MINDTREE Options

Date: 26Mar2020 Expiry date: 26Mar2020

Underlying Price: 837.65 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
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

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