 104.41834199 | 0.0 | 0.0 | 0.999 | -0.25 | 4e-05 | 0.123 | 2.7 | 157.85 |
| 690.0 | 119.6 | 104.41834199 | 0.0 | 0.0 | 0.999 | -0.32 | 8e-05 | 0.245 | 2.73 | 147.86 |
| 700.0 | 111.4 | 104.41834199 | 0.0 | 0.0 | 0.997 | -0.43 | 0.00016 | 0.459 | 2.77 | 137.89 |
| 710.0 | 103.5 | 104.41834199 | 0.0 | 0.0 | 0.995 | -0.62 | 0.00028 | 0.814 | 2.8 | 127.94 |
| 720.0 | 95.8 | 104.41834199 | 0.0 | 0.0 | 0.99 | -0.91 | 0.00047 | 1.369 | 2.82 | 118.03 |
| 730.0 | 88.5 | 104.41834199 | 0.0 | 0.0 | 0.983 | -1.34 | 0.00075 | 2.186 | 2.84 | 108.19 |
| 740.0 | 81.4 | 104.41834199 | 0.0 | 0.0 | 0.973 | -1.93 | 0.00114 | 3.323 | 2.84 | 98.44 |
| 750.0 | 74.7 | 104.41834199 | 0.0 | 0.0 | 0.957 | -2.71 | 0.00166 | 4.818 | 2.83 | 88.85 |
| 760.0 | 63.0 | 104.41834199 | 0.0 | 2.0 | 0.935 | -3.68 | 0.00229 | 6.672 | 2.79 | 79.46 |
| 770.0 | 50.55 | 104.41834199 | 800.0 | 0.0 | 0.906 | -4.81 | 0.00304 | 8.841 | 2.73 | 70.35 |
| 780.0 | 8.9 | 104.41834199 | 800.0 | 0.0 | 0.869 | -6.05 | 0.00386 | 11.23 | 2.64 | 61.6 |
| 790.0 | 51.35 | 104.41834199 | 0.0 | 0.0 | 0.823 | -7.33 | 0.00471 | 13.694 | 2.52 | 53.29 |
| 800.0 | 50.0 | 104.41834199 | 4000.0 | 2.0 | 0.769 | -8.55 | 0.00552 | 16.055 | 2.38 | 45.52 |
| 810.0 | 41.75 | 104.41834199 | 0.0 | 0.0 | 0.708 | -9.62 | 0.00623 | 18.124 | 2.2 | 38.35 |
| 820.0 | 29.2 | 104.41834199 | 800.0 | 0.0 | 0.641 | -10.44 | 0.00679 | 19.727 | 2.0 | 31.84 |
| 830.0 | 9.0 | 104.41834199 | 1600.0 | 0.0 | 0.57 | -10.95 | 0.00713 | 20.728 | 1.79 | 26.04 |
| 840.0 | 2.05 | 104.41834199 | 4000.0 | 5.0 | 0.498 | -11.1 | 0.00724 | 21.054 | 1.57 | 20.96 |
| 850.0 | 20.0 | 104.41834199 | 0.0 | 1.0 | 0.426 | -10.9 | 0.00712 | 20.695 | 1.35 | 16.6 |
| 860.0 | 9.0 | 104.41834199 | 1600.0 | 0.0 | 0.358 | -10.37 | 0.00678 | 19.71 | 1.14 | 12.94 |
| 870.0 | 20.9 | 104.41834199 | 0.0 | 0.0 | 0.295 | -9.57 | 0.00626 | 18.208 | 0.94 | 9.91 |
| 880.0 | 4.0 | 104.41834199 | 2400.0 | 0.0 | 0.238 | -8.58 | 0.00562 | 16.332 | 0.76 | 7.46 |
| 890.0 | 39.4 | 104.41834199 | 3200.0 | 0.0 | 0.188 | -7.48 | 0.0049 | 14.238 | 0.6 | 5.52 |
| 900.0 | 1.0 | 104.41834199 | 12800.0 | 6.0 | 0.146 | -6.34 | 0.00415 | 12.076 | 0.47 | 4.02 |
| 910.0 | 18.95 | 104.41834199 | 800.0 | 0.0 | 0.111 | -5.23 | 0.00343 | 9.974 | 0.36 | 2.87 |
| 920.0 | 0.1 | 104.41834199 | 8800.0 | 3.0 | 0.082 | -4.21 | 0.00276 | 8.029 | 0.27 | 2.02 |
| 930.0 | 15.85 | 104.41834199 | 4000.0 | 0.0 | 0.06 | -3.31 | 0.00217 | 6.305 | 0.19 | 1.39 |
| 940.0 | 0.05 | 104.41834199 | 5600.0 | 2.0 | 0.043 | -2.53 | 0.00166 | 4.834 | 0.14 | 0.95 |
| 950.0 | 0.05 | 104.41834199 | 15200.0 | 10.0 | 0.03 | -1.9 | 0.00125 | 3.621 | 0.1 | 0.63 |
| 960.0 | 0.05 | 104.41834199 | 21600.0 | 0.0 | 0.021 | -1.39 | 0.00091 | 2.652 | 0.07 | 0.42 |
| 970.0 | 3.05 | 104.41834199 | 10400.0 | 0.0 | 0.014 | -1.0 | 0.00065 | 1.901 | 0.05 | 0.27 |
| 980.0 | 0.05 | 104.41834199 | 10400.0 | 1.0 | 0.009 | -0.7 | 0.00046 | 1.334 | 0.03 | 0.17 |
| 990.0 | 0.05 | 104.41834199 | 6400.0 | 0.0 | 0.006 | -0.48 | 0.00032 | 0.917 | 0.02 | 0.11 |
| 1000.0 | 0.05 | 104.41834199 | 46400.0 | 1.0 | 0.004 | -0.32 | 0.00021 | 0.619 | 0.01 | 0.07 |
| 1010.0 | 3.3 | 104.41834199 | 0.0 | 0.0 | 0.002 | -0.21 | 0.00014 | 0.409 | 0.01 | 0.04 |
| 1020.0 | 0.05 | 104.41834199 | 8800.0 | 6.0 | 0.002 | -0.14 | 9e-05 | 0.266 | 0.01 | 0.02 |
| 1030.0 | 0.35 | 104.41834199 | 0.0 | 0.0 | 0.001 | -0.09 | 6e-05 | 0.169 | 0.0 | 0.01 |
| 1040.0 | 0.05 | 104.41834199 | 12800.0 | 0.0 | 0.001 | -0.06 | 4e-05 | 0.106 | 0.0 | 0.01 |
| 1050.0 | 0.5 | 104.41834199 | 1600.0 | 0.0 | 0.0 | -0.03 | 2e-05 | 0.065 | 0.0 | 0.0 |
| 1060.0 | 0.05 | 104.41834199 | 2400.0 | 1.0 | 0.0 | -0.02 | 1e-05 | 0.04 | 0.0 | 0.0 |
| 1070.0 | 0.05 | 104.41834199 | 1600.0 | 2.0 | 0.0 | -0.01 | 1e-05 | 0.024 | 0.0 | 0.0 |
| 1080.0 | 0.05 | 104.41834199 | 2400.0 | 0.0 | 0.0 | -0.01 | 0.0 | 0.014 | 0.0 | 0.0 |
| 1090.0 | 0.55 | 104.41834199 | 3200.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.008 | 0.0 | 0.0 |
| 1100.0 | 0.1 | 104.41834199 | 29600.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.005 | 0.0 | 0.0 |
| 1110.0 | 2.5 | 104.41834199 | 800.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.003 | 0.0 | 0.0 |
| 1120.0 | 2.0 | 104.41834199 | 800.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.001 | 0.0 | 0.0 |
| 1130.0 | 2.0 | 104.41834199 | 800.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.001 | 0.0 | 0.0 |
| 1140.0 | 2.0 | 104.41834199 | 800.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1150.0 | 0.5 | 104.41834199 | 5600.0 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 590.0 | 0.5 | 104.41834199 | 0.0 | 0.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 600.0 | 0.7 | 104.41834199 | 0.0 | 0.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 610.0 | 0.95 | 104.41834199 | 0.0 | 0.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 620.0 | 1.3 | 104.41834199 | 0.0 | 0.0 | -0.0 | -0.0 | 0.0 | 0.001 | -0.0 | 0.0 |
| 630.0 | 1.7 | 104.41834199 | 0.0 | 0.0 | -0.0 | -0.0 | 0.0 | 0.002 | -0.0 | 0.0 |
| 640.0 | 2.25 | 104.41834199 | 0.0 | 0.0 | -0.0 | -0.0 | 0.0 | 0.004 | -0.0 | 0.0 |
| 650.0 | 2.95 | 104.41834199 | 0.0 | 0.0 | -0.0 | -0.01 | 0.0 | 0.011 | -0.0 | 0.0 |
| 660.0 | 3.75 | 104.41834199 | 0.0 | 0.0 | -0.0 | -0.01 | 1e-05 | 0.026 | -0.0 | 0.0 |
| 670.0 | 4.75 | 104.41834199 | 0.0 | 0.0 | -0.0 | -0.03 | 2e-05 | 0.058 | -0.0 | 0.0 |
| 680.0 | 5.95 | 104.41834199 | 0.0 | 0.0 | -0.001 | -0.06 | 4e-05 | 0.123 | -0.0 | 0.01 |
| 690.0 | 7.35 | 104.41834199 | 0.0 | 0.0 | -0.001 | -0.13 | 8e-05 | 0.245 | -0.0 | 0.02 |
| 700.0 | 10.0 | 104.41834199 | 0.0 | 0.0 | -0.003 | -0.24 | 0.00016 | 0.459 | -0.01 | 0.05 |
| 710.0 | 18.85 | 104.41834199 | 800.0 | 0.0 | -0.005 | -0.42 | 0.00028 | 0.814 | -0.02 | 0.1 |
| 720.0 | 23.8 | 104.41834199 | 800.0 | 0.0 | -0.01 | -0.71 | 0.00047 | 1.369 | -0.03 | 0.18 |
| 730.0 | 45.0 | 104.41834199 | 0.0 | 0.0 | -0.017 | -1.14 | 0.00075 | 2.186 | -0.06 | 0.34 |
| 740.0 | 6.5 | 104.41834199 | 4000.0 | 0.0 | -0.027 | -1.73 | 0.00114 | 3.323 | -0.09 | 0.59 |
| 750.0 | 48.0 | 104.41834199 | 1600.0 | 0.0 | -0.043 | -2.51 | 0.00166 | 4.818 | -0.15 | 0.99 |
| 760.0 | 50.6 | 104.41834199 | 1600.0 | 0.0 | -0.065 | -3.47 | 0.00229 | 6.672 | -0.22 | 1.6 |
| 770.0 | 43.65 | 104.41834199 | 2400.0 | 0.0 | -0.094 | -4.59 | 0.00304 | 8.841 | -0.32 | 2.48 |
| 780.0 | 63.4 | 104.41834199 | 11200.0 | 0.0 | -0.131 | -5.83 | 0.00386 | 11.23 | -0.45 | 3.73 |
| 790.0 | 11.95 | 104.41834199 | 2400.0 | 0.0 | -0.177 | -7.11 | 0.00471 | 13.694 | -0.61 | 5.42 |
| 800.0 | 2.4 | 104.41834199 | 16000.0 | 8.0 | -0.231 | -8.33 | 0.00552 | 16.055 | -0.8 | 7.65 |
| 810.0 | 63.65 | 104.41834199 | 1600.0 | 0.0 | -0.292 | -9.39 | 0.00623 | 18.124 | -1.01 | 10.47 |
| 820.0 | 1.95 | 104.41834199 | 1600.0 | 1.0 | -0.359 | -10.21 | 0.00679 | 19.727 | -1.25 | 13.96 |
| 830.0 | 82.0 | 104.41834199 | 3200.0 | 0.0 | -0.43 | -10.72 | 0.00713 | 20.728 | -1.5 | 18.16 |
| 840.0 | 24.95 | 104.41834199 | 18400.0 | 4.0 | -0.502 | -10.87 | 0.00724 | 21.054 | -1.76 | 23.08 |
| 850.0 | 58.15 | 104.41834199 | 800.0 | 0.0 | -0.574 | -10.66 | 0.00712 | 20.695 | -2.02 | 28.72 |
| 860.0 | 28.1 | 104.41834199 | 2400.0 | 0.0 | -0.642 | -10.13 | 0.00678 | 19.71 | -2.27 | 35.05 |
| 870.0 | 36.45 | 104.41834199 | 1600.0 | 0.0 | -0.705 | -9.33 | 0.00626 | 18.208 | -2.51 | 42.02 |
| 880.0 | 100.0 | 104.41834199 | 7200.0 | 0.0 | -0.762 | -8.34 | 0.00562 | 16.332 | -2.73 | 49.57 |
| 890.0 | 80.0 | 104.41834199 | 2400.0 | 0.0 | -0.812 | -7.23 | 0.0049 | 14.238 | -2.93 | 57.62 |
| 900.0 | 60.0 | 104.41834199 | 23200.0 | 1.0 | -0.854 | -6.09 | 0.00415 | 12.076 | -3.1 | 66.12 |
| 910.0 | 21.1 | 104.41834199 | 1600.0 | 0.0 | -0.889 | -4.98 | 0.00343 | 9.974 | -3.25 | 74.97 |
| 920.0 | 133.0 | 104.41834199 | 5600.0 | 0.0 | -0.918 | -3.96 | 0.00276 | 8.029 | -3.38 | 84.11 |
| 930.0 | 91.2 | 104.41834199 | 3200.0 | 0.0 | -0.94 | -3.05 | 0.00217 | 6.305 | -3.49 | 93.49 |
| 940.0 | 110.0 | 104.41834199 | 16000.0 | 0.0 | -0.957 | -2.27 | 0.00166 | 4.834 | -3.59 | 103.04 |
| 950.0 | 182.8 | 104.41834199 | 4000.0 | 0.0 | -0.97 | -1.63 | 0.00125 | 3.621 | -3.67 | 112.72 |
| 960.0 | 184.85 | 104.41834199 | 5600.0 | 0.0 | -0.979 | -1.12 | 0.00091 | 2.652 | -3.74 | 122.5 |
| 970.0 | 270.0 | 104.41834199 | 9600.0 | 0.0 | -0.986 | -0.73 | 0.00065 | 1.901 | -3.8 | 132.35 |
| 980.0 | 145.0 | 104.41834199 | 9600.0 | 0.0 | -0.991 | -0.43 | 0.00046 | 1.334 | -3.86 | 142.25 |
| 990.0 | 71.25 | 104.41834199 | 8800.0 | 0.0 | -0.994 | -0.21 | 0.00032 | 0.917 | -3.91 | 152.18 |
| 1000.0 | 265.0 | 104.41834199 | 12000.0 | 0.0 | -0.996 | -0.05 | 0.00021 | 0.619 | -3.95 | 162.14 |
| 1010.0 | 188.1 | 104.41834199 | 0.0 | 0.0 | -0.998 | 0.07 | 0.00014 | 0.409 | -4.0 | 172.11 |
| 1020.0 | 181.25 | 104.41834199 | 4000.0 | 2.0 | -0.998 | 0.14 | 9e-05 | 0.266 | -4.04 | 182.09 |
| 1030.0 | 100.3 | 104.41834199 | 3200.0 | 0.0 | -0.999 | 0.2 | 6e-05 | 0.169 | -4.08 | 192.08 |
| 1040.0 | 116.0 | 104.41834199 | 4800.0 | 0.0 | -0.999 | 0.23 | 4e-05 | 0.106 | -4.12 | 202.07 |
| 1050.0 | 117.05 | 104.41834199 | 2400.0 | 0.0 | -1.0 | 0.26 | 2e-05 | 0.065 | -4.16 | 212.06 |
| 1060.0 | 287.3 | 104.41834199 | 1600.0 | 0.0 | -1.0 | 0.27 | 1e-05 | 0.04 | -4.2 | 222.06 |
| 1070.0 | 297.0 | 104.41834199 | 1600.0 | 0.0 | -1.0 | 0.28 | 1e-05 | 0.024 | -4.24 | 232.05 |
| 1080.0 | 185.5 | 104.41834199 | 0.0 | 0.0 | -1.0 | 0.29 | 0.0 | 0.014 | -4.28 | 242.05 |
| 1090.0 | 118.7 | 104.41834199 | 800.0 | 0.0 | -1.0 | 0.3 | 0.0 | 0.008 | -4.32 | 252.05 |
| 1100.0 | 377.0 | 104.41834199 | 800.0 | 0.0 | -1.0 | 0.3 | 0.0 | 0.005 | -4.36 | 262.04 |
| 1110.0 | 196.2 | 104.41834199 | 0.0 | 0.0 | -1.0 | 0.31 | 0.0 | 0.003 | -4.4 | 272.04 |
| 1120.0 | 190.55 | 104.41834199 | 0.0 | 0.0 | -1.0 | 0.31 | 0.0 | 0.001 | -4.44 | 282.04 |
| 1130.0 | 155.35 | 104.41834199 | 1600.0 | 0.0 | -1.0 | 0.31 | 0.0 | 0.001 | -4.48 | 292.04 |
| 1140.0 | 196.2 | 104.41834199 | 0.0 | 0.0 | -1.0 | 0.32 | 0.0 | 0.0 | -4.52 | 302.03 |
| 1150.0 | 183.45 | 104.41834199 | 0.0 | 0.0 | -1.0 | 0.32 | 0.0 | 0.0 | -4.56 | 312.03 |
